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 ($)
Jun. 30, 2020
Mar. 31, 2020
Dec. 31, 2019
Jun. 30, 2019
Mar. 31, 2019
Dec. 31, 2018
Derivative [Line Items]            
Notional $ 8,076,933,000 $ 60,549,307,000 $ 48,445,497,000 $ 55,549,424,000 $ 58,777,783,000 $ 36,528,169,000
Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Notional 5,679,000,000   34,862,360,000      
Fair Value (1,298,000)   (6,740,000)      
Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Notional 2,397,933,000   14,343,137,000      
Fair Value $ 110,527,000   188,051,000      
U.S. Treasury Futures [Member]            
Derivative [Line Items]            
Notional     380,000,000.0      
U.S. Treasury Futures [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Notional     0      
Fair Value     0      
U.S. Treasury Futures [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Notional     380,000,000      
Fair Value     $ 502,000