Full wave diode bridge rectifier troubleshooting
it's not surprising you are seeing close to 20Vdc at the output. The nominal voltage of your transformer secondary is 12Vac (which could be even higher ~14Vac). Now, the ac voltages you have are RMS. So the capacitor is going to charge up to the peak value of the sine wave, which is 12Vac*sqrt(2) = ~17V for a secondary output of 12Vac. If this were more like 14Vac at the secondary, it would make sense why you are seeing 20Vdc at the output.