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DERIVATIVE INSTRUMENTS - Summary of Fair Value Information about Derivative Assets and Liabilities (Details) - USD ($)
$ in Thousands
Dec. 31, 2021
Dec. 31, 2020
Derivatives, Fair Value [Line Items]    
Total derivative assets $ 170,370 $ 171,134
Interest rate swaps 747,036 1,006,492
Total derivative liabilities 881,537 1,033,345
Futures contracts    
Derivatives, Fair Value [Line Items]    
Derivative assets 9,028 506
Total derivative assets 9,028 506
Derivative liabilities 129,134 19,413
Total derivative liabilities 129,134 19,413
Purchase commitments    
Derivatives, Fair Value [Line Items]    
Derivative assets 1,779 49
Total derivative assets 1,779 49
Derivative liabilities 870 0
Total derivative liabilities 870  
Interest rate swaptions    
Derivatives, Fair Value [Line Items]    
Derivative assets 105,710 74,470
Total derivative assets 105,710 74,470
TBA derivatives    
Derivatives, Fair Value [Line Items]    
Derivative assets 52,693 96,109
Total derivative assets 52,693 96,109
Derivative liabilities 3,916 0
Total derivative liabilities 3,916  
Credit derivatives    
Derivatives, Fair Value [Line Items]    
Derivative assets 1,160 0
Total derivative assets 1,160  
Derivative liabilities 581 7,440
Total derivative liabilities 581 7,440
Credit derivatives | Maximum    
Derivatives, Fair Value [Line Items]    
Current Notional $ 400,000 $ 504,000