Quarterly report pursuant to Section 13 or 15(d)

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

v3.19.3
Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaptions (Details) - USD ($)
9 Months Ended 12 Months Ended
Sep. 30, 2019
Dec. 31, 2018
Jun. 30, 2019
Sep. 30, 2018
Jun. 30, 2018
Dec. 31, 2017
Derivative [Line Items]            
Notional $ 54,226,205,000 $ 36,528,169,000 $ 55,549,424,000 $ 41,330,283,000 $ 28,618,861,000 $ 31,226,878,000
Interest Rate Swaption [Member] | Long [Member] | Variable Income Interest Rate [Member]            
Derivative [Line Items]            
Cost Basis (5,395,000) (13,255,000)        
Fair Value $ (1,401,000) $ (8,422,000)        
Weighted Average Remaining Maturity 4 years 3 days 7 months 28 days        
Interest Rate Swaption [Member] | Long [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]            
Derivative [Line Items]            
Cost Basis $ (5,395,000) $ (4,855,000)        
Fair Value $ (1,401,000) $ (2,430,000)        
Weighted Average Remaining Maturity 4 years 3 days 5 months 4 days        
Interest Rate Swaption [Member] | Long [Member] | Variable Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member]            
Derivative [Line Items]            
Cost Basis   $ (8,400,000)        
Fair Value   $ (5,992,000)        
Weighted Average Remaining Maturity   8 months 18 days        
Interest Rate Swaption [Member] | Long [Member] | Fixed Income Interest Rate [Member]            
Derivative [Line Items]            
Cost Basis $ (4,100,000)          
Fair Value $ (7,882,000)          
Weighted Average Remaining Maturity 4 years 1 month 6 days          
Interest Rate Swaption [Member] | Long [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]            
Derivative [Line Items]            
Cost Basis $ (4,100,000)          
Fair Value $ (7,882,000)          
Weighted Average Remaining Maturity 4 years 1 month 6 days          
Interest Rate Swaption [Member] | Short [Member] | Fixed Income Interest Rate [Member]            
Derivative [Line Items]            
Cost Basis   $ (13,255,000)        
Fair Value   $ (21,878,000)        
Weighted Average Remaining Maturity   7 months 16 days        
Interest Rate Swaption [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]            
Derivative [Line Items]            
Cost Basis   $ (4,855,000)        
Fair Value   $ (9,001,000)        
Weighted Average Remaining Maturity   4 months 24 days        
Interest Rate Swaption [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member]            
Derivative [Line Items]            
Cost Basis   $ (8,400,000)        
Fair Value   $ (12,877,000)        
Weighted Average Remaining Maturity   8 months 18 days        
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member]            
Derivative [Line Items]            
Notional $ 1,250,000,000 $ 1,700,000,000        
Weighted Average Remaining Maturity 5 years 2 months 12 days 10 years        
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member] | London Interbank Offered Rate (LIBOR) [Member]            
Derivative [Line Items]            
Weighted Average Fixed Interest Rate 2.05% 3.15%        
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]            
Derivative [Line Items]            
Notional $ 1,250,000,000 $ 900,000,000        
Weighted Average Remaining Maturity 5 years 2 months 12 days 10 years        
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 2.05% 3.16%        
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member]            
Derivative [Line Items]            
Notional   $ 800,000,000        
Weighted Average Remaining Maturity   10 years        
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member] | London Interbank Offered Rate (LIBOR) [Member]            
Derivative [Line Items]            
Weighted Average Fixed Interest Rate   3.14%        
Underlying Swap [Member] | Long [Member] | Fixed Income Interest Rate [Member]            
Derivative [Line Items]            
Notional $ 500,000,000          
Weighted Average Remaining Maturity 10 years          
Underlying Swap [Member] | Long [Member] | Fixed Income Interest Rate [Member] | London Interbank Offered Rate (LIBOR) [Member]            
Derivative [Line Items]            
Weighted Average Fixed Interest Rate 1.55%          
Underlying Swap [Member] | Long [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]            
Derivative [Line Items]            
Notional $ 500,000,000          
Weighted Average Remaining Maturity 10 years          
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 1.55%          
Underlying Swap [Member] | Short [Member] | Fixed Income Interest Rate [Member]            
Derivative [Line Items]            
Notional   $ 1,637,000,000        
Weighted Average Remaining Maturity   10 years        
Underlying Swap [Member] | Short [Member] | Fixed Income Interest Rate [Member] | London Interbank Offered Rate (LIBOR) [Member]            
Derivative [Line Items]            
Weighted Average Fixed Interest Rate   2.65%        
Underlying Swap [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]            
Derivative [Line Items]            
Notional   $ 845,000,000        
Weighted Average Remaining Maturity   10 years        
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   2.66%        
Underlying Swap [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member]            
Derivative [Line Items]            
Notional   $ 792,000,000        
Weighted Average Remaining Maturity   10 years        
Underlying Swap [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member] | London Interbank Offered Rate (LIBOR) [Member]            
Derivative [Line Items]            
Weighted Average Fixed Interest Rate   2.64%