DERIVATIVES - Schedule of Derivatives - Notional Amount (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
Non-Performing Loans [Member]
Derivative [Line Items]
Derivative asset, notional amount	$ 0	[1]	$ 2,931,000	[1]
Real Estate Securities [Member]
Derivative [Line Items]
Derivative asset, notional amount	0	[2]	186,694,000	[2]
TBAs, Short Position [Member]
Derivative [Line Items]
Derivative asset, notional amount	980,000,000	[3]	1,234,000,000	[3]
Interest Rate Cap [Member]
Derivative [Line Items]
Derivative asset, notional amount	210,000,000	[4]	210,000,000	[4]
Interest Rate Swap [Member]
Derivative [Line Items]
Derivative asset, notional amount	$ 1,107,000,000	[5]	$ 1,107,000,000	[5]

[1] For December 31, 2014, represents the UPB of the underlying loans of the non-performing loan pools within linked transactions.

[2] For December 31, 2014, represents the face amount of the real estate securities within linked transactions.

[3] Represents the notional amount of Agency RMBS, classified as derivatives.

[4] Caps LIBOR at 3.0%.

[5] Receive LIBOR and pay a fixed rate.