Derivatives - Narrative (Details) MMBTU in Thousands, Boe in Thousands, $ in Thousands	6 Months Ended	12 Months Ended
Jun. 30, 2022 USD ($) Boe MMBTU company	Dec. 31, 2021 USD ($) MMBTU Boe company	Dec. 31, 2020 USD ($)
Derivative [Line Items]
Derivative assets - Fair value	$ 708,284	$ 484,184
Derivative liabilities - Fair value	762,569	390,171
Credit-risk-related contingent features
Derivative [Line Items]
Aggregate fair value of derivative instruments in net liability position	31,600	66,800
Collateral posted	28,300	66,600
Derivative instruments designated as hedging instruments
Derivative [Line Items]
Notional amount	1,609,832	361,531
Derivative assets - Fair value	3,351	0
Derivative liabilities - Fair value	96	282
Derivative instruments designated as hedging instruments \| Interest rate swap \| Cash Flow Hedging
Derivative [Line Items]
Notional amount	1,000,000		$ 275,000
Net unrealized losses, net of tax, recorded in AOCI expected to be reclassified into earnings during next 12 months	11,300
Derivative instruments designated as hedging instruments \| Interest rate contracts \| Cash Flow Hedging
Derivative [Line Items]
Notional amount	1,525,000	275,000
Derivative assets - Fair value	586	0
Derivative liabilities - Fair value	96	57
Derivative instruments designated as hedging instruments \| Interest Rate Collar \| Cash Flow Hedging
Derivative [Line Items]
Notional amount	250,000
Derivatives not designated as hedging instruments
Derivative [Line Items]
Notional amount	20,346,090	19,522,661
Derivative assets - Fair value	704,933	484,184
Derivative liabilities - Fair value	762,473	389,889
Derivatives not designated as hedging instruments \| Interest rate contracts
Derivative [Line Items]
Notional amount	17,570,112	17,575,420
Derivative assets - Fair value	260,740	240,222
Derivative liabilities - Fair value	359,578	179,905
Derivatives not designated as hedging instruments \| Interest rate contracts \| Financial Counterparty
Derivative [Line Items]
Notional amount	8,830,000	8,800,000
Derivatives not designated as hedging instruments \| Interest rate contracts \| LCH
Derivative [Line Items]
Notional amount	2,240,000	2,790,000
Derivative assets - Fair value	113,200	18,100
Derivative liabilities - Fair value	2,200	79,900
Derivatives not designated as hedging instruments \| Foreign exchange contracts
Derivative [Line Items]
Notional amount	2,654,194	1,874,681
Derivative assets - Fair value	39,559	21,033
Derivative liabilities - Fair value	29,144	15,276
Derivatives not designated as hedging instruments \| Credit contracts
Derivative [Line Items]
Notional amount	121,784	72,560
Derivative assets - Fair value	0	0
Derivative liabilities - Fair value	76	141
Derivatives not designated as hedging instruments \| Credit contracts \| RPAs — protection sold
Derivative [Line Items]
Maximum exposure of RPAs with protection sold	$ 38	$ 3,200
Weighted average remaining maturity of outstanding RPAs	2 years 7 months 6 days	3 years 2 months 12 days
Derivatives not designated as hedging instruments \| Equity, Public Companies
Derivative [Line Items]
Number of companies that issued the equity (issuers portion only) \| company	1	1
Derivatives not designated as hedging instruments \| Equity contracts
Derivative [Line Items]
Notional amount	$ 0	$ 0
Derivative assets - Fair value	359	220
Derivative liabilities - Fair value	$ 0	$ 0
Derivatives not designated as hedging instruments \| Equity, Private Companies
Derivative [Line Items]
Number of companies that issued the equity (issuers portion only) \| company	13	12
Derivatives not designated as hedging instruments \| Commodity contracts
Derivative [Line Items]
Notional amount	$ 0	$ 0
Derivative assets - Fair value	404,275	222,709
Derivative liabilities - Fair value	373,675	194,567
Derivatives not designated as hedging instruments \| Commodity contracts \| Chicago Mercantile Exchange (CME)
Derivative [Line Items]
Derivative assets - Fair value	2,100	2,200
Derivative liabilities - Fair value	$ 28,900	$ 25,800
Derivatives not designated as hedging instruments \| Commodity contracts \| Chicago Mercantile Exchange (CME) \| Oil
Derivative [Line Items]
Derivative, nonmonetary notional amount, energy measure \| Boe	1,100	1,036
Derivatives not designated as hedging instruments \| Commodity contracts \| Chicago Mercantile Exchange (CME) \| Natural gas
Derivative [Line Items]
Derivative, nonmonetary notional amount, energy measure \| MMBTU	14,625	11,490
Maximum \| Derivatives not designated as hedging instruments \| Foreign exchange contracts
Derivative [Line Items]
Original maturity (in years)	1 year	1 year

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Number of Companies that Issued the Equity Contracts (Issuers Portion Only)

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- Definition

The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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Maximum potential amount of future undiscounted payments that could be required under the credit derivative, before reduction for potential recoveries under recourse or collateralization provisions.

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Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and elected not to be offset.

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Average remaining period until maturity of the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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Nominal energy measure used to calculate payments on a derivative instrument.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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