DERIVATIVE INSTRUMENTS - Summary of Certain Characteristics of Futures Derivatives (Details) - USD ($) $ in Thousands	3 Months Ended	12 Months Ended
	Mar. 31, 2021	Dec. 31, 2020
U.S. Treasury futures | 5 Year
Derivative [Line Items]
Maturity period	5 years	5 years
Weighted Average Underlying Years to Maturity	4 years 5 months 1 day	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)	$ 3,425,000	$ 1,240,000
U.S. Treasury futures | 10 Year and Greater
Derivative [Line Items]
Minimum Maturity Period	10 years	10 years
Weighted Average Underlying Years to Maturity	7 years 5 months 23 days	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)	$ 15,213,500	$ 9,183,800
Futures contracts
Derivative [Line Items]
Weighted Average Underlying Years to Maturity	6 years 11 months 1 day	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)	$ 18,638,500	$ 10,423,800