DERIVATIVE INSTRUMENTS - Summary of Certain Characteristics of Futures Derivatives (Details) - USD ($) $ in Thousands	9 Months Ended	12 Months Ended
	Sep. 30, 2024	Dec. 31, 2023
Futures contracts
Derivative [Line Items]
Weighted Average Underlying Years to Maturity	3 years 7 months 13 days	5 years 1 month 17 days
Futures contracts | Notional - Long Positions
Derivative [Line Items]
Current notional	$ 3,967,300	$ 0
Futures contracts | Notional - Short Positions
Derivative [Line Items]
Current notional	$ 19,078,700	$ 6,735,000
U.S. Treasury futures - 2 year
Derivative [Line Items]
Maturity period	2 years	2 years
Weighted Average Underlying Years to Maturity	1 year 11 months 8 days	1 year 11 months 19 days
U.S. Treasury futures - 2 year | Notional - Long Positions
Derivative [Line Items]
Current notional	$ 0	$ 0
U.S. Treasury futures - 2 year | Notional - Short Positions
Derivative [Line Items]
Current notional	$ 16,793,200	$ 5,001,400
U.S. Treasury futures - 5 year
Derivative [Line Items]
Maturity period	5 years
Weighted Average Underlying Years to Maturity	4 years 4 months 20 days
U.S. Treasury futures - 5 year | Notional - Long Positions
Derivative [Line Items]
Current notional	$ 3,346,000
U.S. Treasury futures - 5 year | Notional - Short Positions
Derivative [Line Items]
Current notional	$ 0
U.S. Treasury futures - 10 year and greater
Derivative [Line Items]
Maturity period	10 years	10 years
Weighted Average Underlying Years to Maturity	12 years 4 months 28 days	14 years 3 months 3 days
U.S. Treasury futures - 10 year and greater | Notional - Long Positions
Derivative [Line Items]
Current notional	$ 621,300	$ 0
U.S. Treasury futures - 10 year and greater | Notional - Short Positions
Derivative [Line Items]
Current notional	$ 2,285,500	$ 1,733,600