DERIVATIVE INSTRUMENTS - Schedule of Derivatives Outstanding (Details) - USD ($) $ in Thousands		12 Months Ended
		Dec. 31, 2022	Dec. 31, 2021
Derivative [Line Items]
Notional		$ 204,700	$ 114,121
Fair value, asset	[1]	2,038	402
Fair value, liability		0	0
5-year Treasury-Note Futures
Derivative [Line Items]
Notional		44,200	6,500
Fair value, asset		51	76
Fair value, liability		$ 0	$ 0
Remaining maturity		3 months	3 months
10-year Treasury-Note Futures
Derivative [Line Items]
Notional		$ 61,400	$ 23,000
Fair value, asset		71	266
Fair value, liability		$ 0	$ 0
Remaining maturity		3 months	3 months
Futures
Derivative [Line Items]
Notional		$ 105,600	$ 29,500
Fair value, asset		122	342
Fair value, liability		0	0
1 Month Term SOFR
Derivative [Line Items]
Notional		90,000	84,621
Fair value, asset		1,804	60
Fair value, liability		$ 0	$ 0
Remaining maturity		1 year 8 months 4 days	6 months 25 days
Options
Derivative [Line Items]
Notional		$ 9,100
Fair value, asset		112
Fair value, liability		$ 0
Remaining maturity		2 months 12 days

[1] Includes amounts relating to consolidated variable interest entities. Refer to Note 2 and Note 10.