Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities U.S. Treasury and Eurodollar Futures (Details)

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Derivative Instruments and Hedging Activities U.S. Treasury and Eurodollar Futures (Details) - USD ($)
 3 Months Ended 12 Months Ended
Mar. 31, 2022
Dec. 31, 2021
Mar. 31, 2021
Dec. 31, 2020
Derivative [Line Items]        
Notional $ (18,878,215,000) $ (17,159,801,000) $ (19,137,094,000) $ (23,932,603,000)
U.S. Treasury and Eurodollar Futures [Member]        
Derivative [Line Items]        
Fair Value $ 0 $ 35,362,000    
Weighted Average Remaining Maturity 327 days 370 days    
U.S. Treasury and Eurodollar Futures [Member] | Net Short Position [Member]        
Derivative [Line Items]        
Notional $ (7,516,650,000) $ (5,829,600,000)   $ (2,021,100,000)
U.S. Treasury and Eurodollar Futures [Member] | Net Long Position [Member]        
Derivative [Line Items]        
Notional     $ (1,185,100,000)  
U.S. Treasury and Eurodollar Futures [Member] | U.S. Treasury Futures [Member]        
Derivative [Line Items]        
Fair Value $ 0 $ 1,809,000    
Weighted Average Remaining Maturity 91 days 90 days    
U.S. Treasury and Eurodollar Futures [Member] | U.S. Treasury Futures [Member] | Net Short Position [Member]        
Derivative [Line Items]        
Notional $ (238,400,000)      
U.S. Treasury and Eurodollar Futures [Member] | U.S. Treasury Futures [Member] | Net Long Position [Member]        
Derivative [Line Items]        
Notional   $ (687,900,000)    
U.S. Treasury and Eurodollar Futures [Member] | Eurodollar Futures [Member] | Derivative Maturity Within One Year From Balance Sheet Date [Member]        
Derivative [Line Items]        
Fair Value $ 0 $ 15,121,000    
Weighted Average Remaining Maturity 232 days 213 days    
U.S. Treasury and Eurodollar Futures [Member] | Eurodollar Futures [Member] | Derivative Maturity Within One Year From Balance Sheet Date [Member] | Net Short Position [Member]        
Derivative [Line Items]        
Notional $ (4,707,000,000) $ (3,582,000,000)    
U.S. Treasury and Eurodollar Futures [Member] | Eurodollar Futures [Member] | Derivative Maturity Over One And Within Two Years From Balance Sheet Date [Member]        
Derivative [Line Items]        
Fair Value $ 0 $ 14,952,000    
Weighted Average Remaining Maturity 550 days 560 days    
U.S. Treasury and Eurodollar Futures [Member] | Eurodollar Futures [Member] | Derivative Maturity Over One And Within Two Years From Balance Sheet Date [Member] | Net Short Position [Member]        
Derivative [Line Items]        
Notional $ (2,238,250,000) $ (2,269,500,000)    
U.S. Treasury and Eurodollar Futures [Member] | Eurodollar Futures [Member] | Derivative Maturity Over Two And Within Three Years From Balance Sheet Date [Member]        
Derivative [Line Items]        
Fair Value $ 0 $ 3,480,000    
Weighted Average Remaining Maturity 809 days 854 days    
U.S. Treasury and Eurodollar Futures [Member] | Eurodollar Futures [Member] | Derivative Maturity Over Two And Within Three Years From Balance Sheet Date [Member] | Net Short Position [Member]        
Derivative [Line Items]        
Notional $ (333,000,000) $ (666,000,000)