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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)