FAIR VALUE OF FINANCIAL INSTRUMENTS - Schedule of Quantitative Information (Details) $ in Thousands	6 Months Ended	12 Months Ended
	Jun. 30, 2019 USD ($)	Dec. 31, 2018 USD ($)
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	$ 1,775,211	$ 1,398,576
CMBS
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	1,653,703	1,252,640
CMBS interest-only
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	44,052	55,691
GNMA interest-only
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	2,291	2,648
Agency securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	663	662
GNMA permanent securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	33,084	33,064
Corporate bonds
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	$ 41,418	$ 53,871
Level 3 | CMBS | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	0 months	0 years
Level 3 | CMBS | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	1 year 8 months 15 days	2 years 6 months
Level 3 | CMBS | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	7 years 4 months 13 days	7 years 9 months 10 days
Level 3 | CMBS interest-only | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	2 months 12 days	1 month 20 days
Level 3 | CMBS interest-only | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	2 years 7 months 17 days	2 years 11 months 15 days
Level 3 | CMBS interest-only | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	3 years 10 months 6 days	6 years 10 months 9 days
Level 3 | GNMA interest-only | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	7 months 13 days	0 days
Level 3 | GNMA interest-only | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	2 years 9 months 21 days	3 years 1 month 17 days
Level 3 | GNMA interest-only | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	10 years 7 days	4 years 9 months 7 days
Level 3 | Agency securities | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	0 months	0 years
Level 3 | Agency securities | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	2 years 6 months 29 days	2 years 9 months 29 days
Level 3 | Agency securities | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	3 years 4 months 20 days	3 years 9 months 25 days
Level 3 | GNMA permanent securities | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	2 years 7 months 13 days	0 years
Level 3 | GNMA permanent securities | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	3 years 7 months 6 days	5 years 7 months 13 days
Level 3 | GNMA permanent securities | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	6 years 8 months 1 day	5 years 10 months 17 days
Level 3 | Corporate bonds | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	1 year 3 months 7 days	1 year 11 months 8 days
Level 3 | Corporate bonds | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	1 year 4 months 13 days	2 years 2 months 8 days
Level 3 | Corporate bonds | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	2 years 25 days	2 years 8 months 12 days
Level 3 | Yield | CMBS | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0	0
Level 3 | Yield | CMBS | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0323	0.0354
Level 3 | Yield | CMBS | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.2087	0.2167
Level 3 | Yield | CMBS interest-only | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0195	0.0087
Level 3 | Yield | CMBS interest-only | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0416	0.0471
Level 3 | Yield | CMBS interest-only | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0988	0.0811
Level 3 | Yield | GNMA interest-only | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	(0.06)	0.0121
Level 3 | Yield | GNMA interest-only | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.1403	0.0554
Level 3 | Yield | GNMA interest-only | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.5934	0.1021
Level 3 | Yield | Agency securities | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0	0
Level 3 | Yield | Agency securities | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0153	0.021
Level 3 | Yield | Agency securities | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0201	0.0284
Level 3 | Yield | GNMA permanent securities | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0208	0
Level 3 | Yield | GNMA permanent securities | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0352	0.0351
Level 3 | Yield | GNMA permanent securities | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0667	0.04
Level 3 | Yield | Corporate bonds | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0348	0.053
Level 3 | Yield | Corporate bonds | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0351	0.0535
Level 3 | Yield | Corporate bonds | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0352	0.0546
Level 3 | Prepayment speed | CMBS interest-only | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	100.00	100.00
Level 3 | Prepayment speed | CMBS interest-only | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	100.00	100.00
Level 3 | Prepayment speed | CMBS interest-only | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	100.00	100.00
Level 3 | Prepayment speed | GNMA interest-only | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	5.00	5.00
Level 3 | Prepayment speed | GNMA interest-only | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	6.74	6.58
Level 3 | Prepayment speed | GNMA interest-only | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	15.00	15.00
Level 3 | Internal Model Third Party Inputs Valuation Technique
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	$ 1,775,211	$ 1,398,576
Level 3 | Internal Model Third Party Inputs Valuation Technique | CMBS
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	1,653,703
Level 3 | Internal Model Third Party Inputs Valuation Technique | CMBS interest-only
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	44,052
Level 3 | Internal Model Third Party Inputs Valuation Technique | GNMA interest-only
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	2,291
Level 3 | Internal Model Third Party Inputs Valuation Technique | Agency securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	663
Level 3 | Internal Model Third Party Inputs Valuation Technique | GNMA permanent securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	33,084
Level 3 | Internal Model Third Party Inputs Valuation Technique | Corporate bonds
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	$ 41,418