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DERIVATIVE INSTRUMENTS - Summary of Characteristics of Interest Rate Swaps (Details) - USD ($) | 12 Months Ended
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Dec. 31, 2022 | Dec. 31, 2021
Interest rate swaps, at fair value |  |
Derivative [Line Items] |  |
Current Notional | $ 52,277,300,000 | $ 45,907,300,000
Weighted Average Pay Rate | 1.74% | 0.59%
Weighted Average Receive Rate | 4.28% | 0.08%
Weighted Average Years to Maturity | 5 years 3 months | 3 years 3 months 25 days
Interest rate swaps, at fair value | LIBOR |  |
Derivative [Line Items] |  |
Nonmonetary notional amount, percentage | 0.17 | 0.18
Interest rate swaps, at fair value | Federal Funds Rate |  |
Derivative [Line Items] |  |
Nonmonetary notional amount, percentage | 0.23 | 0.53
Interest rate swaps, at fair value | Secured Overnight Financing Rate |  |
Derivative [Line Items] |  |
Nonmonetary notional amount, percentage | 0.60 | 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 | $ 26,355,700,000 | $ 32,709,300,000
Weighted Average Pay Rate | 0.88% | 0.25%
Weighted Average Receive Rate | 4.33% | 0.06%
Weighted Average Years to Maturity | 9 months | 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 | 2.53% | 0.21%
Weighted Average Receive Rate | 3.95% | 0.07%
Weighted Average Years to Maturity | 4 years 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 | $ 22,492,200,000 | $ 9,118,000,000
Weighted Average Pay Rate | 2.54% | 1.43%
Weighted Average Receive Rate | 4.24% | 0.13%
Weighted Average Years to Maturity | 8 years 9 months 3 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 | 4.26% | 0.11%
Weighted Average Years to Maturity | 22 years 11 months 4 days | 18 years 8 months 12 days
Forward Starting Pay Fixed Swaps |  |
Derivative [Line Items] |  |
Current Notional | $ 0 | $ 0

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