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		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019
Gain on Settlement of Investments, Net
Gain (loss) on sale of real estate securities	$ 7,658	$ 95,003	$ (753,551)	$ 201,222
Gain (loss) on sale of acquired residential mortgage loans, net	923	43,648	(8,343)	53,405
Gain (loss) on settlement of derivatives	(23,192)	(14,147)	(133,099)	(152,424)
Gain (loss) on liquidated residential mortgage loans	165	(198)	2,546	(3,320)
Gain (loss) on sale of REO	1,016	(3,169)	2,632	(9,445)
Gain (loss) on extinguishment of debt	(66,256)	0	(64,795)	(8,532)
Gain (loss) on Excess MSR recapture agreements	(13,381)	529	(12,191)	1,771
Other gains (losses)	(1,390)	12,004	(2,194)	13,708
Gain (loss) on settlement of investments, net	$ (94,457)	$ 133,670	$ (968,995)	$ 96,385