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DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details) - Notional - Long Positions - USD ($)
$ in Thousands
 6 Months Ended 12 Months Ended
Jun. 30, 2020
Dec. 31, 2019
Long pay    
Derivative [Line Items]    
Current Notional $ 4,625,000 $ 4,675,000
Weighted Average Underlying Fixed Rate 1.60% 2.53%
Weighted Average Underlying Years to Maturity 10 years 5 months 12 days 9 years 2 months 19 days
Weighted Average Months to Expiration 6 years 7 months 6 days 4 years 7 months 28 days
Long receive    
Derivative [Line Items]    
Current Notional $ 250,000 $ 2,000,000
Weighted Average Underlying Fixed Rate 1.66% 1.49%
Weighted Average Underlying Years to Maturity 10 years 6 months 10 days 10 years 3 months 14 days
Weighted Average Months to Expiration 6 years 3 months 7 days 3 years 4 months 24 days