DERIVATIVE INSTRUMENTS - Offsetting of Derivative Assets and Liabilities (Details) - USD ($) $ in Thousands	Jun. 30, 2024	Dec. 31, 2023
Assets
Gross Amounts	$ 187,868	$ 162,557	[1]
Liabilities
Gross Amounts	100,829	302,295	[1]
Futures contracts, at fair value
Assets
Gross Amounts	1,723
Financial Instruments	(1,723)
Cash Collateral	0
Net Amounts	0
Liabilities
Gross Amounts	81,730	179,835
Financial Instruments	(1,723)	0
Cash Collateral	(80,007)	(179,835)
Net Amounts	0	0
Other derivative assets	1,723	0
Other derivative liabilities	81,730	179,835
Purchase commitments
Assets
Gross Amounts	6,640	9,641
Financial Instruments	0	0
Cash Collateral	0	0
Net Amounts	6,640	9,641
Liabilities
Gross Amounts	1,592	339
Financial Instruments	0	0
Cash Collateral	0	0
Net Amounts	1,592	339
Other derivative assets	6,640	9,641
Other derivative liabilities	1,592	339
Interest rate swaps, at fair value
Assets
Gross Amounts	16,824	26,344
Financial Instruments	(9,263)	(21,505)
Cash Collateral	0	0
Net Amounts	7,561	4,839
Liabilities
Gross Amounts	15,314	83,051
Financial Instruments	(13,899)	(72,844)
Cash Collateral	0	0
Net Amounts	1,415	10,207
Interest rate swaptions, at fair value
Assets
Gross Amounts	148,040	105,883
Financial Instruments	(62,215)	(45,930)
Cash Collateral	(82,110)	(57,320)
Net Amounts	3,715	2,633
Liabilities
Other derivative assets	148,040	105,883
TBA derivatives, at fair value
Assets
Gross Amounts	14,641	20,689
Financial Instruments	(4,285)	(13,282)
Cash Collateral	(6,595)	0
Net Amounts	3,761	7,407
Liabilities
Gross Amounts	2,193	39,070
Financial Instruments	(2,193)	(34,525)
Cash Collateral	0	0
Net Amounts	0	4,545
Other derivative assets	14,641	20,689
Other derivative liabilities	$ 2,193	$ 39,070

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