DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details) - Notional - Long Positions - USD ($) $ in Thousands	6 Months Ended	12 Months Ended
	Jun. 30, 2022	Dec. 31, 2021
Long pay
Derivative [Line Items]
Notional amount of credit derivatives	$ 4,050,000	$ 4,050,000
Weighted Average Underlying Fixed Rate	2.00%	2.00%
Weighted Average Underlying Years to Maturity	9 years 1 month 24 days	9 years 7 months 24 days
Weighted Average Months to Expiration	13 years 5 months 15 days	19 years 6 months
Long receive
Derivative [Line Items]
Notional amount of credit derivatives	$ 1,000,000	$ 2,000,000
Weighted Average Underlying Fixed Rate	1.49%	1.47%
Weighted Average Underlying Years to Maturity	11 years 2 months 12 days	10 years 11 months 12 days
Weighted Average Months to Expiration	14 years 5 months 15 days	11 years 4 months 17 days