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DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details) - Notional - Long Positions - USD ($) $ in Thousands | 9 Months Ended | 12 Months Ended
--- | --- | ---
Sep. 30, 2024 | Dec. 31, 2023
Long pay |  |
Derivative [Line Items] |  |
Current Underlying Notional | $ 250,000 | $ 1,250,000
Weighted Average Underlying Fixed Rate | 2.40% | 2.21%
Weighted Average Underlying Years to Maturity | 5 years 10 days | 7 years 8 months 8 days
Weighted Average Months to Expiration | 7 days | 8 months 5 days
Long receive |  |
Derivative [Line Items] |  |
Current Underlying Notional |  | $ 500,000
Weighted Average Underlying Fixed Rate |  | 1.65%
Weighted Average Underlying Years to Maturity |  | 10 years 3 months 18 days
Weighted Average Months to Expiration |  | 3 months 15 days

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