DERIVATIVE INSTRUMENTS - Schedule of Realized Gains (Losses) on Derivatives (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016
Derivative [Line Items]
Unrealized Gain/(Loss)	$ (5,649)	$ (9,630)
Realized Gain/(Loss)	3,668	(41,232)
Net Result from Derivative Transactions	(1,981)	(50,862)
Futures
Derivative [Line Items]
Unrealized Gain/(Loss)	(5,844)	(8,564)
Realized Gain/(Loss)	4,043	(40,797)
Net Result from Derivative Transactions	(1,801)	(49,361)
Swaps
Derivative [Line Items]
Unrealized Gain/(Loss)	301	(1,078)
Realized Gain/(Loss)	(279)	(338)
Net Result from Derivative Transactions	22	(1,416)
Credit Derivatives
Derivative [Line Items]
Unrealized Gain/(Loss)	(106)	12
Realized Gain/(Loss)	(96)	(97)
Net Result from Derivative Transactions	$ (202)	$ (85)