OTHER INCOME, ASSETS AND LIABILITIES - Schedule of Gain (Loss) on Settlement of Investments (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Gain on Settlement of Investments, Net
Gain (loss) on sale of real estate securities, net	$ (679)	$ 24,454	$ 15,072	$ 31,230
Gain (loss) on sale of residential mortgage loans, net	8,537	226	9,142	31,808
Gain (loss) on settlement of derivatives	(24,839)	(44,479)	(70,307)	(53,300)
Gain (loss) on liquidated residential mortgage loans	(1,331)	246	(1,603)	492
Gain (loss) on sale of REO	2,207	(1,914)	5,193	(9,751)
Other gains (losses)	(974)	(15)	(1,787)	(5,993)
Gain (loss) on settlement of investments, net	$ (17,079)	$ (21,482)	$ (44,290)	$ (5,514)