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FAIR VALUE MEASUREMENTS - Estimated Fair Values for All Financial Assets and Liabilities (Detail) - USD ($) $ in Thousands | Sep. 30, 2021 | Dec. 31, 2020
--- | --- | ---
Financial assets |  |  |
Assets transferred or pledged to securitization vehicles | $ 4,738,481 | $ 6,910,020 | [1]
Corporate debt, held for sale | 65,622,352 | 75,652,396 |
Financial liabilities |  |  |
Other secured financing | 729,555 | 917,876 | [1]
Carrying Value | Level 3 |  |  |
Financial assets |  |  |
Commercial real estate debt and preferred equity, held for investment | 0 | 1,372,430 |
Corporate debt, held for investment | 1,890,709 | 2,239,930 |
Financial liabilities |  |  |
Mortgages payable | 0 | 426,256 |
Carrying Value | Level 3 | Corporate Loans |  |  |
Financial assets |  |  |
Corporate debt, held for sale | 2,113 | 0 |
Carrying Value | Level 2 |  |  |
Financial assets |  |  |
Assets transferred or pledged to securitization vehicles | 0 | 874,349 |
Financial liabilities |  |  |
Repurchase agreements | 55,475,420 | 64,825,239 |
Other secured financing | 729,555 | 917,876 |
Fair Value | Level 3 |  |  |
Financial assets |  |  |
Commercial real estate debt and preferred equity, held for investment | 0 | 1,442,071 |
Corporate debt, held for investment | 1,904,287 | 2,226,045 |
Financial liabilities |  |  |
Mortgages payable | 0 | 474,779 |
Fair Value | Level 3 | Corporate Loans |  |  |
Financial assets |  |  |
Corporate debt, held for sale | 2,113 | 0 |
Fair Value | Level 2 |  |  |
Financial assets |  |  |
Assets transferred or pledged to securitization vehicles | 0 | 928,732 |
Financial liabilities |  |  |
Repurchase agreements | 55,475,420 | 64,825,239 |
Other secured financing | $ 729,555 | $ 917,876 |
[1] | (1)Derived from the audited consolidated financial statements at December 31, 2020.

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