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Derivative Assets And Liabilities Table - Interest Rate Swaps Outstanding (Details) - USD ($)
$ in Millions

6 Months Ended

Jun. 30, 2023

Dec. 31, 2022

Discussion of Interest Rate Derivative Risk Management Policy

Interest Rate RiskWe are exposed to market risk for changes in interest rates. To maintain a cost effective capital structure, we borrow funds using a mix of fixed rate debt and variable rate debt. We also manage our interest rate exposure by utilizing interest rate swaps to achieve a desired mix of fixed and variable rate debt. We also utilize forward starting interest rate swaps to lock in the rate on a portion of our anticipated debt issuances.

July 2024

Description of Interest Rate Derivative Activities

^[1],[2]

Forward-starting to pay an average fixed rate of 3.388% and receive a floating rate

Derivative, Notional Amount

^[2]

$ 400

$ 400

April 2025

Description of Interest Rate Derivative Activities

^[3]

Pay a fixed rate of 3.785% and receive a floating rate (effective April 2023)

Derivative, Notional Amount

$ 700

$ 0

[1]	Floating rates are based on SOFR.
[2]	Represents the effective date. These forward-starting swaps have terms of 30 years with a mandatory termination date the same as the effective date.
[3]	Floating rates are based on SOFR.

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