DERIVATIVE INSTRUMENTS - Summary of Certain Characteristics of Futures Derivatives (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2020	Dec. 31, 2019
U.S. Treasury Futures | 2 Year
Derivative [Line Items]
Weighted Average Years to Maturity		1 year 11 months 15 days
Maturity Period		2 years
U.S. Treasury Futures | 2 Year | Notional - Long Positions
Derivative [Line Items]
Notional Amount Long (Short)		$ 0
U.S. Treasury Futures | 2 Year | Notional - Short Positions
Derivative [Line Items]
Notional Amount Long (Short)		$ 180,000
U.S. Treasury Futures | 5 Year
Derivative [Line Items]
Weighted Average Years to Maturity	4 years 4 months 24 days	4 years 5 months 1 day
Maturity Period	5 years	5 years
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)	$ 1,240,000	$ 2,953,300
U.S. Treasury Futures | 10 Year and Greater
Derivative [Line Items]
Weighted Average Years to Maturity	6 years 10 months 24 days	9 years 8 months 26 days
Minimum Maturity Period	10 years	10 years
U.S. Treasury Futures | 10 Year and Greater | Notional - Long Positions
Derivative [Line Items]
Notional Amount Long (Short)	$ 0	$ 2,600,000
U.S. Treasury Futures | 10 Year and Greater | Notional - Short Positions
Derivative [Line Items]
Notional Amount Long (Short)	$ 9,183,800	$ 5,806,400
Futures Contracts
Derivative [Line Items]
Weighted Average Years to Maturity	6 years 7 months 6 days	8 years 3 months 3 days
Futures Contracts | Notional - Long Positions
Derivative [Line Items]
Notional Amount Long (Short)	$ 0	$ 2,600,000
Futures Contracts | Notional - Short Positions
Derivative [Line Items]
Notional Amount Long (Short)	$ 10,423,800	$ 8,939,700