DERIVATIVE INSTRUMENTS - Summary of Certain Characteristics of Futures Derivatives (Details) - USD ($) $ in Thousands	9 Months Ended	12 Months Ended
	Sep. 30, 2021	Dec. 31, 2020
Futures contracts
Derivative [Line Items]
Weighted Average Underlying Years to Maturity	6 years 2 months 19 days	6 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)	$ 15,317,500	$ 10,423,800
U.S. Treasury futures - 2 year
Derivative [Line Items]
Maturity Period	2 years
Weighted Average Underlying Years to Maturity	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)	$ 1,067,000
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 28 days	4 years 4 months 24 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)	$ 3,274,000	$ 1,240,000
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 2 months 1 day	6 years 10 months 24 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)	$ 10,976,500	$ 9,183,800