EXPENSES, CHANGE IN FAIR VALUE OF INVESTMENTS AND OTHER - Schedule of Gain (Loss) on Settlement of Investments (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2022	Mar. 31, 2021
Gain on Settlement of Investments, Net
Gain (loss) on sale of real estate securities	$ (1,557)	$ (983)
Sale of acquired residential mortgage loans	50,419	30,399
Settlement of derivatives	47,475	(27,373)
Liquidated residential mortgage loans	(29,932)	897
Sale of REO	(2,090)	(3,946)
Extinguishment of debt	0	(6)
Other	(3,131)	(10,980)
Total gain (loss) on settlement of investments, net	$ 61,184	$ (11,992)