DERIVATIVE INSTRUMENTS - Offsetting of Derivative Assets and Liabilities (Details) - USD ($) $ in Thousands	Mar. 31, 2025	Dec. 31, 2024
Assets
Gross Amounts	$ 67,257	$ 225,351	[1]
Liabilities
Gross Amounts	181,065	59,586	[1]
Futures contracts, at fair value
Assets
Gross Amounts	5,597	190,980
Financial Instruments	(5,597)	(16,650)
Cash Collateral	0	0
Net Amounts	0	174,330
Liabilities
Gross Amounts	148,371	16,650
Financial Instruments	(5,597)	(16,650)
Cash Collateral	(142,774)	0
Net Amounts	0	0
Other derivative assets	5,597	190,980
Other derivative liabilities	148,371	16,650
Purchase commitments
Assets
Gross Amounts	10,958	4,510
Financial Instruments	0	0
Cash Collateral	0	0
Net Amounts	10,958	4,510
Liabilities
Gross Amounts	1,772	5,185
Financial Instruments	0	0
Cash Collateral	0	0
Net Amounts	1,772	5,185
Other derivative assets	10,958	4,510
Other derivative liabilities	1,772	5,185
Interest rate swaps, at fair value
Assets
Gross Amounts	8,012	21,226
Financial Instruments	(3,238)	(8,138)
Cash Collateral	0	0
Net Amounts	4,774	13,088
Liabilities
Gross Amounts	18,455	7,212
Financial Instruments	(16,942)	(7,212)
Cash Collateral	0	0
Net Amounts	1,513	0
Interest rate swaptions, at fair value
Assets
Gross Amounts	7,595
Financial Instruments	0
Cash Collateral	(7,515)
Net Amounts	80
Liabilities
Other derivative assets	7,595	0
TBA derivatives, at fair value
Assets
Gross Amounts	35,095	8,635
Financial Instruments	(23,242)	(879)
Cash Collateral	(11,270)	(929)
Net Amounts	583	6,827
Liabilities
Gross Amounts	12,467	30,539
Financial Instruments	(12,311)	(19,495)
Cash Collateral	0	0
Net Amounts	156	11,044
Other derivative assets	35,095	8,635
Other derivative liabilities	$ 12,467	$ 30,539

[1] (1)Derived from the audited consolidated financial statements at December 31, 2024.