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DERIVATIVE INSTRUMENTS - Summary of Characteristics of Interest Rate Swaps (Details) - Interest rate swaps, at fair value - USD ($) $ in Thousands | 9 Months Ended | 12 Months Ended
--- | --- | ---
Sep. 30, 2024 | Dec. 31, 2023
Derivative [Line Items] |  |
Current Notional | $ 55,145,571 | $ 58,829,554
Weighted Average Pay Rate | 3.05% | 3.04%
Weighted Average Receive Rate | 4.94% | 5.31%
Weighted Average Years to Maturity | 5 years 29 days | 5 years 4 months 9 days
Federal funds index swap |  |
Derivative [Line Items] |  |
Notional amount, percentage | 7.00% | 6.00%
Secured Overnight Financing Rate |  |
Derivative [Line Items] |  |
Notional amount, percentage | 93.00% | 94.00%
0 - 3 years |  |
Derivative [Line Items] |  |
Minimum maturity period | 0 years | 0 years
Maximum maturity period | 3 years | 3 years
Current Notional | $ 19,961,229 | $ 21,397,358
Weighted Average Pay Rate | 3.33% | 3.17%
Weighted Average Receive Rate | 4.95% | 5.26%
Weighted Average Years to Maturity | 1 year 18 days | 1 year 2 months 23 days
3 - 6 years |  |
Derivative [Line Items] |  |
Minimum maturity period | 3 years | 3 years
Maximum maturity period | 6 years | 6 years
Current Notional | $ 13,510,021 | $ 12,461,799
Weighted Average Pay Rate | 3.10% | 3.09%
Weighted Average Receive Rate | 4.94% | 5.37%
Weighted Average Years to Maturity | 4 years 7 months 13 days | 4 years 9 months
6 - 10 years |  |
Derivative [Line Items] |  |
Minimum maturity period | 6 years | 6 years
Maximum maturity period | 10 years | 10 years
Current Notional | $ 20,114,937 | $ 22,949,150
Weighted Average Pay Rate | 2.77% | 2.85%
Weighted Average Receive Rate | 4.95% | 5.34%
Weighted Average Years to Maturity | 7 years 11 months 19 days | 8 years 7 days
Greater than 10 years |  |
Derivative [Line Items] |  |
Minimum maturity period | 10 years | 10 years
Current Notional | $ 1,559,384 | $ 2,021,247
Weighted Average Pay Rate | 3.44% | 3.53%
Weighted Average Receive Rate | 4.84% | 5.27%
Weighted Average Years to Maturity | 23 years 6 months | 22 years 8 months 15 days

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