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VARIABLE INTEREST ENTITIES - Narrative (Details) - USD ($) $ in Thousands | 3 Months Ended |
--- | --- | ---
Mar. 31, 2024 | Mar. 31, 2023 | Dec. 31, 2023
Variable Interest Entity [Line Items] |  |  |  |
Securitized debt of consolidated VIEs | $ 13,690,967 |  | $ 11,600,338 | [1]
Costs incurred in connection with securitization | 38,570 | $ 40,828 |  |
Securitized debt of consolidated VIE, unrealized gain (loss) | 86,000 | (211,900) |  |
Participations issued | 1,161,323 |  | 1,103,835 | [1]
Consolidated VIEs |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |
Exposure to obligations of VIEs | 1,600,000 |  |  |
Securitized debt of consolidated VIEs | 13,700,000 |  | 11,600,000 |
Costs incurred in connection with securitization | 3,700 | $ 1,400 |  |
Contractual principal amount of debt held by third parties | 14,800,000 |  | 12,600,000 |
Consolidated VIEs | Consolidation, Eliminations |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |
Mortgage-backed securities | 1,600,000 |  | 1,400,000 |
VIE, Not Primary Beneficiary |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |
Participations issued | $ 1,200,000 |  | $ 1,100,000 |
[1] | (1)Derived from the audited consolidated financial statements at December 31, 2023.

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- Definition The fair value as of the balance sheet date of firm holdings in mortgages, mortgage backed securities (investment instruments that represent ownership of an undivided interest in a group of mortgages, where principal and interest from the individual mortgages are used to pay investors' principal and interest on the mortgage backed security) and asset-backed securities that are primarily paid from the cash flows of a discrete pool of receivables or other financial assets (such as credit-card receivables), either fixed or revolving, that by their terms convert into cash within a finite time period. Includes both pledged (to counterparties as collateral for financing transactions) and unpledged holdings. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 940 -SubTopic 320 -Section 45 -Paragraph 2 -Publisher FASB -URI https://asc.fasb.org//1943274/2147481961/940-320-45-2 + Details
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