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EXPENSES, CHANGE IN FAIR VALUE OF INVESTMENTS AND OTHER - Schedule of Accretion and Other Amortization (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2022
Mar. 31, 2021
Accretion and other amortization:    
Accretion of net discount on securities and loans $ 5,293 $ 12,007
Accretion of servicer advances receivable discount and servicer advance investments 4,156 6,848
Accretion of excess mortgage servicing rights income 13,017 12,231
Amortization of deferred financing costs (6,921) (4,601)
Total accretion and other amortization 15,095 26,034
Secured Notes and Bonds Payable    
Accretion and other amortization:    
Amortization of discount 0 (1)
Corporate Debt    
Accretion and other amortization:    
Amortization of discount $ (450) $ (450)