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FINANCIAL INSTRUMENTS (Details) - USD ($) $ in Thousands | Mar. 31, 2024 | Dec. 31, 2023 | Mar. 31, 2023
--- | --- | --- | ---
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |  |
Assets | $ 91,483,546 | $ 93,227,236 | [1] | $ 86,832,017
Liabilities | 79,987,433 | 81,882,145 | [1] |
Total securities |  |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |  |
Assets | 66,500,689 | 69,613,565 |  |
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 | 11,802,912 | 15,665,352 |  |
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 | 51,739,318 | 50,643,436 |  |
Residential credit risk transfer securities |  |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |  |
Assets | 871,421 | 974,059 |  |
Non-agency mortgage-backed securities |  |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |  |
Assets | 1,933,910 | 2,108,274 |  |
Commercial real estate debt investments - CMBS |  |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |  |
Assets | 153,128 | 222,444 |  |
Total loans, net |  |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |  |
Assets | 2,717,823 | 2,353,084 |  |
Residential mortgage loans |  |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |  |
Assets | 2,717,823 | 2,353,084 |  |
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 | 15,614,750 | 13,307,622 |  |
Residential mortgage loans |  |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |  |
Assets | 15,614,750 | 13,307,622 |  |
Repurchase agreements |  |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |  |
Liabilities | 58,975,232 | 62,201,543 |  |
Other secured financing |  |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |  |
Liabilities | 600,000 | 500,000 |  |
Debt issued by securitization vehicles |  |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |  |
Liabilities | 13,690,967 | 11,600,338 |  |
Participations issued |  |  |  |
SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items] |  |  |  |
Liabilities | 1,161,323 | 1,103,835 |  |
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 | $ 2,077,404 | $ 2,132,751 |  |
[1] | (1)Derived from the audited consolidated financial statements at December 31, 2023.

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