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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
 12 Months Ended
Dec. 31, 2023
Dec. 31, 2022
Dec. 31, 2021
Derivative [Line Items]      
Unrealized Gain (Loss) $ (815,630) $ 3,480,708 $ 2,198,486
Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments $ (294,574) 1,278,732  
Derivative, Gain (Loss), Statement of Income or Comprehensive Income [Extensible Enumeration] Net gains (losses) on derivatives    
Futures      
Derivative [Line Items]      
Realized Gain (Loss) $ 194,316 3,825,072  
Unrealized Gain (Loss) (201,095) 141,366  
Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments (6,779) 3,966,438  
Purchase commitments      
Derivative [Line Items]      
Realized Gain (Loss) 0 0  
Unrealized Gain (Loss) 7,932 460  
Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments 7,932 460  
TBA derivatives      
Derivative [Line Items]      
Realized Gain (Loss) (174,666) (2,729,866)  
Unrealized Gain (Loss) 33,833 (100,990)  
Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments (140,833) (2,830,856)  
Interest rate swaptions      
Derivative [Line Items]      
Realized Gain (Loss) (29,438) (43,124)  
Unrealized Gain (Loss) (119,348) 195,084  
Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments (148,786) 151,960  
Credit derivatives      
Derivative [Line Items]      
Realized Gain (Loss) (19,368) 3,657  
Unrealized Gain (Loss) 13,260 (12,927)  
Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments $ (6,108) $ (9,270)