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DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details) - Interest rate swaptions - Long - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2018
Dec. 31, 2017
Derivative Instruments and Hedging Activities Disclosures [Line Items]    
Current Notional $ 3,250,000 $ 6,000,000
Weighted Average Underlying Pay Rate 2.75% 2.62%
Weighted Average Underlying Years to Maturity 10 years 2 months 42 days 9 years 11 months 19 days
Weighted Average Months to Expiration 3 months 5 days 4 months 15 days