RESIDENTIAL MORTGAGE LOANS - Schedule of Aggregate Unpaid Principal Balance and Aggregate Carrying Value (Details) - USD ($) $ in Thousands	Mar. 31, 2021	Dec. 31, 2020
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid Principal Balance	$ 754,347	$ 1,022,131
Fair Value	659,330	850,467
Fair Value Over (Under) Unpaid Principal Balance	(95,016)	(171,664)
90 to 119
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid Principal Balance	51,073	71,567
Fair Value	44,588	59,679
Fair Value Over (Under) Unpaid Principal Balance	(6,484)	(11,888)
120 or greater
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid Principal Balance	703,274	950,564
Fair Value	614,742	790,788
Fair Value Over (Under) Unpaid Principal Balance	$ (88,532)	$ (159,776)