DERIVATIVE INSTRUMENTS - Summary of Certain Characteristics of Futures Derivatives (Details) - USD ($) $ in Thousands	3 Months Ended	6 Months Ended	12 Months Ended
	Mar. 31, 2023	Jun. 30, 2023	Dec. 31, 2022
Futures contracts
Derivative [Line Items]
Weighted Average Underlying Years to Maturity		3 years 3 months 3 days	4 years 7 months 17 days
Futures contracts | Notional - Long Positions
Derivative [Line Items]
Current notional		$ 98,000	$ 0
Futures contracts | Notional - Short Positions
Derivative [Line Items]
Current notional		$ 11,511,200	$ 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		$ 9,071,400	$ 8,518,400
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 20 days	4 years 4 months 13 days
U.S. Treasury futures - 5 year | Notional - Long Positions
Derivative [Line Items]
Current notional		$ 98,000	$ 0
U.S. Treasury futures - 5 year | Notional - Short Positions
Derivative [Line Items]
Current notional		$ 0	$ 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		8 years 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		$ 2,439,800	$ 6,866,900