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FINANCIAL INSTRUMENTS - Summary of Characteristics of Financial Instruments (Details) - USD ($)
$ in Thousands
Sep. 30, 2022
Dec. 31, 2021
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]    
Assets $ 85,406,764 $ 76,764,064 [1]
Liabilities 74,455,209 63,568,739 [1]
Total securities    
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]    
Assets 66,839,353 63,655,674
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 41,042,640 59,939,383
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 21,994,601 586,222
Residential credit risk transfer securities    
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]    
Assets 1,056,906 936,228
Non-agency mortgage-backed securities    
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]    
Assets 2,156,706 1,663,336
Commercial real estate debt investments - CMBS    
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]    
Assets 570,633 521,440
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 17,867 9,065
Total loans, net    
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]    
Assets 1,551,707 4,242,043
Residential mortgage loans    
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]    
Assets 1,551,637 2,272,072
Residential mortgage loan warehouse facility    
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]    
Assets 70 980
Corporate debt, held for investment    
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]    
Assets 0 1,968,991
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 9,202,014 6,086,308
Interest in net servicing cash flows    
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]    
Assets 0 69,316
Agency mortgage-backed securities    
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]    
Assets 431,388 589,873
Residential mortgage loans    
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]    
Assets 8,770,626 5,496,435
Repurchase agreements    
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]    
Liabilities 54,160,731 54,769,643
Other secured financing    
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]    
Liabilities 250,000 903,255
Debt issued by securitization vehicles    
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]    
Liabilities 7,844,518 5,155,633
Participations issued    
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]    
Liabilities $ 745,729 $ 1,049,066
[1] (1)Derived from the audited consolidated financial statements at December 31, 2021.