FAIR VALUE MEASUREMENT - Inputs Used in Valuing Investments (Details) $ in Thousands	Dec. 31, 2018 USD ($)	Dec. 31, 2017 USD ($)
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage-backed securities, fair value	$ 117,903
Nonrecurring | Fair Value
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans receivable, fair value	689,075	$ 725,324
Nonrecurring | Fair Value | Performing Loans
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans receivable, fair value	307,135	721,121
Nonrecurring | Fair Value | Non-Performing Loans
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans receivable, fair value	$ 381,940	$ 4,203
Discount Rate | Nonrecurring
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, measurement input	0.050	0.038
Discount Rate | Nonrecurring | Performing Loans
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, measurement input	0.044	0.038
Discount Rate | Nonrecurring | Non-Performing Loans
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, measurement input	0.055	0.075
Collateral Weighted Average Maturity Years | Nonrecurring
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Weighted Average Life (Years)	3 years 6 months 10 days	4 years 9 months 16 days
Collateral Weighted Average Maturity Years | Nonrecurring | Performing Loans
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Weighted Average Life (Years)	3 years 11 months 30 days	4 years 9 months 18 days
Collateral Weighted Average Maturity Years | Nonrecurring | Non-Performing Loans
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Weighted Average Life (Years)	3 years 1 month 23 days	3 years 9 months 18 days
Prepayment Rate | Nonrecurring
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, measurement input	0.063	0.115
Prepayment Rate | Nonrecurring | Performing Loans
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, measurement input	0.105	0.115
Prepayment Rate | Nonrecurring | Non-Performing Loans
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, measurement input	0.029	0.030
CDR | Nonrecurring | Performing Loans
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, measurement input	0.030	0.011
CDR | Nonrecurring | Non-Performing Loans
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, measurement input	0.028	0.030
Loss Severity | Nonrecurring
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, measurement input	0.314	0.369
Loss Severity | Nonrecurring | Performing Loans
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, measurement input	0.332	0.369
Loss Severity | Nonrecurring | Non-Performing Loans
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, measurement input	0.300	0.300
Acquired Loans
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, fair value	$ 2,153,269
Acquired Loans | Discount Rate
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, measurement input	0.045
Acquired Loans | Prepayment Rate
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, measurement input	0.08234
Acquired Loans | CDR
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, measurement input	0.01482
Acquired Loans | Loss Severity
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, measurement input	0.3936
Originated Loans
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, fair value	$ 655,260
Residential Mortgage Loans Held-for-Investment, At Fair Value
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, fair value	2,808,529
Loans, held-for-investment, fair value	$ 121,088
Residential Mortgage Loans Held-for-Investment, At Fair Value | Discount Rate
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans, held-for-investment, measurement input	0.0400
Residential Mortgage Loans Held-for-Investment, At Fair Value | Prepayment Rate
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans, held-for-investment, measurement input	0.070
Residential Mortgage Loans Held-for-Investment, At Fair Value | CDR
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans, held-for-investment, measurement input	0.001
Residential Mortgage Loans Held-for-Investment, At Fair Value | Loss Severity
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans, held-for-investment, measurement input	0.200
IRLCs
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Derivative, fair value	$ 10,628
Minimum | Discount Rate
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage-backed securities, measurement input	0.035
Minimum | Prepayment Rate
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage-backed securities, measurement input	0.060
Minimum | CDR
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage-backed securities, measurement input	0.000
Minimum | Loss Severity
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage-backed securities, measurement input	0.000
Minimum | Originated Loans | Discount Rate
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, measurement input	0.0350
Minimum | Originated Loans | Prepayment Rate
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, measurement input	0.100
Minimum | Originated Loans | CDR
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, measurement input	0.000
Minimum | Originated Loans | Loss Severity
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, measurement input	0.000
Minimum | IRLCs | Loan Funding Probability
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Derivative, Measurement Input	0.54
Minimum | IRLCs | Initial Servicing Rights
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Derivative, Measurement Input	0
Maximum | Discount Rate
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage-backed securities, measurement input	0.0525
Maximum | Prepayment Rate
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage-backed securities, measurement input	0.120
Maximum | CDR
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage-backed securities, measurement input	0.0025
Maximum | Loss Severity
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Mortgage-backed securities, measurement input	0.100
Maximum | Originated Loans | Discount Rate
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, measurement input	0.0450
Maximum | Originated Loans | Prepayment Rate
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, measurement input	0.150
Maximum | Originated Loans | CDR
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, measurement input	0.040
Maximum | Originated Loans | Loss Severity
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Loans held-for-sale, measurement input	0.500
Maximum | IRLCs | Loan Funding Probability
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Derivative, Measurement Input	1.00
Maximum | IRLCs | Initial Servicing Rights
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Derivative, Measurement Input	0.0320