DERIVATIVE FINANCIAL INSTRUMENTS - Eurodollar and T-Note futures positions (Details) - Year 2022 Expiration [Member] - Short [Member] - USD ($)	Mar. 31, 2022	Dec. 31, 2021
5-Year Treasury Note Futures [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 1,194,000,000	$ 369,000,000
Derivative Entry Rate	2.25%	1.56%
Locked-In LIBOR Rate	2.83%	1.62%
Open Equity	$ 32,928,000	$ 1,013,000
Dollar Price	114.69	120.98
Contract Value	$ 1,369,400,000	$ 446,400,000
Ten Year Ultra Futures [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 270,000,000	$ 220,000,000
Derivative Entry Rate	1.68%	1.22%
Locked-In LIBOR Rate	2.06%	1.09%
Open Equity	$ 10,983,000	$ (3,861,000)
Dollar Price	135.47	146.44
Contract Value	$ 365,800,000	$ 322,200,000