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10-K
EX-21.01
EX-23.01
EX-31.01
EX-31.02
EX-32.01
EX-32.02
Derivative Instruments - Volume of Activity, in terms of Notional Amount, Related to Derivative Instruments (Details) - USD ($)
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Derivative [Line Items]
Beginning of Period
$ 0
$ 0
Additions
2,965,000,000
1,075,000,000
Scheduled Settlements
(2,965,000,000)
(1,075,000,000)
Early Terminations
0
0
End of Period
0
0
Interest Rate Swap
Derivative [Line Items]
Beginning of Period
275,000,000
2,985,000,000
Additions
750,000,000
275,000,000
Scheduled Settlements
0
(100,000,000)
Early Terminations
(875,000,000)
(2,885,000,000)
End of Period
150,000,000
275,000,000
2-year U.S. Treasury Note Futures
Derivative [Line Items]
Beginning of Period
0
0
Additions
50,000,000
1,150,000,000
Scheduled Settlements
(50,000,000)
0
Early Terminations
0
(1,150,000,000)
End of Period
0
0
10-year U.S. Treasury Note Futures
Derivative [Line Items]
Beginning of Period
0
0
Additions
590,100,000
765,000,000
Scheduled Settlements
(365,000,000)
0
Early Terminations
(200,100,000)
(765,000,000)
End of Period
25,000,000
0
Purchased Call Options on Ten Year U.S. Treasury Note Futures
Derivative [Line Items]
Beginning of Period
0
Additions
165,200,000
Scheduled Settlements
(65,200,000)
Early Terminations
(75,000,000)
End of Period
25,000,000
0
Put Options on S&P 500 ETF
Derivative [Line Items]
Beginning of Period
$ 0
0
Additions
1,850,000
Scheduled Settlements
(1,850,000)
Early Terminations
0
End of Period
$ 0