Quarterly report pursuant to Section 13 or 15(d)

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

v3.19.2
Derivative Instruments and Hedging Activities U.S. Treasury Futures (Details) - USD ($)
Jun. 30, 2019
Mar. 31, 2019
Dec. 31, 2018
Jun. 30, 2018
Mar. 31, 2018
Dec. 31, 2017
Derivative [Line Items]            
Notional $ 55,549,424,000 $ 58,777,783,000 $ 36,528,169,000 $ 28,618,861,000 $ 18,429,288,000 $ 31,226,878,000
Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Notional 17,514,611,000   36,258,904,000      
Fair Value 246,995,000   $ 319,981,000      
U.S. Treasury Futures [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Notional 1,300,000,000          
Fair Value $ 25,843,000