DERIVATIVE INSTRUMENTS - Schedule of Derivatives Outstanding (Details) - USD ($)	6 Months Ended	12 Months Ended
	Jun. 30, 2018	Dec. 31, 2017
Derivative [Line Items]
Notional	$ 676,271,000	$ 648,300,000
Fair value, Asset	660,000	888,000
Fair value, Liability	0	2,606,000
Futures
Derivative [Line Items]
Notional	579,800,000	563,800,000
Fair value, Asset	660,000	836,000
Fair value, Liability	0	1,064,000
5-year Swap
Derivative [Line Items]
Notional	299,600,000	304,300,000
Fair value, Asset	341,000	656,000
Fair value, Liability	$ 0	$ 0
Remaining Maturity	3 months	3 months
10-year Swap
Derivative [Line Items]
Notional	$ 271,800,000	$ 248,100,000
Fair value, Asset	310,000	133,000
Fair value, Liability	$ 0	$ 153,000
Remaining Maturity	3 months	3 months
5-year U.S. Treasury Note
Derivative [Line Items]
Notional	$ 8,400,000	$ 11,400,000
Fair value, Asset	9,000	47,000
Fair value, Liability	$ 0	$ 0
Remaining Maturity	3 months	3 months
10-year U.S. Treasury Note
Derivative [Line Items]
Notional		$ 0
Fair value, Asset		0
Fair value, Liability		$ 911,000
Remaining Maturity
1MO LIB
Derivative [Line Items]
Notional	$ 96,471,000
Fair value, Asset	$ 0
Remaining Maturity	1 year 10 months 6 days
3 Month LIBOR
Derivative [Line Items]
Notional		$ 50,000,000
Fair value, Asset		0
Fair value, Liability		$ 1,542,000
Remaining Maturity		2 years 8 months 4 days
CDX
Derivative [Line Items]
Notional		$ 34,500,000
Fair value, Asset		52,000
Fair value, Liability		$ 0
Remaining Maturity		1 month 13 days
Credit Derivatives
Derivative [Line Items]
Notional		$ 34,500,000
Fair value, Asset		52,000
Fair value, Liability		$ 0