DERIVATIVE INSTRUMENTS - Summary of Fair Value Information about Derivative Assets and Liabilities (Details) - USD ($)	Sep. 30, 2019	Dec. 31, 2018
Assets
Interest rate swaps	$ 2,556,000	$ 48,114,000
Derivative assets	168,755,000	200,503,000	[1]
Liabilities
Interest rate swaps	861,067,000	420,365,000
Derivative liabilities	972,415,000	889,750,000	[1]
Futures contracts
Assets
Other derivative assets	102,400,000	0
Derivative assets	102,400,000
Liabilities
Other derivative liabilities	80,563,000	462,309,000
Derivative liabilities	80,563,000	462,309,000
Purchase commitments
Assets
Other derivative assets	3,787,000	844,000
Derivative assets	3,787,000	844,000
Liabilities
Other derivative liabilities	1,074,000	33,000
Derivative liabilities	1,074,000	33,000
Interest rate swaptions
Assets
Other derivative assets	39,251,000	7,216,000
Derivative assets	39,251,000	7,216,000
TBA derivatives
Assets
Other derivative assets	15,706,000	141,688,000
Derivative assets	15,706,000	141,688,000
Liabilities
Other derivative liabilities	28,373,000	0
Derivative liabilities	28,373,000
Credit derivatives
Assets
Other derivative assets	5,055,000	2,641,000
Derivative assets	5,055,000	2,641,000
Liabilities
Other derivative liabilities	1,338,000	7,043,000
Derivative liabilities	1,338,000	7,043,000
Notional amount of derivative assets	15,000,000.0	30,000,000.0
Current Notional	$ 410,000,000.0	$ 451,000,000.0

[1] ⁽¹⁾  Derived from the audited consolidated financial statements at December 31, 2018.