VARIABLE INTEREST ENTITIES - Geographic Concentrations of Credit Risk Exceeding 5% of Total Loan Unpaid Principal Balances (Details) - Consolidated VIEs - Residential Trusts $ in Thousands	3 Months Ended
	Mar. 31, 2021 USD ($)
Concentration Risk [Line Items]
Principal Balance	$ 36,034
Securitized Loans | Geographic Concentration Risk
Concentration Risk [Line Items]
% of Balance	100.00%
California
Concentration Risk [Line Items]
Principal Balance	$ 16,549
California | Securitized Loans | Geographic Concentration Risk
Concentration Risk [Line Items]
% of Balance	45.90%
Illinois
Concentration Risk [Line Items]
Principal Balance	$ 4,799
Illinois | Securitized Loans | Geographic Concentration Risk
Concentration Risk [Line Items]
% of Balance	13.30%
Texas
Concentration Risk [Line Items]
Principal Balance	$ 4,365
Texas | Securitized Loans | Geographic Concentration Risk
Concentration Risk [Line Items]
% of Balance	12.10%
Massachusetts
Concentration Risk [Line Items]
Principal Balance	$ 2,247
Massachusetts | Securitized Loans | Geographic Concentration Risk
Concentration Risk [Line Items]
% of Balance	6.20%
Other
Concentration Risk [Line Items]
Principal Balance	$ 8,074
Other | Securitized Loans | Geographic Concentration Risk
Concentration Risk [Line Items]
% of Balance	22.50%