Quarterly report pursuant to Section 13 or 15(d)

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

v3.20.2
Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaptions (Details) - USD ($)
 3 Months Ended 6 Months Ended
Mar. 31, 2020
Jun. 30, 2019
Jun. 30, 2020
Dec. 31, 2019
Mar. 31, 2019
Dec. 31, 2018
Derivative [Line Items]            
Notional $ 60,549,307,000 $ 55,549,424,000 $ 8,076,933,000 $ 48,445,497,000 $ 58,777,783,000 $ 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       (24,700,000)    
Fair Value       16,095,000    
Weighted Average Remaining Maturity 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       (20,800,000)    
Fair Value       8,636,000    
Weighted Average Remaining Maturity 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       $ 7,525,000,000    
Weighted Average Remaining Maturity 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%    
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       $ 6,768,000,000    
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       1.28%