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DERIVATIVE INSTRUMENTS - Summary of Characteristics of Interest Rate Swaps (Details) - USD ($)
 9 Months Ended 12 Months Ended
Sep. 30, 2022
Dec. 31, 2021
Interest rate swaps, at fair value    
Derivative [Line Items]    
Current notional $ 40,867,500,000 $ 45,907,300,000
Weighted Average Pay Rate 1.53% 0.59%
Weighted Average Receive Rate 2.96% 0.08%
Weighted average years to maturity 5 years 4 months 24 days 3 years 3 months 25 days
Interest rate swaps, at fair value | LIBOR    
Derivative [Line Items]    
Notional amount, percentage 0.22 0.18
Interest rate swaps, at fair value | Federal funds index swap    
Derivative [Line Items]    
Notional amount, percentage 0.30 0.53
Interest rate swaps, at fair value | Secured Overnight Financing Rate    
Derivative [Line Items]    
Notional amount, percentage 0.48 0.29
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 notional $ 21,501,900,000 $ 32,709,300,000
Weighted Average Pay Rate 1.08% 0.25%
Weighted Average Receive Rate 2.95% 0.06%
Weighted average years to maturity 7 months 28 days 1 year 1 month 6 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 notional $ 1,120,400,000 $ 2,780,000,000
Weighted Average Pay Rate 2.20% 0.21%
Weighted Average Receive Rate 2.95% 0.07%
Weighted average years to maturity 4 years 3 months 25 days 3 years 5 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 notional $ 15,936,200,000 $ 9,118,000,000
Weighted Average Pay Rate 2.06% 1.43%
Weighted Average Receive Rate 2.99% 0.13%
Weighted average years to maturity 9 years 3 months 14 days 9 years 18 days
Interest rate swaps, at fair value | Greater than 10 years    
Derivative [Line Items]    
Minimum maturity period 10 years 10 years
Current notional $ 2,309,000,000 $ 1,300,000,000
Weighted Average Pay Rate 3.49% 4.04%
Weighted Average Receive Rate 2.89% 0.11%
Weighted average years to maturity 23 years 2 months 4 days 18 years 8 months 12 days
Forward starting pay fixed swaps    
Derivative [Line Items]    
Current notional $ 0 $ 0