DERIVATIVE FINANCIAL INSTRUMENTS - Eurodollar and T-Note futures positions (Details) - USD ($)	Sep. 30, 2017	Dec. 31, 2016
Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 976,923,000	$ 643,750,000
Derivative Entry Rate	2.13%	2.01%
Locked-In LIBOR Rate	1.91%	1.97%
Open Equity	$ (7,074,000)	$ (1,095,000)
Year 2017 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 1,000,000,000	$ 600,000,000
Derivative Entry Rate	1.62%	1.48%
Locked-In LIBOR Rate	1.48%	1.28%
Open Equity	$ (340,000)	$ (1,206,000)
Year 2017 Expiration [Member] | Treasury Note Futures [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 115,000,000	$ 465,000,000
Derivative Entry Rate	1.98%	2.27%
Locked-In LIBOR Rate	2.16%	2.24%
Open Equity	$ (81,000)	$ (3,134,000)
Dollar Price	125.31	124.28
Notional Value	$ 144,100,000	$ 577,900,000
Year 2018 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 1,000,000,000	$ 600,000,000
Derivative Entry Rate	1.84%	1.81%
Locked-In LIBOR Rate	1.73%	1.82%
Open Equity	$ (1,091,000)	$ 76,000
Year 2019 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 1,000,000,000	$ 675,000,000
Derivative Entry Rate	2.09%	2.00%
Locked-In LIBOR Rate	1.98%	2.21%
Open Equity	$ (1,138,000)	$ 1,429,000
Year 2020 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 925,000,000	$ 700,000,000
Derivative Entry Rate	2.62%	2.65%
Locked-In LIBOR Rate	2.13%	2.45%
Open Equity	$ (4,505,000)	$ (1,394,000)