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DERIVATIVE FINANCIAL INTSTRUMENTS - Summary of Outstanding Swaptions (Details) - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2022
Dec. 31, 2021
Derivatives, Fair Value [Line Items]    
Net Estimated Fair Value $ 1,362  
Notional Amount 0  
Payer Swaption [Member] | Long [Member]    
Derivatives, Fair Value [Line Items]    
Swaption Cost 55,955 $ 36,690
Net Estimated Fair Value $ 88,852 $ 21,493
Derivative Instruments Average Months To Expiration 11 months 14 months 21 days
Notional Amount $ 2,010,800 $ 400,000
Derivative Average Fixed Interest Rate 2.65% 2.27%
Term (Years) 10 years 9 months 18 days 11 years 10 months 24 days
Payer Swaption [Member] | Less Than Or Equal To One Year [Member] | Short [Member]    
Derivatives, Fair Value [Line Items]    
Swaption Cost $ 22,250 $ 16,185
Net Estimated Fair Value $ 43,296 $ 4,423
Derivative Instruments Average Months To Expiration 2 months 24 days 5 months 9 days
Notional Amount $ 1,433,000 $ 1,331,500
Derivative Average Fixed Interest Rate 2.65% 2.29%
Term (Years) 10 years 9 months 18 days 11 years 4 months 24 days
Payer Swaption [Member] | Less Than Or Equal To One Year [Member] | Long [Member]    
Derivatives, Fair Value [Line Items]    
Swaption Cost $ 31,905 $ 4,000
Net Estimated Fair Value $ 65,684 $ 1,575
Derivative Instruments Average Months To Expiration 8 months 9 days 3 months 6 days
Notional Amount $ 1,282,400 $ 1,258,500
Derivative Average Fixed Interest Rate 2.44% 1.66%
Term (Years) 11 years 3 months 18 days 5 years
Payer Swaption [Member] | One Year To Two Years [Member] | Long [Member]    
Derivatives, Fair Value [Line Items]    
Swaption Cost $ 24,050 $ 32,690
Net Estimated Fair Value $ 23,168 $ 19,918
Derivative Instruments Average Months To Expiration 15 months 24 days 18 months 12 days
Notional Amount $ 728,400 $ 1,658,500
Derivative Average Fixed Interest Rate 3.00% 2.46%
Term (Years) 10 years 14 years 1 month 6 days