RESIDENTIAL MORTGAGE LOANS - Geographic Distribution of the Underlying Residential Mortgage Loans (Details) - Residential Mortgage Loans	Jun. 30, 2021	Dec. 31, 2020
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	100.00%	100.00%
California
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	16.30%	11.90%
Florida
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	8.20%	7.10%
New York
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	8.00%	7.10%
Texas
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	7.60%	10.10%
New Jersey
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	5.40%	4.20%
Georgia
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	4.60%	5.80%
Massachusetts
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.40%	3.10%
Pennsylvania
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.20%	3.50%
Illinois
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.20%	3.00%
Maryland
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	2.90%	2.30%
Other U.S.
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	37.20%	41.90%