SECURED FINANCING - Additional Information (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2020	Dec. 31, 2019
Repurchase Agreements:
Repurchase agreements	$ 64,825,239	$ 101,740,728
Repurchase agreements - weighted average effective borrowing rates	0.82%	1.99%
Repurchase agreements - weighted average remaining maturities	64 days	65 days
Maximum repurchase agreements available under counterparty arrangements	$ 2,400,000
Commitments available to be drawn	1,900,000
Other secured financing long term, amount	917,876	$ 4,455,700
Secured financings and interest rate swaps - collateral held, estimated fair value	70,600,000	112,800,000
Secured financings and interest rate swaps - collateral held, accrued interest	200,000	$ 357,900
FHLB De Moines
Repurchase Agreements:
Debt weighted average interest rate		2.16%
Stock held in FHLB	$ 4,400	$ 147,900
FHLB De Moines | Non Current | Maturity Period in Less Than One Year
Repurchase Agreements:
Other secured financing long term, amount		$ 1,400,000
FHLB De Moines | Non Current | Maturity Period in Less Than One Year | Maximum
Repurchase Agreements:
Other secured financing short term amount, expiration period		1 year
FHLB De Moines | Non Current | Maturity Period Between One to Three Years
Repurchase Agreements:
Other secured financing long term, amount		$ 2,100,000
FHLB De Moines | Non Current | Maturity Period Between One to Three Years | Minimum
Repurchase Agreements:
Other secured financing short term amount, expiration period		1 year
FHLB De Moines | Non Current | Maturity Period Between One to Three Years | Maximum
Repurchase Agreements:
Other secured financing short term amount, expiration period		3 years