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FINANCIAL INSTRUMENTS - Summary of Characteristics of Financial Instruments (Details) - USD ($) | Jun. 30, 2019 | Dec. 31, 2018
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SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | $ 131,800,776,000 | $ 105,787,527,000 | [1]
Liabilities | 116,093,369,000 | 91,669,726,000 | [1]
Total securities |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | 119,926,869,000 | 92,623,788,000 |
Agency mortgage-backed securities, recognized through comprehensive income |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | 117,336,519,000 | 89,840,322,000 |
Agency mortgage-backed securities, recognized through earnings |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | 865,521,000 | 912,673,000 |
Credit risk transfer securities |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | 491,969,000 | 552,097,000 |
Non-agency mortgage-backed securities |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | 1,097,752,000 | 1,161,938,000 |
Commercial real estate debt investment, securities, recognized through other comprehensive income |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | 63,968,000 | 138,242,000 |
Commercial real estate debt investment, securities, recognized through earnings |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | 71,140,000 | 18,516,000 |
Total loans, net |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | 3,546,468,000 | 4,585,975,000 |
Residential mortgage loans |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | 1,061,124,000 | 1,359,806,000 |
Commercial real estate debt and preferred equity, held for investment |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | 623,705,000 | 1,296,803,000 |
Commercial loans held for sale, net |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | 41,896,000 | 42,184,000 |
Corporate debt, held for investment |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | 1,792,837,000 | 1,887,182,000 |
Corporate debt held for sale, net |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | 26,906,000 | 0 |
Total assets transferred or pledged to securitization vehicles |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | 4,211,582,000 | 3,833,200,000 |
Residential mortgage loans, transferred or pledged to securitization vehicles, recognized through earnings |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | 2,106,981,000 | 1,094,831,000 |
Commercial mortgage loans, transferred or pledged to securitization vehicles, recognized through earnings |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | 1,314,701,000 | 2,738,369,000 |
Commercial mortgage loans, amortized cost |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | 789,900,000 | 0 |
Reverse repurchase agreements |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | 0 | 650,040,000 |
Repurchase agreements |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Liabilities | 105,181,241,000 | 81,115,874,000 |
Other secured financing |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Liabilities | 4,127,989,000 | 4,183,311,000 |
Debt issued by securitization vehicles |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Liabilities | 3,470,168,000 | 3,347,062,000 |
Mortgages payable |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Liabilities | $ 498,772,000 | $ 511,056,000 |
[1] | (1) Derived from the audited consolidated financial statements at December 31, 2018.

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