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INVESTMENTS IN RESIDENTIAL MORTGAGE LOANS - Real Estate Owned (Details)
$ in Thousands
9 Months Ended
Sep. 30, 2017
USD ($)
Real Estate Owned [Roll Forward]  
Beginning balance $ 59,591
Purchases 25,667
Transfer of loans to real estate owned 91,414
Sales (70,652)
Valuation (provision) reversal on REO 1,261
Ending balance 107,281
Early buy-out and reverse mortgage loans, foreclosure completed  
Mortgage Loans on Real Estate [Line Items]  
Claims receivable 43,300
Residential Mortgage  
Mortgage Loans on Real Estate [Line Items]  
Unpaid principal balance $ 406,800