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VARIABLE INTEREST ENTITIES - Narrative (Details) - USD ($) $ in Thousands | 3 Months Ended | 9 Months Ended |
--- | --- | --- | ---
Sep. 30, 2024 | Sep. 30, 2023 | Sep. 30, 2024 | Sep. 30, 2023 | Dec. 31, 2023
Variable Interest Entity [Line Items] |  |  |  |  |  |
Securitized debt of consolidated VIEs | $ 18,709,118 |  | $ 18,709,118 |  | $ 11,600,338 | [1]
Costs incurred in connection with securitization | 43,921 | $ 39,909 | 127,382 | $ 123,652 |  |
Securitized debt of consolidated VIE, unrealized gain (loss) | (430,400) | (339,600) | 294,900 | 213,500 |  |
Participations issued | 467,006 |  | 467,006 |  | 1,103,835 | [1]
Consolidated VIEs |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |
Exposure to obligations of VIEs | 2,100,000 |  | 2,100,000 |  |  |
Securitized debt of consolidated VIEs | 18,700,000 |  | 18,700,000 |  | 11,600,000 |
Costs incurred in connection with securitization | 5,000 | $ 1,900 |  |  |  |
Contractual principal amount of debt held by third parties | 19,300,000 |  | 19,300,000 |  | 12,600,000 |
Consolidated VIEs | OBX Trust |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |
Costs incurred in connection with securitization |  |  | 14,000 | $ 5,900 |  |
Consolidated VIEs | Consolidation, Eliminations |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |
Mortgage-backed securities | 2,100,000 |  | 2,100,000 |  | 1,400,000 |
VIE, Not Primary Beneficiary |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |
Participations issued | $ 500,000 |  | $ 500,000 |  | $ 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://www.xbrl.org/2009/role/commonPracticeRef -Topic 940 -SubTopic 320 -Name Accounting Standards Codification -Section 45 -Paragraph 2 -Publisher FASB -URI https://asc.fasb.org/1943274/2147479035/940-320-45-2 + Details
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