Annual report pursuant to Section 13 and 15(d)

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

v3.20.4
Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaptions (Details) - USD ($)
 12 Months Ended
Dec. 31, 2020
Dec. 31, 2019
Dec. 31, 2018
Derivative [Line Items]      
Notional $ 23,932,603,000 $ 48,445,497,000 $ 36,528,169,000
Interest Rate Swaption [Member] | Long [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]      
Derivative [Line Items]      
Cost Basis (7,210,000) (24,700,000)  
Fair Value $ 2,448,000 $ 16,095,000  
Weighted Average Remaining Maturity 4 months 7 days 3 months 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 $ (3,010,000) $ (4,100,000)  
Fair Value $ 0 $ 342,000  
Weighted Average Remaining Maturity 29 days 1 month 3 days  
Interest Rate Swaption [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]      
Derivative [Line Items]      
Cost Basis $ (2,600,000) $ (20,800,000)  
Fair Value $ (3,044,000) $ 8,636,000  
Weighted Average Remaining Maturity 5 months 4 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]      
Weighted Average Remaining Maturity 10 years 10 years  
Notional $ 2,800,000,000 $ 7,525,000,000  
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member] | Secured Overnight Financing Rate (SOFR) Overnight Index Swap Rate      
Derivative [Line Items]      
Weighted Average Fixed Interest Rate 1.32%    
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member] | London Interbank Offered Rate (LIBOR) Swap Rate      
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]      
Weighted Average Remaining Maturity 10 years 10 years  
Notional $ 2,000,000,000 $ 500,000,000  
Weighted Average Fixed Interest Rate 0.23% 1.55%  
Underlying Swap [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]      
Derivative [Line Items]      
Weighted Average Remaining Maturity 10 years 10 years  
Notional $ 1,050,000,000 $ 6,768,000,000  
Weighted Average Fixed Interest Rate 0.55% 1.28%