INVESTMENTS IN RESIDENTIAL MORTGAGE LOANS - Schedule of Real Estate Owned (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015
Real Estate Owned [Roll Forward]
Beginning balance	$ 50,574	$ 61,933
Purchases	11,283	26,208
Transfer of loans to real estate owned	81,940	35,322
Sales	(66,880)	(68,441)
Valuation provision on REO	(17,326)	(4,448)
Ending balance	$ 59,591	$ 50,574