COMMERCIAL MORTGAGE LOANS HELD-FOR-INVESTMENT - Summary of Commercial Loan Risk Ratings (Details)		3 Months Ended		12 Months Ended
		Mar. 31, 2022 USD ($) mortgage_loan	Mar. 31, 2021 USD ($)	Dec. 31, 2021 USD ($) mortgage_loan
Financing Receivable, Credit Quality Indicator [Line Items]
Net Carrying Value	[1]	$ 1,077,516,319		$ 1,001,825,294
Average risk rating, moderate		2.1		2.3
Purchase of commercial loans held for investment		$ 184,992,167	$ 34,888,000
Commercial real estate portfolio segment
Financing Receivable, Credit Quality Indicator [Line Items]
Number of Loans | mortgage_loan		71		66
Unpaid Principal Balance		$ 1,077,505,797		$ 1,001,869,994
Net Carrying Value		1,077,516,319		$ 1,001,825,294
Purchase of commercial loans held for investment		$ 184,992,167
Commercial real estate portfolio segment | Risk rating, 1
Financing Receivable, Credit Quality Indicator [Line Items]
Number of Loans | mortgage_loan		0		0
Unpaid Principal Balance		$ 0		$ 0
Net Carrying Value		$ 0		$ 0
Commercial real estate portfolio segment | Risk rating, 2
Financing Receivable, Credit Quality Indicator [Line Items]
Number of Loans | mortgage_loan		56		40
Unpaid Principal Balance		$ 835,421,563		$ 634,438,386
Net Carrying Value		835,397,037		$ 634,438,386
Commercial loans that paid off		32,300,000
Purchase of commercial loans held for investment		185,000,000
Transition of commercial loans held for sale		$ 47,900,000
Commercial real estate portfolio segment | Risk rating, 3
Financing Receivable, Credit Quality Indicator [Line Items]
Number of Loans | mortgage_loan		12		23
Unpaid Principal Balance		$ 212,290,430		$ 342,350,405
Net Carrying Value		$ 212,325,478		$ 342,305,705
Average risk rating, percentage		97.20%		97.50%
Commercial loans that paid off		$ 69,000,000
Transition of commercial loans held for sale		$ 96,200,000
Commercial real estate portfolio segment | Risk rating, 4
Financing Receivable, Credit Quality Indicator [Line Items]
Number of Loans | mortgage_loan		3		3
Unpaid Principal Balance		$ 29,793,804		$ 25,081,203
Net Carrying Value		29,793,804		$ 25,081,203
Commercial loans that paid off		8,000,000
Transition of commercial loans held for sale		$ 12,800,000
Commercial real estate portfolio segment | Risk rating, 5
Financing Receivable, Credit Quality Indicator [Line Items]
Number of Loans | mortgage_loan		0		0
Unpaid Principal Balance		$ 0		$ 0
Net Carrying Value		$ 0		$ 0

[1] Our consolidated balance sheets include assets and liabilities of consolidated variable interest entities ("VIEs") as the Company was the primary beneficiary of these VIEs. As of March 31, 2022 and December 31, 2021, assets of consolidated VIEs totaled $1,002,685,982 and $1,003,896,995, respectively and the liabilities of consolidated VIEs totaled $828,126,768 and $827,390,435 respectively. See Note 4 for further discussion.