Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities Futures (Details)

v3.24.1.u1
Derivative Instruments and Hedging Activities Futures (Details) - USD ($)
 3 Months Ended
Dec. 31, 2023
Mar. 31, 2024
Mar. 31, 2023
Dec. 31, 2022
Net Short Position [Member]        
Derivative [Line Items]        
Derivative, Notional Amount       $ (14,262,996,000)
Futures [Member]        
Derivative [Line Items]        
Fair Value $ 0 $ 0    
Weighted Average Remaining Maturity 5 months 3 days 5 months    
Futures [Member] | Net Short Position [Member]        
Derivative [Line Items]        
Derivative, Notional Amount $ (6,203,050,000) $ (5,638,800,000) $ (6,945,550,000) $ (18,285,452,000)
Futures [Member] | U.S. Treasury Futures [Member] | 2 Years        
Derivative [Line Items]        
Derivative, Notional Amount (549,600,000) (497,400,000)    
Fair Value $ 0 $ 0    
Weighted Average Remaining Maturity 2 months 27 days 2 months 28 days    
Futures [Member] | U.S. Treasury Futures [Member] | 5 Year        
Derivative [Line Items]        
Derivative, Notional Amount $ (1,876,700,000) $ (1,354,200,000)    
Fair Value $ 0 $ 0    
Weighted Average Remaining Maturity 2 months 27 days 2 months 28 days    
Futures [Member] | U.S. Treasury Futures [Member] | 10 Year        
Derivative [Line Items]        
Derivative, Notional Amount $ (983,300,000) $ (1,925,500,000)    
Fair Value $ 0 $ 0    
Weighted Average Remaining Maturity 2 months 18 days 2 months 18 days    
Futures [Member] | U.S. Treasury Futures [Member] | 20 Year        
Derivative [Line Items]        
Derivative, Notional Amount $ (388,200,000) $ (40,700,000)    
Fair Value $ 0 $ 0    
Weighted Average Remaining Maturity 2 months 27 days 2 months 18 days    
Futures [Member] | Federal Funds Future        
Derivative [Line Items]        
Weighted Average Remaining Maturity 0 months 10 years 2 months 22 days    
Futures [Member] | Eurodollar Futures [Member] | Derivative Maturity Within One Year From Balance Sheet Date        
Derivative [Line Items]        
Derivative, Notional Amount $ (1,842,750,000) $ (1,416,000,000)    
Fair Value $ 0 $ 0    
Weighted Average Remaining Maturity 6 months 1 day 5 months 21 days    
Futures [Member] | Eurodollar Futures [Member] | Derivative Maturity Over One And Within Two Years From Balance Sheet Date [Member]        
Derivative [Line Items]        
Derivative, Notional Amount $ (562,500,000) $ (375,000,000)    
Fair Value $ 0 $ 0    
Weighted Average Remaining Maturity 1 year 5 months 17 days 1 year 4 months 2 days    
Futures [Member] | Eris SOFR Swap Future        
Derivative [Line Items]        
Derivative, Notional Amount $ 0 $ (30,000,000)    
Fair Value $ 0 $ 0