DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details) - Notional - Long Positions - USD ($) $ in Thousands	9 Months Ended	12 Months Ended
	Sep. 30, 2022	Dec. 31, 2021
Long pay
Derivative [Line Items]
Notional amount of credit derivatives	$ 3,000,000	$ 4,050,000
Weighted Average Underlying Fixed Rate	2.03%	2.00%
Weighted Average Underlying Years to Maturity	8 years 8 months 15 days	9 years 7 months 24 days
Weighted Average Months to Expiration	14 months 17 days	19 months 15 days
Long receive
Derivative [Line Items]
Notional amount of credit derivatives	$ 750,000	$ 2,000,000
Weighted Average Underlying Fixed Rate	1.57%	1.47%
Weighted Average Underlying Years to Maturity	11 years 3 months 25 days	10 years 11 months 12 days
Weighted Average Months to Expiration	15 months 27 days	11 months 12 days