DERIVATIVE INSTRUMENTS - Summary of Certain Characteristics of Futures Derivatives (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2022	Dec. 31, 2021
U.S. Treasury futures - 2 year
Derivative [Line Items]
Maturity Period	2 years
Weighted Average Years to Maturity	1 year 11 months 15 days
U.S. Treasury futures - 2 year | Notional - Long Positions
Derivative [Line Items]
Current Notional	$ 0
U.S. Treasury futures - 2 year | Notional - Short Positions
Derivative [Line Items]
Current Notional	$ 8,518,400
U.S. Treasury futures - 5 year
Derivative [Line Items]
Maturity Period	5 years	5 years
Weighted Average Years to Maturity	4 years 4 months 13 days	4 years 4 months 17 days
U.S. Treasury futures - 5 year | Notional - Long Positions
Derivative [Line Items]
Current Notional	$ 0	$ 0
U.S. Treasury futures - 5 year | Notional - Short Positions
Derivative [Line Items]
Current Notional	$ 5,803,400	$ 5,644,900
U.S. Treasury futures - 10 year and greater
Derivative [Line Items]
Maturity Period	10 years	10 years
Weighted Average Years to Maturity	8 years 1 month 24 days	6 years 10 months 2 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	$ 6,866,900	$ 9,381,000
Futures contracts
Derivative [Line Items]
Weighted Average Years to Maturity	4 years 7 months 17 days	4 years 7 months 6 days
Futures contracts | Notional - Long Positions
Derivative [Line Items]
Current Notional	$ 0	$ 0
Futures contracts | Notional - Short Positions
Derivative [Line Items]
Current Notional	$ 21,188,700	$ 22,535,100
Futures | 2 Year
Derivative [Line Items]
Maturity Period		2 years
Weighted Average Years to Maturity		1 year 11 months 15 days
Futures | Notional - Long Positions | 2 Year
Derivative [Line Items]
Current Notional		$ 0
Futures | Notional - Short Positions | 2 Year
Derivative [Line Items]
Current Notional		$ 7,509,200