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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