DERIVATIVE FINANCIAL INSTRUMENTS - Eurodollar and T-Note futures positions (Details) - USD ($)	Jun. 30, 2018	Dec. 31, 2017
Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 1,475,000,000	$ 1,183,333,000
Derivative Entry Rate	2.32%	2.16%
Locked-In LIBOR Rate	2.86%	2.20%
Open Equity	$ 19,825,000	$ 1,210,000
Year 2018 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 1,375,000,000	$ 1,212,500,000
Derivative Entry Rate	1.97%	1.86%
Locked-In LIBOR Rate	2.56%	1.98%
Open Equity	$ 4,035,000	$ 1,418,000
Year 2018 Expiration [Member] | Treasury Note Futures [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 165,000,000	$ 140,000,000
Derivative Entry Rate	2.90%	2.23%
Locked-In LIBOR Rate	3.04%	2.33%
Open Equity	$ (7,000)	$ 755,000
Dollar Price	113.62	124.05
Notional Value	$ 187,500,000	$ 173,700,000
Year 2019 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 1,500,000,000	$ 1,350,000,000
Derivative Entry Rate	2.16%	2.11%
Locked-In LIBOR Rate	2.88%	2.27%
Open Equity	$ 10,779,000	$ 2,152,000
Year 2020 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 1,500,000,000	$ 987,500,000
Derivative Entry Rate	2.64%	2.59%
Locked-In LIBOR Rate	2.98%	2.36%
Open Equity	$ 5,011,000	$ (2,360,000)