DERIVATIVE FINANCIAL INSTRUMENTS - Eurodollar and T-Note futures positions (Details) - Year 2021 Expiration [Member] - Short [Member] - USD ($)	Sep. 30, 2021	Dec. 31, 2020
Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 50,000,000	$ 50,000,000
Derivative Entry Rate	1.01%	1.03%
Locked-In LIBOR Rate	0.17%	0.18%
Open Equity	$ (104,000)	$ (424,000)
5-Year Treasury Note Futures [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 269,000,000	$ 69,000,000
Derivative Entry Rate	1.14%	0.72%
Locked-In LIBOR Rate	1.29%	0.67%
Open Equity	$ 1,631,000	$ (186,000)
Dollar Price	122.74	126.16
Notional Value	$ 330,200,000	$ 87,100,000
Ten Year Ultra Futures [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 23,500,000
Derivative Entry Rate	0.97%
Locked-In LIBOR Rate	1.19%
Open Equity	$ 518,000
Dollar Price	145.25
Notional Value	$ 34,100,000