Derivative Instruments and Hedging Activities U.S. Treasury Futures (Details) - USD ($) |
Jun. 30, 2020 |
Mar. 31, 2020 |
Dec. 31, 2019 |
Jun. 30, 2019 |
Mar. 31, 2019 |
Dec. 31, 2018 |
|---|---|---|---|---|---|---|
| Derivative [Line Items] | ||||||
| Notional | $ 8,076,933,000 | $ 60,549,307,000 | $ 48,445,497,000 | $ 55,549,424,000 | $ 58,777,783,000 | $ 36,528,169,000 |
| Derivative Financial Instruments, Liabilities [Member] | ||||||
| Derivative [Line Items] | ||||||
| Notional | 5,679,000,000 | 34,862,360,000 | ||||
| Fair Value | (1,298,000) | (6,740,000) | ||||
| Derivative Financial Instruments, Assets [Member] | ||||||
| Derivative [Line Items] | ||||||
| Notional | 2,397,933,000 | 14,343,137,000 | ||||
| Fair Value | $ 110,527,000 | 188,051,000 | ||||
| U.S. Treasury Futures [Member] | ||||||
| Derivative [Line Items] | ||||||
| Notional | 380,000,000.0 | |||||
| U.S. Treasury Futures [Member] | Derivative Financial Instruments, Liabilities [Member] | ||||||
| Derivative [Line Items] | ||||||
| Notional | 0 | |||||
| Fair Value | 0 | |||||
| U.S. Treasury Futures [Member] | Derivative Financial Instruments, Assets [Member] | ||||||
| Derivative [Line Items] | ||||||
| Notional | 380,000,000 | |||||
| Fair Value | $ 502,000 |
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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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