FAIR VALUE OF FINANCIAL INSTRUMENTS - Schedule of Quantitative Information (Details) - Level 3 $ in Thousands	6 Months Ended	12 Months Ended
	Jun. 30, 2018 USD ($)	Dec. 31, 2017 USD ($)
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	$ 1,106,358	$ 1,106,517
CMBS
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	$ 994,297	$ 953,499
CMBS | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration (in years)	0 days	1 month 13 days
CMBS | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration (in years)	3 years 29 days	3 years 2 months 8 days
CMBS | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration (in years)	7 years 11 months 19 days	7 years 10 months 2 days
CMBS interest-only
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	$ 74,546	$ 113,072
CMBS interest-only | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration (in years)	1 month 20 days	4 months 20 days
CMBS interest-only | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration (in years)	2 years 10 months 2 days	3 years 21 days
CMBS interest-only | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration (in years)	4 years 2 months 4 days	4 years 5 months 15 days
GNMA interest-only
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	$ 3,196	$ 4,476
GNMA interest-only | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration (in years)	0 months	5 months 8 days
GNMA interest-only | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration (in years)	2 years 9 months 7 days	2 years 5 months 4 days
GNMA interest-only | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration (in years)	10 years 18 days	5 years 2 months 8 days
Agency securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	$ 686	$ 728
Agency securities | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration (in years)	0 months	0 years
Agency securities | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration (in years)	3 years 3 days	3 years 2 months 19 days
Agency securities | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration (in years)	4 years 3 months 3 days	4 years 8 months 19 days
GNMA permanent securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	$ 33,633	$ 34,742
GNMA permanent securities | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration (in years)	1 year 1 month 27 days	1 year 4 months 24 days
GNMA permanent securities | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration (in years)	8 years 2 months 23 days	5 years 9 months
GNMA permanent securities | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration (in years)	14 years 29 days	5 years 11 months 8 days
Yield | CMBS | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt securities, available-for-sale, measurement input	0.00	0.0061
Yield | CMBS | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt securities, available-for-sale, measurement input	0.0367	0.03
Yield | CMBS | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt securities, available-for-sale, measurement input	0.2129	0.1832
Yield | CMBS interest-only | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt securities, available-for-sale, measurement input	0.0224	0.027
Yield | CMBS interest-only | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt securities, available-for-sale, measurement input	0.0388	0.0352
Yield | CMBS interest-only | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt securities, available-for-sale, measurement input	0.0673	0.0631
Yield | GNMA interest-only | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt securities, available-for-sale, measurement input	0.00	0.0446
Yield | GNMA interest-only | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt securities, available-for-sale, measurement input	0.1276	0.1185
Yield | GNMA interest-only | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt securities, available-for-sale, measurement input	0.4561	0.7188
Yield | Agency securities | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt securities, available-for-sale, measurement input	0.00	0.014
Yield | Agency securities | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt securities, available-for-sale, measurement input	0.0216	0.0216
Yield | Agency securities | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt securities, available-for-sale, measurement input	0.0306	0.0252
Yield | GNMA permanent securities | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt securities, available-for-sale, measurement input	0.0370	0.0262
Yield | GNMA permanent securities | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt securities, available-for-sale, measurement input	0.0643	0.0344
Yield | GNMA permanent securities | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt securities, available-for-sale, measurement input	0.1900	0.0693
Prepayment speed | CMBS interest-only | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt securities, available-for-sale, measurement input	100.00	100.00
Prepayment speed | CMBS interest-only | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt securities, available-for-sale, measurement input	100.00	100.00
Prepayment speed | CMBS interest-only | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt securities, available-for-sale, measurement input	100.00	100.00
Prepayment speed | GNMA interest-only | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt securities, available-for-sale, measurement input	5.00	5.00
Prepayment speed | GNMA interest-only | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt securities, available-for-sale, measurement input	10.02	12.19
Prepayment speed | GNMA interest-only | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt securities, available-for-sale, measurement input	25.00	35.00