DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details) - Notional - Long Positions - USD ($) $ in Thousands	3 Months Ended	12 Months Ended
	Mar. 31, 2020	Dec. 31, 2019
Long pay
Derivative [Line Items]
Current Notional	$ 3,675,000	$ 4,675,000
Weighted Average Underlying Fixed Rate	2.54%	2.53%
Weighted Average Underlying Years to Maturity	9 years 4 months 24 days	9 years 2 months 19 days
Weighted Average Months to Expiration	2 years 4 months 28 days	4 years 7 months 28 days
Long receive
Derivative [Line Items]
Current Notional	$ 750,000	$ 2,000,000
Weighted Average Underlying Fixed Rate	1.50%	1.49%
Weighted Average Underlying Years to Maturity	10 years 5 months 1 day	10 years 3 months 14 days
Weighted Average Months to Expiration	4 years 10 months 17 days	3 years 4 months 24 days