OTHER INCOME (LOSS), GENERAL AND ADMINISTRATIVE, OTHER ASSETS AND LIABILITIES - Schedule of Gain (Loss) on Settlement of Investments (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019
Gain on Settlement of Investments, Net
Gain (loss) on sale of real estate securities	$ (6,669)	$ 41,023	$ (761,209)	$ 106,219
Gain (loss) on sale of acquired residential mortgage loans, net	(47,330)	6,575	(12,094)	9,757
Gain (loss) on settlement of derivatives	(25,195)	(45,201)	(109,907)	(138,277)
Gain (loss) on liquidated residential mortgage loans	3,220	(633)	2,381	(3,122)
Gain (loss) on sale of REO	443	(4,551)	1,616	(6,276)
Other gains (losses)	565	8,363	4,675	(5,586)
Gain (loss) on settlement of investments, net	$ (74,966)	$ 5,576	$ (874,538)	$ (37,285)