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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

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- Definition Average remaining period until maturity of the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References No definition available. + Details
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 815 -SubTopic 40 -Name Accounting Standards Codification -Section 50 -Paragraph 5 -Subparagraph (f) -Publisher FASB -URI https://asc.fasb.org/1943274/2147480237/815-40-50-5 + Details
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- Definition Nominal or face amount used to calculate payment on derivative. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 1B -Publisher FASB -URI https://asc.fasb.org/1943274/2147480434/815-10-50-1B Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 1A -Subparagraph (d) -Publisher FASB -URI https://asc.fasb.org/1943274/2147480434/815-10-50-1A + Details
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- Definition Period the derivative contract is outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References No definition available. + Details
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