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DERIVATIVE INSTRUMENTS - Summary of Certain Characteristics of Futures Derivatives (Details) - USD ($) $ in Thousands	9 Months Ended	12 Months Ended
	Sep. 30, 2022	Dec. 31, 2021
Futures contracts
Derivative [Line Items]
Weighted Average Underlying Years to Maturity	4 years 8 months 12 days	4 years 7 months 6 days
Futures contracts | Notional - Long Positions
Derivative [Line Items]
Notional amount long (short)	$ 0	$ 0
Futures contracts | Notional - Short Positions
Derivative [Line Items]
Notional amount long (short)	$ 42,271,300	$ 22,535,100
U.S. Treasury futures - 2 year
Derivative [Line Items]
Maturity period	2 years	2 years
Weighted Average Underlying Years to Maturity	1 year 11 months 19 days	1 year 11 months 15 days
U.S. Treasury futures - 2 year | Notional - Long Positions
Derivative [Line Items]
Notional amount long (short)	$ 0	$ 0
U.S. Treasury futures - 2 year | Notional - Short Positions
Derivative [Line Items]
Notional amount long (short)	$ 17,391,000	$ 7,509,200
U.S. Treasury futures - 5 year
Derivative [Line Items]
Maturity period	5 years	5 years
Weighted Average Underlying Years to Maturity	4 years 4 months 17 days	4 years 4 months 17 days
U.S. Treasury futures - 5 year | Notional - Long Positions
Derivative [Line Items]
Notional amount long (short)	$ 0	$ 0
U.S. Treasury futures - 5 year | Notional - Short Positions
Derivative [Line Items]
Notional amount long (short)	$ 6,503,400	$ 5,644,900
U.S. Treasury futures - 10 year and greater
Derivative [Line Items]
Maturity period	10 years	10 years
Weighted Average Underlying Years to Maturity	7 years 4 months 24 days	6 years 10 months 2 days
U.S. Treasury futures - 10 year and greater | Notional - Long Positions
Derivative [Line Items]
Notional amount long (short)	$ 0	$ 0
U.S. Treasury futures - 10 year and greater | Notional - Short Positions
Derivative [Line Items]
Notional amount long (short)	$ 18,376,900	$ 9,381,000

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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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
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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 https://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 https://asc.fasb.org/extlink&oid=125515794&loc=SL5579245-113959

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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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- Details

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