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DERIVATIVE INSTRUMENTS - Summary of Fair Value Information about Derivative Assets and Liabilities (Details) - USD ($) $ in Thousands | Dec. 31, 2023 | Dec. 31, 2022
--- | --- | ---
Derivatives, Fair Value [Line Items] |  |
Derivative assets | $ 162,557 | $ 342,064
Derivative liabilities | 302,295 | 204,172
Interest rate swaps, at fair value |  |
Derivatives, Fair Value [Line Items] |  |
Derivative assets | 26,344 | 33,006
Derivative liabilities | 83,051 | 108,724
Current notional | 58,829,554 | 52,277,300
Interest rate swaptions |  |
Derivatives, Fair Value [Line Items] |  |
Derivative assets | 105,883 | 256,991
TBA derivatives |  |
Derivatives, Fair Value [Line Items] |  |
Derivative assets | 20,689 | 17,056
Derivative liabilities | 39,070 | 69,270
Future contracts |  |
Derivatives, Fair Value [Line Items] |  |
Derivative assets | 0 | 33,179
Derivative liabilities | 179,835 | 11,919
Purchase commitments |  |
Derivatives, Fair Value [Line Items] |  |
Derivative assets | 9,641 | 1,832
Derivative liabilities | 339 | 460
Credit derivatives |  |
Derivatives, Fair Value [Line Items] |  |
Derivative liabilities | $ 0 | 13,799
Credit derivatives | Maximum |  |
Derivatives, Fair Value [Line Items] |  |
Current notional |  | $ 420,000

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