DERIVATIVE INSTRUMENTS - Summary of Characteristics of Interest Rate Swaps (Details) - USD ($)	3 Months Ended	9 Months Ended	12 Months Ended
	Sep. 30, 2019	Sep. 30, 2019	Dec. 31, 2018
Interest rate swaps, at fair value
Derivative [Line Items]
Current Notional	$ 73,181,850,000	$ 73,181,850,000	$ 70,465,700,000
Weighted Average Pay Rate	1.88%	1.88%	2.17%
Weighted Average Receive Rate (3)	2.16%	2.16%	2.68%
Weighted Average Underlying Years to Maturity		4 years 3 months 25 days	4 years 3 months 3 days
Interest rate swaps, at fair value | 0 - 3 years
Derivative [Line Items]
Current Notional	$ 41,234,400,000	$ 41,234,400,000	$ 31,900,200,000
Weighted Average Pay Rate	1.62%	1.62%	1.84%
Weighted Average Receive Rate (3)	2.11%	2.11%	2.73%
Weighted Average Underlying Years to Maturity		1 year 5 months 1 day	1 year 2 months 15 days
Derivative Instruments minimum maturity period (U.S. Treasury Futures / 10 Year and Greater)	0 years		0 years
Derivative Instruments maximum maturity period	3 years		3 years
Interest rate swaps, at fair value | 3 - 6 years
Derivative [Line Items]
Current Notional	$ 12,815,950,000	$ 12,815,950,000	$ 16,603,200,000
Weighted Average Pay Rate	1.91%	1.91%	2.29%
Weighted Average Receive Rate (3)	2.19%	2.19%	2.70%
Weighted Average Underlying Years to Maturity		4 years 6 months 29 days	4 years 3 months 18 days
Derivative Instruments minimum maturity period (U.S. Treasury Futures / 10 Year and Greater)	3 years		3 years
Derivative Instruments maximum maturity period	6 years		6 years
Interest rate swaps, at fair value | 6 - 10 years
Derivative [Line Items]
Current Notional	$ 16,071,500,000	$ 16,071,500,000	$ 18,060,900,000
Weighted Average Pay Rate	2.23%	2.23%	2.57%
Weighted Average Receive Rate (3)	2.29%	2.29%	2.56%
Weighted Average Underlying Years to Maturity		9 years 2 months 26 days	8 years 7 months 13 days
Derivative Instruments minimum maturity period (U.S. Treasury Futures / 10 Year and Greater)	6 years		6 years
Derivative Instruments maximum maturity period	10 years		10 years
Interest rate swaps, at fair value | Greater than 10 years
Derivative [Line Items]
Current Notional	$ 3,060,000,000	$ 3,060,000,000	$ 3,901,400,000
Weighted Average Pay Rate	3.76%	3.76%	3.63%
Weighted Average Receive Rate (3)	2.11%	2.11%	2.59%
Weighted Average Underlying Years to Maturity		18 years 1 month 20 days	17 years 3 months 29 days
Derivative Instruments minimum maturity period (U.S. Treasury Futures / 10 Year and Greater)	10 years		10 years
Credit derivatives
Derivative [Line Items]
Current Notional	$ 410,000,000.0	$ 410,000,000.0	$ 451,000,000.0
Forward Starting Pay Fixed Swaps
Derivative [Line Items]
Current Notional	$ 130,000,000.0	$ 130,000,000.0	$ 0
Weighted Average Pay Rate	1.59%	1.59%