DERIVATIVE INSTRUMENTS - Summary of Fair Value Information about Derivative Assets and Liabilities (Details) - USD ($) $ in Thousands	Jun. 30, 2024	Dec. 31, 2023
Assets
Total derivative assets	$ 187,868	$ 162,557	[1]
Liabilities
Interest rate swaps	15,314	83,051
Total derivative liabilities	100,829	302,295	[1]
Futures contracts
Assets
Other derivative assets	1,723	0
Total derivative assets	1,723
Liabilities
Other derivative liabilities	81,730	179,835
Total derivative liabilities	81,730	179,835
Purchase commitments
Assets
Other derivative assets	6,640	9,641
Total derivative assets	6,640	9,641
Liabilities
Other derivative liabilities	1,592	339
Total derivative liabilities	1,592	339
Interest rate swaps
Assets
Interest rate swaps	16,824	26,344
Total derivative assets	16,824	26,344
Liabilities
Total derivative liabilities	15,314	83,051
Interest rate swaptions
Assets
Other derivative assets	148,040	105,883
Total derivative assets	148,040	105,883
TBA derivatives
Assets
Other derivative assets	14,641	20,689
Total derivative assets	14,641	20,689
Liabilities
Other derivative liabilities	2,193	39,070
Total derivative liabilities	$ 2,193	$ 39,070

[1] (1)Derived from the audited consolidated financial statements at December 31, 2023.