Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES - Narrative (Details)

v3.10.0.1
DERIVATIVES - Narrative (Details) - TBAs - Not Designated as Hedging Instrument - USD ($)
$ in Thousands
Jun. 30, 2018
Dec. 31, 2017
Short    
Derivative [Line Items]    
Derivative liability, notional amount $ 2,217,500 $ 3,101,100
Long    
Derivative [Line Items]    
Derivative liability, notional amount $ 1,110,400 $ 1,014,000