DERIVATIVE INSTRUMENTS HEDGING AND NON-HEDGING ACTIVITIES (Details 4) - USD ($)		12 Months Ended
		Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Repurchase Agreement Counterparty [Line Items]
Repurchase Agreement Counterparties, Amount Outstanding		$ 804,811,000	$ 568,432,457
Repurchase Agreement Counterparties, Percentage of total amount outstanding		100.00%	100.00%
Repurchase Agreement Counterparties, Weighted average days to maturity		16 days	26 days
Repurchase Agreement Counterparties, Market Value of collateral held		$ 876,121,505	$ 697,384,372
Linked Repurchase Agreements [Member]
Repurchase Agreement Counterparty [Line Items]
Repurchase Agreement Counterparties, Amount Outstanding				$ 149,293,000
Repurchase Agreement Counterparties, Percentage of total amount outstanding				100.00%
Repurchase Agreement Counterparties, Weighted average days to maturity				25 days
Repurchase Agreement Counterparties, Market Value of collateral held				$ 210,238,658
North America [Member]
Repurchase Agreement Counterparty [Line Items]
Repurchase Agreement Counterparties, Amount Outstanding		$ 703,788,000	$ 291,806,000
Repurchase Agreement Counterparties, Percentage of total amount outstanding		87.45%	51.34%
Repurchase Agreement Counterparties, Weighted average days to maturity		16 days	25 days
Repurchase Agreement Counterparties, Market Value of collateral held		$ 742,690,286	$ 315,040,818
North America [Member] | Linked Repurchase Agreements [Member]
Repurchase Agreement Counterparty [Line Items]
Repurchase Agreement Counterparties, Amount Outstanding				$ 86,985,000
Repurchase Agreement Counterparties, Percentage of total amount outstanding				58.26%
Repurchase Agreement Counterparties, Weighted average days to maturity				33 days
Repurchase Agreement Counterparties, Market Value of collateral held				$ 124,620,917
Europe [Member]
Repurchase Agreement Counterparty [Line Items]
Repurchase Agreement Counterparties, Amount Outstanding	[1]	$ 4,624,000	$ 56,099,457
Repurchase Agreement Counterparties, Percentage of total amount outstanding	[1]	0.57%	9.87%
Repurchase Agreement Counterparties, Weighted average days to maturity	[1]	44 days	46 days
Repurchase Agreement Counterparties, Market Value of collateral held	[1]	$ 9,605,308	$ 76,656,547
Europe [Member] | Linked Repurchase Agreements [Member]
Repurchase Agreement Counterparty [Line Items]
Repurchase Agreement Counterparties, Amount Outstanding	[1]			$ 46,381,000
Repurchase Agreement Counterparties, Percentage of total amount outstanding	[1]			31.07%
Repurchase Agreement Counterparties, Weighted average days to maturity	[1]			15 days
Repurchase Agreement Counterparties, Market Value of collateral held	[1]			$ 62,487,229
Asia [Member]
Repurchase Agreement Counterparty [Line Items]
Repurchase Agreement Counterparties, Amount Outstanding	[1]	$ 62,733,000	$ 88,565,000
Repurchase Agreement Counterparties, Percentage of total amount outstanding	[1]	7.79%	15.58%
Repurchase Agreement Counterparties, Weighted average days to maturity	[1]	14 days	16 days
Repurchase Agreement Counterparties, Market Value of collateral held	[1]	$ 66,198,478	$ 97,970,226
Asia [Member] | Linked Repurchase Agreements [Member]
Repurchase Agreement Counterparty [Line Items]
Repurchase Agreement Counterparties, Amount Outstanding	[1]			$ 15,927,000
Repurchase Agreement Counterparties, Percentage of total amount outstanding	[1]			10.67%
Repurchase Agreement Counterparties, Weighted average days to maturity	[1]			9 days
Repurchase Agreement Counterparties, Market Value of collateral held	[1]			$ 23,130,512

[1] Counterparties domiciled in Europe and Asia, or their U.S. subsidiaries.