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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, 2021
Dec. 31, 2020
Long pay    
Derivative [Line Items]    
Current Underlying Notional $ 4,550,000 $ 8,050,000
Weighted Average Underlying Fixed Rate 1.35% 1.27%
Weighted Average Underlying Years to Maturity 10 years 1 month 20 days 10 years 4 months 24 days
Weighted Average Months to Expiration 2 years 9 months 18 days 5 years 5 months 1 day
Long receive    
Derivative [Line Items]    
Current Underlying Notional $ 1,500,000 $ 250,000
Weighted Average Underlying Fixed Rate 1.51% 1.66%
Weighted Average Underlying Years to Maturity 11 years 4 months 24 days 10 years 7 days
Weighted Average Months to Expiration 16 years 11 months 4 days 1 month 17 days