Quarterly report pursuant to Section 13 or 15(d)

RESIDENTIAL MORTGAGE LOANS - Geographic Distribution of the Underlying Residential Mortgage Loans (Details)

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RESIDENTIAL MORTGAGE LOANS - Geographic Distribution of the Underlying Residential Mortgage Loans (Details) - Residential Mortgage Loans
Sep. 30, 2021
Dec. 31, 2020
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%
California    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 15.30% 11.90%
Washington    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 10.70% 1.80%
Florida    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 9.30% 7.10%
Texas    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 7.40% 10.10%
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 4.10% 7.10%
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 3.60% 4.20%
Virginia    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.60% 2.50%
Georgia    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.00% 5.80%
Illinois    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.00% 3.00%
Colorado    
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% 2.30%
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 37.10% 44.20%