EXPENSES, CHANGE IN FAIR VALUE OF INVESTMENTS AND OTHER - Schedule of Gain (Loss) on Settlement of Investments (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2022	Jun. 30, 2021	Jun. 30, 2022	Jun. 30, 2021
Gain on Settlement of Investments, Net
Gain (loss) on sale of real estate securities	$ (118,079)	$ (24,708)	$ (119,636)	$ (25,691)
Sale of acquired residential mortgage loans	(1,798)	19,198	48,621	49,597
Settlement of derivatives	232,470	(49,256)	279,945	(76,629)
Liquidated residential mortgage loans	(14,551)	(268)	(44,484)	629
Sale of REO	(1,268)	(239)	(3,359)	(4,185)
Extinguishment of debt	0	89	0	83
Other	(1,838)	(23,427)	(4,967)	(34,407)
Total gain (loss) on settlement of investments, net	$ 94,936	$ (78,611)	$ 156,120	$ (90,603)