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DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details) - Interest rate swaptions - Long - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Jun. 30, 2019
Dec. 31, 2018
Derivative [Line Items]    
Current Notional $ 3,200,000 $ 4,075,000
Weighted Average Underlying Pay Rate 2.87% 3.30%
Weighted Average Underlying Years to Maturity 10 years 6 months 14 days 10 years 29 days
Weighted Average Months to Expiration 8 months 22 days 3 months 2 days