DERIVATIVE INSTRUMENTS - Schedule of Derivatives Outstanding (Details) $ in Thousands	Dec. 31, 2023 USD ($) option	Dec. 31, 2022 USD ($)
Derivative [Line Items]
Notional	$ 194,900	$ 204,700
Fair value, asset	1,454	2,038
Fair value, liability	0	0
1 Month Term SOFR
Derivative [Line Items]
Notional	90,000	90,000
Fair value, asset	908	1,804
Fair value, liability	$ 0	$ 0
Remaining Maturity (years)	7 months 13 days	1 year 8 months 4 days
5-year Treasury-Note Futures
Derivative [Line Items]
Notional	$ 18,800	$ 44,200
Fair value, asset	98	51
Fair value, liability	$ 0	$ 0
Remaining Maturity (years)	3 months	3 months
10-year Treasury-Note Futures
Derivative [Line Items]
Notional	$ 86,100	$ 61,400
Fair value, asset	447	71
Fair value, liability	$ 0	$ 0
Remaining Maturity (years)	3 months	3 months
Futures
Derivative [Line Items]
Notional	$ 104,900	$ 105,600
Fair value, asset	545	122
Fair value, liability	0	0
Options
Derivative [Line Items]
Fair value, asset	1	112
Fair value, liability	$ 0	$ 0
Remaining Maturity (years)	18 days	2 months 12 days
Option contracts held | option	104