RESIDENTIAL MORTGAGE LOANS - Geographic Distribution of the Underlying Residential Mortgage Loans (Details) - Residential Mortgage Loans	Sep. 30, 2022	Dec. 31, 2021
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	100.00%	100.00%
Florida
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	10.20%	10.10%
California
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	10.00%	15.70%
Texas
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	8.40%	6.70%
New York
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	6.10%	7.10%
Washington
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	5.00%	7.50%
New Jersey
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	4.20%	3.80%
Georgia
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	4.10%	3.10%
Illinois
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.50%	2.80%
Indiana
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.10%	2.00%
Maryland
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	2.90%	3.10%
Other U.S.
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	42.50%	38.10%