DERIVATIVE INSTRUMENTS - Summary of Purchase and Sale Contracts for TBA Derivatives (Details) - TBA derivatives - USD ($) $ in Thousands	9 Months Ended	12 Months Ended
	Sep. 30, 2024	Dec. 31, 2023
Derivative [Line Items]
Notional	$ 3,319,000	$ 503,000
Implied Cost Basis	3,333,873	(555,221)
Implied Market Value	3,328,141	(573,602)
Net Carrying Value	(5,732)	(18,381)
Purchase contracts
Derivative [Line Items]
Notional	3,319,000	988,000
Implied Cost Basis	3,333,873	920,626
Implied Market Value	3,328,141	915,790
Net Carrying Value	$ (5,732)	(4,836)
Sale contracts
Derivative [Line Items]
Notional		(1,491,000)
Implied Cost Basis		(1,475,847)
Implied Market Value		(1,489,392)
Net Carrying Value		$ (13,545)