OTHER INCOME, ASSETS AND LIABILITIES - Schedule of Other Income (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016
Other income (loss), net
Unrealized gain (loss) on derivative instruments	$ 4,326	$ (24,557)
Unrealized gain (loss) on other ABS	758	268
Gain (loss) on transfer of loans to REO	6,634	2,483
Gain (loss) on transfer of loans to other assets	212	517
Gain on Excess MSR recapture agreements	627	732
Other income (loss)	(5,713)	3,808
Total other income (loss), net	$ 6,844	$ (16,749)