FAIR VALUE OF FINANCIAL INSTRUMENTS - Schedule of Quantitative Information (Details) - Discounted Cash Flow - Level 3 $ in Thousands	3 Months Ended	12 Months Ended
	Mar. 31, 2018 USD ($)	Dec. 31, 2017 USD ($)
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Carrying Value	$ 1,100,105	$ 1,106,517
CMBS
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Carrying Value	$ 982,284	$ 953,499
CMBS | Minimum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Yield (as a percent)	0.00%	0.61%
Duration (in years)	0 years	1 month 13 days
CMBS | Weighted Average
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Yield (as a percent)	3.42%	3.00%
Duration (in years)	3 years 2 months 12 days	3 years 2 months 8 days
CMBS | Maximum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Yield (as a percent)	21.15%	18.32%
Duration (in years)	8 years 14 days	7 years 10 months 2 days
CMBS interest-only
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Carrying Value	$ 79,035	$ 113,072
CMBS interest-only | Minimum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Yield (as a percent)	2.66%	2.70%
Duration (in years)	3 months 7 days	4 months 20 days
Prepayment speed	100.00	100.00
CMBS interest-only | Weighted Average
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Yield (as a percent)	3.78%	3.52%
Duration (in years)	2 years 10 months 27 days	3 years 21 days
Prepayment speed	100.00	100.00
CMBS interest-only | Maximum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Yield (as a percent)	6.71%	6.31%
Duration (in years)	4 years 3 months 18 days	4 years 5 months 15 days
Prepayment speed	100.00	100.00
GNMA interest-only
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Carrying Value	$ 3,975	$ 4,476
GNMA interest-only | Minimum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Yield (as a percent)	0.00%	4.46%
Duration (in years)	0 years	5 months 8 days
Prepayment speed	0	5.00
GNMA interest-only | Weighted Average
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Yield (as a percent)	12.90%	11.85%
Duration (in years)	2 years 4 months 17 days	2 years 5 months 4 days
Prepayment speed	12.02	12.19
GNMA interest-only | Maximum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Yield (as a percent)	80.84%	71.88%
Duration (in years)	5 years 1 month 6 days	5 years 2 months 8 days
Prepayment speed	35.00	35.00
Agency securities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Carrying Value	$ 698	$ 728
Agency securities | Minimum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Yield (as a percent)	1.40%	1.40%
Duration (in years)	0 years	0 years
Agency securities | Weighted Average
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Yield (as a percent)	2.48%	2.16%
Duration (in years)	3 years 1 month 13 days	3 years 2 months 19 days
Agency securities | Maximum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Yield (as a percent)	2.95%	2.52%
Duration (in years)	4 years 5 months 26 days	4 years 8 months 19 days
GNMA permanent securities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Carrying Value	$ 34,113	$ 34,742
GNMA permanent securities | Minimum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Yield (as a percent)	4.00%	2.62%
Duration (in years)	3 years 10 days	1 year 4 months 24 days
GNMA permanent securities | Weighted Average
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Yield (as a percent)	81.00%	3.44%
Duration (in years)	3 years 9 months 3 days	5 years 9 months
GNMA permanent securities | Maximum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Yield (as a percent)	6.91%	6.93%
Duration (in years)	6 years 10 months 27 days	5 years 11 months 8 days