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DERIVATIVE INSTRUMENTS - Summary of Certain Characteristics of Futures Derivatives (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022
U.S. Treasury futures - 2 year
Derivative [Line Items]
Maturity Period	2 years	2 years
Weighted Average 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	$ 5,001,400	$ 8,518,400
U.S. Treasury futures - 5 year
Derivative [Line Items]
Maturity Period		5 years
Weighted Average 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 Years to Maturity	14 years 3 months 3 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	$ 1,733,600	$ 6,866,900
Future contracts
Derivative [Line Items]
Weighted Average Years to Maturity	5 years 1 month 17 days	4 years 7 months 17 days
Future contracts | Notional - Long Positions
Derivative [Line Items]
Current Notional	$ 0	$ 0
Future contracts | Notional - Short Positions
Derivative [Line Items]
Current Notional	$ 6,735,000	$ 21,188,700

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

+ Details

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Namespace Prefix:	us-gaap_
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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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X

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- Details

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- Details

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- Details

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- Details

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