XML 57 R46.htm IDEA: XBRL DOCUMENT v3.23.2
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.