VARIABLE INTEREST ENTITIES - Geographic Concentrations of Credit Risk Exceeding 5% of Total Loan Unpaid Principal Balances (Details) - Consolidated VIEs $ in Thousands	3 Months Ended
	Mar. 31, 2020 USD ($)
Commercial Trusts
Concentration Risk [Line Items]
Principal Balance	$ 3,286,245
Residential Trusts
Concentration Risk [Line Items]
Principal Balance	68,043
California
Concentration Risk [Line Items]
Principal Balance	1,270,649
California | Residential Trusts
Concentration Risk [Line Items]
Principal Balance	30,536
Texas | Commercial Trusts
Concentration Risk [Line Items]
Principal Balance	479,164
Texas | Residential Trusts
Concentration Risk [Line Items]
Principal Balance	9,618
New York | Commercial Trusts
Concentration Risk [Line Items]
Principal Balance	370,697
Illinois | Residential Trusts
Concentration Risk [Line Items]
Principal Balance	7,009
Florida | Commercial Trusts
Concentration Risk [Line Items]
Principal Balance	196,495
Washington | Residential Trusts
Concentration Risk [Line Items]
Principal Balance	3,847
Other | Commercial Trusts
Concentration Risk [Line Items]
Principal Balance	969,240
Other | Residential Trusts
Concentration Risk [Line Items]
Principal Balance	$ 17,033
Securitized Loans | Geographic Concentration Risk | Commercial Trusts
Concentration Risk [Line Items]
% of Balance	100.00%
Securitized Loans | Geographic Concentration Risk | Residential Trusts
Concentration Risk [Line Items]
% of Balance	100.00%
Securitized Loans | Geographic Concentration Risk | California | Commercial Trusts
Concentration Risk [Line Items]
% of Balance	38.70%
Securitized Loans | Geographic Concentration Risk | California | Residential Trusts
Concentration Risk [Line Items]
% of Balance	44.90%
Securitized Loans | Geographic Concentration Risk | Texas | Commercial Trusts
Concentration Risk [Line Items]
% of Balance	14.60%
Securitized Loans | Geographic Concentration Risk | Texas | Residential Trusts
Concentration Risk [Line Items]
% of Balance	14.10%
Securitized Loans | Geographic Concentration Risk | New York | Commercial Trusts
Concentration Risk [Line Items]
% of Balance	11.30%
Securitized Loans | Geographic Concentration Risk | Illinois | Residential Trusts
Concentration Risk [Line Items]
% of Balance	10.30%
Securitized Loans | Geographic Concentration Risk | Florida | Commercial Trusts
Concentration Risk [Line Items]
% of Balance	6.00%
Securitized Loans | Geographic Concentration Risk | Washington | Residential Trusts
Concentration Risk [Line Items]
% of Balance	5.70%
Securitized Loans | Geographic Concentration Risk | Other | Commercial Trusts
Concentration Risk [Line Items]
% of Balance	29.40%
Securitized Loans | Geographic Concentration Risk | Other | Residential Trusts
Concentration Risk [Line Items]
% of Balance	25.00%