Annual report pursuant to Section 13 and 15(d)

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

v3.20.4
Derivative Instruments and Hedging Activities U.S. Treasury Futures (Details) - USD ($)
Dec. 31, 2020
Dec. 31, 2019
Dec. 31, 2018
Derivative [Line Items]      
Notional $ 23,932,603,000 $ 48,445,497,000 $ 36,528,169,000
Derivative assets      
Derivative [Line Items]      
Notional 10,039,262,000 14,343,137,000  
Fair Value 95,937,000 188,051,000  
U.S. Treasury Futures [Member]      
Derivative [Line Items]      
Notional 2,000,000,000.0 380,000,000.0  
U.S. Treasury Futures [Member] | Derivative assets      
Derivative [Line Items]      
Notional 2,021,100,000 380,000,000  
Fair Value $ 3,675,000 $ 502,000