RESIDENTIAL MORTGAGE LOANS - Schedule of Net Interest Income (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2022	Jun. 30, 2021	Jun. 30, 2022	Jun. 30, 2021
Interest income:
Loans held-for-investment, at fair value	$ 10,468	$ 11,911	$ 20,749	$ 22,971
Total interest income	68,856	64,556	151,216	123,730
Interest expense:
Loans held-for-investment, at fair value	3,081	4,079	6,162	8,890
Total interest expense	43,171	36,423	89,213	75,762
Net interest income	25,685	28,133	62,003	47,968
Loans Held-for-Sale, at Lower of Cost or Fair Value
Interest income:
Loans Held-for-Sale	2,045	4,132	3,816	12,274
Interest expense:
Loans Held-for-Sale	823	2,554	1,672	10,340
Loans Held-for-Sale, at Fair Value
Interest income:
Loans Held-for-Sale	56,343	48,513	126,651	88,485
Interest expense:
Loans Held-for-Sale	$ 39,267	$ 29,790	$ 81,379	$ 56,532