DERIVATIVES AND HEDGING - Schedule of US Treasury Short Sales (Details) $ in Thousands	3 Months Ended
	Mar. 31, 2024 USD ($)
Security Sold Short [Line Items]
Face	$ 2,985,000
Fair value	2,992,476
Realized & unrealized gain (loss)	28,345
Reverse repurchase agreements	3,040,756
Net asset (liability)	48,280
Short sale liabilities
Security Sold Short [Line Items]
Face	1,485,000
Sale proceeds	1,484,652
Fair value	1,487,320
Unrealized gain (loss) position	(2,668)
Realized & unrealized gain (loss)	23,997
Reverse repurchase agreements	1,492,268
Net asset (liability)	4,948
Covered short sale liabilities
Security Sold Short [Line Items]
Face	1,500,000
Fair value	1,505,156
Realized & unrealized gain (loss)	4,348
Reverse repurchase agreements	1,548,488
Net asset (liability)	$ 43,332