DERIVATIVE INSTRUMENTS - Schedule of Realized Gains (Losses) on Derivatives (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Derivative [Line Items]
Unrealized Gain/(Loss)	$ (13,758)	$ 13,962	$ (8,407)	$ (2,823)
Realized Gain/(Loss)	(28,484)	(12,837)	(46,187)	(47,612)
Net Result from Derivative Transactions	(42,242)	1,125	(54,594)	(50,435)
1MO LIBOR
Derivative [Line Items]
Unrealized Gain/(Loss)		0		0
Realized Gain/(Loss)		0		(7)
Net Result from Derivative Transactions		0		(7)
Futures
Derivative [Line Items]
Unrealized Gain/(Loss)	(13,281)	12,668	(8,468)	(3,166)
Realized Gain/(Loss)	(27,990)	(11,938)	(44,400)	(44,809)
Net Result from Derivative Transactions	(41,271)	730	(52,868)	(47,975)
Swaps 3MO LIB
Derivative [Line Items]
Unrealized Gain/(Loss)	(768)	1,103	(306)	363
Realized Gain/(Loss)	(476)	(801)	(1,574)	(2,403)
Net Result from Derivative Transactions	(1,244)	302	(1,880)	(2,040)
Credit Derivatives
Derivative [Line Items]
Unrealized Gain/(Loss)	291	191	367	(20)
Realized Gain/(Loss)	(18)	(98)	(213)	(393)
Net Result from Derivative Transactions	$ 273	$ 93	$ 154	$ (413)