DERIVATIVE INSTRUMENTS - Summary of Characteristics of Interest Rate Swaps (Details) - USD ($)	9 Months Ended	12 Months Ended
	Sep. 30, 2020	Dec. 31, 2019
Federal funds index swap
Derivative [Line Items]
Notional Amount, Percentage	0.77
Interest rate swaps, at fair value
Derivative [Line Items]
Current Notional	$ 32,227,200,000	$ 74,146,350,000
Weighted Average Pay Rate	0.91%	1.84%
Weighted Average Receive Rate	0.48%	1.89%
Weighted Average Underlying Years to Maturity	4 years 6 months 3 days	4 years 2 months 23 days
Notional Amount, Percentage	0.12	0.75
Interest rate swaps, at fair value | 0 - 3 years
Derivative [Line Items]
Current Notional	$ 17,816,700,000	$ 38,942,400,000
Weighted Average Pay Rate	0.14%	1.60%
Weighted Average Receive Rate	0.41%	1.84%
Weighted Average Underlying Years to Maturity	2 years 3 months 7 days	1 year 3 months 14 days
Derivative Instruments minimum maturity period (in years)	0 years	0 years
Derivative Instruments maximum maturity period (in years)	3 years	3 years
Interest rate swaps, at fair value | 3 - 6 years
Derivative [Line Items]
Current Notional	$ 7,255,000,000	$ 16,097,450,000
Weighted Average Pay Rate	0.69%	1.77%
Weighted Average Receive Rate	0.09%	1.87%
Weighted Average Underlying Years to Maturity	3 years 10 months 13 days	4 years 3 months 18 days
Derivative Instruments minimum maturity period (in years)	3 years	3 years
Derivative Instruments maximum maturity period (in years)	6 years	6 years
Interest rate swaps, at fair value | 6 - 10 years
Derivative [Line Items]
Current Notional	$ 5,806,500,000	$ 16,176,500,000
Weighted Average Pay Rate	1.43%	2.20%
Weighted Average Receive Rate	0.65%	2.02%
Weighted Average Underlying Years to Maturity	8 years 1 month 2 days	9 years
Derivative Instruments minimum maturity period (in years)	6 years	6 years
Derivative Instruments maximum maturity period (in years)	10 years	10 years
Interest rate swaps, at fair value | Greater than 10 years
Derivative [Line Items]
Current Notional	$ 1,349,000,000	$ 2,930,000,000
Weighted Average Pay Rate	2.90%	3.76%
Weighted Average Receive Rate	0.39%	1.86%
Weighted Average Underlying Years to Maturity	21 years 10 months 6 days	17 years 10 months 17 days
Derivative Instruments minimum maturity period (in years)	10 years	10 years
Overnight index swap
Derivative [Line Items]
Notional Amount, Percentage	0.11	0.25
Forward starting pay fixed swaps
Derivative [Line Items]
Current Notional	$ 655,000,000.0	$ 0