DERIVATIVE FINANCIAL INSTRUMENTS - Eurodollar and T-Note futures positions (Details) - USD ($)	Dec. 31, 2019	Dec. 31, 2018
Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 500,000,000	$ 1,725,000,000
Derivative Entry Rate	2.97%	2.51%
Locked-In LIBOR Rate	1.67%	2.54%
Open Equity	$ (6,505,000)	$ 2,533,000
Year 2019 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount		$ 1,650,000,000
Derivative Entry Rate		2.25%
Locked-In LIBOR Rate		2.64%
Open Equity		$ 7,036,000
Year 2019 Expiration [Member] | Treasury Note Futures [Member]
Derivatives, Fair Value [Line Items]
Notional Amount		$ 165,000,000
Derivative Entry Rate		3.22%
Locked-In LIBOR Rate		2.83%
Open Equity		$ (3,185,000)
Dollar Price		114.69
Notional Value		$ 189,200,000
Year 2020 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 500,000,000	$ 1,800,000,000
Derivative Entry Rate	2.97%	2.74%
Locked-In LIBOR Rate	1.67%	2.45%
Open Equity	$ (6,505,000)	$ (4,503,000)
Year 2020 Expiration [Member] | Treasury Note Futures [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 69,000,000
Derivative Entry Rate	1.96%
Locked-In LIBOR Rate	2.06%
Open Equity	$ 302,000
Dollar Price	118.61
Notional Value	$ 81,800,000