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DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details) - Notional - Long Positions - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2023
Dec. 31, 2022
Long pay    
Derivative [Line Items]    
Current Underlying Notional $ 2,500,000 $ 2,500,000
Weighted Average Underlying Fixed Rate 2.02% 2.02%
Weighted Average Underlying Years to Maturity 7 years 8 months 8 days 8 years 2 months 8 days
Weighted Average Months to Expiration 8 months 9 days 1 year 2 months 9 days
Long receive    
Derivative [Line Items]    
Current Underlying Notional $ 750,000 $ 750,000
Weighted Average Underlying Fixed Rate 1.57% 1.57%
Weighted Average Underlying Years to Maturity 10 years 6 months 25 days 11 years 25 days
Weighted Average Months to Expiration 6 months 25 days 1 year 25 days