Annual report pursuant to Section 13 and 15(d)

FAIR VALUE OF FINANCIAL INSTRUMENTS - Quantitative Information about Significant Unobservable Inputs (Details)

v3.6.0.2
FAIR VALUE OF FINANCIAL INSTRUMENTS - Quantitative Information about Significant Unobservable Inputs (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2016
Dec. 31, 2015
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Amortized Cost Basis $ 782  
Real estate securities $ 1,950 $ 59,034
Weighted Average Significant Input    
Discount Rate (as percent) 12.00%  
Prepayment Speed (as percent) 3.90%  
Cumulative Default Rate (as percent) 5.10%  
Loss Severity (as percent) 64.20%  
Real Estate Securities Available For Sale    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Amortized Cost Basis $ 782 25,780
Real estate securities 1,950 59,034
Real Estate Securities Available For Sale | ABS - Non-Agency RMBS    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Amortized Cost Basis 782 2,736
Real estate securities $ 1,950 $ 9,619