COMMITMENTS AND CONTINGENCIES - Narrative (Details) - USD ($) $ in Thousands				3 Months Ended
		Sep. 15, 2022	Jun. 17, 2022	Jun. 30, 2022	Dec. 31, 2022	Dec. 15, 2022	Dec. 31, 2021
Loss Contingencies [Line Items]
Estimated liability, representation and warranties					$ 44,300
Residential mortgage loan repurchase liability	[1]				1,219,890		$ 1,787,314
Held by the Former Manager
Loss Contingencies [Line Items]
Payment for management fee		$ 100,000	$ 200,000	$ 400,000
Management fee payable		$ 100,000				$ 100,000
New Penn
Loss Contingencies [Line Items]
Committed to fund					2,600,000
Consumer Loan SPVs | Consumer Portfolio Segment | Unfunded Loan Commitment
Loss Contingencies [Line Items]
Financing receivable					214,400
Genesis Acquisition
Loss Contingencies [Line Items]
Committed to fund					$ 823,800

[1] See Note 6 for details.