INVESTMENTS IN RESIDENTIAL MORTGAGE LOANS - Summary of Contractually Required Payments Receivable, Cash Flows Expected to be Collected, and Fair Value at Acquisition Date for Loans Acquired during the Period (Details) - PCD Loans [Member] $ in Thousands	Dec. 31, 2015 USD ($)
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Contractually Required Payments Receivable	$ 717,718
Cash Flows Expected to be Collected	361,717
Fair Value	$ 289,664