OTHER INCOME, ASSETS AND LIABILITIES - Schedule of Other Income (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Other income (loss), net
Unrealized gain (loss) on derivative instruments	$ (13,163)	$ (1,229)	$ (35,466)	$ (8,259)
Unrealized gain (loss) on other ABS	(1,218)	(77)	(950)	(368)
Gain (loss) on transfer of loans to REO	7,804	347	10,287	(197)
Gain on Excess MSR recapture agreements	688	848	1,420	1,577
Other income (loss)	869	37	5,194	(1,237)
Total other income (loss), net	$ (5,020)	$ (74)	$ (19,515)	$ (8,484)