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REAL ESTATE AND OTHER SECURITIES - Narrative (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2020
Dec. 31, 2019
Dec. 31, 2018
Debt Securities, Available-for-sale [Line Items]      
Provision (reversal) for credit losses on securities $ 13,404 $ 25,174 $ 30,017
Agency RMBS      
Debt Securities, Available-for-sale [Line Items]      
Face amount of securities sold   5,100,000  
Face amount of securities purchased, unsettled   900,000  
Sale price of securities sold   5,200,000  
Purchase of real estate securities, unsettled   $ 900,000