DERIVATIVE INSTRUMENTS - Offsetting of Derivative Assets and Liabilities (Details) - USD ($) $ in Thousands	Dec. 31, 2022	Dec. 31, 2021
Assets
Gross Amounts	$ 342,064	$ 170,370
Liabilities
Gross Amounts	204,172	881,537
Futures contracts
Assets
Gross Amounts	33,179	9,028
Financial Instruments	(2,414)	(9,028)
Cash Collateral	0	0
Net Amounts	30,765	0
Liabilities
Gross Amounts	11,919	129,134
Financial Instruments	(2,414)	(9,028)
Cash Collateral	(9,505)	(120,106)
Net Amounts	0	0
Purchase commitments
Assets
Gross Amounts	1,832	1,779
Financial Instruments	0	0
Cash Collateral	0	0
Net Amounts	1,832	1,779
Liabilities
Gross Amounts	460	870
Financial Instruments	0	0
Cash Collateral	0	0
Net Amounts	460	870
Interest rate swaps, at fair value
Assets
Gross Amounts	33,006
Financial Instruments	(24,625)
Cash Collateral	0
Net Amounts	8,381
Liabilities
Gross Amounts	108,724	747,036
Financial Instruments	(24,625)	0
Cash Collateral	(1,251)	(77,607)
Net Amounts	82,848	669,429
Interest rate swaptions, at fair value
Assets
Gross Amounts	256,991	105,710
Financial Instruments	0	0
Cash Collateral	0	0
Net Amounts	256,991	105,710
TBA derivatives, at fair value
Assets
Gross Amounts	17,056	52,693
Financial Instruments	(16,875)	(3,876)
Cash Collateral	0	0
Net Amounts	181	48,817
Liabilities
Gross Amounts	69,270	3,916
Financial Instruments	(16,875)	(3,876)
Cash Collateral	0	(40)
Net Amounts	52,395	0
Credit derivatives
Assets
Gross Amounts		1,160
Financial Instruments		(516)
Cash Collateral		0
Net Amounts		644
Liabilities
Gross Amounts	13,799	581
Financial Instruments	0	(516)
Cash Collateral	(9,291)	(65)
Net Amounts	$ 4,508	$ 0

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