DERIVATIVE INSTRUMENTS - Offsetting of Derivative Assets and Liabilities (Details) - USD ($) $ in Thousands	Sep. 30, 2024	Dec. 31, 2023
Assets
Gross Amounts	$ 59,071	$ 162,557	[1]
Liabilities
Gross Amounts	102,628	302,295	[1]
Futures contracts, at fair value
Assets
Gross Amounts	23,256
Financial Instruments	(20,305)
Cash Collateral	0
Net Amounts	2,951
Liabilities
Gross Amounts	32,117	179,835
Financial Instruments	(20,305)	0
Cash Collateral	(11,812)	(179,835)
Net Amounts	0	0
Other derivative assets	23,256	0
Other derivative liabilities	32,117	179,835
Purchase commitments
Assets
Gross Amounts	16,784	9,641
Financial Instruments	0	0
Cash Collateral	0	0
Net Amounts	16,784	9,641
Liabilities
Gross Amounts	2,613	339
Financial Instruments	0	0
Cash Collateral	0	0
Net Amounts	2,613	339
Other derivative assets	16,784	9,641
Other derivative liabilities	2,613	339
Interest rate swaps, at fair value
Assets
Gross Amounts	3,094	26,344
Financial Instruments	0	(21,505)
Cash Collateral	0	0
Net Amounts	3,094	4,839
Liabilities
Gross Amounts	59,297	83,051
Financial Instruments	(48,713)	(72,844)
Cash Collateral	0	0
Net Amounts	10,584	10,207
Interest rate swaptions, at fair value
Assets
Gross Amounts	13,068	105,883
Financial Instruments	0	(45,930)
Cash Collateral	(11,100)	(57,320)
Net Amounts	1,968	2,633
Liabilities
Other derivative assets	13,068	105,883
TBA derivatives, at fair value
Assets
Gross Amounts	2,869	20,689
Financial Instruments	(2,660)	(13,282)
Cash Collateral	0	0
Net Amounts	209	7,407
Liabilities
Gross Amounts	8,601	39,070
Financial Instruments	(6,972)	(34,525)
Cash Collateral	0	0
Net Amounts	1,629	4,545
Other derivative assets	2,869	20,689
Other derivative liabilities	$ 8,601	$ 39,070

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