DERIVATIVE INSTRUMENTS - Offsetting of Derivative Assets and Liabilities (Details) - USD ($) $ in Thousands	Sep. 30, 2018	Dec. 31, 2017
Derivative Assets:
Gross Amounts	$ 404,841	$ 313,885
Derivative Liabilities:
Gross Amounts	379,794	607,854
Futures contracts
Derivative Assets:
Gross Amounts	221,516	218,361
Financial Instruments	(482)	(12,285)
Cash Collateral	0	0
Net Amounts	221,034	206,076
Derivative Liabilities:
Gross Amounts	482	12,285
Financial Instruments	(482)	(12,285)
Cash Collateral	0	0
Net Amounts	0	0
Purchase commitments
Derivative Assets:
Gross Amounts	189	35
Financial Instruments	0	0
Cash Collateral	0	0
Net Amounts	189	35
Derivative Liabilities:
Gross Amounts	797	157
Financial Instruments	0	0
Cash Collateral	0	0
Net Amounts	797	157
Interest Rate Swaps
Derivative Assets:
Gross Amounts	97,002	30,272
Financial Instruments	(45,805)	(27,379)
Cash Collateral	0	0
Net Amounts	51,197	2,893
Derivative Liabilities:
Gross Amounts	311,729	569,129
Financial Instruments	(45,805)	(27,379)
Cash Collateral	0	0
Net Amounts	265,924	541,750
Interest rate swaptions
Derivative Assets:
Gross Amounts	65,356	36,150
Financial Instruments	0	0
Cash Collateral	0	0
Net Amounts	65,356	36,150
TBA derivatives
Derivative Assets:
Gross Amounts	13,535	29,067
Financial Instruments	(13,535)	(12,551)
Cash Collateral	0	0
Net Amounts	0	16,516
Derivative Liabilities:
Gross Amounts	64,900	21,776
Financial Instruments	(13,535)	(12,551)
Cash Collateral	0	0
Net Amounts	51,365	9,225
Credit derivatives
Derivative Assets:
Gross Amounts	7,243
Financial Instruments	(1,886)
Cash Collateral	0
Net Amounts	5,357
Derivative Liabilities:
Gross Amounts	1,886	4,507
Financial Instruments	(1,886)	0
Cash Collateral	0	(3,520)
Net Amounts	$ 0	$ 987