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FINANCIAL INSTRUMENTS - Summary of Characteristics of Financial Instruments (Details) - USD ($) $ in Thousands | Jun. 30, 2023 | Dec. 31, 2022
--- | --- | ---
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | $ 89,330,477 | $ 81,850,712 | [1]
Liabilities | 77,443,132 | 70,481,286 | [1]
Total securities |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | 71,202,461 | 65,789,907 |
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 | 23,968,429 | 34,528,515 |
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 | 43,795,835 | 27,746,380 |
Residential credit risk transfer securities |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | 1,064,401 | 997,557 |
Non-agency mortgage-backed securities |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | 2,008,106 | 1,991,146 |
Commercial real estate debt investments - CMBS |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | 365,690 | 508,406 |
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 | 0 | 17,903 |
Total loans, net |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | 1,154,320 | 1,809,832 |
Residential mortgage loans |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | 1,154,320 | 1,809,832 |
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 | 11,318,419 | 9,121,912 |
Residential mortgage loans |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Assets | 11,318,419 | 9,121,912 |
Repurchase agreements |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Liabilities | 61,637,600 | 59,512,597 |
Other secured financing |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Liabilities | 500,000 | 250,000 |
Debt issued by securitization vehicles |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Liabilities | 9,789,282 | 7,744,160 |
Participations issued |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |
Liabilities | $ 492,307 | $ 800,849 |
[1] | (1)Derived from the audited consolidated financial statements at December 31, 2022.

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