VARIABLE INTEREST ENTITIES - Geographic Concentrations of Credit Risk Exceeding 5% of Total Loan Unpaid Principal Balances (Details) - Consolidated VIEs $ in Thousands	9 Months Ended
	Sep. 30, 2019 USD ($)
Commercial Trusts
Concentration Risk [Line Items]
Principal Balance	$ 2,356,097
Commercial Trusts | Texas
Concentration Risk [Line Items]
Principal Balance	476,312
Commercial Trusts | California
Concentration Risk [Line Items]
Principal Balance	459,310
Commercial Trusts | New York
Concentration Risk [Line Items]
Principal Balance	353,800
Commercial Trusts | Florida
Concentration Risk [Line Items]
Principal Balance	163,995
Commercial Trusts | North Carolina
Concentration Risk [Line Items]
Principal Balance	123,026
Commercial Trusts | Other
Concentration Risk [Line Items]
Principal Balance	$ 779,654
Commercial Trusts | Securitized Loans | Geographic Concentration Risk
Concentration Risk [Line Items]
% of Balance	100.00%
Commercial Trusts | Securitized Loans | Geographic Concentration Risk | Texas
Concentration Risk [Line Items]
% of Balance	20.20%
Commercial Trusts | Securitized Loans | Geographic Concentration Risk | California
Concentration Risk [Line Items]
% of Balance	19.50%
Commercial Trusts | Securitized Loans | Geographic Concentration Risk | New York
Concentration Risk [Line Items]
% of Balance	15.00%
Commercial Trusts | Securitized Loans | Geographic Concentration Risk | Florida
Concentration Risk [Line Items]
% of Balance	7.00%
Commercial Trusts | Securitized Loans | Geographic Concentration Risk | North Carolina
Concentration Risk [Line Items]
% of Balance	5.20%
Commercial Trusts | Securitized Loans | Geographic Concentration Risk | Other
Concentration Risk [Line Items]
% of Balance	33.10%
Residential Trusts
Concentration Risk [Line Items]
Principal Balance	$ 84,356
Residential Trusts | Texas
Concentration Risk [Line Items]
Principal Balance	11,202
Residential Trusts | California
Concentration Risk [Line Items]
Principal Balance	37,268
Residential Trusts | Illinois
Concentration Risk [Line Items]
Principal Balance	7,102
Residential Trusts | Washington
Concentration Risk [Line Items]
Principal Balance	5,895
Residential Trusts | Other
Concentration Risk [Line Items]
Principal Balance	$ 22,889
Residential Trusts | Securitized Loans | Geographic Concentration Risk
Concentration Risk [Line Items]
% of Balance	100.00%
Residential Trusts | Securitized Loans | Geographic Concentration Risk | Texas
Concentration Risk [Line Items]
% of Balance	13.30%
Residential Trusts | Securitized Loans | Geographic Concentration Risk | California
Concentration Risk [Line Items]
% of Balance	44.20%
Residential Trusts | Securitized Loans | Geographic Concentration Risk | Illinois
Concentration Risk [Line Items]
% of Balance	8.40%
Residential Trusts | Securitized Loans | Geographic Concentration Risk | Washington
Concentration Risk [Line Items]
% of Balance	7.00%
Residential Trusts | Securitized Loans | Geographic Concentration Risk | Other
Concentration Risk [Line Items]
% of Balance	27.10%