INVESTMENTS IN RESIDENTIAL MORTGAGE LOANS - Schedule of Aggregate Unpaid Principal Balance and Aggregate Carrying Value (Details) $ in Thousands	Sep. 30, 2020 USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid Principal Balance	$ 1,261,905
Fair Value	(187,486)
Fair Value Over (Under) Unpaid Principal Balance	1,074,418
90 to 119
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid Principal Balance	157,247
Fair Value	(14,808)
Fair Value Over (Under) Unpaid Principal Balance	142,438
120 or greater
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid Principal Balance	1,104,658
Fair Value	(172,678)
Fair Value Over (Under) Unpaid Principal Balance	$ 931,980