Annual report pursuant to Section 13 and 15(d)

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

v3.8.0.1
FAIR VALUE OF FINANCIAL INSTRUMENTS - Quantitative Information about Significant Unobservable Inputs (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2017
Dec. 31, 2016
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Amortized Cost Basis $ 924  
Real estate securities, available-for-sale 2,294  
ABS - Non-Agency RMBS    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Amortized Cost Basis 924 $ 628,086
Real estate securities, available-for-sale 2,294 629,254
ABS - Non-Agency RMBS | ABS - Non-Agency RMBS    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Amortized Cost Basis 924 782
Real estate securities, available-for-sale $ 2,294 $ 1,950
Weighted Average Significant Input    
Discount Rate 12.00%  
Prepayment Speed 4.80%  
Cumulative Default Rate 4.50%  
Loss Severity 69.60%