Annual report pursuant to Section 13 and 15(d)

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

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Derivative Instruments and Hedging Activities U.S. Treasury Futures (Details) - USD ($)
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Derivative [Line Items]      
Notional $ 49,205,497,000 $ 36,528,169,000 $ 31,226,878,000
Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Notional 14,343,137,000 36,258,904,000  
Fair Value 188,051,000 $ 319,981,000  
U.S. Treasury Futures [Member]      
Derivative [Line Items]      
Notional 380,000,000.0    
U.S. Treasury Futures [Member] | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Notional 380,000,000    
Fair Value $ 502,000