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DERIVATIVE INSTRUMENTS - Summary of Characteristics of Interest Rate Swaps (Details) - USD ($) | 3 Months Ended | 9 Months Ended | 12 Months Ended
--- | --- | --- | ---
Sep. 30, 2019 | Sep. 30, 2019 | Dec. 31, 2018
Interest rate swaps, at fair value |  |  |
Derivative [Line Items] |  |  |
Current Notional | $ 73,181,850,000 | $ 73,181,850,000 | $ 70,465,700,000
Weighted Average Pay Rate | 1.88% | 1.88% | 2.17%
Weighted Average Receive Rate (3) | 2.16% | 2.16% | 2.68%
Weighted Average Underlying Years to Maturity |  | 4 years 3 months 25 days | 4 years 3 months 3 days
Interest rate swaps, at fair value | 0 - 3 years |  |  |
Derivative [Line Items] |  |  |
Current Notional | $ 41,234,400,000 | $ 41,234,400,000 | $ 31,900,200,000
Weighted Average Pay Rate | 1.62% | 1.62% | 1.84%
Weighted Average Receive Rate (3) | 2.11% | 2.11% | 2.73%
Weighted Average Underlying Years to Maturity |  | 1 year 5 months 1 day | 1 year 2 months 15 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 | $ 12,815,950,000 | $ 12,815,950,000 | $ 16,603,200,000
Weighted Average Pay Rate | 1.91% | 1.91% | 2.29%
Weighted Average Receive Rate (3) | 2.19% | 2.19% | 2.70%
Weighted Average Underlying Years to Maturity |  | 4 years 6 months 29 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 | $ 16,071,500,000 | $ 16,071,500,000 | $ 18,060,900,000
Weighted Average Pay Rate | 2.23% | 2.23% | 2.57%
Weighted Average Receive Rate (3) | 2.29% | 2.29% | 2.56%
Weighted Average Underlying Years to Maturity |  | 9 years 2 months 26 days | 8 years 7 months 13 days
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 | $ 3,060,000,000 | $ 3,060,000,000 | $ 3,901,400,000
Weighted Average Pay Rate | 3.76% | 3.76% | 3.63%
Weighted Average Receive Rate (3) | 2.11% | 2.11% | 2.59%
Weighted Average Underlying Years to Maturity |  | 18 years 1 month 20 days | 17 years 3 months 29 days
Derivative Instruments minimum maturity period (U.S. Treasury Futures / 10 Year and Greater) | 10 years |  | 10 years
Credit derivatives |  |  |
Derivative [Line Items] |  |  |
Current Notional | $ 410,000,000.0 | $ 410,000,000.0 | $ 451,000,000.0
Forward Starting Pay Fixed Swaps |  |  |
Derivative [Line Items] |  |  |
Current Notional | $ 130,000,000.0 | $ 130,000,000.0 | $ 0
Weighted Average Pay Rate | 1.59% | 1.59% |

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- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column B + Details
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