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INVESTMENTS IN RESIDENTIAL MORTGAGE LOANS - Unpaid Principal Balance and Carrying Value for Uncollectible Loans (Details) - PCD Loans - USD ($)
$ in Thousands
Sep. 30, 2017
Dec. 31, 2016
Mortgage Loans on Real Estate [Line Items]    
Unpaid Principal Balance $ 264,183 $ 203,673
Carrying Value $ 194,927 $ 190,761