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SECURED FINANCING - Narrative (Details) - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2022
Dec. 31, 2021
Debt Disclosure [Abstract]    
Netted amounts $ 51,364,097 $ 54,769,643 [1]
Repurchase agreements - weighted average remaining maturities 47 days 52 days
Repurchase agreement amount $ 1,800,000  
Remaining capacity of repurchase agreement 1,300,000  
Secured financings and interest rate swaps - collateral held, estimated fair value 54,800,000 $ 59,200,000
Secured financings and interest rate swaps - collateral held, accrued interest $ 166,300 $ 160,800
[1] (1)Derived from the audited consolidated financial statements at December 31, 2021.