EXPENSES, CHANGE IN FAIR VALUE OF INVESTMENTS AND OTHER - Schedule of Accretion and Other Amortization (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2022	Jun. 30, 2021	Jun. 30, 2022	Jun. 30, 2021
Accretion and other amortization:
Accretion of net discount on securities and loans	$ 8,219	$ 10,090	$ 13,512	$ 22,097
Accretion of servicer advances receivable discount and servicer advance investments	2,699	(52)	6,855	6,796
Accretion of excess mortgage servicing rights income	7,588	(238)	20,605	11,993
Amortization of deferred financing costs	(2,722)	(3,776)	(5,382)	(8,377)
Total accretion and other amortization	15,375	5,583	34,731	31,617
Secured Notes and Bonds Payable
Accretion and other amortization:
Amortization of discount	0	(3)	0	(3)
Corporate Debt
Accretion and other amortization:
Amortization of discount	$ (409)	$ (438)	$ (859)	$ (889)