DERIVATIVE INSTRUMENTS - Summary of Certain Characteristics of Futures Derivatives (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2024	Dec. 31, 2023
U.S. Treasury futures - 2 year
Derivative [Line Items]
Maturity Period	2 years	2 years
Weighted Average Years to Maturity	1 year 11 months 23 days	1 year 11 months 19 days
U.S. Treasury futures - 2 year | Notional - Long Positions
Derivative [Line Items]
Current Notional	$ 6,511,600	$ 0
U.S. Treasury futures - 2 year | Notional - Short Positions
Derivative [Line Items]
Current Notional	$ 0	$ 5,001,400
U.S. Treasury futures - 5 year
Derivative [Line Items]
Maturity Period	5 years
Weighted Average Years to Maturity	4 years 4 months 24 days
U.S. Treasury futures - 5 year | Notional - Long Positions
Derivative [Line Items]
Current Notional	$ 1,960,500
U.S. Treasury futures - 5 year | Notional - Short Positions
Derivative [Line Items]
Current Notional	$ 0
U.S. Treasury futures - 10 year and greater
Derivative [Line Items]
Maturity Period	10 years	10 years
Weighted Average Years to Maturity	11 years 18 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	$ 9,840,500	$ 1,733,600
Futures contracts
Derivative [Line Items]
Weighted Average Years to Maturity	7 years 1 month 9 days	5 years 1 month 17 days
Futures contracts | Notional - Long Positions
Derivative [Line Items]
Current Notional	$ 8,472,100	$ 0
Futures contracts | Notional - Short Positions
Derivative [Line Items]
Current Notional	$ 9,840,500	$ 6,735,000