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DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details) - Notional - Long Positions - USD ($)
$ in Thousands
 9 Months Ended 12 Months Ended
Sep. 30, 2021
Dec. 31, 2020
Long pay    
Derivative [Line Items]    
Current Underlying Notional $ 4,050,000 $ 8,050,000
Weighted Average Underlying Fixed Rate 1.87% 1.27%
Weighted Average Underlying Years to Maturity 10 years 1 month 9 days 10 years 4 months 24 days
Weighted Average Months to Expiration 17 years 6 months 25 days 5 years 5 months 1 day
Long receive    
Derivative [Line Items]    
Current Underlying Notional $ 2,000,000 $ 250,000
Weighted Average Underlying Fixed Rate 1.47% 1.66%
Weighted Average Underlying Years to Maturity 11 years 2 months 12 days 10 years 7 days
Weighted Average Months to Expiration 14 years 5 months 12 days 1 month 17 days