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DERIVATIVE INSTRUMENTS - Summary of Characteristics of Interest Rate Swaps (Details) - USD ($) | 3 Months Ended | 6 Months Ended | 12 Months Ended
--- | --- | --- | ---
Jun. 30, 2019 | Jun. 30, 2019 | Dec. 31, 2018
Interest rate swaps |  |  |
Derivative [Line Items] |  |  |
Current Notional | $ 67,093,700,000 | $ 67,093,700,000 | $ 70,465,700,000
Weighted Average Pay Rate | 2.12% | 2.12% | 2.17%
Weighted Average Receive Rate | 2.46% | 2.46% | 2.68%
Weighted Average Underlying Years to Maturity |  | 4 years 7 months 17 days | 4 years 3 months 3 days
Interest rate swaps | 0 - 3 years |  |  |
Derivative [Line Items] |  |  |
Derivative Instruments minimum maturity period | 0 years |  | 0 years
Derivative Instruments maximum maturity period | 3 years |  | 3 years
Current Notional | $ 34,092,400,000 | $ 34,092,400,000 | $ 31,900,200,000
Weighted Average Pay Rate | 1.82% | 1.82% | 1.84%
Weighted Average Receive Rate | 2.44% | 2.44% | 2.73%
Weighted Average Underlying Years to Maturity |  | 1 year 4 months 13 days | 1 year 2 months 15 days
Interest rate swaps | 3 - 6 years |  |  |
Derivative [Line Items] |  |  |
Derivative Instruments minimum maturity period | 3 years |  | 3 years
Derivative Instruments maximum maturity period | 6 years |  | 6 years
Current Notional | $ 12,300,800,000 | $ 12,300,800,000 | $ 16,603,200,000
Weighted Average Pay Rate | 2.00% | 2.00% | 2.29%
Weighted Average Receive Rate | 2.47% | 2.47% | 2.70%
Weighted Average Underlying Years to Maturity |  | 4 years 5 months 12 days | 4 years 3 months 18 days
Interest rate swaps | 6 - 10 years |  |  |
Derivative [Line Items] |  |  |
Derivative Instruments minimum maturity period | 6 years |  | 6 years
Derivative Instruments maximum maturity period | 10 years |  | 10 years
Current Notional | $ 17,122,500,000 | $ 17,122,500,000 | $ 18,060,900,000
Weighted Average Pay Rate | 2.52% | 2.52% | 2.57%
Weighted Average Receive Rate | 2.51% | 2.51% | 2.56%
Weighted Average Underlying Years to Maturity |  | 8 years 9 months 14 days | 8 years 7 months 13 days
Interest rate swaps | Greater than 10 years |  |  |
Derivative [Line Items] |  |  |
Derivative Instruments minimum maturity period | 10 years |  | 10 years
Current Notional | $ 3,578,000,000 | $ 3,578,000,000 | $ 3,901,400,000
Weighted Average Pay Rate | 3.59% | 3.59% | 3.63%
Weighted Average Receive Rate | 2.44% | 2.44% | 2.59%
Weighted Average Underlying Years to Maturity |  | 17 years 6 months 21 days | 17 years 3 months 29 days
Credit derivatives |  |  |
Derivative [Line Items] |  |  |
Purchase contracts | $ 30,000,000.0 | $ 30,000,000.0 | $ 30,000,000
Current Notional | 336,000,000.0 | 336,000,000.0 | 451,000,000.0
Forward Starting Pay Fixed Swaps |  |  |
Derivative [Line Items] |  |  |
Current Notional | $ 0 | $ 0 | $ 0

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