Quarterly report pursuant to Section 13 or 15(d)

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

v3.20.1
Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaptions (Details) - USD ($)
3 Months Ended 12 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Dec. 31, 2019
Dec. 31, 2018
Derivative [Line Items]        
Notional $ 60,549,307,000 $ 58,777,783,000 $ 48,445,497,000 $ 36,528,169,000
Interest Rate Swaption [Member] | Long [Member] | Variable Income Interest Rate [Member]        
Derivative [Line Items]        
Weighted Average Remaining Maturity     3 months 6 days  
Interest Rate Swaption [Member] | Long [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]        
Derivative [Line Items]        
Cost Basis (9,000,000)   $ (24,700,000)  
Fair Value $ 2,000   $ 16,095,000  
Weighted Average Remaining Maturity 28 days   3 months 6 days  
Interest Rate Swaption [Member] | Long [Member] | Fixed Income Interest Rate [Member]        
Derivative [Line Items]        
Weighted Average Remaining Maturity     1 month 3 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     $ 342,000  
Weighted Average Remaining Maturity   1 month 3 days    
Interest Rate Swaption [Member] | Short [Member] | Fixed Income Interest Rate [Member]        
Derivative [Line Items]        
Weighted Average Remaining Maturity     3 months 7 days  
Interest Rate Swaption [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]        
Derivative [Line Items]        
Cost Basis $ (4,500,000)   $ (20,800,000)  
Fair Value $ (62,715,000)   $ 8,636,000  
Weighted Average Remaining Maturity 28 days   3 months 7 days  
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]        
Derivative [Line Items]        
Notional $ 2,550,000,000   $ 7,525,000,000  
Weighted Average Remaining Maturity 10 years   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 2.27%   2.27%  
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  
Weighted Average Fixed Interest Rate     1.55%  
Underlying Swap [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]        
Derivative [Line Items]        
Notional $ 1,174,000,000   $ 6,768,000,000  
Weighted Average Remaining Maturity 10 years   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 1.26%   1.28%