DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details) - Notional - Long Positions - USD ($) $ in Thousands	3 Months Ended	12 Months Ended
	Sep. 30, 2019	Dec. 31, 2018
Long Pay
Derivative [Line Items]
Current Underlying Notional	$ 5,175,000	$ 4,075,000
Weighted Average Underlying Fixed Rate	2.57%	3.30%
Weighted Average Underlying Years to Maturity	9 years 6 months 18 days	10 years 29 days
Weighted Average Months to Expiration	7 months 7 days	3 months 2 days
Long Receive
Derivative [Line Items]
Current Underlying Notional	$ 2,000,000
Weighted Average Underlying Fixed Rate	1.49%
Weighted Average Underlying Years to Maturity	10 years 6 months 18 days
Weighted Average Months to Expiration	6 months 14 days