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FAIR VALUE MEASUREMENTS - Estimated Fair Values for All Financial Assets and Liabilities (Detail) - USD ($) $ in Thousands | Dec. 31, 2020 | Dec. 31, 2019
--- | --- | ---
Financial assets |  |
Assets transferred or pledged to securitization vehicles | $ 6,910,020 | $ 7,002,460
Financial liabilities |  |
Other secured financing | 917,876 | 4,455,700
Carrying Value | Level 2 |  |
Financial assets |  |
Assets transferred or pledged to securitization vehicles | 874,349 | 936,378
Financial liabilities |  |
Repurchase agreements | 64,825,239 | 101,740,728
Other secured financing | 917,876 | 4,455,700
Carrying Value | Level 3 |  |
Financial assets |  |
Commercial real estate debt and preferred equity, held for investment | 1,372,430 | 1,606,091
Corporate debt held for investment | 2,239,930 | 2,144,850
Financial liabilities |  |
Mortgage payable | 426,256 | 485,005
Fair Value | Level 2 |  |
Financial assets |  |
Assets transferred or pledged to securitization vehicles | 928,732 | 944,618
Financial liabilities |  |
Repurchase agreements | 64,825,239 | 101,740,728
Other secured financing | 917,876 | 4,455,700
Fair Value | Level 3 |  |
Financial assets |  |
Commercial real estate debt and preferred equity, held for investment | 1,442,071 | 1,619,018
Corporate debt held for investment | 2,226,045 | 2,081,327
Financial liabilities |  |
Mortgage payable | $ 474,779 | $ 515,994

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- Definition The fair value as of the balance sheet date of financial instruments and other positions owned by the entity and pledged to counterparties as collateral, including: (1) mortgages, mortgage-backed and asset backed securities; (2) US government and agency obligations; (3) state and municipal government obligations; (4) other sovereign government debt; (5) corporate obligations; (6) corporate equities; (7) principal investments; (8) derivative contracts; and (9) physical commodities. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Publisher FASB -Name Accounting Standards Codification -Topic 860 -SubTopic 30 -Section 45 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=66007379&loc=d3e113888-111728 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 860 -SubTopic 30 -Section 50 -Paragraph 1A -Subparagraph (c)(2) -URI http://asc.fasb.org/extlink&oid=109249958&loc=SL6224234-111729 + Details
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