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FAIR VALUE MEASUREMENTS - Level 3 Reconciliation (Details) - CMBS
$ in Thousands
9 Months Ended
Sep. 30, 2021
USD ($)
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Beginning Balance, January 1, 2021 $ 10,733
Total gains and losses:  
Unrealized loss included in other comprehensive income (loss), net 1,045
Purchases and payments received:  
Purchases 34,491
Discounts, net (5,068)
Capitalized interest income 703
Principal payments received (31)
Ending Balance, September 30, 2021 $ 41,873