DERIVATIVE INSTRUMENTS - Summary of Certain Characteristics of Futures Derivatives (Details) - USD ($) $ in Thousands	6 Months Ended	12 Months Ended
	Jun. 30, 2022	Dec. 31, 2021
Futures contracts
Derivative [Line Items]
Weighted Average Underlying Years to Maturity	5 years 3 months 21 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)	$ 36,000,200	$ 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)	$ 10,264,200	$ 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 24 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)	$ 5,903,400	$ 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 3 months 21 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)	$ 19,832,600	$ 9,381,000