DERIVATIVE INSTRUMENTS - Summary of Fair Value Information about Derivative Assets and Liabilities (Details) - USD ($) $ in Thousands	Sep. 30, 2024	Dec. 31, 2023
Assets
Total derivative assets	$ 59,071	$ 162,557	[1]
Liabilities
Interest rate swaps	59,297	83,051
Total derivative liabilities	102,628	302,295	[1]
Futures contracts
Assets
Other derivative assets	23,256	0
Total derivative assets	23,256
Liabilities
Other derivative liabilities	32,117	179,835
Total derivative liabilities	32,117	179,835
Purchase commitments
Assets
Other derivative assets	16,784	9,641
Total derivative assets	16,784	9,641
Liabilities
Other derivative liabilities	2,613	339
Total derivative liabilities	2,613	339
Interest rate swaps
Assets
Interest rate swaps	3,094	26,344
Total derivative assets	3,094	26,344
Liabilities
Total derivative liabilities	59,297	83,051
Interest rate swaptions
Assets
Other derivative assets	13,068	105,883
Total derivative assets	13,068	105,883
TBA derivatives
Assets
Other derivative assets	2,869	20,689
Total derivative assets	2,869	20,689
Liabilities
Other derivative liabilities	8,601	39,070
Total derivative liabilities	$ 8,601	$ 39,070

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