RESIDENTIAL MORTGAGE LOANS - Residential Mortgage Loans Outstanding by Loan Type, Excluding REO (Details) $ in Thousands	9 Months Ended
	Sep. 30, 2022 USD ($) loan	Dec. 31, 2021 USD ($)
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Weighted Average Life (Years)	1 year 1 month 6 days
Residential mortgage loans held-for-investment, at fair value
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Outstanding Face Amount	$ 557,143
Carrying Value	$ 470,935	$ 569,933
Loan Count | loan	9,936
Weighted Average Yield	8.10%
Weighted Average Life (Years)	3 years 10 months 24 days
Acquired residential mortgage loans held-for-sale
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Outstanding Face Amount	$ 122,251
Carrying Value	$ 104,019	132,921
Loan Count | loan	2,793
Weighted Average Yield	7.80%
Weighted Average Life (Years)	4 years 3 months 18 days
Acquired performing loans
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Outstanding Face Amount	$ 101,691
Carrying Value	$ 86,418	130,634
Loan Count | loan	2,414
Weighted Average Yield	8.00%
Weighted Average Life (Years)	4 years 3 months 18 days
Acquired performing loans | Ginnie Mae
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Unpaid Principal Balance	$ 645,200
Acquired non-performing loans
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Outstanding Face Amount	20,560
Carrying Value	$ 17,601	2,287
Loan Count | loan	379
Weighted Average Yield	6.80%
Weighted Average Life (Years)	4 years 3 months 18 days
Acquired non-performing loans | Ginnie Mae
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Unpaid Principal Balance	$ 140,200
Acquired performing loans
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Outstanding Face Amount	1,094,652
Carrying Value	$ 1,009,159	2,070,262
Loan Count | loan	5,508
Weighted Average Yield	5.20%
Weighted Average Life (Years)	17 years 6 months
Acquired non-performing loans
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Outstanding Face Amount	$ 275,162
Carrying Value	$ 246,861	315,063
Loan Count | loan	1,432
Weighted Average Yield	4.90%
Weighted Average Life (Years)	14 years 9 months 18 days
Originated loans
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Outstanding Face Amount	$ 2,756,474
Carrying Value	$ 2,677,372	8,829,599
Loan Count | loan	4,574
Weighted Average Yield	5.50%
Weighted Average Life (Years)	29 years
Total residential mortgage loans, held-for-sale, at fair value
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Outstanding Face Amount	$ 4,126,288
Carrying Value	$ 3,933,392	11,214,924
Loan Count | loan	11,514
Weighted Average Yield	5.40%
Weighted Average Life (Years)	25 years
Total residential mortgage loans, held-for-sale, at fair value/lower of cost or market
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]
Outstanding Face Amount	$ 4,248,539
Carrying Value	$ 4,037,411	$ 11,347,845