DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details) - Notional - Long Positions - USD ($) $ in Thousands	12 Months Ended
	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