Derivative Instruments and Hedging Activities U.S. Treasury and Eurodollar Futures (Details) - USD ($) |
Jun. 30, 2021 |
Mar. 31, 2021 |
Dec. 31, 2020 |
Jun. 30, 2020 |
Mar. 31, 2020 |
Dec. 31, 2019 |
|---|---|---|---|---|---|---|
| Derivative [Line Items] | ||||||
| Notional | $ 23,094,926,000 | $ 19,137,094,000 | $ 23,932,603,000 | $ 8,076,933,000 | $ 60,549,307,000 | $ 48,445,497,000 |
| Derivative assets | ||||||
| Derivative [Line Items] | ||||||
| Notional | 4,717,273,000 | 10,039,262,000 | ||||
| Fair Value | 60,376,000 | 95,937,000 | ||||
| Derivative liabilities | ||||||
| Derivative [Line Items] | ||||||
| Notional | 18,377,653,000 | 13,893,341,000 | ||||
| Fair Value | (14,208,000) | (11,058,000) | ||||
| U.S. Treasury and Eurodollar Futures [Member] | ||||||
| Derivative [Line Items] | ||||||
| Notional | 513,500,000 | 2,000,000,000.0 | ||||
| U.S. Treasury and Eurodollar Futures [Member] | Derivative assets | ||||||
| Derivative [Line Items] | ||||||
| Notional | 59,200,000 | 2,021,100,000 | ||||
| Fair Value | 7,000 | 3,675,000 | ||||
| U.S. Treasury and Eurodollar Futures [Member] | Derivative liabilities | ||||||
| Derivative [Line Items] | ||||||
| Notional | 572,700,000 | 0 | ||||
| Fair Value | $ (2,506,000) | $ 0 |
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- Definition Fair value of the assets less the liabilities of a derivative or group of derivatives. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition 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. No definition available.
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- Definition Nominal or face amount used to calculate payment on derivative. Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
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