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FINANCIAL INSTRUMENTS - Summary of Characteristics of Financial Instruments (Details) - USD ($) $ in Thousands | Dec. 31, 2022 | Dec. 31, 2021
--- | --- | ---
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Assets | $ 81,850,712 | $ 76,764,064
Liabilities | 70,481,286 | 63,568,739
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 | 34,528,515 | 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 | 27,746,380 | 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 | 997,557 | 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 | 1,991,146 | 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 | 508,406 | 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 | 17,903 | 9,065
Total loans, net |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Assets | 1,809,832 | 4,242,043
Residential mortgage loans |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Assets | 1,809,832 | 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 | 0 | 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 | 9,121,912 | 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 | 0 | 589,873
Residential mortgage loans |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Assets | 9,121,912 | 5,496,435
Repurchase agreements |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Liabilities | 59,512,597 | 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 | 7,744,160 | 5,155,633
Participations issued |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Liabilities | 800,849 | 1,049,066
Available-For-Sale Securities |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |
Assets | $ 65,789,907 | $ 63,655,674

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