Annual report pursuant to Section 13 and 15(d)

FAIR VALUE OF FINANCIAL INSTRUMENTS - Change in Fair Value of Level 3 Investments (Details)

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FAIR VALUE OF FINANCIAL INSTRUMENTS - Change in Fair Value of Level 3 Investments (Details) - Measured on a Recurring Basis - Level 3 - USD ($)
$ in Thousands
 12 Months Ended
Dec. 31, 2017
Dec. 31, 2016
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Balance, beginning $ 1,950 $ 59,034
CDO VI deconsolidation   (43,889)
Total gains (losses)    
Included in net income 0 11,127
Included in other comprehensive income (loss) 202 (11,404)
Amortization included in interest income 196 1,157
Purchases, sales and settlements    
Proceeds from sales   (11,237)
Proceeds from repayments (54) (2,838)
Balance, ending 2,294 1,950
CMBS    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Balance, beginning 0 39,684
CDO VI deconsolidation   (37,179)
Total gains (losses)    
Included in net income 0 (108)
Included in other comprehensive income (loss) 0 (658)
Amortization included in interest income 0 879
Purchases, sales and settlements    
Proceeds from sales   (2)
Proceeds from repayments 0 (2,616)
Balance, ending 0 0
ABS - Non-Agency RMBS    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Balance, beginning 1,950 9,619
CDO VI deconsolidation   (6,710)
Total gains (losses)    
Included in net income 0 3
Included in other comprehensive income (loss) 202 (1,015)
Amortization included in interest income 196 278
Purchases, sales and settlements    
Proceeds from sales   (3)
Proceeds from repayments (54) (222)
Balance, ending 2,294 1,950
Equity/Other Securities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Balance, beginning 0 9,731
CDO VI deconsolidation   0
Total gains (losses)    
Included in net income 0 11,232
Included in other comprehensive income (loss) 0 (9,731)
Amortization included in interest income 0 0
Purchases, sales and settlements    
Proceeds from sales   (11,232)
Proceeds from repayments 0 0
Balance, ending $ 0 $ 0