Quarterly report pursuant to Section 13 or 15(d)

INVESTMENTS IN RESIDENTIAL MORTGAGE LOANS - Summary of Activities Related to the Carrying Value of Mortgage Loans (Details)

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INVESTMENTS IN RESIDENTIAL MORTGAGE LOANS - Summary of Activities Related to the Carrying Value of Mortgage Loans (Details) - USD ($)
$ in Thousands
6 Months Ended
Jun. 30, 2017
Jun. 30, 2016
Movement in Mortgage Loans on Real Estate [Roll Forward]    
Accretion of loan discount and premium amortization, net $ 545,386 $ 331,915
Transfer of loans to real estate owned (61,319)  
PCD Loans [Member]    
Movement in Mortgage Loans on Real Estate [Roll Forward]    
Balance, beginning 190,761  
Purchases/additional fundings 58,884  
Sales 0  
Proceeds from repayments (15,277)  
Accretion of loan discount and premium amortization, net 10,085  
Transfer of loans to real estate owned (14,130)  
Transfer of loans to held-for-sale 0  
Balance, ending 230,323  
Residential Portfolio Segment [Member] | Performing Loans [Member]    
Movement in Mortgage Loans on Real Estate [Roll Forward]    
Balance, beginning 0  
Purchases/additional fundings 527,098  
Proceeds from repayments 0  
Accretion of loan discount and premium amortization, net 0  
Provision for loan losses 0  
Transfer of loans to other assets 0  
Transfer of loans to real estate owned 0  
Balance, ending $ 527,098