DERIVATIVE INSTRUMENTS - Summary of Certain Characteristics of Futures Derivatives (Details) - USD ($) $ in Thousands	6 Months Ended	12 Months Ended
	Jun. 30, 2019	Dec. 31, 2018
U.S. Treasury futures | 2 Year
Derivative [Line Items]
Derivative Instruments, maturity period	2 years	2 years
Weighted Average Underlying Years to Maturity	1 year 11 months 8 days	1 year 11 months 19 days
U.S. Treasury futures | 2 Year | Long
Derivative [Line Items]
Notional	$ 0	$ 0
U.S. Treasury futures | 2 Year | Short
Derivative [Line Items]
Notional	$ (2,872,400)	$ (1,166,000)
U.S. Treasury futures | 5 Year
Derivative [Line Items]
Derivative Instruments, maturity period	5 years	5 years
Weighted Average Underlying Years to Maturity	4 years 4 months 20 days	4 years 4 months 20 days
U.S. Treasury futures | 5 Year | Long
Derivative [Line Items]
Notional	$ 0	$ 0
U.S. Treasury futures | 5 Year | Short
Derivative [Line Items]
Notional	$ (7,716,500)	$ (6,359,400)
U.S. Treasury futures | 10 Year and Greater
Derivative [Line Items]
Derivative Instruments minimum maturity period	10 years	10 years
Weighted Average Underlying Years to Maturity	7 years 9 months	7 years 1 month 6 days
U.S. Treasury futures | 10 Year and Greater | Long
Derivative [Line Items]
Notional	$ (900,000)	$ 0
U.S. Treasury futures | 10 Year and Greater | Short
Derivative [Line Items]
Notional	$ (8,430,900)	$ (11,152,600)
Futures contracts
Derivative [Line Items]
Weighted Average Underlying Years to Maturity	5 years 7 months 9 days	5 years 10 months 9 days
Futures contracts | Long
Derivative [Line Items]
Notional	$ (900,000)	$ 0
Futures contracts | Short
Derivative [Line Items]
Notional	$ (19,019,800)	$ (18,678,000)