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DERIVATIVE INSTRUMENTS - Summary of Certain Characteristics of Futures Derivatives (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2021	Dec. 31, 2020
U.S. Treasury futures - 2 year
Derivative [Line Items]
Maturity Period	2 years
Weighted Average Years to Maturity	1 year 11 months 15 days
U.S. Treasury futures - 2 year | Notional - Long Positions
Derivative [Line Items]
Current Notional	$ 0
U.S. Treasury futures - 2 year | Notional - Short Positions
Derivative [Line Items]
Current Notional	$ 7,509,200
U.S. Treasury futures - 5 year
Derivative [Line Items]
Maturity Period	5 years	5 years
Weighted Average Years to Maturity	4 years 4 months 17 days	4 years 4 months 24 days
U.S. Treasury futures - 5 year | Notional - Long Positions
Derivative [Line Items]
Current Notional	$ 0	$ 0
U.S. Treasury futures - 5 year | Notional - Short Positions
Derivative [Line Items]
Current Notional	$ 5,644,900	$ 1,240,000
U.S. Treasury futures - 10 year and greater
Derivative [Line Items]
Maturity Period	10 years	10 years
Weighted Average Years to Maturity	6 years 10 months 2 days	6 years 10 months 24 days
U.S. Treasury futures - 10 year and greater | Notional - Long Positions
Derivative [Line Items]
Current Notional	$ 0	$ 0
U.S. Treasury futures - 10 year and greater | Notional - Short Positions
Derivative [Line Items]
Current Notional	$ 9,381,000	$ 9,183,800
Futures contracts
Derivative [Line Items]
Weighted Average Years to Maturity	4 years 7 months 6 days	6 years 7 months 6 days
Futures contracts | Notional - Long Positions
Derivative [Line Items]
Current Notional	$ 0	$ 0
Futures contracts | Notional - Short Positions
Derivative [Line Items]
Current Notional	$ 22,535,100	$ 10,423,800

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.

+ Details

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Namespace Prefix:	us-gaap_
Data Type:	xbrli:durationItemType
Balance Type:	na
Period Type:	duration

X

- 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

No definition available.

+ Details

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Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

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

+ Details

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Period Type:	instant

X

- Definition

Period the derivative contract is outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

No definition available.

+ Details

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X

- Details

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Namespace Prefix:
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- Details

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- Details

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- Details

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- Details

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- Details

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