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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, 2023	Dec. 31, 2022
Futures contracts
Derivative [Line Items]
Weighted Average Underlying Years to Maturity	4 years 10 months 20 days	4 years 7 months 17 days
Futures contracts | Notional - Long Positions
Derivative [Line Items]
Current notional	$ 0	$ 0
Futures contracts | Notional - Short Positions
Derivative [Line Items]
Current notional	$ (19,569,600)	$ (21,188,700)
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]
Current notional	$ 0	$ 0
U.S. Treasury futures - 2 year | Notional - Short Positions
Derivative [Line Items]
Current notional	$ (12,261,400)	$ (8,518,400)
U.S. Treasury futures - 5 year
Derivative [Line Items]
Maturity period		5 years
Weighted Average Underlying Years to Maturity		4 years 4 months 13 days
U.S. Treasury futures - 5 year | Notional - Long Positions
Derivative [Line Items]
Current notional		$ 0
U.S. Treasury futures - 5 year | Notional - Short Positions
Derivative [Line Items]
Current notional		$ (5,803,400)
U.S. Treasury futures - 10 year and greater
Derivative [Line Items]
Maturity period	10 years	10 years
Weighted Average Underlying Years to Maturity	9 years 9 months 18 days	8 years 1 month 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	$ (7,308,200)	$ (6,866,900)

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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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

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

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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
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 1B
-Publisher FASB
-URI https://asc.fasb.org//1943274/2147480434/815-10-50-1B

Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 1A
-Subparagraph (d)
-Publisher FASB
-URI https://asc.fasb.org//1943274/2147480434/815-10-50-1A

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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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- Details

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