DERIVATIVE INSTRUMENTS - Offsetting of Derivative Assets and Liabilities (Details) - USD ($) $ in Thousands	Mar. 31, 2018	Dec. 31, 2017
Assets:
Gross Amounts	$ 230,302	$ 313,885
Liabilities:
Gross Amounts	580,941	607,854
Futures contracts
Assets:
Gross Amounts		218,361
Amounts Eligible for Offset -Financial Instruments		(12,285)
Amounts Eligible for Offset-Cash Collateral		0
Net Amounts		206,076
Liabilities:
Gross Amounts	122,436	12,285
Amounts Eligible for Offset-Financial Instruments	0	(12,285)
Amounts Eligible for Offset -Cash Collateral	(122,436)	0
Net Amounts	0	0
Purchase commitments
Assets:
Gross Amounts	428	35
Amounts Eligible for Offset -Financial Instruments	0	0
Amounts Eligible for Offset-Cash Collateral	0	0
Net Amounts	428	35
Liabilities:
Gross Amounts	262	157
Amounts Eligible for Offset-Financial Instruments	0	0
Amounts Eligible for Offset -Cash Collateral	0	0
Net Amounts	262	157
Interest Rate Swaps
Assets:
Gross Amounts	69,109	30,272
Amounts Eligible for Offset -Financial Instruments	(40,470)	(27,379)
Amounts Eligible for Offset-Cash Collateral	0	0
Net Amounts	28,639	2,893
Liabilities:
Gross Amounts	427,838	569,129
Amounts Eligible for Offset-Financial Instruments	(40,470)	(27,379)
Amounts Eligible for Offset -Cash Collateral	(6,856)	0
Net Amounts	380,512	541,750
Interest rate swaptions
Assets:
Gross Amounts	113,701	36,150
Amounts Eligible for Offset -Financial Instruments	0	0
Amounts Eligible for Offset-Cash Collateral	0	0
Net Amounts	113,701	36,150
TBA derivatives
Assets:
Gross Amounts	47,064	29,067
Amounts Eligible for Offset -Financial Instruments	(21,855)	(12,551)
Amounts Eligible for Offset-Cash Collateral	0	0
Net Amounts	25,209	16,516
Liabilities:
Gross Amounts	21,855	21,776
Amounts Eligible for Offset-Financial Instruments	(21,855)	(12,551)
Amounts Eligible for Offset -Cash Collateral	0	0
Net Amounts	0	9,225
Credit derivatives
Liabilities:
Gross Amounts	8,550	4,507
Amounts Eligible for Offset-Financial Instruments	0	0
Amounts Eligible for Offset -Cash Collateral	(6,460)	(3,520)
Net Amounts	$ 2,090	$ 987