USE OF DERIVATIVES, OFFSETTING DISCLOSURES AND CHANGES IN OTHER COMPREHENSIVE INCOME BY COMPONENT - Schedule of Offsetting of Financial Liabilities and Derivative Liabilities (Details) - USD ($) $ in Thousands		Dec. 31, 2017	Dec. 31, 2016
Offsetting of financial liabilities and derivative liabilities [Abstract]
Gross Amounts of Recognized Liabilities (Derivatives)		$ 23,772	$ 24,417
Cash Collateral Pledged (Derivatives)		(42,506)	(29,660)
Gross Amounts of Recognized Liabilities (Repurchase Arrangements)	[1],[2]	12,337,299	12,151,122
Gross Amounts Offset in the Balance Sheet (Repurchase Arrangements)	[1],[2]	0	0
Net Amounts of Liabilities Presented in the Balance Sheet (Repurchase Arrangements)	[1],[3]	12,337,299	12,151,122
Financial Instruments (Repurchase Arrangements)	[1],[4]	(12,337,299)	(12,151,122)
Cash Collateral Pledged (Repurchase Arrangements)	[1],[4]	0	0
Net Amount (Repurchase Arrangements)	[1]	0	0
Gross Amounts of Recognized Liabilities (Financial Liabilities Total)	[2]	12,365,256	12,180,919
Gross Amounts Offset in the Balance Sheet (Financial Liabilities Total)	[2]	(3,701)	6,609
Net Amounts of Liabilities Presented in the Balance Sheet (Financial Liabilities Total)	[3]	12,361,555	12,187,528
Financial Instruments (Financial Liabilities Total)	[4]	(12,337,299)	(12,162,803)
Cash Collateral Pledged (Financial Liabilities Total)	[4]	(24,256)	(24,725)
Net Amount (Financial Liabilities Total)		0	0
Counterparty 1 [Member]
Offsetting of financial liabilities and derivative liabilities [Abstract]
Gross Amounts of Recognized Liabilities (Derivatives)	[2]	24,256	24,725
Gross Amounts Offset in the Balance Sheet (Derivatives)	[2]	0	0
Net Amounts of Liabilities Presented in the Balance Sheet (Derivatives)	[3]	24,256	24,725
Financial Instruments (Derivatives)	[4]	0	0
Cash Collateral Pledged (Derivatives)	[4]	(24,256)	(24,725)
Net Amount (Derivatives)		0	0
Counterparty 4 [Member]
Offsetting of financial liabilities and derivative liabilities [Abstract]
Gross Amounts of Recognized Liabilities (Derivatives)	[2]	3,701	5,072
Gross Amounts Offset in the Balance Sheet (Derivatives)	[2]	(3,701)	6,609
Net Amounts of Liabilities Presented in the Balance Sheet (Derivatives)	[3]	0	11,681
Financial Instruments (Derivatives)	[4]	0	(11,681)
Cash Collateral Pledged (Derivatives)	[4]	0	0
Net Amount (Derivatives)		0	0
Derivative Counterparties [Member]
Offsetting of financial liabilities and derivative liabilities [Abstract]
Gross Amounts of Recognized Liabilities (Derivatives)	[2]	27,957	29,797
Gross Amounts Offset in the Balance Sheet (Derivatives)	[2]	(3,701)	6,609
Net Amounts of Liabilities Presented in the Balance Sheet (Derivatives)	[3]	24,256	36,406
Financial Instruments (Derivatives)	[4]	0	(11,681)
Cash Collateral Pledged (Derivatives)	[4]	(24,256)	(24,725)
Net Amount (Derivatives)		$ 0	$ 0

[1] Amounts include accrued interest payable of $7.7 million and $7.4 million on borrowings under repurchases arrangements as of December 31, 2017 and December 31, 2016, respectively

[2] Included in gross amounts of recognized liabilities at December 31, 2017 is the fair value of non-exchange traded swap agreements (Counterparty 1) and exchange-traded swap agreements (Counterparty 4), calculated including accrued interest. Included in gross amounts offset in the balance sheet are variation margin amounts associated with exchange-traded swap agreements at December 31, 2017.

[3] Amounts presented are limited to recognized liabilities and cash collateral received associated with the indicated counterparty sufficient to reduce the related Net Amount to zero in accordance with ASU No. 2011-11, as amended by ASU No. 2013-01.

[4] Amounts presented are limited to recognized assets and collateral pledged associated with the indicated counterparty sufficient to reduce the related Net Amount to zero in accordance with ASU No. 2011-11, as amended by ASU No. 2013-01.