Annual report pursuant to Section 13 and 15(d)

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

v3.22.0.1
Derivative Instruments and Hedging Activities U.S. Treasury and Eurodollar Futures (Details) - USD ($)
 12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
Derivative [Line Items]      
Notional $ (17,159,801,000) $ (23,932,603,000) $ (48,445,497,000)
U.S. Treasury and Eurodollar Futures [Member]      
Derivative [Line Items]      
Notional (5,829,600,000) (2,021,100,000)  
Fair Value $ 35,362,000 $ 3,675,000  
Weighted Average Remaining Maturity 370 days 90 days  
U.S. Treasury and Eurodollar Futures [Member] | U.S. Treasury Futures [Member]      
Derivative [Line Items]      
Notional $ (687,900,000) $ (2,021,100,000)  
Fair Value $ 1,809,000 $ 3,675,000  
Weighted Average Remaining Maturity 90 days 90 days  
U.S. Treasury and Eurodollar Futures [Member] | Eurodollar Futures [Member] | Derivative Maturity Within One Year From Balance Sheet Date [Member]      
Derivative [Line Items]      
Notional $ (3,582,000,000) $ 0  
Fair Value $ 15,121,000 $ 0  
Weighted Average Remaining Maturity 213 days 0 days  
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]      
Notional $ (2,269,500,000) $ 0  
Fair Value $ 14,952,000 $ 0  
Weighted Average Remaining Maturity 560 days 0 days  
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]      
Notional $ (666,000,000) $ 0  
Fair Value $ 3,480,000 $ 0  
Weighted Average Remaining Maturity 854 days 0 days