DERIVATIVE INSTRUMENTS - Summary of Characteristics of Interest Rate Swaps (Details) - USD ($)	6 Months Ended	12 Months Ended
	Jun. 30, 2022	Dec. 31, 2021
Interest rate swaps, at fair value
Derivative [Line Items]
Current notional	$ 35,222,000,000	$ 45,907,300,000
Weighted Average Pay Rate	1.16%	0.59%
Weighted Average Receive Rate	1.65%	0.08%
Weighted average years to maturity	4 years 8 months 8 days	3 years 3 months 25 days
Interest rate swaps, at fair value | LIBOR
Derivative [Line Items]
Notional amount, percentage	0.23	0.18
Interest rate swaps, at fair value | Federal funds index swap
Derivative [Line Items]
Notional amount, percentage	0.35	0.53
Interest rate swaps, at fair value | Secured Overnight Financing Rate
Derivative [Line Items]
Notional amount, percentage	0.42	0.29
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	$ 20,807,400,000	$ 32,709,300,000
Weighted Average Pay Rate	0.79%	0.25%
Weighted Average Receive Rate	1.62%	0.06%
Weighted average years to maturity	1 year 1 month 28 days	1 year 1 month 6 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 notional	$ 1,420,400,000	$ 2,780,000,000
Weighted Average Pay Rate	1.62%	0.21%
Weighted Average Receive Rate	1.80%	0.07%
Weighted average years to maturity	4 years 3 months 3 days	3 years 5 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 notional	$ 11,583,200,000	$ 9,118,000,000
Weighted Average Pay Rate	1.72%	1.43%
Weighted Average Receive Rate	1.71%	0.13%
Weighted average years to maturity	9 years 3 months 25 days	9 years 18 days
Interest rate swaps, at fair value | Greater than 10 years
Derivative [Line Items]
Minimum maturity period	10 years	10 years
Current notional	$ 1,411,000,000	$ 1,300,000,000
Weighted Average Pay Rate	3.88%	4.04%
Weighted Average Receive Rate	1.39%	0.11%
Weighted average years to maturity	19 years 1 month 9 days	18 years 8 months 12 days
Forward starting pay fixed swaps
Derivative [Line Items]
Current notional	$ 0	$ 0