DERIVATIVE INSTRUMENTS - Schedule of Realized Gains (Losses) on Derivatives (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Derivative [Line Items]
Unrealized Gain/(Loss)	$ 10,182	$ (14,371)	$ 14,028
Realized Gain/(Loss)	(49,119)	(80,427)	14,047
Net Result from Derivative Transactions	(38,937)	(94,798)	28,075
1MO LIBOR
Derivative [Line Items]
Unrealized Gain/(Loss)		0	0
Realized Gain/(Loss)		(7)	0
Net Result from Derivative Transactions		(7)	0
Futures
Derivative [Line Items]
Unrealized Gain/(Loss)	9,214	(16,065)	4,420
Realized Gain/(Loss)	(46,816)	(74,946)	19,998
Net Result from Derivative Transactions	(37,602)	(91,011)	24,418
Swaps 3MO LIB
Derivative [Line Items]
Unrealized Gain/(Loss)	661	1,780	11,288
Realized Gain/(Loss)	(1,992)	(5,161)	(4,834)
Net Result from Derivative Transactions	(1,331)	(3,381)	6,454
Credit Derivatives
Derivative [Line Items]
Unrealized Gain/(Loss)	307	(86)	(1,680)
Realized Gain/(Loss)	(311)	(313)	(1,117)
Net Result from Derivative Transactions	$ (4)	$ (399)	$ (2,797)