OTHER INCOME, GENERAL AND ADMINISTRATIVE, OTHER ASSETS AND LIABILITIES - Schedule of Gain (Loss) on Settlement of Investments (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2019	Sep. 30, 2018	Sep. 30, 2019	Sep. 30, 2018
Gain on Settlement of Investments, Net
Gain (loss) on sale of real estate securities, net	$ 95,003	$ (28,737)	$ 201,222	$ (66,695)
Gain (loss) on sale of acquired residential mortgage loans, net	43,648	4,065	53,405	(1,358)
Gain (loss) on settlement of derivatives	(14,147)	19,459	(152,424)	76,092
Gain (loss) on liquidated residential mortgage loans	(198)	(1,113)	(3,320)	(2,267)
Gain (loss) on sale of REO	(3,169)	(4,971)	(9,445)	(12,114)
Gains on settlement of investments in excess MSRs and servicer advance investments	0	0	0	113,002
Gain (loss) on sale or securitization of originated mortgage loans(A)	21,611	0	62,399	0
Other gains (losses)	12,004	(596)	5,176	(596)
Gain (loss) on settlement of investments, net	$ 154,752	$ (11,893)	$ 157,013	$ 106,064