DERIVATIVE INSTRUMENTS - Schedule of Realized Gains (Losses) on Derivatives (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Derivative [Line Items]
Unrealized Gain/(Loss)	$ 568	$ 4,340	$ 2,340	$ (1,309)
Realized Gain/(Loss)	6,513	(20,362)	19,700	(16,694)
Net Result from Derivative Transactions	7,081	(16,022)	22,040	(18,003)
Caps
Derivative [Line Items]
Unrealized Gain/(Loss)	0		0
Realized Gain/(Loss)	0		0
Net Result from Derivative Transactions	0		0
Futures
Derivative [Line Items]
Unrealized Gain/(Loss)	568	4,182	888	(1,661)
Realized Gain/(Loss)	6,513	(19,805)	20,885	(15,762)
Net Result from Derivative Transactions	7,081	(15,623)	21,773	(17,423)
Swaps
Derivative [Line Items]
Unrealized Gain/(Loss)	0	(16)	1,403	285
Realized Gain/(Loss)	0	(260)	(848)	(539)
Net Result from Derivative Transactions	0	(276)	555	(254)
Credit Derivatives
Derivative [Line Items]
Unrealized Gain/(Loss)	0	174	49	67
Realized Gain/(Loss)	0	(297)	(337)	(393)
Net Result from Derivative Transactions	$ 0	$ (123)	$ (288)	$ (326)