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INVESTMENTS IN RESIDENTIAL MORTGAGE LOANS - Gain On Sale of Originated Mortgage Loans, Net (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2018
Sep. 30, 2017
Sep. 30, 2018
Sep. 30, 2017
Receivables [Abstract]        
Gain on loans originated and sold     $ 24,684  
Gain (loss) on settlement of mortgage loan origination derivative instruments     (2,757)  
MSRs retained on transfer of loans     17,282  
Other     6,523  
Gain on sale of originated mortgage loans, net $ 45,732 $ 0 $ 45,732 $ 0