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RESIDENTIAL MORTGAGE LOANS - Schedule of Net Interest Income (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Interest income:    
Loans held-for-investment, at fair value $ 9,509 $ 10,280
Total interest income 48,299 82,360
Interest expense:    
Loans held-for-investment, at fair value 4,670 7,346
Total interest expense 48,356 50,303
Net interest income (57) 32,057
Loans held-for-sale, at lower of cost or fair value    
Interest income:    
Loans held-for-sale 1,504 1,771
Interest expense:    
Loans held-for-sale 907 849
Loans held-for-sale, at fair value    
Interest income:    
Loans held-for-sale 37,286 70,309
Interest expense:    
Loans held-for-sale $ 42,779 $ 42,108