XML 79 R67.htm IDEA: XBRL DOCUMENT v3.24.2
DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details) - Notional - Long Positions - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2024
Dec. 31, 2023
Long pay    
Derivative [Line Items]    
Current Underlying Notional $ 1,250,000 $ 1,250,000
Weighted Average Underlying Fixed Rate 2.21% 2.21%
Weighted Average Underlying Years to Maturity 7 years 2 months 8 days 7 years 8 months 8 days
Weighted Average Months to Expiration 2 months 5 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