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SECURED FINANCING - Narrative (Details) - USD ($)
$ in Thousands
9 Months Ended 12 Months Ended
Sep. 30, 2021
Dec. 31, 2020
Debt Disclosure [Abstract]    
Netted amounts $ 55,475,420 $ 64,825,239 [1]
Repurchase agreements - weighted average remaining maturities 75 days 64 days
Repurchase agreement amount $ 1,600,000  
Remaining capacity of repurchase agreement 1,300,000  
Fair value of collateral received for reverse repurchase agreements   $ 250,000
Secured financings and interest rate swaps - collateral held, estimated fair value 60,300,000 70,600,000
Secured financings and interest rate swaps - collateral held, accrued interest $ 163,200 $ 196,900
[1] (1)Derived from the audited consolidated financial statements at December 31, 2020.