Quarterly report pursuant to Section 13 or 15(d)

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

v3.20.2
Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaptions (Details) - USD ($)
 9 Months Ended 12 Months Ended
Sep. 30, 2020
Dec. 31, 2019
Jun. 30, 2020
Sep. 30, 2019
Jun. 30, 2019
Dec. 31, 2018
Derivative [Line Items]            
Notional $ 25,836,064,000 $ 48,445,497,000 $ 8,076,933,000 $ 54,226,205,000 $ 55,549,424,000 $ 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 (5,780,000) (24,700,000)        
Fair Value $ 6,942,000 $ 16,095,000        
Weighted Average Remaining Maturity 3 months 11 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 $ (4,000,000) $ (4,100,000)        
Fair Value $ 3,849,000 $ 342,000        
Weighted Average Remaining Maturity 3 months 11 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   $ (20,800,000)        
Fair Value   $ 8,636,000        
Weighted Average Remaining Maturity   3 months 7 days        
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]            
Derivative [Line Items]            
Notional $ 3,000,000,000 $ 7,525,000,000        
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 1.23% 2.27%        
Underlying Swap [Member] | Long [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]            
Derivative [Line Items]            
Notional $ 3,000,000,000 $ 500,000,000        
Weighted Average Remaining Maturity 10 years 10 years        
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]            
Notional   $ 6,768,000,000        
Weighted Average Remaining Maturity   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%