DERIVATIVE INSTRUMENTS - Summary of Certain Characteristics of Futures Derivatives (Details) - USD ($) $ in Thousands	6 Months Ended	12 Months Ended
	Jun. 30, 2024	Dec. 31, 2023
Futures contracts
Derivative [Line Items]
Weighted Average Underlying Years to Maturity	7 years 2 months 4 days	5 years 1 month 17 days
Futures contracts | Notional - Long Positions
Derivative [Line Items]
Current notional	$ 2,790,000	$ 0
Futures contracts | Notional - Short Positions
Derivative [Line Items]
Current notional	$ 7,331,900	$ 6,735,000
2-year swap equivalent SOFR contracts
Derivative [Line Items]
Weighted Average Underlying Years to Maturity	1 year 11 months 19 days
2-year swap equivalent SOFR contracts | Notional - Long Positions
Derivative [Line Items]
Current notional	$ 2,790,000
2-year swap equivalent SOFR contracts | Notional - Short Positions
Derivative [Line Items]
Current notional	$ 0
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 19 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	$ 1,306,400	$ 5,001,400
U.S. Treasury futures - 10 year and greater
Derivative [Line Items]
Maturity period	10 years	10 years
Weighted Average Underlying Years to Maturity	10 years 8 months 19 days	14 years 3 months 3 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	$ 6,025,500	$ 1,733,600