DERIVATIVE INSTRUMENTS - Summary of Characteristics of TBA Derivatives (Details) - TBA derivatives - Purchase contracts - USD ($) $ in Thousands	6 Months Ended	12 Months Ended
Jun. 30, 2022	Dec. 31, 2021
Derivative [Line Items]
Notional	$ 19,455,000	$ 20,133,000
Implied Cost Basis	19,313,442	20,289,856
Implied Market Value	19,282,979	20,338,633
Net Carrying Value	$ (30,463)	$ 48,777

Nominal or face amount used to calculate payments on the derivative asset.

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1A
-Subparagraph (d)
-URI https://asc.fasb.org/extlink&oid=125515794&loc=SL5579245-113959

Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1B
-URI https://asc.fasb.org/extlink&oid=125515794&loc=SL5580258-113959

Reference 3: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1A
-Subparagraph (b)
-URI https://asc.fasb.org/extlink&oid=125515794&loc=SL5579245-113959

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Data Type:	xbrli:monetaryItemType
Balance Type:	na
Period Type:	instant