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DERIVATIVE INSTRUMENTS - Summary of Fair Value Information about Derivative Assets and Liabilities (Details) - USD ($) $ in Thousands | Dec. 31, 2022 | Dec. 31, 2021
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Derivatives, Fair Value [Line Items] |  |
Interest rate swaps | $ 33,006 | $ 0
Total derivative assets | 342,064 | 170,370
Interest rate swaps | 108,724 | 747,036
Total derivative liabilities | 204,172 | 881,537
Futures contracts |  |
Derivatives, Fair Value [Line Items] |  |
Derivative assets | 33,179 | 9,028
Total derivative assets | 33,179 | 9,028
Derivative liabilities | 11,919 | 129,134
Total derivative liabilities | 11,919 | 129,134
Purchase commitments |  |
Derivatives, Fair Value [Line Items] |  |
Derivative assets | 1,832 | 1,779
Total derivative assets | 1,832 | 1,779
Derivative liabilities | 460 | 870
Total derivative liabilities | 460 | 870
Interest rate swaptions |  |
Derivatives, Fair Value [Line Items] |  |
Derivative assets | 256,991 | 105,710
Total derivative assets | 256,991 | 105,710
TBA derivatives |  |
Derivatives, Fair Value [Line Items] |  |
Derivative assets | 17,056 | 52,693
Total derivative assets | 17,056 | 52,693
Derivative liabilities | 69,270 | 3,916
Total derivative liabilities | 69,270 | 3,916
Credit derivatives |  |
Derivatives, Fair Value [Line Items] |  |
Derivative assets | 0 | 1,160
Total derivative assets |  | 1,160
Derivative liabilities | 13,799 | 581
Total derivative liabilities | 13,799 | 581
Credit derivatives | Maximum |  |
Derivatives, Fair Value [Line Items] |  |
Current Notional | $ 420,000 | $ 400,000

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