DERIVATIVE INSTRUMENTS - Summary of Characteristics of Interest Rate Swaps (Details) - USD ($)	3 Months Ended	12 Months Ended
	Mar. 31, 2020	Dec. 31, 2019
Interest rate swaps, at fair value
Derivative [Line Items]
Current Notional	$ 12,968,300,000	$ 74,146,350,000
Weighted Average Pay Rate	1.63%	1.84%
Weighted Average Receive Rate	1.16%	1.89%
Weighted Average Underlying Years to Maturity	9 years 10 days	4 years 2 months 23 days
Notional Amount, Percentage	0.31	0.75
Interest rate swaps, at fair value | 0 - 3 years
Derivative [Line Items]
Current Notional	$ 1,459,400,000	$ 38,942,400,000
Weighted Average Pay Rate	1.41%	1.60%
Weighted Average Receive Rate	1.03%	1.84%
Weighted Average Underlying Years to Maturity	2 years 11 months 23 days	1 year 3 months 14 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	$ 1,310,400,000	$ 16,097,450,000
Weighted Average Pay Rate	1.47%	1.77%
Weighted Average Receive Rate	0.93%	1.87%
Weighted Average Underlying Years to Maturity	2 years 11 months 19 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	$ 7,949,500,000	$ 16,176,500,000
Weighted Average Pay Rate	1.91%	2.20%
Weighted Average Receive Rate	1.56%	2.02%
Weighted Average Underlying Years to Maturity	8 years 8 months 23 days	9 years
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	$ 2,249,000,000	$ 2,930,000,000
Weighted Average Pay Rate	3.42%	3.76%
Weighted Average Receive Rate	1.21%	1.86%
Weighted Average Underlying Years to Maturity	17 years 6 months 14 days	17 years 10 months 17 days
Derivative Instruments minimum maturity period (U.S. Treasury Futures / 10 Year and Greater)	10 years	10 years
Overnight index swap
Derivative [Line Items]
Notional Amount, Percentage	0.64	0.25
Forward starting pay fixed swaps
Derivative [Line Items]
Current Notional	$ 0	$ 0