FAIR VALUE MEASUREMENTS - Inputs Used in Valuing Investments (Details) $ in Thousands	12 Months Ended
	Dec. 31, 2021 USD ($)	Dec. 31, 2020 USD ($)
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Note receivable	$ 290,180	$ 52,389
Nonrecurring | Fair Value
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Note receivable	$ 115,483	$ 509,887
Discount Rate | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.068	0.073
Prepayment Rate | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.059	0.037
CDR | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.061	0.026
Loss Severity | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.454	0.337
Weighted Average Life (Years) | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, term	4 years 10 months 24 days	3 years 7 months 6 days
Performing Loans | Nonrecurring | Fair Value
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Note receivable	$ 113,196	$ 129,345
Performing Loans | Minimum | Discount Rate | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.038	0.048
Performing Loans | Minimum | Prepayment Rate | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.048	0.051
Performing Loans | Minimum | CDR | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.009	0.002
Performing Loans | Minimum | Loss Severity | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.409	0.287
Performing Loans | Minimum | Weighted Average Life (Years) | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, term	4 years 9 months 18 days	3 years 1 month 6 days
Performing Loans | Maximum | Discount Rate | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.070	0.085
Performing Loans | Maximum | Prepayment Rate | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.074	0.099
Performing Loans | Maximum | CDR | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.094	0.078
Performing Loans | Maximum | Loss Severity | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.547	1.000
Performing Loans | Maximum | Weighted Average Life (Years) | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, term	8 years 9 months 18 days	9 years 1 month 6 days
Performing Loans | Weighted Average | Discount Rate | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.068	0.067
Performing Loans | Weighted Average | Prepayment Rate | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.060	0.088
Performing Loans | Weighted Average | CDR | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.059	0.020
Performing Loans | Weighted Average | Loss Severity | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.455	0.462
Performing Loans | Weighted Average | Weighted Average Life (Years) | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, term	4 years 10 months 24 days	4 years 6 months
Non-Performing Loans | Nonrecurring | Fair Value
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Note receivable	$ 2,287	$ 380,542
Non-Performing Loans | Minimum | Discount Rate | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.075	0.075
Non-Performing Loans | Minimum | Prepayment Rate | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.017	0.020
Non-Performing Loans | Minimum | CDR | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.167	0.029
Non-Performing Loans | Minimum | Loss Severity | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.419	0.085
Non-Performing Loans | Minimum | Weighted Average Life (Years) | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, term	4 years 8 months 12 days	2 years 10 months 24 days
Non-Performing Loans | Maximum | Discount Rate | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.075	0.090
Non-Performing Loans | Maximum | Prepayment Rate | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.017	0.020
Non-Performing Loans | Maximum | CDR | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.167	0.029
Non-Performing Loans | Maximum | Loss Severity | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.419	0.300
Non-Performing Loans | Maximum | Weighted Average Life (Years) | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, term	4 years 8 months 12 days	3 years 9 months 18 days
Non-Performing Loans | Weighted Average | Discount Rate | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.075	0.075
Non-Performing Loans | Weighted Average | Prepayment Rate | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.017	0.020
Non-Performing Loans | Weighted Average | CDR | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.167	0.029
Non-Performing Loans | Weighted Average | Loss Severity | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, measurement input	0.419	0.295
Non-Performing Loans | Weighted Average | Weighted Average Life (Years) | Nonrecurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Financing receivable, term	4 years 8 months 12 days	3 years 3 months 18 days
Residential mortgage loans held-for-sale, at fair value
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-sale, fair value	$ 1,853,404
Residential mortgage loans held-for-investment, at fair value
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans, held-for-investment, fair value	$ 569,933
Residential mortgage loans held-for-investment, at fair value | Minimum | Discount Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans, held-for-investment, measurement input	0.033
Residential mortgage loans held-for-investment, at fair value | Minimum | Prepayment Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans, held-for-investment, measurement input	0.017
Residential mortgage loans held-for-investment, at fair value | Minimum | CDR
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans, held-for-investment, measurement input	0.003
Residential mortgage loans held-for-investment, at fair value | Minimum | Loss Severity
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans, held-for-investment, measurement input	0.200
Residential mortgage loans held-for-investment, at fair value | Maximum | Discount Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans, held-for-investment, measurement input	0.075
Residential mortgage loans held-for-investment, at fair value | Maximum | Prepayment Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans, held-for-investment, measurement input	0.200
Residential mortgage loans held-for-investment, at fair value | Maximum | CDR
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans, held-for-investment, measurement input	0.167
Residential mortgage loans held-for-investment, at fair value | Maximum | Loss Severity
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans, held-for-investment, measurement input	0.954
Residential mortgage loans held-for-investment, at fair value | Weighted Average | Discount Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans, held-for-investment, measurement input	0.072
Residential mortgage loans held-for-investment, at fair value | Weighted Average | Prepayment Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans, held-for-investment, measurement input	0.097
Residential mortgage loans held-for-investment, at fair value | Weighted Average | CDR
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans, held-for-investment, measurement input	0.048
Residential mortgage loans held-for-investment, at fair value | Weighted Average | Loss Severity
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans, held-for-investment, measurement input	0.715
Consumer loans held-for-investment, at fair value
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Consumer loans	$ 507,291
Consumer loans held-for-investment, at fair value | Weighted Average | Discount Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Consumer loans, measurement input	0.075
Consumer loans held-for-investment, at fair value | Weighted Average | Prepayment Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Consumer loans, measurement input	0.229
Consumer loans held-for-investment, at fair value | Weighted Average | CDR
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Consumer loans, measurement input	0.041
Consumer loans held-for-investment, at fair value | Weighted Average | Loss Severity
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Consumer loans, measurement input	0.640
IRLCs, net
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative, fair value	$ 111,778
IRLCs, net | Minimum | Loan Funding Probability
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative, measurement input	0.000
IRLCs, net | Minimum | Fair Value of initial servicing rights
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative, measurement input	0.00012
IRLCs, net | Maximum | Loan Funding Probability
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative, measurement input	1.000
IRLCs, net | Maximum | Fair Value of initial servicing rights
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative, measurement input	0.03110
IRLCs, net | Weighted Average | Loan Funding Probability
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative, measurement input	0.809
IRLCs, net | Weighted Average | Fair Value of initial servicing rights
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative, measurement input	0.01601
Asset-backed securities issued
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Asset-backed securities, fair value	$ 511,107
Asset-backed securities issued | Minimum | Discount Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Asset-backed securities, measurement input	0.017
Asset-backed securities issued | Minimum | Prepayment Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Asset-backed securities, measurement input	0.132
Asset-backed securities issued | Minimum | CDR
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Asset-backed securities, measurement input	0.003
Asset-backed securities issued | Minimum | Loss Severity
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Asset-backed securities, measurement input	0.200
Asset-backed securities issued | Maximum | Discount Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Asset-backed securities, measurement input	0.075
Asset-backed securities issued | Maximum | Prepayment Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Asset-backed securities, measurement input	0.400
Asset-backed securities issued | Maximum | CDR
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Asset-backed securities, measurement input	0.054
Asset-backed securities issued | Maximum | Loss Severity
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Asset-backed securities, measurement input	0.954
Asset-backed securities issued | Weighted Average | Discount Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Asset-backed securities, measurement input	0.020
Asset-backed securities issued | Weighted Average | Prepayment Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Asset-backed securities, measurement input	0.234
Asset-backed securities issued | Weighted Average | CDR
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Asset-backed securities, measurement input	0.040
Asset-backed securities issued | Weighted Average | Loss Severity
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Asset-backed securities, measurement input	0.903
Acquired | Residential mortgage loans held-for-sale, at fair value
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-sale, fair value	$ 1,713,662
Acquired | Residential mortgage loans held-for-sale, at fair value | Minimum | Discount Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-sale, measurement input	0.022
Acquired | Residential mortgage loans held-for-sale, at fair value | Minimum | Prepayment Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-sale, measurement input	0.017
Acquired | Residential mortgage loans held-for-sale, at fair value | Minimum | CDR
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-sale, measurement input	0
Acquired | Residential mortgage loans held-for-sale, at fair value | Minimum | Loss Severity
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-sale, measurement input	0.031
Acquired | Residential mortgage loans held-for-sale, at fair value | Maximum | Discount Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-sale, measurement input	0.075
Acquired | Residential mortgage loans held-for-sale, at fair value | Maximum | Prepayment Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-sale, measurement input	0.186
Acquired | Residential mortgage loans held-for-sale, at fair value | Maximum | CDR
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-sale, measurement input	0.167
Acquired | Residential mortgage loans held-for-sale, at fair value | Maximum | Loss Severity
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-sale, measurement input	0.672
Acquired | Residential mortgage loans held-for-sale, at fair value | Weighted Average | Discount Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-sale, measurement input	0.037
Acquired | Residential mortgage loans held-for-sale, at fair value | Weighted Average | Prepayment Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-sale, measurement input	0.113
Acquired | Residential mortgage loans held-for-sale, at fair value | Weighted Average | CDR
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-sale, measurement input	0.012
Acquired | Residential mortgage loans held-for-sale, at fair value | Weighted Average | Loss Severity
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-sale, measurement input	0.377
Originated | Residential mortgage loans held-for-sale, at fair value
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-sale, fair value	$ 139,742
Originated | Residential mortgage loans held-for-sale, at fair value | Discount Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-sale, measurement input	0.040
Originated | Residential mortgage loans held-for-sale, at fair value | Prepayment Rate
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-sale, measurement input	0.060
Originated | Residential mortgage loans held-for-sale, at fair value | CDR
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-sale, measurement input	0.030
Originated | Residential mortgage loans held-for-sale, at fair value | Loss Severity
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-sale, measurement input	0.500