Quarterly report pursuant to Section 13 or 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 ($)
Mar. 31, 2021
Dec. 31, 2020
Mar. 31, 2020
Dec. 31, 2019
Derivative [Line Items]        
Notional $ 19,137,094,000 $ 23,932,603,000 $ 60,549,307,000 $ 48,445,497,000
Derivative assets        
Derivative [Line Items]        
Notional 16,272,194,000 10,039,262,000    
Fair Value 55,145,000 95,937,000    
Derivative liabilities        
Derivative [Line Items]        
Notional 2,864,900,000 13,893,341,000    
Fair Value (16,162,000) (11,058,000)    
U.S. Treasury Futures [Member] | Net Short Position [Member]        
Derivative [Line Items]        
Notional 1,185,100,000     $ 380,000,000
U.S. Treasury Futures [Member] | Net Long Position [Member]        
Derivative [Line Items]        
Notional   2,021,100,000 $ 875,000,000  
U.S. Treasury Futures [Member] | Derivative assets        
Derivative [Line Items]        
Notional 0 2,021,100,000    
Fair Value 0 3,675,000    
U.S. Treasury Futures [Member] | Derivative liabilities        
Derivative [Line Items]        
Notional 1,185,100,000 0    
Fair Value $ (10,578,000) $ 0