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DERIVATIVE INSTRUMENTS - Summary of Characteristics of Interest Rate Swaps (Details) - USD ($) | 3 Months Ended | 12 Months Ended
--- | --- | ---
Mar. 31, 2023 | Dec. 31, 2022
Interest rate swaps, at fair value |  |
Derivative [Line Items] |  |
Current Notional | $ 64,730,400,000 | $ 52,277,300,000
Weighted Average Pay Rate | 2.13% | 1.74%
Weighted Average Receive Rate | 4.87% | 4.28%
Weighted average years to maturity | 5 years 2 months 4 days | 5 years 3 months
Interest rate swaps, at fair value | LIBOR |  |
Derivative [Line Items] |  |
Notional amount, percentage | 0.13 | 0.17
Interest rate swaps, at fair value | Federal funds index swap |  |
Derivative [Line Items] |  |
Notional amount, percentage | 0.19 | 0.23
Interest rate swaps, at fair value | Secured Overnight Financing Rate |  |
Derivative [Line Items] |  |
Notional amount, percentage | 0.68 | 0.60
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 | $ 28,739,600,000 | $ 26,355,700,000
Weighted Average Pay Rate | 1.40% | 0.88%
Weighted Average Receive Rate | 4.85% | 4.33%
Weighted average years to maturity | 1 year 1 month 2 days | 9 months
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 | $ 7,393,000,000 | $ 1,120,400,000
Weighted Average Pay Rate | 2.93% | 2.53%
Weighted Average Receive Rate | 4.86% | 3.95%
Weighted average years to maturity | 4 years 9 months 25 days | 4 years 25 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 | $ 26,163,800,000 | $ 22,492,200,000
Weighted Average Pay Rate | 2.59% | 2.54%
Weighted Average Receive Rate | 4.88% | 4.24%
Weighted average years to maturity | 8 years 2 months 19 days | 8 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 Notional | $ 2,434,000,000 | $ 2,309,000,000
Weighted Average Pay Rate | 3.46% | 3.49%
Weighted Average Receive Rate | 4.82% | 4.26%
Weighted average years to maturity | 21 years 10 months 13 days | 22 years 11 months 4 days
Forward starting pay fixed swaps |  |
Derivative [Line Items] |  |
Current Notional | $ 0 | $ 0

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