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FINANCIAL INSTRUMENTS - Summary of Characteristics of Financial Instruments (Details) - USD ($) $ in Thousands | Dec. 31, 2020 | Dec. 31, 2019
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SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Assets | $ 88,455,103 | $ 130,295,081
Liabilities | 74,433,307 | 114,498,737
Total securities |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Assets | 75,652,396 | 114,833,580
Agency mortgage-backed securities, recognized through other comprehensive income |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Assets | 73,562,972 | 112,124,958
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 | 504,087 | 768,409
Residential credit risk transfer securities |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Assets | 532,403 | 531,322
Non-agency mortgage-backed securities |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Assets | 972,192 | 1,135,868
Commercial real estate debt investments, CMBS, recognized through other comprehensive income |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Assets | 31,603 | 64,655
Commercial real estate debt investments, CMBS, recognized through earnings |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Assets | 45,254 | 208,368
Commercial real estate debt investments, credit risk transfer securities |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Assets | 3,885 | 0
Total loans, net |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Assets | 3,083,821 | 4,462,350
Residential mortgage loans |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Assets | 345,810 | 1,647,787
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 | 498,081 | 669,713
Corporate debt held for investment, net |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Assets | 2,239,930 | 2,144,850
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 | 6,910,020 | 7,002,460
Mortgage-backed securities, recognized through other comprehensive income |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Assets | 620,347 | 1,122,588
Residential mortgage loans, recognized through earnings |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Assets | 3,249,251 | 2,598,374
Commercial mortgage loans, recognized through earnings |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Assets | 2,166,073 | 2,345,120
Commercial mortgage loans |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Assets | 874,349 | 936,378
Repurchase agreements |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Liabilities | 64,825,239 | 101,740,728
Other secured financing |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Liabilities | 917,876 | 4,455,700
Debt issued by securitization vehicles |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Liabilities | 5,652,982 | 5,622,801
Participations issued |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Liabilities | 39,198 | 0
Mortgages payable |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Liabilities | $ 426,256 | $ 485,005

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