VARIABLE INTEREST ENTITIES - Geographic Concentrations of Credit Risk Exceeding 5% of Total Loan Unpaid Principal Balances (Details) - Consolidated VIEs - Residential Trusts $ in Thousands	9 Months Ended
	Sep. 30, 2021 USD ($)
Concentration Risk [Line Items]
Principal Balance	$ 23,243
Securitized Loans | Geographic Concentration Risk
Concentration Risk [Line Items]
% of Balance	100.00%
California
Concentration Risk [Line Items]
Principal Balance	$ 12,219
California | Securitized Loans | Geographic Concentration Risk
Concentration Risk [Line Items]
% of Balance	52.60%
Illinois
Concentration Risk [Line Items]
Principal Balance	$ 3,516
Illinois | Securitized Loans | Geographic Concentration Risk
Concentration Risk [Line Items]
% of Balance	15.10%
Texas
Concentration Risk [Line Items]
Principal Balance	$ 2,456
Texas | Securitized Loans | Geographic Concentration Risk
Concentration Risk [Line Items]
% of Balance	10.60%
Other
Concentration Risk [Line Items]
Principal Balance	$ 5,052
Other | Securitized Loans | Geographic Concentration Risk
Concentration Risk [Line Items]
% of Balance	21.70%