Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES - Derivatives Recorded at Fair Value (Details)

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DERIVATIVES - Derivatives Recorded at Fair Value (Details) - USD ($)
Jun. 30, 2018
Dec. 31, 2017
Derivative [Line Items]    
Derivative assets $ 10,000 $ 2,423,000
Derivative liabilities 7,811,000 697,000
Interest Rate Caps    
Derivative [Line Items]    
Derivative assets 10,000 2,423,000
Interest Rate Swaps    
Derivative [Line Items]    
Derivative liabilities 111,000 0
Variation margin accounts 1,900,000 0
TBAs    
Derivative [Line Items]    
Derivative liabilities $ 7,700,000 $ 697,000