Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities U.S. Treasury Futures (Details)

v3.20.2
Derivative Instruments and Hedging Activities U.S. Treasury Futures (Details) - USD ($)
Sep. 30, 2020
Jun. 30, 2020
Dec. 31, 2019
Sep. 30, 2019
Jun. 30, 2019
Dec. 31, 2018
Derivative [Line Items]            
Notional $ 25,836,064,000 $ 8,076,933,000 $ 48,445,497,000 $ 54,226,205,000 $ 55,549,424,000 $ 36,528,169,000
Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Notional 14,683,818,000   34,862,360,000      
Fair Value (3,551,000)   (6,740,000)      
Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Notional 11,152,246,000   14,343,137,000      
Fair Value 97,889,000   188,051,000      
U.S. Treasury Futures [Member]            
Derivative [Line Items]            
Notional 866,600,000   380,000,000.0      
U.S. Treasury Futures [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Notional 0   0      
Fair Value 0   0      
U.S. Treasury Futures [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Notional 866,600,000   380,000,000      
Fair Value $ 1,170,000   $ 502,000