Annual report pursuant to Section 13 and 15(d)

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

v3.19.3.a.u2
Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaptions (Details) - USD ($)
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Derivative [Line Items]      
Notional $ 49,205,497,000 $ 36,528,169,000 $ 31,226,878,000
Interest Rate Swaption [Member] | Long [Member] | Variable Income Interest Rate [Member]      
Derivative [Line Items]      
Cost Basis (24,700,000) (13,255,000)  
Fair Value $ 16,095,000 $ 8,422,000  
Weighted Average Remaining Maturity 3 months 6 days 7 months 28 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) $ (4,855,000)  
Fair Value $ 16,095,000 $ 2,430,000  
Weighted Average Remaining Maturity 3 months 6 days 5 months 4 days  
Interest Rate Swaption [Member] | Long [Member] | Variable Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member]      
Derivative [Line Items]      
Cost Basis   $ (8,400,000)  
Fair Value   $ 5,992,000  
Weighted Average Remaining Maturity   8 months 18 days  
Interest Rate Swaption [Member] | Long [Member] | Fixed Income Interest Rate [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] | 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]      
Cost Basis $ (20,800,000) $ (13,255,000)  
Fair Value $ (8,636,000) $ 21,878,000  
Weighted Average Remaining Maturity 3 months 7 days 7 months 16 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) $ (4,855,000)  
Fair Value $ (8,636,000) $ 9,001,000  
Weighted Average Remaining Maturity 3 months 7 days 4 months 24 days  
Interest Rate Swaption [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member]      
Derivative [Line Items]      
Cost Basis   $ (8,400,000)  
Fair Value   $ 12,877,000  
Weighted Average Remaining Maturity   8 months 18 days  
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member]      
Derivative [Line Items]      
Notional $ 7,525,000,000 $ 1,700,000,000  
Weighted Average Remaining Maturity 10 years 10 years  
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member] | London Interbank Offered Rate (LIBOR) [Member]      
Derivative [Line Items]      
Weighted Average Fixed Interest Rate 2.27% 3.15%  
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 $ 900,000,000  
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% 3.16%  
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member]      
Derivative [Line Items]      
Notional   $ 800,000,000  
Weighted Average Remaining Maturity   10 years  
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member] | London Interbank Offered Rate (LIBOR) [Member]      
Derivative [Line Items]      
Weighted Average Fixed Interest Rate   3.14%  
Underlying Swap [Member] | Long [Member] | Fixed Income Interest Rate [Member]      
Derivative [Line Items]      
Notional $ 500,000,000    
Weighted Average Remaining Maturity 10 years    
Underlying Swap [Member] | Long [Member] | Fixed Income Interest Rate [Member] | London Interbank Offered Rate (LIBOR) [Member]      
Derivative [Line Items]      
Weighted Average Fixed Interest Rate 1.55%    
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    
Underlying Swap [Member] | Long [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 1.55%    
Underlying Swap [Member] | Short [Member] | Fixed Income Interest Rate [Member]      
Derivative [Line Items]      
Notional $ 6,768,000,000 $ 1,637,000,000  
Weighted Average Remaining Maturity 10 years 10 years  
Underlying Swap [Member] | Short [Member] | Fixed Income Interest Rate [Member] | London Interbank Offered Rate (LIBOR) [Member]      
Derivative [Line Items]      
Weighted Average Fixed Interest Rate 1.28% 2.65%  
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 $ 845,000,000  
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 1.28% 2.66%  
Underlying Swap [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member]      
Derivative [Line Items]      
Notional   $ 792,000,000  
Weighted Average Remaining Maturity   10 years  
Underlying Swap [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member] | London Interbank Offered Rate (LIBOR) [Member]      
Derivative [Line Items]      
Weighted Average Fixed Interest Rate   2.64%