DERIVATIVE INSTRUMENTS - Summary of Characteristics of Interest Rate Swaps (Details) - USD ($)	9 Months Ended	12 Months Ended
	Sep. 30, 2021	Dec. 31, 2020
Interest rate swaps, at fair value
Derivative [Line Items]
Current Underlying Notional	$ 44,778,750,000	$ 34,329,650,000
Weighted Average Pay Rate	0.60%	0.92%
Weighted Average Receive Rate	0.07%	0.37%
Weighted Average Years to Maturity	3 years 8 months 19 days	3 years 11 months 8 days
Interest rate swaps, at fair value | LIBOR
Derivative [Line Items]
Notional Amount, Percentage	0.19	0.17
Interest rate swaps, at fair value | Federal funds index swap
Derivative [Line Items]
Notional Amount, Percentage	0.54	0.72
Interest rate swaps, at fair value | Secured Overnight Financing Rate
Derivative [Line Items]
Notional Amount, Percentage	0.27	0.11
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 Underlying Notional	$ 31,311,750,000	$ 23,680,150,000
Weighted Average Pay Rate	0.24%	0.27%
Weighted Average Receive Rate	0.06%	0.11%
Weighted Average Years to Maturity	1 year 3 months 18 days	1 year 11 months 15 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 Underlying Notional	$ 2,780,000,000	$ 3,600,000,000
Weighted Average Pay Rate	0.21%	0.18%
Weighted Average Receive Rate	0.06%	0.09%
Weighted Average Years to Maturity	3 years 8 months 19 days	4 years 2 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 Underlying Notional	$ 9,131,000,000	$ 5,565,500,000
Weighted Average Pay Rate	1.43%	1.40%
Weighted Average Receive Rate	0.10%	0.62%
Weighted Average Years to Maturity	9 years 3 months 14 days	7 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 Underlying Notional	$ 1,556,000,000	$ 1,484,000,000
Weighted Average Pay Rate	3.83%	3.06%
Weighted Average Receive Rate	0.10%	0.36%
Weighted Average Years to Maturity	19 years 8 months 26 days	20 years 6 months 7 days
Forward starting pay fixed swaps
Derivative [Line Items]
Current Underlying Notional	$ 0	$ 0