Derivative Instruments and Hedging Activities Schedule of Total Return Swaps (Details) - USD ($) |
Mar. 31, 2020 |
Dec. 31, 2019 |
Mar. 31, 2019 |
Dec. 31, 2018 |
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Derivative [Line Items] | ||||
Notional | $ 60,549,307,000 | $ 48,445,497,000 | $ 58,777,783,000 | $ 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) |
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- Definition Cost (or upfront payable/receivable) as of the balance sheet date of the derivative or group of derivatives. No definition available.
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- Definition The aggregate net gain (loss) from increase (decrease) in fair value of derivatives. No definition available.
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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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