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DERIVATIVE INSTRUMENTS - Offsetting of Derivative Assets and Liabilities (Details) - USD ($)
$ in Thousands
Dec. 31, 2023
Dec. 31, 2022
Assets    
Gross Amounts $ 162,557 $ 342,064
Liabilities    
Gross Amounts 302,295 204,172
Future contracts    
Assets    
Gross Amounts   33,179
Financial Instruments   (2,414)
Cash Collateral   0
Net Amounts   30,765
Liabilities    
Gross Amounts 179,835 11,919
Financial Instruments 0 (2,414)
Cash Collateral (179,835) (9,505)
Net Amounts 0 0
Purchase commitments    
Assets    
Gross Amounts 9,641 1,832
Financial Instruments 0 0
Cash Collateral 0 0
Net Amounts 9,641 1,832
Liabilities    
Gross Amounts 339 460
Financial Instruments 0 0
Cash Collateral 0 0
Net Amounts 339 460
Interest rate swaps, at fair value    
Assets    
Gross Amounts 26,344 33,006
Financial Instruments (21,505) (24,625)
Cash Collateral 0 0
Net Amounts 4,839 8,381
Liabilities    
Gross Amounts 83,051 108,724
Financial Instruments (72,844) (24,625)
Cash Collateral 0 (1,251)
Net Amounts 10,207 82,848
Interest rate swaptions, at fair value    
Assets    
Gross Amounts 105,883 256,991
Financial Instruments (45,930) 0
Cash Collateral (57,320) 0
Net Amounts 2,633 256,991
TBA derivatives, at fair value    
Assets    
Gross Amounts 20,689 17,056
Financial Instruments (13,282) (16,875)
Cash Collateral 0 0
Net Amounts 7,407 181
Liabilities    
Gross Amounts 39,070 69,270
Financial Instruments (34,525) (16,875)
Cash Collateral 0 0
Net Amounts 4,545 52,395
Credit derivatives    
Liabilities    
Gross Amounts $ 0 13,799
Financial Instruments   0
Cash Collateral   (9,291)
Net Amounts   $ 4,508