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DERIVATIVE INSTRUMENTS - Summary of Characteristics of Interest Rate Swaps (Details) - USD ($) $ in Thousands | 12 Months Ended
--- | ---
Dec. 31, 2023 | Dec. 31, 2022
Interest rate swaps, at fair value |  |
Derivative [Line Items] |  |
Current notional | $ 58,829,554 | $ 52,277,300
Weighted Average Pay Rate | 3.04% | 1.74%
Weighted Average Receive Rate | 5.31% | 4.28%
Weighted Average Years to Maturity | 5 years 4 months 9 days | 5 years 3 months
Interest rate swaps, at fair value | LIBOR |  |
Derivative [Line Items] |  |
Nonmonetary notional amount, percentage |  | 0.17
Interest rate swaps, at fair value | Federal Funds Rate |  |
Derivative [Line Items] |  |
Nonmonetary notional amount, percentage | 0.06 | 0.23
Interest rate swaps, at fair value | Secured Overnight Financing Rate |  |
Derivative [Line Items] |  |
Nonmonetary notional amount, percentage | 0.94 | 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 | $ 21,397,358 | $ 26,355,700
Weighted Average Pay Rate | 3.17% | 0.88%
Weighted Average Receive Rate | 5.26% | 4.33%
Weighted Average Years to Maturity | 1 year 2 months 23 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 | $ 12,461,799 | $ 1,120,400
Weighted Average Pay Rate | 3.09% | 2.53%
Weighted Average Receive Rate | 5.37% | 3.95%
Weighted Average Years to Maturity | 4 years 9 months | 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 | $ 22,949,150 | $ 22,492,200
Weighted Average Pay Rate | 2.85% | 2.54%
Weighted Average Receive Rate | 5.34% | 4.24%
Weighted Average Years to Maturity | 8 years 7 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 | $ 2,021,247 | $ 2,309,000
Weighted Average Pay Rate | 3.53% | 3.49%
Weighted Average Receive Rate | 5.27% | 4.26%
Weighted Average Years to Maturity | 22 years 8 months 15 days | 22 years 11 months 4 days
Forward Starting Pay Fixed Swaps |  |
Derivative [Line Items] |  |
Current notional | $ 0 | $ 0

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