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SECURED FINANCING - Narrative (Details) - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2021
Dec. 31, 2020
Debt Disclosure [Abstract]    
Netted amounts $ 60,221,067 $ 64,825,239 [1]
Repurchase agreements - weighted average remaining maturities 88 days 64 days
Repurchase agreement amount $ 1,600,000  
Remaining capacity of repurchase agreement 1,400,000  
Fair value of collateral received for reverse repurchase agreements 0 $ 250,000
Secured financings and interest rate swaps - collateral held, estimated fair value 65,200,000 70,600,000
Secured financings and interest rate swaps - collateral held, accrued interest $ 176,800 $ 196,900
[1] Derived from the audited consolidated financial statements at December 31, 2020.