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INVESTMENTS IN RESIDENTIAL MORTGAGE LOANS - Changes in Accretable Yield (Details)
$ in Thousands
9 Months Ended
Sep. 30, 2017
USD ($)
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]  
Beginning balance $ 23,688
Additions 21,454
Accretion (14,898)
Reclassifications from non-accretable difference 24,075
Disposals (1,507)
Transfer of loans to held-for-sale 0
Ending balance $ 52,812