DERIVATIVE FINANCIAL INSTRUMENTS - Eurodollar and T-Note futures positions (Details) - Year 2022 Expiration [Member] - Short [Member] - USD ($)	Jun. 30, 2022	Dec. 31, 2021
5-Year Treasury Note Futures [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 1,200,500,000	$ 369,000,000
Derivative Entry Rate	3.13%	1.56%
Locked-In LIBOR Rate	3.32%	1.62%
Open Equity	$ 4,138,000	$ 1,013,000
Dollar Price	112.25	120.98
Contract Value	$ 1,347,600,000	$ 446,400,000
Ten Year Ultra Futures [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 274,500,000	$ 220,000,000
Derivative Entry Rate	2.64%	1.22%
Locked-In LIBOR Rate	2.84%	1.09%
Open Equity	$ 2,442,000	$ (3,861,000)
Dollar Price	127.38	146.44
Contract Value	$ 349,600,000	$ 322,200,000