DERIVATIVE FINANCIAL INSTRUMENTS - Eurodollar and T-Note futures positions (Details) - USD ($)	Sep. 30, 2018	Dec. 31, 2017
Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 1,500,000,000	$ 1,183,333,000
Derivative Entry Rate	2.40%	2.16%
Locked-In LIBOR Rate	3.09%	2.20%
Open Equity	$ 20,664,000	$ 1,210,000
Year 2018 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount		$ 1,212,500,000
Derivative Entry Rate		1.86%
Locked-In LIBOR Rate		1.98%
Open Equity		$ 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	3.08%	2.23%
Locked-In LIBOR Rate	3.20%	2.33%
Open Equity	$ 1,163,000	$ 755,000
Dollar Price	112.48	124.05
Notional Value	$ 185,600,000	$ 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	3.01%	2.27%
Open Equity	$ 12,841,000	$ 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	3.17%	2.36%
Open Equity	$ 7,823,000	$ (2,360,000)