Quarterly report pursuant to Section 13 or 15(d)

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

v3.21.2
Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaptions (Details) - USD ($)
 3 Months Ended 9 Months Ended
Mar. 31, 2021
Sep. 30, 2021
Jun. 30, 2021
Dec. 31, 2020
Sep. 30, 2020
Jun. 30, 2020
Dec. 31, 2019
Derivative [Line Items]              
Notional   $ (20,187,509,000) $ (23,094,926,000) $ (23,932,603,000) $ (25,836,064,000) $ (8,076,933,000) $ (48,445,497,000)
Interest Rate Swaption [Member] | Long [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]              
Derivative [Line Items]              
Cost Basis       (7,210,000)      
Fair Value       (2,448,000)      
Weighted Average Remaining Maturity 4 months 7 days            
Interest Rate Swaption [Member] | Long [Member] | Variable Income Interest Rate [Member] | Greater than or Equal to Six Months Remaining Maturity              
Derivative [Line Items]              
Cost Basis   (11,314,000)          
Fair Value   $ (6,715,000)          
Weighted Average Remaining Maturity   8 months 9 days          
Interest Rate Swaption [Member] | Long [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]              
Derivative [Line Items]              
Cost Basis       (3,010,000)      
Fair Value       0      
Weighted Average Remaining Maturity 29 days            
Interest Rate Swaption [Member] | Short [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]              
Derivative [Line Items]              
Cost Basis   $ (4,144,000)          
Fair Value   $ (4,096,000)          
Weighted Average Remaining Maturity   2 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       (2,600,000)      
Fair Value       (3,044,000)      
Weighted Average Remaining Maturity 5 months 4 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   $ (10,640,000)          
Fair Value   $ (8,300,000)          
Weighted Average Remaining Maturity   8 months 3 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       $ (2,800,000,000)      
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member] | London Interbank Offered Rate (LIBOR) [Member]              
Derivative [Line Items]              
Weighted Average Fixed Interest Rate       1.32%      
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member] | Greater than or Equal to Six Months Remaining Maturity              
Derivative [Line Items]              
Weighted Average Remaining Maturity   10 years          
Notional   $ (886,000,000)          
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member] | Greater than or Equal to Six Months Remaining Maturity | London Interbank Offered Rate (LIBOR) [Member]              
Derivative [Line Items]              
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       $ (2,000,000,000)      
Underlying Swap [Member] | Long [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member] | London Interbank Offered Rate (LIBOR) [Member]              
Derivative [Line Items]              
Weighted Average Fixed Interest Rate       0.23%      
Underlying Swap [Member] | Short [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]              
Derivative [Line Items]              
Weighted Average Remaining Maturity   10 years          
Notional   $ (740,000,000)          
Underlying Swap [Member] | Short [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member] | London Interbank Offered Rate (LIBOR) [Member]              
Derivative [Line Items]              
Weighted Average Fixed Interest Rate   1.77%          
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            
Notional       $ (1,050,000,000)      
Underlying Swap [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member] | London Interbank Offered Rate (LIBOR) [Member]              
Derivative [Line Items]              
Weighted Average Fixed Interest Rate       0.55%      
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          
Notional   $ (1,087,000,000)          
Underlying Swap [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Greater than or Equal to Six Months Remaining Maturity | London Interbank Offered Rate (LIBOR) [Member]              
Derivative [Line Items]              
Weighted Average Fixed Interest Rate   1.26%