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DEBT OBLIGATIONS - Information on Outstanding Debt (Details) - USD ($)
$ in Thousands
Jun. 30, 2022
Dec. 31, 2021
Debt Instrument [Line Items]    
Debt obligations, net $ 2,427,140 $ 1,628,208
Secured debt obligations    
Debt Instrument [Line Items]    
Debt obligations, net 1,436,684 542,892
Secured debt obligations | Term Notes    
Debt Instrument [Line Items]    
Debt obligations, net 199,415 199,133
Secured debt obligations | MSR Facilities    
Debt Instrument [Line Items]    
Debt obligations, net 1,105,630 262,250
Secured debt obligations | Securities financing facilities    
Debt Instrument [Line Items]    
Debt obligations, net 98,900 66,439
Secured debt obligations | Servicing advance facilities    
Debt Instrument [Line Items]    
Debt obligations, net 32,739 15,070
Secured debt obligations | Revolving credit facility    
Debt Instrument [Line Items]    
Debt obligations, net 1,237,269 343,759
Unsecured debt obligations | Senior Notes    
Debt Instrument [Line Items]    
Debt obligations, net $ 990,456 $ 1,085,316