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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.