OTHER INCOME, ASSETS AND LIABILITIES - Schedule of Gain (Loss) on Settlement of Investments (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Gain on Settlement of Investments, Net
Gain (loss) on sale of real estate securities, net	$ (382)	$ (17,921)	$ 15,751	$ 6,776
Gain (loss) on sale of residential mortgage loans, net	1,866	11,795	1,975	32,625
Gain (loss) on settlement of derivatives	(12,835)	13,769	(45,468)	(8,821)
Gain (loss) on liquidated residential mortgage loans	0	(277)	0	123
Gain (loss) on sale of REO	2,835	(2,201)	2,986	(7,837)
Other gains (losses)	(4,195)	(3,964)	(2,455)	(6,898)
Gain (loss) on settlement of investments, net	$ (12,711)	$ 1,201	$ (27,211)	$ 15,968