Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaptions (Details)

v3.22.2
Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaptions (Details) - USD ($)
 6 Months Ended
Dec. 31, 2021
Jun. 30, 2022
Mar. 31, 2022
Jun. 30, 2021
Mar. 31, 2021
Dec. 31, 2020
Derivative [Line Items]            
Notional $ (17,159,801,000) $ (2,978,027,000) $ (18,878,215,000) $ (23,094,926,000) $ (19,137,094,000) $ (23,932,603,000)
Percentage of Underlying Swaps Tied to SOFR   63.80%        
Percentage of Underlying Swaps Tied to LIBOR 100.00% 36.20%        
Interest Rate Swaption [Member] | Long [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]            
Derivative [Line Items]            
Cost Basis $ (11,314,000)          
Fair Value $ (3,539,000)          
Weighted Average Remaining Maturity 5 months 10 days          
Interest Rate Swaption [Member] | Long [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]            
Derivative [Line Items]            
Cost Basis   $ (1,229,000)        
Fair Value   $ (626,000)        
Weighted Average Remaining Maturity   1 month 2 days        
Interest Rate Swaption [Member] | Short [Member] | Variable Income Interest Rate [Member] | Greater than or Equal to Six Months Remaining Maturity            
Derivative [Line Items]            
Cost Basis $ (26,329,000) $ (35,778,000)        
Fair Value $ (23,958,000) $ (82,834,000)        
Weighted Average Remaining Maturity 1 year 5 months 24 days 1 year 6 months 6 days        
Interest Rate Swaption [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]            
Derivative [Line Items]            
Cost Basis $ (10,640,000) $ (400,000)        
Fair Value $ (6,856,000) $ (86,000)        
Weighted Average Remaining Maturity 5 months 3 days 1 month 2 days        
Interest Rate Swaption [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Greater than or Equal to Six Months Remaining Maturity            
Derivative [Line Items]            
Cost Basis $ (26,329,000) $ (35,778,000)        
Fair Value $ (24,468,000) $ (11,392,000)        
Weighted Average Remaining Maturity 1 year 6 months 28 days 1 year 6 months 28 days        
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]            
Derivative [Line Items]            
Weighted Average Remaining Maturity 10 years          
Notional $ (886,000,000)          
Weighted Average Fixed Interest Rate 2.26%          
Underlying Swap [Member] | Long [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]            
Derivative [Line Items]            
Weighted Average Remaining Maturity   10 years        
Notional   $ (100,000,000)        
Weighted Average Fixed Interest Rate   2.60%        
Underlying Swap [Member] | Short [Member] | Variable Income Interest Rate [Member] | Greater than or Equal to Six Months Remaining Maturity            
Derivative [Line Items]            
Weighted Average Remaining Maturity 10 years 10 years        
Notional $ (780,000,000) $ (840,000,000)        
Weighted Average Fixed Interest Rate 1.72% 1.86%        
Underlying Swap [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]            
Derivative [Line Items]            
Weighted Average Remaining Maturity 10 years 10 years        
Notional $ (1,087,000,000) $ (100,000,000)        
Weighted Average Fixed Interest Rate 1.26% 2.20%        
Underlying Swap [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Greater than or Equal to Six Months Remaining Maturity            
Derivative [Line Items]            
Weighted Average Remaining Maturity 10 years 10 years        
Notional $ (780,000,000) $ (840,000,000)        
Weighted Average Fixed Interest Rate 1.72% 1.86%