DERIVATIVE INSTRUMENTS - Summary of Certain Characteristics of Futures Derivatives (Details) - USD ($) $ in Thousands	3 Months Ended	12 Months Ended
	Mar. 31, 2022	Dec. 31, 2021
Futures contracts
Derivative [Line Items]
Weighted Average Underlying Years to Maturity	5 years 1 month 13 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)	$ 27,746,100	$ 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 23 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)	$ 7,477,200	$ 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)	$ 5,240,900	$ 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	6 years 11 months 8 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)	$ 15,028,000	$ 9,381,000