RESIDENTIAL MORTGAGE LOANS - Geographic Distribution of the Underlying Residential Mortgage Loans (Details) - Residential Mortgage Loans	Dec. 31, 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	15.70%	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	10.10%	7.10%
Washington
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	7.50%	1.80%
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	7.10%	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	6.70%	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	3.80%	4.20%
Virginia
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.30%	2.50%
Georgia
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.10%	5.80%
Maryland
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.10%	2.30%
Illinois
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	2.80%	3.00%
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	36.80%	44.20%