DERIVATIVE FINANCIAL INSTRUMENTS - Eurodollar and T-Note futures positions (Details) - USD ($)	Dec. 31, 2017	Dec. 31, 2016
Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 1,183,333,000	$ 643,750,000
Derivative Entry Rate	2.16%	2.01%
Locked-In LIBOR Rate	2.20%	1.97%
Open Equity	$ 1,210,000	$ (1,095,000)
Year 2017 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount		$ 600,000,000
Derivative Entry Rate		1.48%
Locked-In LIBOR Rate		1.28%
Open Equity		$ (1,206,000)
Year 2017 Expiration [Member] | Treasury Note Futures [Member]
Derivatives, Fair Value [Line Items]
Notional Amount		$ 465,000,000
Derivative Entry Rate		2.27%
Locked-In LIBOR Rate		2.24%
Open Equity		$ (3,134,000)
Dollar Price		124.28
Notional Value		$ 577,900,000
Year 2018 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 1,212,500,000	$ 600,000,000
Derivative Entry Rate	1.86%	1.81%
Locked-In LIBOR Rate	1.98%	1.82%
Open Equity	$ 1,418,000	$ 76,000
Year 2018 Expiration [Member] | Treasury Note Futures [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 140,000,000
Derivative Entry Rate	2.23%
Locked-In LIBOR Rate	2.33%
Open Equity	$ 755,000
Dollar Price	124.05
Notional Value	$ 173,700,000
Year 2019 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 1,350,000,000	$ 675,000,000
Derivative Entry Rate	2.11%	2.00%
Locked-In LIBOR Rate	2.27%	2.21%
Open Equity	$ 2,152,000	$ 1,429,000
Year 2020 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 987,500,000	$ 700,000,000
Derivative Entry Rate	2.59%	2.65%
Locked-In LIBOR Rate	2.36%	2.45%
Open Equity	$ (2,360,000)	$ (1,394,000)