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RESIDENTIAL MORTGAGE LOANS - Schedule of Net Interest Income (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2024
Mar. 31, 2023
Interest income:    
Loans HFI, at fair value $ 7,857 $ 9,509
Total interest income 44,734 48,299
Interest expense:    
Loans HFI, at fair value 4,224 4,670
Total interest expense 42,178 48,356
Net interest income 2,556 (57)
Loans HFS, at lower of cost or fair value    
Interest income:    
Loans HFS 861 1,504
Interest expense:    
Loans HFS 716 907
Loans HFS, at fair value    
Interest income:    
Loans HFS 36,016 37,286
Interest expense:    
Loans HFS $ 37,238 $ 42,779