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VARIABLE INTEREST ENTITIES - Narrative (Details) - USD ($) $ in Thousands | 3 Months Ended | 9 Months Ended |  |
--- | --- | --- | --- | ---
Sep. 30, 2023 | Sep. 30, 2022 | Sep. 30, 2023 | Sep. 30, 2022 | Dec. 31, 2022 | Mar. 31, 2020
Variable Interest Entity [Line Items] |  |  |  |  |  |  |
Securitized debt of consolidated VIEs | $ 9,983,847 |  | $ 9,983,847 |  | $ 7,744,160 | [1] |
Costs incurred in connection with securitization | 39,909 | $ 37,922 | 123,652 | $ 119,724 |  |  |
Securitized debt of consolidated VIE, unrealized gain (loss) | 294,900 | 343,500 | 213,500 | 1,000,000 |  |  |
Participations issued | 788,442 |  | 788,442 |  | 800,849 | [1] |
Consolidated VIEs |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |
Exposure to obligations of VIEs | 1,200,000 |  | 1,200,000 |  |  |  |
Consolidated VIEs | OBX Trust |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |
Securitized debt of consolidated VIEs | 10,000,000 |  | 10,000,000 |  | 7,700,000 |  |
Costs incurred in connection with securitization | 1,900 | $ 1,700 | 5,900 | $ 6,800 |  |  |
Contractual principal amount of debt held by third parties | 11,500,000 |  | 11,500,000 |  | 9,000,000 |  |
Consolidated VIEs | Consolidation, Eliminations | OBX Trust |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |
Mortgage-backed securities | 1,200,000 |  | 1,200,000 |  | 1,000,000 |  |
VIE, Not Primary Beneficiary |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |
Participations issued | $ 788,400 |  | $ 788,400 |  | $ 800,800 |  |
Multifamily | Consolidated VIEs |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |
Cut-off date principal balance |  |  |  |  |  |  | $ 500,000
Multifamily | Retained Interest | Consolidated VIEs |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |
Retained interest notional balance |  |  |  |  |  |  | $ 500,000
[1] | (1)Derived from the audited consolidated financial statements at December 31, 2022.

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