OTHER INCOME, ASSETS AND LIABILITIES - Schedule of Gain (Loss) on Settlement of Investments (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Gain on Settlement of Investments, Net
Gain (loss) on sale of real estate securities, net	$ (29,227)	$ 993
Gain (loss) on sale of residential mortgage loans, net	(14,651)	2,565
Gain (loss) on settlement of derivatives	37,363	(11,836)
Gain (loss) on liquidated residential mortgage loans	(385)	(2,216)
Gain (loss) on sale of REO	(2,800)	(2,610)
Gains reclassified from change in fair value of investments in excess MSRs and servicer advance investments	113,002	0
Other gains (losses)	0	(570)
Gain (loss) on settlement of investments, net	$ 103,302	$ (13,674)