SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES - Schedule of Gain (Loss) on Settlement of Investments, Net (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Accounting Policies [Abstract]
Gain (loss) on sale of real estate securities, net	$ 20,642	$ (27,460)	$ 13,096
Gain (loss) on sale of residential mortgage loans, net	39,731	12,142	35,175
Gain (loss) on settlement of derivatives	(39,214)	(27,491)	(46,982)
Gain (loss) on liquidated residential mortgage loans	(10,201)	(1,810)	(2,170)
Gain (loss) on sale of REO	(9,215)	4,690	(10,742)
Other gains (losses)	8,567	(8,871)	(8,003)
Gain (loss) on settlement of investments, net	$ 10,310	$ (48,800)	$ (19,626)