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DERIVATIVE INSTRUMENTS - Offsetting of Derivative Assets and Liabilities (Details) - USD ($)
$ in Thousands
Mar. 31, 2019
Dec. 31, 2018
Assets    
Derivative assets $ 148,178 $ 200,503 [1]
Liabilities    
Gross Amounts 775,980 889,750 [1]
Futures contracts    
Assets    
Derivative assets 357  
Amounts Eligible for Offset, Financial Instruments (33)  
Amounts Eligible for Offset, Cash Collateral 0  
Net Amounts 324  
Liabilities    
Gross Amounts 260,354 462,309
Amounts Eligible for Offset, Financial Instruments (33) 0
Amounts Eligible for Offset, Cash Collateral (260,321) (462,309)
Net Amounts 0 0
Purchase commitments    
Assets    
Derivative assets 2,434 844
Amounts Eligible for Offset, Financial Instruments 0 0
Amounts Eligible for Offset, Cash Collateral 0 0
Net Amounts 2,434 844
Liabilities    
Gross Amounts 478 33
Amounts Eligible for Offset, Financial Instruments 0 0
Amounts Eligible for Offset, Cash Collateral 0 0
Net Amounts 478 33
Interest rate swaps    
Assets    
Derivative assets 26,020 48,114
Amounts Eligible for Offset, Financial Instruments (14,498) (29,308)
Amounts Eligible for Offset, Cash Collateral 0 0
Net Amounts 11,522 18,806
Liabilities    
Gross Amounts 509,485 420,365
Amounts Eligible for Offset, Financial Instruments (14,498) (29,308)
Amounts Eligible for Offset, Cash Collateral (41,756) (11,856)
Net Amounts 453,231 379,201
Interest rate swaptions    
Assets    
Derivative assets 8,250 7,216
Amounts Eligible for Offset, Financial Instruments 0 0
Amounts Eligible for Offset, Cash Collateral 0 0
Net Amounts 8,250 7,216
TBA derivatives    
Assets    
Derivative assets 106,960 141,688
Amounts Eligible for Offset, Financial Instruments (5,212) 0
Amounts Eligible for Offset, Cash Collateral 0 0
Net Amounts 101,748 141,688
Liabilities    
Gross Amounts 5,212  
Amounts Eligible for Offset, Financial Instruments (5,212)  
Amounts Eligible for Offset, Cash Collateral 0  
Net Amounts 0  
Credit derivatives    
Assets    
Derivative assets 4,157 2,641
Amounts Eligible for Offset, Financial Instruments (451) (2,641)
Amounts Eligible for Offset, Cash Collateral 0 0
Net Amounts 3,706 0
Liabilities    
Gross Amounts 451 7,043
Amounts Eligible for Offset, Financial Instruments (451) (2,641)
Amounts Eligible for Offset, Cash Collateral 0 (4,402)
Net Amounts $ 0 $ 0
[1] (1) Derived from the audited consolidated financial statements at December 31, 2018.