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DERIVATIVE INSTRUMENTS - Summary of Characteristics of Interest Rate Swaps (Details) - USD ($) | 6 Months Ended | 12 Months Ended
--- | --- | ---
Jun. 30, 2020 | Dec. 31, 2019
Federal funds index swap |  |
Derivative [Line Items] |  |
Notional Amount, Percentage | 0.80 |
Interest rate swaps, at fair value |  |
Derivative [Line Items] |  |
Current Notional | $ 28,850,350,000 | $ 74,146,350,000
Weighted Average Pay Rate | 1.01% | 1.84%
Weighted Average Receive Rate | 0.75% | 1.89%
Weighted Average Underlying Years to Maturity | 4 years 10 months 13 days | 4 years 2 months 23 days
Notional Amount, Percentage | 0.17 | 0.75
Interest rate swaps, at fair value | 0 - 3 years |  |
Derivative [Line Items] |  |
Current Notional | $ 15,469,400,000 | $ 38,942,400,000
Weighted Average Pay Rate | 0.20% | 1.60%
Weighted Average Receive Rate | 0.42% | 1.84%
Weighted Average Underlying Years to Maturity | 2 years 4 months 13 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 | $ 6,215,450,000 | $ 16,097,450,000
Weighted Average Pay Rate | 0.73% | 1.77%
Weighted Average Receive Rate | 0.15% | 1.87%
Weighted Average Underlying Years to Maturity | 4 years 1 month 2 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 | $ 5,456,500,000 | $ 16,176,500,000
Weighted Average Pay Rate | 1.51% | 2.20%
Weighted Average Receive Rate | 1.18% | 2.02%
Weighted Average Underlying Years to Maturity | 8 years 2 months 19 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 | $ 1,709,000,000 | $ 2,930,000,000
Weighted Average Pay Rate | 3.16% | 3.76%
Weighted Average Receive Rate | 0.57% | 1.86%
Weighted Average Underlying Years to Maturity | 19 years 7 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 | 0.03 | 0.25
Forward starting pay fixed swaps |  |
Derivative [Line Items] |  |
Current Notional | $ 0 | $ 0

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