DERIVATIVE FINANCIAL INSTRUMENTS - Eurodollar and T-Note futures positions (Details) - Year 2021 Expiration [Member] - Short [Member] - USD ($)	Mar. 31, 2021	Dec. 31, 2020
Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Derivative Entry Rate	1.01%	1.03%
Locked-In LIBOR Rate	0.21%	0.18%
Open Equity	$ (301,000)	$ (424,000)
Treasury Note Futures [Member]
Derivatives, Fair Value [Line Items]
Derivative Entry Rate	0.88%	0.72%
Locked-In LIBOR Rate	1.17%	0.67%
Open Equity	$ 1,036,000	$ (186,000)
Dollar Price	123.40	126.16
Notional Value	$ 85,100,000	$ 87,100,000