RESIDENTIAL MORTGAGE LOANS - Geographic Distribution of the Underlying Residential Mortgage Loans (Details) - Residential Mortgage Loans	Dec. 31, 2022	Dec. 31, 2021
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%
Florida
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	10.90%	10.10%
California
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	10.20%	15.70%
Texas
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	8.90%	6.70%
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	6.80%	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	4.40%	7.50%
Georgia
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	4.20%	3.10%
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%	3.80%
Illinois
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.60%	2.80%
Indiana
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%	2.00%
Maryland
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.10%	3.10%
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	40.90%	38.10%