SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES - Schedule of Other Income (Loss), Net (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Other income (loss), net
Unrealized gain (loss) on derivative instruments	$ 5,774	$ (3,538)	$ (8,847)
Unrealized gain (loss) on other ABS	(2,322)	879	0
Gain (loss) on transfer of loans to REO	18,356	2,065	17,489
Gain (loss) on transfer of loans to other assets	2,938	(690)	0
Fee earned on deal termination	0	0	5,000
Gain on Excess MSR recapture agreements	2,802	2,999	1,157
Other income (loss)	935	3,674	20
Total Other income (loss), net	$ 28,483	$ 5,389	$ 14,819