OTHER INCOME, GENERAL AND ADMINISTRATIVE, OTHER ASSETS AND LIABILITIES - Schedule of Gain (Loss) on Settlement of Investments (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Gain on Settlement of Investments, Net
Gain (loss) on sale of real estate securities, net	$ (754,540)	$ 65,196
Gain (loss) on sale of acquired residential mortgage loans, net	35,236	3,183
Gain (loss) on settlement of derivatives	(84,712)	(93,076)
Gain (loss) on liquidated residential mortgage loans	(839)	(2,489)
Gain (loss) on sale of REO	1,173	(1,725)
Other gains (losses)	4,110	(14,257)
Gain (loss) on settlement of investments, net	$ (799,572)	$ (43,168)