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DERIVATIVE INSTRUMENTS - Summary of Certain Characteristics of Futures Derivatives (Details) - USD ($) $ in Thousands | 3 Months Ended | 12 Months Ended |
--- | --- | --- | ---
Mar. 31, 2019 | Dec. 31, 2018 | Dec. 31, 2017 | Mar. 31, 2018
Swap equivalent Eurodollar futures contract | 2 Year |  |  |  |
Derivative [Line Items] |  |  |  |
Derivative Instruments, maturity period | 2 years | 2 years |  |
Weighted Average Underlying Years to Maturity |  | 1 year 11 months 20 days | 2 years |
Swap equivalent Eurodollar futures contract | 2 Year | Long |  |  |  |
Derivative [Line Items] |  |  |  |
Notional |  | $ 0 |  | $ 0
Swap equivalent Eurodollar futures contract | 2 Year | Short |  |  |  |
Derivative [Line Items] |  |  |  |
Notional |  | $ (1,166,000) |  | $ (2,500,000)
U.S. Treasury futures | 2 Year |  |  |  |
Derivative [Line Items] |  |  |  |
Weighted Average Underlying Years to Maturity | 1 year 11 months 6 days |  |  |
U.S. Treasury futures | 2 Year | Long |  |  |  |
Derivative [Line Items] |  |  |  |
Notional | $ 0 |  |  |
U.S. Treasury futures | 2 Year | Short |  |  |  |
Derivative [Line Items] |  |  |  |
Notional | $ (2,872,400) |  |  |
U.S. Treasury futures | 5 Year |  |  |  |
Derivative [Line Items] |  |  |  |
Derivative Instruments, maturity period | 5 years | 5 years |  |
Weighted Average Underlying Years to Maturity | 4 years 4 months 22 days | 4 years 4 months 22 days |  |
U.S. Treasury futures | 5 Year | Long |  |  |  |
Derivative [Line Items] |  |  |  |
Notional | $ 0 | $ 0 |  |
U.S. Treasury futures | 5 Year | Short |  |  |  |
Derivative [Line Items] |  |  |  |
Notional | $ (6,469,400) | $ (6,359,400) |  |
U.S. Treasury futures | 10 Year and Greater |  |  |  |
Derivative [Line Items] |  |  |  |
Derivative Instruments minimum maturity period | 10 years | 10 years |  |
Weighted Average Underlying Years to Maturity | 6 years 10 months 3 days | 7 years 1 month 7 days |  |
U.S. Treasury futures | 10 Year and Greater | Long |  |  |  |
Derivative [Line Items] |  |  |  |
Notional | $ (109,000) | $ 0 |  |
U.S. Treasury futures | 10 Year and Greater | Short |  |  |  |
Derivative [Line Items] |  |  |  |
Notional | $ (9,589,900) | $ (11,152,600) |  |
Futures contracts |  |  |  |
Derivative [Line Items] |  |  |  |
Weighted Average Underlying Years to Maturity | 4 years 10 months 19 days | 5 years 10 months 10 days |  |
Futures contracts | Long |  |  |  |
Derivative [Line Items] |  |  |  |
Notional | $ (109,000) | $ 0 |  |
Futures contracts | Short |  |  |  |
Derivative [Line Items] |  |  |  |
Notional | $ (21,431,700) | $ (18,678,000) |  |

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- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column B + Details
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- Definition Derivative instruments minimum maturity period. + References No definition available. + Details
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- Definition Average remaining period until maturity of the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References No definition available. + Details
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. + References No definition available. + Details
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- Definition Period the derivative contract is outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References No definition available. + Details
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