DERIVATIVE INSTRUMENTS - Summary of Characteristics of TBA Derivatives (Details) - TBA derivatives - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2022	Dec. 31, 2021
Derivative [Line Items]
Notional	$ 10,545,000
Implied Cost Basis	10,630,890
Implied Market Value	10,578,676
Net Carrying Value	(52,214)
Purchase contracts
Derivative [Line Items]
Notional	10,589,000	$ 20,133,000
Implied Cost Basis	10,675,739	20,289,856
Implied Market Value	10,623,350	20,338,633
Net Carrying Value	(52,389)	$ 48,777
Sale contracts
Derivative [Line Items]
Notional	(44,000)
Implied Cost Basis	(44,849)
Implied Market Value	(44,674)
Net Carrying Value	$ 175