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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, 2023 | Dec. 31, 2022
Long pay |  |
Derivative [Line Items] |  |
Current Underlying Notional | $ 2,500,000 | $ 2,500,000
Weighted Average Underlying Fixed Rate | 2.02% | 2.02%
Weighted Average Underlying Years to Maturity | 7 years 8 months 8 days | 8 years 2 months 8 days
Weighted Average Months to Expiration | 8 months 9 days | 1 year 2 months 9 days
Long receive |  |
Derivative [Line Items] |  |
Current Underlying Notional | $ 750,000 | $ 750,000
Weighted Average Underlying Fixed Rate | 1.57% | 1.57%
Weighted Average Underlying Years to Maturity | 10 years 6 months 25 days | 11 years 25 days
Weighted Average Months to Expiration | 6 months 25 days | 1 year 25 days

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