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DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details) - Interest rate swaptions - Long - USD ($) $ in Thousands | 3 Months Ended | 12 Months Ended
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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

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- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column B + Details
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- Definition Derivative Portfolio Expiration Period + References No definition available. + Details
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- Definition Interest rate swaptions weighted average underlying pay rate. + References No definition available. + Details
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- Definition Average remaining period until maturity of the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References No definition available. + Details
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. + References No definition available. + Details
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- Details
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