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DERIVATIVE INSTRUMENTS - Summary of Characteristics of TBA Derivatives (Details) - TBA derivatives - USD ($)
$ in Thousands
 12 Months Ended
Dec. 31, 2023
Dec. 31, 2022
Derivative [Line Items]    
Notional   $ 10,545,000
Notional $ (503,000)  
Implied Cost Basis (555,221) 10,630,890
Implied Market Value (573,602) 10,578,676
Net Carrying Value (18,381) (52,214)
Purchase contracts    
Derivative [Line Items]    
Notional 988,000 10,589,000
Implied Cost Basis 920,626 10,675,739
Implied Market Value 915,790 10,623,350
Net Carrying Value (4,836) (52,389)
Sale contracts    
Derivative [Line Items]    
Notional (1,491,000) (44,000)
Implied Cost Basis (1,475,847) (44,849)
Implied Market Value (1,489,392) (44,674)
Net Carrying Value $ (13,545) $ 175