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DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details) - Notional - Long Positions - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2021	Dec. 31, 2020
Long pay
Derivative [Line Items]
Current Underlying Notional	$ 4,050,000	$ 8,050,000
Weighted Average Underlying Fixed Rate	2.00%	1.27%
Weighted Average Years to Maturity	9 years 7 months 24 days	10 years 4 months 24 days
Weighted Average Months to Expiration	19 years 6 months	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 Years to Maturity	10 years 11 months 12 days	10 years 7 days
Weighted Average Months to Expiration	11 years 4 months 17 days	1 month 17 days

X

- Definition

Derivative Portfolio Expiration Period

+ References

No definition available.

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X

- Definition

Interest rate swaptions weighted average underlying pay rate.

+ References

No definition available.

+ Details

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X

- Definition

Average remaining period until maturity of the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

No definition available.

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- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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X

- Definition

Nominal or face amount used to calculate payment on derivative.

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1B
-URI http://asc.fasb.org/extlink&oid=125515794&loc=SL5580258-113959

Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1A
-Subparagraph (d)
-URI http://asc.fasb.org/extlink&oid=125515794&loc=SL5579245-113959

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