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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		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Derivative [Line Items]
Unrealized Gain (Loss)	$ 1,251,350	$ 1,380,946	$ 3,472,326	$ 2,012,141
Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Derivatives	808,173	(45,168)	1,306,433	72,731
Futures
Derivative [Line Items]
Realized Gain (Loss)	611,661	(229,534)	2,332,338	250,013
Unrealized Gain (Loss)	1,197,942	279,293	1,656,458	218,527
Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Derivatives	1,809,603	49,759	3,988,796	468,540
Purchase commitments
Derivative [Line Items]
Realized Gain (Loss)	0	0	0	0
Unrealized Gain (Loss)	(4,530)	920	(2,358)	1,389
Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Derivatives	(4,530)	920	(2,358)	1,389
TBA derivatives
Derivative [Line Items]
Realized Gain (Loss)	(430,528)	155,569	(2,250,909)	(122,275)
Unrealized Gain (Loss)	(577,156)	(182,845)	(656,394)	(249,847)
Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Derivatives	(1,007,684)	(27,276)	(2,907,303)	(372,122)
Interest rate swaptions, at fair value
Derivative [Line Items]
Realized Gain (Loss)	(18,949)	(24,265)	(33,399)	(69,262)
Unrealized Gain (Loss)	30,610	(44,602)	272,668	28,528
Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Derivatives	11,661	(68,867)	239,269	(40,734)
Credit derivatives
Derivative [Line Items]
Realized Gain (Loss)	1,105	2,616	2,539	7,024
Unrealized Gain (Loss)	(1,982)	(2,320)	(14,510)	8,634
Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Derivatives	$ (877)	$ 296	$ (11,971)	$ 15,658

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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)
-URI https://asc.fasb.org/extlink&oid=125515794&loc=SL5618551-113959

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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 https://asc.fasb.org/extlink&oid=126954810&loc=d3e3602-108585

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