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DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details) - Notional - Long Positions - USD ($) $ in Thousands | 3 Months Ended | 9 Months Ended | 12 Months Ended
--- | --- | --- | ---
Mar. 31, 2023 | Sep. 30, 2023 | Dec. 31, 2022
Long pay |  |  |
Derivative [Line Items] |  |  |
Current Underlying Notional |  | $ 1,500,000 | $ 2,500,000
Weighted Average Underlying Fixed Rate |  | 2.17% | 2.02%
Weighted Average Underlying Years to Maturity |  | 7 years 5 months 12 days | 8 years 2 months 8 days
Weighted Average Months to Expiration | 1 year 2 months 9 days | 9 months 14 days |
Long receive |  |  |
Derivative [Line Items] |  |  |
Current Underlying Notional |  | $ 500,000 | $ 750,000
Weighted Average Underlying Fixed Rate |  | 1.65% | 1.57%
Weighted Average Underlying Years to Maturity |  | 10 years 6 months 18 days | 11 years 25 days
Weighted Average Months to Expiration | 1 year 25 days | 6 months 18 days |

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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. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 815 -SubTopic 40 -Name Accounting Standards Codification -Section 50 -Paragraph 5 -Subparagraph (f) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480237/815-40-50-5 + Details
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