Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities Futures (Details)

v3.24.2
Derivative Instruments and Hedging Activities Futures (Details) - USD ($)
 6 Months Ended
Dec. 31, 2023
Jun. 30, 2024
Mar. 31, 2024
Jun. 30, 2023
Mar. 31, 2023
Dec. 31, 2022
Net Short Position [Member]            
Derivative [Line Items]            
Derivative, Notional Amount           $ (14,262,996,000)
Net Long Position [Member]            
Derivative [Line Items]            
Derivative, Notional Amount $ (15,045,799,000) $ (10,562,723,000) $ (7,789,839,000) $ (5,383,706,000) $ (5,165,407,000)  
Futures [Member]            
Derivative [Line Items]            
Fair Value $ 0 $ 0        
Weighted Average Remaining Maturity 5 months 3 days 4 months 7 days        
Futures [Member] | Net Short Position [Member]            
Derivative [Line Items]            
Derivative, Notional Amount $ (6,203,050,000) $ (6,308,900,000) $ (5,638,800,000) $ (6,624,550,000) $ (6,945,550,000) $ (18,285,452,000)
Futures [Member] | U.S. Treasury Futures [Member] | 2 Years            
Derivative [Line Items]            
Fair Value $ 0 $ 0        
Weighted Average Remaining Maturity 2 months 27 days 3 months 1 day        
Futures [Member] | U.S. Treasury Futures [Member] | 5 Year            
Derivative [Line Items]            
Fair Value $ 0 $ 0        
Weighted Average Remaining Maturity 2 months 27 days 3 months 1 day        
Futures [Member] | U.S. Treasury Futures [Member] | 10 Year            
Derivative [Line Items]            
Fair Value $ 0 $ 0        
Weighted Average Remaining Maturity 2 months 18 days 2 months 20 days        
Futures [Member] | U.S. Treasury Futures [Member] | 20 Year            
Derivative [Line Items]            
Fair Value $ 0 $ 0        
Weighted Average Remaining Maturity 2 months 27 days 2 months 20 days        
Futures [Member] | U.S. Treasury Futures [Member] | Net Short Position [Member] | 2 Years            
Derivative [Line Items]            
Derivative, Notional Amount $ (549,600,000) $ (2,249,200,000)        
Futures [Member] | U.S. Treasury Futures [Member] | Net Short Position [Member] | 5 Year            
Derivative [Line Items]            
Derivative, Notional Amount (1,876,700,000) (1,375,300,000)        
Futures [Member] | U.S. Treasury Futures [Member] | Net Short Position [Member] | 10 Year            
Derivative [Line Items]            
Derivative, Notional Amount (983,300,000) (1,557,500,000)        
Futures [Member] | U.S. Treasury Futures [Member] | Net Short Position [Member] | 20 Year            
Derivative [Line Items]            
Derivative, Notional Amount $ (388,200,000)          
Futures [Member] | U.S. Treasury Futures [Member] | Net Long Position [Member] | 20 Year            
Derivative [Line Items]            
Derivative, Notional Amount   $ (173,600,000)        
Futures [Member] | Federal Funds Future            
Derivative [Line Items]            
Weighted Average Remaining Maturity 0 months 10 years 2 months 19 days        
Futures [Member] | Eurodollar Futures [Member] | Derivative Maturity Within One Year From Balance Sheet Date            
Derivative [Line Items]            
Fair Value $ 0 $ 0        
Weighted Average Remaining Maturity 6 months 1 day 5 months 21 days        
Futures [Member] | Eurodollar Futures [Member] | Derivative Maturity Within One Year From Balance Sheet Date | Net Short Position [Member]            
Derivative [Line Items]            
Derivative, Notional Amount $ (1,842,750,000) $ (1,083,000,000)        
Futures [Member] | Eurodollar Futures [Member] | Derivative Maturity Over One And Within Two Years From Balance Sheet Date [Member]            
Derivative [Line Items]            
Fair Value $ 0 $ 0        
Weighted Average Remaining Maturity 1 year 5 months 17 days 1 year 2 months 17 days        
Futures [Member] | Eurodollar Futures [Member] | Derivative Maturity Over One And Within Two Years From Balance Sheet Date [Member] | Net Short Position [Member]            
Derivative [Line Items]            
Derivative, Notional Amount $ (562,500,000) $ (187,500,000)        
Futures [Member] | Eris SOFR Swap Future            
Derivative [Line Items]            
Fair Value 0 0        
Futures [Member] | Eris SOFR Swap Future | Net Short Position [Member]            
Derivative [Line Items]            
Derivative, Notional Amount $ 0 $ (30,000,000)