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INVESTMENTS IN RESIDENTIAL MORTGAGE LOANS - Real Estate Owned (Details)
$ in Thousands
3 Months Ended
Mar. 31, 2018
USD ($)
Real Estate Owned [Roll Forward]  
Beginning balance $ 128,295
Purchases 4,160
Transfer of loans to real estate owned 17,604
Sales (33,398)
Valuation (provision) reversal on REO (1,045)
Ending balance 115,616
Early buy-out and reverse mortgage loans, foreclosure completed  
Mortgage Loans on Real Estate [Line Items]  
Claims receivable 30,900
Residential Mortgage  
Mortgage Loans on Real Estate [Line Items]  
Unpaid principal balance $ 418,300