DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details) - Notional - Long Positions - USD ($) $ in Thousands	3 Months Ended	6 Months Ended
	Mar. 31, 2021	Jun. 30, 2020	Dec. 31, 2020
Long pay
Derivative [Line Items]
Current Underlying Notional	$ 6,050,000		$ 8,050,000
Weighted Average Underlying Fixed Rate	1.27%		1.27%
Weighted Average Underlying Years to Maturity	10 years 3 months 7 days	10 years 4 months 24 days
Weighted Average Months to Expiration	4 years 14 days	5 years 5 months 1 day
Long receive
Derivative [Line Items]
Current Underlying Notional	$ 1,000,000		$ 250,000
Weighted Average Underlying Fixed Rate	1.45%		1.66%
Weighted Average Underlying Years to Maturity	10 years 11 months 12 days	10 years 7 days
Weighted Average Months to Expiration	11 years 5 months 4 days	1 month 17 days