VARIABLE INTEREST ENTITIES - Schedule of the Fair Value of OBX Trusts Closed (Details) - OBX Trust - Consolidated VIEs - USD ($) $ in Thousands	Sep. 30, 2022	Aug. 31, 2022	Jun. 30, 2022	May 31, 2022	Mar. 31, 2022	Feb. 28, 2022	Jan. 31, 2022
Variable Interest Entity [Line Items]
Loans			$ 335,900	$ 389,334	$ 315,843	$ 439,421	$ 556,696
OBX 2022-INV1
Variable Interest Entity [Line Items]
Loans							$ 377,275
OBX 2022-INV2
Variable Interest Entity [Line Items]
Loans						$ 466,686
OBX 2022-INV3
Variable Interest Entity [Line Items]
Loans					$ 330,823
OBX 2022-NQM4
Variable Interest Entity [Line Items]
Loans				$ 457,285
OBX 2022-NQM5
Variable Interest Entity [Line Items]
Loans			390,775
OBX 2022-NQM6
Variable Interest Entity [Line Items]
Loans			$ 387,913
OBX 2022-J2
Variable Interest Entity [Line Items]
Loans		$ 305,969
OBX 2022-NQM7
Variable Interest Entity [Line Items]
Loans		$ 358,931
OBX 2022-NQM8
Variable Interest Entity [Line Items]
Loans	$ 397,470