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DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details) - Notional - Long Positions - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2022
Dec. 31, 2021
Long pay    
Derivative [Line Items]    
Current Underlying Notional $ 2,500,000 $ 4,050,000
Weighted Average Underlying Fixed Rate 2.02% 2.00%
Weighted Average Years to Maturity 8 years 2 months 8 days 9 years 7 months 24 days
Weighted Average Months to Expiration 14 years 3 months 10 days 19 years 6 months
Long receive    
Derivative [Line Items]    
Current Underlying Notional $ 750,000 $ 2,000,000
Weighted Average Underlying Fixed Rate 1.57% 1.47%
Weighted Average Years to Maturity 11 years 25 days 10 years 11 months 12 days
Weighted Average Months to Expiration 12 years 9 months 25 days 11 years 4 months 17 days