Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities Futures (Details)

v3.23.3
Derivative Instruments and Hedging Activities Futures (Details) - USD ($)
 9 Months Ended
Dec. 31, 2022
Sep. 30, 2023
Jun. 30, 2023
Sep. 30, 2022
Jun. 30, 2022
Dec. 31, 2021
Net Short Position [Member]            
Derivative [Line Items]            
Derivative, Notional Amount $ (14,262,996,000)     $ (10,936,326,000)    
Net Long Position [Member]            
Derivative [Line Items]            
Derivative, Notional Amount   $ (2,841,022,000) $ (5,383,706,000)   $ (2,978,027,000) $ (17,159,801,000)
Futures [Member]            
Derivative [Line Items]            
Fair Value $ 0 $ 0        
Weighted Average Remaining Maturity 122 days 174 days        
Futures [Member] | Net Short Position [Member]            
Derivative [Line Items]            
Derivative, Notional Amount $ (18,285,452,000) $ (7,870,450,000) $ (6,624,550,000) $ (15,296,550,000) $ (16,727,160,000) $ (5,829,600,000)
Futures [Member] | U.S. Treasury Futures [Member] | 2 Years            
Derivative [Line Items]            
Fair Value $ 0 $ 0        
Weighted Average Remaining Maturity 95 days 0 days        
Futures [Member] | U.S. Treasury Futures [Member] | 5 Year            
Derivative [Line Items]            
Fair Value $ 0 $ 0        
Weighted Average Remaining Maturity 95 days 96 days        
Futures [Member] | U.S. Treasury Futures [Member] | 10 Year            
Derivative [Line Items]            
Fair Value $ 0 $ 0        
Weighted Average Remaining Maturity 90 days 90 days        
Futures [Member] | U.S. Treasury Futures [Member] | 20 Year            
Derivative [Line Items]            
Fair Value $ 0 $ 0        
Weighted Average Remaining Maturity 90 days 90 days        
Futures [Member] | U.S. Treasury Futures [Member] | Net Short Position [Member] | 2 Years            
Derivative [Line Items]            
Derivative, Notional Amount $ (562,200,000) $ 0        
Futures [Member] | U.S. Treasury Futures [Member] | Net Short Position [Member] | 5 Year            
Derivative [Line Items]            
Derivative, Notional Amount (3,855,500,000) (2,868,000,000)        
Futures [Member] | U.S. Treasury Futures [Member] | Net Short Position [Member] | 10 Year            
Derivative [Line Items]            
Derivative, Notional Amount (2,397,200,000) (2,074,700,000)        
Futures [Member] | U.S. Treasury Futures [Member] | Net Short Position [Member] | 20 Year            
Derivative [Line Items]            
Derivative, Notional Amount   (335,000,000)        
Futures [Member] | U.S. Treasury Futures [Member] | Net Long Position [Member] | 20 Year            
Derivative [Line Items]            
Derivative, Notional Amount (101,000,000)          
Futures [Member] | Federal Funds Future            
Derivative [Line Items]            
Fair Value $ 0 $ 0        
Weighted Average Remaining Maturity 92 days 0 days        
Futures [Member] | Federal Funds Future | Net Short Position [Member]            
Derivative [Line Items]            
Derivative, Notional Amount $ (7,948,552,000) $ 0        
Futures [Member] | Eurodollar Futures [Member] | Derivative Maturity Within One Year From Balance Sheet Date [Member]            
Derivative [Line Items]            
Fair Value $ 0 $ 0        
Weighted Average Remaining Maturity 184 days 239 days        
Futures [Member] | Eurodollar Futures [Member] | Derivative Maturity Within One Year From Balance Sheet Date [Member] | Net Short Position [Member]            
Derivative [Line Items]            
Derivative, Notional Amount $ (2,957,000,000) $ (1,842,750,000)        
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 489 days 581 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 $ (666,000,000) $ (750,000,000)        
Futures [Member] | Eurodollar Futures [Member] | Derivative Maturity Over Two And Within Three Years From Balance Sheet Date [Member]            
Derivative [Line Items]            
Fair Value $ 0 $ 0        
Weighted Average Remaining Maturity 0 days 0 days        
Futures [Member] | Eurodollar Futures [Member] | Derivative Maturity Over Two And Within Three Years From Balance Sheet Date [Member] | Net Short Position [Member]            
Derivative [Line Items]            
Derivative, Notional Amount $ 0 $ 0