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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)

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