Quarterly report pursuant to Section 13 or 15(d)

DEBT OBLIGATIONS - Schedule of Debt Obligations (Footnote) (Details)

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DEBT OBLIGATIONS - Schedule of Debt Obligations (Footnote) (Details) - USD ($)
$ in Thousands
6 Months Ended
Jun. 30, 2015
Dec. 31, 2014
Debt Instrument [Line Items]    
Accrued interest payable $ 15,607 $ 7,857
Repurchase Agreements [Member] | Total Repurchase Agreements [Member]    
Debt Instrument [Line Items]    
Accrued interest payable $ 2,500  
Repurchase Agreements [Member] | Consumer Loan Investment [Member] | London Interbank Offered Rate (LIBOR) [Member]    
Debt Instrument [Line Items]    
Variable interest rate spread 3.50%  
Notes Payable [Member] | Residential Mortgage [Member] | London Interbank Offered Rate (LIBOR) [Member]    
Debt Instrument [Line Items]    
Variable interest rate spread 2.875%  
Notes Payable [Member] | Secured Corporate Loan [Member] | London Interbank Offered Rate (LIBOR) [Member]    
Debt Instrument [Line Items]    
Variable interest rate spread 5.25%  
Notes Payable [Member] | Servicer Advances [Member]    
Debt Instrument [Line Items]    
Face amount of fixed rate debt $ 3,100,000  
Notes Payable [Member] | Servicer Advances [Member] | London Interbank Offered Rate (LIBOR) [Member] | Lower Range [Member]    
Debt Instrument [Line Items]    
Variable interest rate spread 1.00%  
Notes Payable [Member] | Servicer Advances [Member] | London Interbank Offered Rate (LIBOR) [Member] | Upper Range [Member]    
Debt Instrument [Line Items]    
Variable interest rate spread 2.00%  
Citibank [Member] | Repurchase Agreements [Member] | Agency RMBS [Member]    
Debt Instrument [Line Items]    
Repurchase agreements $ 232,200  
Citibank [Member] | Repurchase Agreements [Member] | Non-Agency RMBS [Member]    
Debt Instrument [Line Items]    
Repurchase agreements 60,600  
Citibank [Member] | Repurchase Agreements [Member] | Residential Mortgage [Member]    
Debt Instrument [Line Items]    
Repurchase agreements 2,700  
Citibank [Member] | Repurchase Agreements [Member] | Real Estate Owned [Member]    
Debt Instrument [Line Items]    
Repurchase agreements 600  
Morgan Stanley [Member] | Repurchase Agreements [Member] | Agency RMBS [Member]    
Debt Instrument [Line Items]    
Repurchase agreements 77,000  
Barclays [Member] | Repurchase Agreements [Member] | Agency RMBS [Member]    
Debt Instrument [Line Items]    
Repurchase agreements 96,800  
Barclays [Member] | Repurchase Agreements [Member] | Non-Agency RMBS [Member]    
Debt Instrument [Line Items]    
Repurchase agreements 5,400  
Barclays [Member] | Repurchase Agreements [Member] | Residential Mortgage [Member]    
Debt Instrument [Line Items]    
Repurchase agreements 263,400  
Barclays [Member] | Repurchase Agreements [Member] | Real Estate Owned [Member]    
Debt Instrument [Line Items]    
Repurchase agreements 68,200  
Daiwa [Member] | Repurchase Agreements [Member] | Agency RMBS [Member]    
Debt Instrument [Line Items]    
Repurchase agreements 377,200  
Jefferies [Member] | Repurchase Agreements [Member] | Agency RMBS [Member]    
Debt Instrument [Line Items]    
Repurchase agreements 389,200  
Credit Suisse [Member] | Repurchase Agreements [Member] | Non-Agency RMBS [Member]    
Debt Instrument [Line Items]    
Repurchase agreements 263,700  
Credit Suisse [Member] | Repurchase Agreements [Member] | Residential Mortgage [Member]    
Debt Instrument [Line Items]    
Repurchase agreements 60,000  
Credit Suisse [Member] | Repurchase Agreements [Member] | Real Estate Owned [Member]    
Debt Instrument [Line Items]    
Repurchase agreements 900  
Royal Bank of Canada [Member] | Repurchase Agreements [Member] | Non-Agency RMBS [Member]    
Debt Instrument [Line Items]    
Repurchase agreements 10,200  
Bank of America [Member] | Repurchase Agreements [Member] | Non-Agency RMBS [Member]    
Debt Instrument [Line Items]    
Repurchase agreements 88,700  
Bank of America [Member] | Repurchase Agreements [Member] | Residential Mortgage [Member]    
Debt Instrument [Line Items]    
Repurchase agreements 61,400  
Bank of America [Member] | Repurchase Agreements [Member] | Real Estate Owned [Member]    
Debt Instrument [Line Items]    
Repurchase agreements 3,500  
Goldman Sachs [Member] | Repurchase Agreements [Member] | Non-Agency RMBS [Member]    
Debt Instrument [Line Items]    
Repurchase agreements 70,100  
UBS [Member] | Repurchase Agreements [Member] | Non-Agency RMBS [Member]    
Debt Instrument [Line Items]    
Repurchase agreements 160,800  
Nomura [Member] | Repurchase Agreements [Member] | Residential Mortgage [Member]    
Debt Instrument [Line Items]    
Repurchase agreements 60,500  
Nomura [Member] | Repurchase Agreements [Member] | Real Estate Owned [Member]    
Debt Instrument [Line Items]    
Repurchase agreements $ 9,800