Annual report pursuant to Section 13 and 15(d)

Derivative Instruments and Hedging Activities Futures (Details)

v3.22.4
Derivative Instruments and Hedging Activities Futures (Details) - USD ($)
 12 Months Ended
Dec. 31, 2021
Dec. 31, 2022
Dec. 31, 2020
Derivative [Line Items]      
Notional $ 17,159,801,000 $ 14,262,996,000 $ 23,932,603,000
Futures [Member]      
Derivative [Line Items]      
Fair Value $ 35,362,000 $ 0  
Weighted Average Remaining Maturity 370 days 122 days  
Futures [Member] | Net Short Position [Member]      
Derivative [Line Items]      
Notional $ 5,829,600,000 $ 18,285,452,000  
Futures [Member] | Net Long Position [Member]      
Derivative [Line Items]      
Notional     $ 2,021,100,000
Futures [Member] | U.S. Treasury Futures [Member] | 2 Years      
Derivative [Line Items]      
Fair Value $ 0 $ 0  
Weighted Average Remaining Maturity 0 days 95 days  
Futures [Member] | U.S. Treasury Futures [Member] | 5 Year      
Derivative [Line Items]      
Fair Value $ 0 $ 0  
Weighted Average Remaining Maturity 0 days 95 days  
Futures [Member] | U.S. Treasury Futures [Member] | 10 Year      
Derivative [Line Items]      
Fair Value $ 1,809,000 $ 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 0 days 90 days  
Futures [Member] | U.S. Treasury Futures [Member] | Net Short Position [Member] | 2 Years      
Derivative [Line Items]      
Notional   $ 562,200,000  
Futures [Member] | U.S. Treasury Futures [Member] | Net Short Position [Member] | 5 Year      
Derivative [Line Items]      
Notional   3,855,500,000  
Futures [Member] | U.S. Treasury Futures [Member] | Net Short Position [Member] | 10 Year      
Derivative [Line Items]      
Notional   2,397,200,000  
Futures [Member] | U.S. Treasury Futures [Member] | Net Long Position [Member] | 2 Years      
Derivative [Line Items]      
Notional $ 0    
Futures [Member] | U.S. Treasury Futures [Member] | Net Long Position [Member] | 5 Year      
Derivative [Line Items]      
Notional 0    
Futures [Member] | U.S. Treasury Futures [Member] | Net Long Position [Member] | 10 Year      
Derivative [Line Items]      
Notional 687,900,000    
Futures [Member] | U.S. Treasury Futures [Member] | Net Long Position [Member] | 20 Year      
Derivative [Line Items]      
Notional 0 101,000,000  
Futures [Member] | Federal Funds Future      
Derivative [Line Items]      
Fair Value $ 0 $ 0  
Weighted Average Remaining Maturity 0 days 92 days  
Futures [Member] | Federal Funds Future | Net Short Position [Member]      
Derivative [Line Items]      
Notional   $ 7,948,552,000  
Futures [Member] | Federal Funds Future | Net Long Position [Member]      
Derivative [Line Items]      
Notional $ 0    
Futures [Member] | Eurodollar Futures [Member] | Derivative Maturity Within One Year From Balance Sheet Date [Member]      
Derivative [Line Items]      
Fair Value $ 15,121,000 $ 0  
Weighted Average Remaining Maturity 213 days 184 days  
Futures [Member] | Eurodollar Futures [Member] | Derivative Maturity Within One Year From Balance Sheet Date [Member] | Net Short Position [Member]      
Derivative [Line Items]      
Notional $ 3,582,000,000 $ 2,957,000,000  
Futures [Member] | Eurodollar Futures [Member] | Derivative Maturity Over One And Within Two Years From Balance Sheet Date [Member]      
Derivative [Line Items]      
Fair Value $ 14,952,000 $ 0  
Weighted Average Remaining Maturity 560 days 489 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]      
Notional $ 2,269,500,000 $ 666,000,000  
Futures [Member] | Eurodollar Futures [Member] | Derivative Maturity Over Two And Within Three Years From Balance Sheet Date [Member]      
Derivative [Line Items]      
Fair Value $ 3,480,000 $ 0  
Weighted Average Remaining Maturity 854 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]      
Notional $ 666,000,000 $ 0