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USE OF DERIVATIVES, OFFSETTING DISCLOSURES AND CHANGES IN OTHER COMPREHENSIVE INCOME BY COMPONENT - Components of Income Statement and Other Comprehensive Income (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2021
Mar. 31, 2020
Income statement-related [Abstract]    
Amortization of unrealized gain, net of unrealized losses on de-designated Derivatives $ (646) $ 103
Decrease in interest expense and increase in Net (loss) income as a result of the use of Derivatives (1,616) (480)
Amount of loss reclassified from Accumulated other comprehensive income (loss) (1,616) (480)
Decrease in interest expense as a result of the use of Derivatives (1,616) (480)
Realized and unrealized (loss) gain on non-designated Derivatives (net) [1] 2,382 (155,739)
Other comprehensive income (loss)-related [Abstract]    
Amount of gain (loss) recognized in Other comprehensive income 13,292 (21,251)
Interest Rate Swap Agreements [Member]    
Income statement-related [Abstract]    
Realized and unrealized (loss) gain on non-designated Derivatives (net) 2,382 (153,224)
Eurodollar Futures Contract [Member]    
Income statement-related [Abstract]    
Realized and unrealized (loss) gain on non-designated Derivatives (net)   (2,515)
Interest Expense [Member] | Secured Borrowings [Member]    
Income statement-related [Abstract]    
Amortization of unrealized gain, net of unrealized losses on de-designated Derivatives (647) 103
Decrease in interest expense and increase in Net (loss) income as a result of the use of Derivatives [2] (647) 103
Decrease in interest expense as a result of the use of Derivatives [2] (647) 103
Interest Expense [Member] | Unsecured Borrowings [Member]    
Income statement-related [Abstract]    
Amount of loss reclassified from Accumulated other comprehensive income (loss) [3] $ (969) $ (583)
[1]

Included in “Loss on derivative instruments (net)” on the face of the Consolidated Statement of Operations.

[2] Included in “Interest expense:  Secured borrowings” on the face of the Consolidated Statements of Operations.
[3] Included in “Interest expense:  Unsecured borrowings” on the face of the Consolidated Statements of Operations