DERIVATIVE INSTRUMENTS - Summary of Fair Value Information about Derivative Assets and Liabilities (Details) - USD ($) $ in Thousands	Mar. 31, 2023	Dec. 31, 2022
Assets
Total derivative assets	$ 400,139	$ 342,064	[1]
Liabilities
Interest rate swaps	155,801	108,724
Total derivative liabilities	473,515	204,172	[1]
Futures contracts
Assets
Other derivative assets	222	33,179
Total derivative assets	222	33,179
Liabilities
Other derivative liabilities	293,840	11,919
Total derivative liabilities	293,840	11,919
Purchase commitments
Assets
Other derivative assets	2,706	1,832
Total derivative assets	2,706	1,832
Liabilities
Other derivative liabilities	470	460
Total derivative liabilities	470	460
Interest rate swaps
Assets
Interest rate swaps	19,155	33,006
Total derivative assets	19,155	33,006
Liabilities
Total derivative liabilities	155,801	108,724
Current Notional	64,730,400	52,277,300
Interest rate swaptions
Assets
Other derivative assets	210,992	256,991
Total derivative assets	210,992	256,991
TBA derivatives
Assets
Other derivative assets	167,064	17,056
Total derivative assets	167,064	17,056
Liabilities
Other derivative liabilities	3,918	69,270
Total derivative liabilities	3,918	69,270
Credit derivatives
Liabilities
Other derivative liabilities	19,486	13,799
Total derivative liabilities	19,486	13,799
Credit derivatives | Maximum
Liabilities
Current Notional	$ 385,000	$ 420,000

[1] (1)Derived from the audited consolidated financial statements at December 31, 2022.