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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