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DERIVATIVE INSTRUMENTS - Summary of Characteristics of Interest Rate Swaps (Details) - USD ($) $ in Thousands | 9 Months Ended | 12 Months Ended
--- | --- | ---
Sep. 30, 2023 | Dec. 31, 2022
Interest rate swaps, at fair value |  |
Derivative [Line Items] |  |
Current Notional | $ 57,719,554 | $ 52,277,300
Weighted Average Pay Rate | 2.61% | 1.74%
Weighted Average Receive Rate | 5.27% | 4.28%
Weighted average years to maturity | 5 years 8 months 4 days | 5 years 3 months
Interest rate swaps, at fair value | LIBOR |  |
Derivative [Line Items] |  |
Notional amount, percentage |  | 0.17
Interest rate swaps, at fair value | Federal funds index swap |  |
Derivative [Line Items] |  |
Notional amount, percentage | 0.11 | 0.23
Interest rate swaps, at fair value | Secured Overnight Financing Rate |  |
Derivative [Line Items] |  |
Notional amount, percentage | 0.89 | 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 | $ 18,782,358 | $ 26,355,700
Weighted Average Pay Rate | 2.28% | 0.88%
Weighted Average Receive Rate | 5.20% | 4.33%
Weighted average years to maturity | 9 months 3 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 | $ 7,964,799 | $ 1,120,400
Weighted Average Pay Rate | 2.89% | 2.53%
Weighted Average Receive Rate | 5.30% | 3.95%
Weighted average years to maturity | 4 years 4 months 9 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 | $ 28,331,637 | $ 22,492,200
Weighted Average Pay Rate | 2.71% | 2.54%
Weighted Average Receive Rate | 5.33% | 4.24%
Weighted average years to maturity | 7 years 10 months 20 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 | $ 2,640,760 | $ 2,309,000
Weighted Average Pay Rate | 3.63% | 3.49%
Weighted Average Receive Rate | 5.24% | 4.26%
Weighted average years to maturity | 20 years 10 months 9 days | 22 years 11 months 4 days
Forward starting pay fixed swaps |  |
Derivative [Line Items] |  |
Current Notional | $ 734,000 | $ 0

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