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SECURED FINANCING - Narrative (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2022
Dec. 31, 2021
Debt Disclosure [Abstract]    
Netted amounts $ 52,626,503 $ 54,769,643 [1]
Repurchase agreements - weighted average remaining maturities 68 days 52 days
Repurchase agreement amount $ 1,900,000  
Remaining capacity of repurchase agreement 1,500,000  
Secured financings and interest rate swaps - collateral held, estimated fair value 57,500,000 $ 59,200,000
Secured financings and interest rate swaps - collateral held, accrued interest $ 163,000 $ 160,800
[1] (1)Derived from the audited consolidated financial statements at December 31, 2021.