Derivative Instruments and Hedging Activities Schedule of Total Return Swaps (Details) - USD ($) |
Sep. 30, 2020 |
Jun. 30, 2020 |
Dec. 31, 2019 |
Sep. 30, 2019 |
Jun. 30, 2019 |
Dec. 31, 2018 |
---|---|---|---|---|---|---|
Derivative [Line Items] | ||||||
Notional | $ 25,836,064,000 | $ 8,076,933,000 | $ 48,445,497,000 | $ 54,226,205,000 | $ 55,549,424,000 | $ 36,528,169,000 |
Markit IOS Total Return Swap [Member] | ||||||
Derivative [Line Items] | ||||||
Notional | 41,890,000 | |||||
Fair Value | (29,000) | |||||
Cost Basis | (59,000) | |||||
Derivative, Unrealized Gains (Losses) | 30,000 | |||||
Markit IOS Total Return Swap [Member] | Maturity Date, 1/12/2043 [Member] | ||||||
Derivative [Line Items] | ||||||
Notional | 18,625,000 | |||||
Fair Value | 5,000 | |||||
Cost Basis | (30,000) | |||||
Derivative, Unrealized Gains (Losses) | 35,000 | |||||
Markit IOS Total Return Swap [Member] | Maturity Date, 1/12/2044 [Member] | ||||||
Derivative [Line Items] | ||||||
Notional | 23,265,000 | |||||
Fair Value | (34,000) | |||||
Cost Basis | (29,000) | |||||
Derivative, Unrealized Gains (Losses) | $ (5,000) |
X | ||||||||||
- Definition Cost (or upfront payable/receivable) as of the balance sheet date of the derivative or group of derivatives. No definition available.
|
X | ||||||||||
- Definition The aggregate net gain (loss) from increase (decrease) in fair value of derivatives. No definition available.
|
X | ||||||||||
- 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
|
X | ||||||||||
- 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.
|
X | ||||||||||
- Definition Nominal or face amount used to calculate payment on derivative. Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
|
X | ||||||||||
- Details
|
X | ||||||||||
- Details
|
X | ||||||||||
- Details
|