RESIDENTIAL MORTGAGE LOANS - Schedule of Net Interest Income (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Interest income:
Loans held-for-investment, at fair value	$ 11,550	$ 11,090	$ 32,298	$ 34,061
Total interest income	61,048	92,341	212,263	216,071
Interest expense:
Loans held-for-investment, at fair value	3,793	4,238	9,955	13,129
Total interest expense	52,587	57,455	141,800	133,217
Net interest income	8,461	34,886	70,463	82,854
Loans Held-for-Sale, at Lower of Cost or Fair Value
Interest income:
Loans Held-for-Sale	1,613	5,449	5,429	18,241
Interest expense:
Loans Held-for-Sale	841	4,030	2,513	16,303
Loans Held-for-Sale, at Fair Value
Interest income:
Loans Held-for-Sale	47,885	75,802	174,536	163,769
Interest expense:
Loans Held-for-Sale	$ 47,953	$ 49,187	$ 129,332	$ 103,785