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FINANCIAL INSTRUMENTS - Summary of Characteristics of Financial Instruments (Details) - USD ($)
$ in Thousands
Dec. 31, 2023
Dec. 31, 2022
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]    
Assets $ 93,227,236 $ 81,850,712
Liabilities 81,882,145 70,481,286
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 15,665,352 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 50,643,436 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 974,059 997,557
Non-agency mortgage-backed securities    
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]    
Assets 2,108,274 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 222,444 508,406
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 2,353,084 1,809,832
Residential mortgage loans    
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]    
Assets 2,353,084 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 13,307,622 9,121,912
Residential mortgage loans    
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]    
Assets 13,307,622 9,121,912
Available-For-Sale Securities    
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]    
Assets 69,613,565 65,789,907
Repurchase agreements    
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]    
Liabilities 62,201,543 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 11,600,338 7,744,160
Participations issued    
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]    
Liabilities 1,103,835 800,849
U.S. Treasury securities sold, not yet purchased    
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]    
Liabilities $ 2,132,751 $ 0