INVESTMENTS IN REAL ESTATE AND OTHER SECURITIES - Narrative (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019
Debt Securities, Available-for-sale [Line Items]
Provision for credit losses on securities	$ (3,849)	$ 5,567	$ 15,166	$ 21,942
Agency RMBS
Debt Securities, Available-for-sale [Line Items]
Face amount of securities sold, unsettled	1,200,000	4,300,000	1,200,000	4,300,000
Face amount of securities purchased	300,000	2,500,000	300,000	2,500,000
Proceeds from sale of AFS, unsettled	1,300,000	4,400,000	1,300,000	4,400,000
Purchase of real estate securities, unsettled	$ 309,000	$ 2,500,000	$ 309,000	$ 2,500,000