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DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details) - Notional - Long Positions - USD ($) $ in Thousands | 12 Months Ended
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Dec. 31, 2020 | Dec. 31, 2019
Long Pay |  |
Derivative [Line Items] |  |
Current Notional | $ 8,050,000 | $ 4,675,000
Weighted Average Underlying Fixed Rate | 1.27% | 2.53%
Weighted Average Years to Maturity | 10 years 4 months 24 days | 9 years 2 months 19 days
Weighted Average Months to Expiration | 5 years 5 months 1 day | 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 Years to Maturity | 10 years 7 days | 10 years 3 months 14 days
Weighted Average Months to Expiration | 1 month 17 days | 3 years 4 months 24 days

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- Definition Interest rate swaptions weighted average underlying pay rate. + References No definition available. + Details
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- Definition Average remaining period until maturity of the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References No definition available. + Details
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- Definition Nominal or face amount used to calculate payment on derivative. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1B -URI http://asc.fasb.org/extlink&oid=121590274&loc=SL5580258-113959 Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -Subparagraph (d) -URI http://asc.fasb.org/extlink&oid=121590274&loc=SL5579245-113959 + Details
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