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BORROWINGS - Significant Counterparties of Repurchase Agreements (Details) - USD ($)
3 Months Ended 12 Months Ended
Mar. 31, 2018
Dec. 31, 2017
Repurchase Agreement Counterparty [Line Items]    
Amount Outstanding $ 1,177,060,000 $ 1,234,522,000
Percent of total amount outstanding 100.00% 100.00%
Weighted days to maturity 12 days 13 days
Market Value of collateral held $ 1,237,603,856 $ 1,295,225,428
North America    
Repurchase Agreement Counterparty [Line Items]    
Amount Outstanding $ 895,289,000 $ 939,438,000
Percent of total amount outstanding 76.06% 76.10%
Weighted days to maturity 11 days 13 days
Market Value of collateral held $ 941,208,763 $ 985,672,703
Asia    
Repurchase Agreement Counterparty [Line Items]    
Amount Outstanding $ 278,992,000 $ 292,529,000
Percent of total amount outstanding 23.70% 23.70%
Weighted days to maturity 16 days 14 days
Market Value of collateral held $ 292,242,600 $ 305,152,946
Europe    
Repurchase Agreement Counterparty [Line Items]    
Amount Outstanding $ 2,779,000 $ 2,555,000
Percent of total amount outstanding 0.24% 0.20%
Weighted days to maturity 80 days 78 days
Market Value of collateral held $ 4,152,493 $ 4,399,779