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DERIVATIVE INSTRUMENTS - Effect of Other Derivative Contracts on the Consolidated Statements of Operations and Comprehensive Income (Loss) (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2021	Jun. 30, 2020	Jun. 30, 2021	Jun. 30, 2020
Derivative [Line Items]
Unrealized Gains (Losses) on Interest Rate Swaps	$ (141,067)	$ 1,494,628	$ 631,195	$ (1,333,095)
Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments	(357,808)	170,916	117,899	377,342
Futures
Derivative [Line Items]
Realized Gain (Loss)	183,383	246	479,547	(279,230)
Unrealized Gains (Losses) on Interest Rate Swaps	(577,899)	(17,579)	(60,766)	(10,687)
Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments	(394,516)	(17,333)	418,781	(289,917)
Purchase commitments
Derivative [Line Items]
Realized Gain (Loss)	0	0	0	0
Unrealized Gains (Losses) on Interest Rate Swaps	2,376	9,666	469	(1,143)
Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments	2,376	9,666	469	(1,143)
TBA derivatives
Derivative [Line Items]
Realized Gain (Loss)	10,045	250,525	(277,844)	521,610
Unrealized Gains (Losses) on Interest Rate Swaps	275,226	(46,363)	(67,002)	114,331
Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments	285,271	204,162	(344,846)	635,941
Interest rate swaptions, at fair value
Derivative [Line Items]
Realized Gain (Loss)	(22,787)	(29,880)	(44,997)	21,566
Unrealized Gains (Losses) on Interest Rate Swaps	(232,860)	(22,634)	73,130	47,499
Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments	(255,647)	(52,514)	28,133	69,065
Credit derivatives
Derivative [Line Items]
Realized Gain (Loss)	2,777	1,203	4,408	3,128
Unrealized Gains (Losses) on Interest Rate Swaps	1,931	25,732	10,954	(39,732)
Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments	$ 4,708	$ 26,935	$ 15,362	$ (36,604)

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Realized gain (loss) on derivatives.

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Amount of increase (decrease) in the fair value of derivatives recognized in the income statement.

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4A
-Subparagraph (b)(1)
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The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period.

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Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 230
-SubTopic 10
-Section 45
-Paragraph 28
-Subparagraph (b)
-URI http://asc.fasb.org/extlink&oid=123570139&loc=d3e3602-108585

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