DEBT OBLIGATIONS - Information on Outstanding Debt (Details) - USD ($) $ in Thousands	Sep. 30, 2022	Dec. 31, 2021
Debt Instrument [Line Items]
Debt obligations, net	$ 2,283,704	$ 1,628,208
Secured debt obligations
Debt Instrument [Line Items]
Debt obligations, net	1,292,517	542,892
Secured debt obligations | Term Notes
Debt Instrument [Line Items]
Debt obligations, net	199,540	199,133
Secured debt obligations | MSR Facilities
Debt Instrument [Line Items]
Debt obligations, net	969,048	262,250
Secured debt obligations | Securities financing facilities
Debt Instrument [Line Items]
Debt obligations, net	93,252	66,439
Secured debt obligations | Servicing advance facilities
Debt Instrument [Line Items]
Debt obligations, net	30,677	15,070
Secured debt obligations | Revolving credit facility
Debt Instrument [Line Items]
Debt obligations, net	1,092,977	343,759
Unsecured debt obligations | Senior Notes
Debt Instrument [Line Items]
Debt obligations, net	$ 991,187	$ 1,085,316