INVESTMENTS IN RESIDENTIAL MORTGAGE LOANS - Schedule of Aggregate Unpaid Principal Balance and Aggregate Carrying Value (Details) $ in Thousands	Jun. 30, 2020 USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid Principal Balance	$ 1,009,696
Fair Value	841,919
Fair Value Over (Under) Unpaid Principal Balance	(167,777)
90 to 119
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid Principal Balance	292,123
Fair Value	244,837
Fair Value Over (Under) Unpaid Principal Balance	(47,286)
120 or greater
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid Principal Balance	717,573
Fair Value	597,082
Fair Value Over (Under) Unpaid Principal Balance	$ (120,491)