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OTHER INCOME, ASSETS AND LIABILITIES - Schedule of Gain (Loss) on Settlement of Investments (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2017
Mar. 31, 2016
Gain on Settlement of Investments, Net    
Gain (loss) on sale of real estate securities, net $ 993 $ 16,133
Gain (loss) on sale of residential mortgage loans, net 2,565 2,277
Gain (loss) on settlement of derivatives (11,836) (30,379)
Gain (loss) on liquidated residential mortgage loans (2,216) (275)
Gain (loss) on sale of REO (2,610) 151
Other gains (losses) (570) (153)
Gain (loss) on settlement of investments, net $ (13,674) $ (12,246)