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DERIVATIVE INSTRUMENTS - Summary of Characteristics of Interest Rate Swaps (Details) - USD ($) | 3 Months Ended | 12 Months Ended
--- | --- | ---
Mar. 31, 2021 | Dec. 31, 2020
Interest rate swaps, at fair value |  |
Derivative [Line Items] |  |
Current Underlying Notional | $ 39,816,500,000 | $ 34,329,650,000
Weighted Average Pay Rate | 0.80% | 0.92%
Weighted Average Receive Rate | 0.34% | 0.37%
Weighted Average Underlying Years to Maturity | 3 years 3 months 10 days | 3 years 11 months 8 days
Interest rate swaps, at fair value | LIBOR |  |
Derivative [Line Items] |  |
Notional Amount, Percentage | 0.08 | 0.17
Interest rate swaps, at fair value | Federal funds index swap |  |
Derivative [Line Items] |  |
Notional Amount, Percentage | 0.62 | 0.72
Interest rate swaps, at fair value | Secured Overnight Financing Rate (SOFR) |  |
Derivative [Line Items] |  |
Notional Amount, Percentage | 0.30 | 0.11
Interest rate swaps, at fair value | 0 - 3 years |  |
Derivative [Line Items] |  |
Minimum Maturity Period | 0 years | 0 years
Maximum Maturity Period | 3 years | 3 years
Current Underlying Notional | $ 31,167,000,000 | $ 23,680,150,000
Weighted Average Pay Rate | 0.24% | 0.27%
Weighted Average Receive Rate | 0.06% | 0.11%
Weighted Average Underlying Years to Maturity | 1 year 9 months 18 days | 1 year 11 months 15 days
Interest rate swaps, at fair value | 3 - 6 years |  |
Derivative [Line Items] |  |
Minimum Maturity Period | 3 years | 3 years
Maximum Maturity Period | 6 years | 6 years
Current Underlying Notional | $ 3,100,000,000 | $ 3,600,000,000
Weighted Average Pay Rate | 0.13% | 0.18%
Weighted Average Receive Rate | 0.06% | 0.09%
Weighted Average Underlying Years to Maturity | 4 years 1 month 17 days | 4 years 2 months 15 days
Interest rate swaps, at fair value | 6 - 10 years |  |
Derivative [Line Items] |  |
Minimum Maturity Period | 6 years | 6 years
Maximum Maturity Period | 10 years | 10 years
Current Underlying Notional | $ 4,065,500,000 | $ 5,565,500,000
Weighted Average Pay Rate | 1.27% | 1.40%
Weighted Average Receive Rate | 0.65% | 0.62%
Weighted Average Underlying Years to Maturity | 7 years 9 months 7 days | 7 years 9 months 3 days
Interest rate swaps, at fair value | Greater than 10 years |  |
Derivative [Line Items] |  |
Minimum Maturity Period | 10 years | 10 years
Current Underlying Notional | $ 1,484,000,000 | $ 1,484,000,000
Weighted Average Pay Rate | 3.06% | 3.06%
Weighted Average Receive Rate | 0.33% | 0.36%
Weighted Average Underlying Years to Maturity | 20 years 3 months 7 days | 20 years 6 months 7 days
Forward starting pay fixed swaps |  |
Derivative [Line Items] |  |
Current Underlying Notional | $ 0 | $ 0

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