DERIVATIVE INSTRUMENTS - Offsetting of Derivative Assets and Liabilities (Details) - USD ($) $ in Thousands	Dec. 31, 2024	Dec. 31, 2023
Assets
Gross Amounts	$ 225,351	$ 162,557
Liabilities
Gross Amounts	59,586	302,295
Futures contracts
Assets
Gross Amounts	190,980
Financial Instruments	(16,650)
Cash Collateral	0
Net Amounts	174,330
Liabilities
Gross Amounts	16,650	179,835
Financial Instruments	(16,650)	0
Cash Collateral	0	(179,835)
Net Amounts	0	0
Purchase commitments
Assets
Gross Amounts	4,510	9,641
Financial Instruments	0	0
Cash Collateral	0	0
Net Amounts	4,510	9,641
Liabilities
Gross Amounts	5,185	339
Financial Instruments	0	0
Cash Collateral	0	0
Net Amounts	5,185	339
Interest rate swaps, at fair value
Assets
Gross Amounts	21,226	26,344
Financial Instruments	(8,138)	(21,505)
Cash Collateral	0	0
Net Amounts	13,088	4,839
Liabilities
Gross Amounts	7,212	83,051
Financial Instruments	(7,212)	(72,844)
Cash Collateral	0	0
Net Amounts	0	10,207
TBA derivatives, at fair value
Assets
Gross Amounts	8,635	20,689
Financial Instruments	(879)	(13,282)
Cash Collateral	(929)	0
Net Amounts	6,827	7,407
Liabilities
Gross Amounts	30,539	39,070
Financial Instruments	(19,495)	(34,525)
Cash Collateral	0	0
Net Amounts	11,044	4,545
Interest rate swaptions, at fair value
Assets
Gross Amounts	$ 0	105,883
Financial Instruments		(45,930)
Cash Collateral		(57,320)
Net Amounts		$ 2,633