DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details) - Notional - Long Positions - USD ($) $ in Thousands	3 Months Ended	12 Months Ended
	Dec. 31, 2019	Dec. 31, 2019	Dec. 31, 2018
Long Pay
Derivative [Line Items]
Current notional	$ 4,675,000	$ 4,675,000	$ 4,075,000
Weighted average underlying pay rate	2.53%	2.53%	3.30%
Weighted average underlying years to maturity	9 years 2 months 19 days		10 years 29 days
Weighted average months to expiration		4 years 7 months 28 days	3 years 21 days
Long Receive
Derivative [Line Items]
Current notional	$ 2,000,000	$ 2,000,000
Weighted average underlying pay rate	1.49%	1.49%
Weighted average underlying years to maturity	10 years 3 months 14 days
Weighted average months to expiration		3 years 4 months 24 days