FAIR VALUE OF FINANCIAL INSTRUMENTS - Schedule of Quantitative Information (Details) $ in Thousands	12 Months Ended
	Dec. 31, 2019 USD ($)	Dec. 31, 2018 USD ($)
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	$ 1,708,325	$ 1,398,576
CMBS
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	1,644,322	1,252,640
CMBS interest-only
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	29,146	55,691
GNMA interest-only
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	1,851	2,648
Agency securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	637	662
GNMA permanent securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	$ 32,369	33,064
Corporate bonds
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value		$ 53,871
Level 3 | CMBS | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	0 years	0 years
Level 3 | CMBS | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	1 year 7 months 17 days	2 years 6 months
Level 3 | CMBS | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	6 years 10 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	7 days	1 month 20 days
Level 3 | CMBS interest-only | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	2 years 5 months 19 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 6 months 3 days	6 years 10 months 9 days
Level 3 | GNMA interest-only | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	25 days	14 days
Level 3 | GNMA interest-only | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	2 years 10 months 24 days	3 years 1 month 17 days
Level 3 | GNMA interest-only | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	13 years 8 months 8 days	4 years 9 months 7 days
Level 3 | Agency securities | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	0 years	0 years
Level 3 | Agency securities | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	2 years 3 months 18 days	2 years 9 months 29 days
Level 3 | Agency securities | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	2 years 11 months 1 day	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 6 days	0 years
Level 3 | GNMA permanent securities | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration	3 years 7 months 9 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 5 months 26 days	5 years 10 months 17 days
Level 3 | Corporate bonds | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration		1 year 11 months 8 days
Level 3 | Corporate bonds | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration		2 years 2 months 8 days
Level 3 | Corporate bonds | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Duration		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	0.0311	0.0354
Level 3 | Yield | CMBS | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.1992	0.2167
Level 3 | Yield | CMBS interest-only | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0157	0.0087
Level 3 | Yield | CMBS interest-only | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0393	0.0471
Level 3 | Yield | CMBS interest-only | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0762	0.0811
Level 3 | Yield | GNMA interest-only | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	(0.0482)	0.0121
Level 3 | Yield | GNMA interest-only | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.1513	0.0554
Level 3 | Yield | GNMA interest-only | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.445	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	0.017	0.021
Level 3 | Yield | Agency securities | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0216	0.0284
Level 3 | Yield | GNMA permanent securities | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.5656	0
Level 3 | Yield | GNMA permanent securities | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	1.6679	0.0351
Level 3 | Yield | GNMA permanent securities | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	4.1000	0.04
Level 3 | Yield | Corporate bonds | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input		0.053
Level 3 | Yield | Corporate bonds | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input		0.0535
Level 3 | Yield | Corporate bonds | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input		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	97.24	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	12.36	6.58
Level 3 | Prepayment speed | GNMA interest-only | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	35.00	15.00
Level 3 | Internal Model Third Party Inputs Valuation Technique
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	$ 1,695,913	$ 1,398,576
Recurring | Internal Model Third Party Inputs Valuation Technique | CMBS
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0308	0.0314
Duration	2 years 4 months 28 days	2 years 3 months 29 days
Recurring | Internal Model Third Party Inputs Valuation Technique | CMBS interest-only
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0304	0.0280
Duration	2 years 6 months 10 days	2 years 8 months 8 days
Recurring | Internal Model Third Party Inputs Valuation Technique | GNMA interest-only
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0459	0.0630
Duration	2 years 9 months 7 days	4 years 1 month 9 days
Recurring | Internal Model Third Party Inputs Valuation Technique | Agency securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0173	0.0183
Duration	1 year 9 months 29 days	2 years 4 months 9 days
Recurring | Internal Model Third Party Inputs Valuation Technique | GNMA permanent securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input	0.0317	0.0376
Duration	1 year 11 months 4 days	5 years 10 days
Recurring | Internal Model Third Party Inputs Valuation Technique | Corporate bonds
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Measurement input		0.0504
Duration		2 years 6 months 3 days
Recurring | Level 3 | Internal Model Third Party Inputs Valuation Technique | CMBS
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	$ 1,632,714	$ 1,252,640
Recurring | Level 3 | Internal Model Third Party Inputs Valuation Technique | CMBS interest-only
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	28,342	55,691
Recurring | Level 3 | Internal Model Third Party Inputs Valuation Technique | GNMA interest-only
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	1,851	2,648
Recurring | Level 3 | Internal Model Third Party Inputs Valuation Technique | Agency securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	637	662
Recurring | Level 3 | Internal Model Third Party Inputs Valuation Technique | GNMA permanent securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value	$ 32,369	33,064
Recurring | Level 3 | Internal Model Third Party Inputs Valuation Technique | Corporate bonds
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Carrying Value		$ 53,871