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VARIABLE INTEREST ENTITIES - Geographic Concentrations of Credit Risk Exceeding 5% of Total Loan Unpaid Principal Balances (Details) - Consolidated VIEs
$ in Thousands
9 Months Ended
Sep. 30, 2020
USD ($)
Commercial Trusts  
Concentration Risk [Line Items]  
Principal Balance $ 3,263,337
Residential Trusts  
Concentration Risk [Line Items]  
Principal Balance 50,253
California  
Concentration Risk [Line Items]  
Principal Balance 1,236,527
California | Residential Trusts  
Concentration Risk [Line Items]  
Principal Balance 22,925
Texas | Commercial Trusts  
Concentration Risk [Line Items]  
Principal Balance 477,642
Texas | Residential Trusts  
Concentration Risk [Line Items]  
Principal Balance 7,481
New York | Commercial Trusts  
Concentration Risk [Line Items]  
Principal Balance 381,425
Illinois | Residential Trusts  
Concentration Risk [Line Items]  
Principal Balance 6,504
Florida | Commercial Trusts  
Concentration Risk [Line Items]  
Principal Balance 180,892
Other | Commercial Trusts  
Concentration Risk [Line Items]  
Principal Balance 986,851
Other | Residential Trusts  
Concentration Risk [Line Items]  
Principal Balance $ 13,343
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 37.90%
Securitized Loans | Geographic Concentration Risk | California | Residential Trusts  
Concentration Risk [Line Items]  
% of Balance 45.60%
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 14.90%
Securitized Loans | Geographic Concentration Risk | New York | Commercial Trusts  
Concentration Risk [Line Items]  
% of Balance 11.70%
Securitized Loans | Geographic Concentration Risk | Illinois | Residential Trusts  
Concentration Risk [Line Items]  
% of Balance 12.90%
Securitized Loans | Geographic Concentration Risk | Florida | Commercial Trusts  
Concentration Risk [Line Items]  
% of Balance 5.50%
Securitized Loans | Geographic Concentration Risk | Other | Commercial Trusts  
Concentration Risk [Line Items]  
% of Balance 30.30%
Securitized Loans | Geographic Concentration Risk | Other | Residential Trusts  
Concentration Risk [Line Items]  
% of Balance 26.60%