Annual report pursuant to Section 13 and 15(d)

Derivative Instruments and Hedging Activities - Futures (Details)

v3.25.0.1
Derivative Instruments and Hedging Activities - Futures (Details) - USD ($)
 12 Months Ended
Dec. 31, 2024
Dec. 31, 2023
Dec. 31, 2022
Net Short Position      
Derivative [Line Items]      
Notional Amount     $ (14,262,996,000)
TBAs, net      
Derivative [Line Items]      
Notional Amount $ (17,292,890,000) $ (15,045,799,000)  
Futures, net      
Derivative [Line Items]      
Carrying Value $ 0 $ 0  
Weighted Average Months to Expiration 5 months 7 days 5 months 3 days  
Futures, net | Net Short Position      
Derivative [Line Items]      
Notional Amount $ (3,973,400,000) $ (6,203,050,000) $ (18,285,452,000)
Futures, net | U.S. Treasury Futures | 2 Years      
Derivative [Line Items]      
Carrying Value $ 0 $ 0  
Weighted Average Months to Expiration 2 months 29 days 2 months 27 days  
Futures, net | U.S. Treasury Futures | 5 Year      
Derivative [Line Items]      
Carrying Value $ 0 $ 0  
Weighted Average Months to Expiration 2 months 29 days 2 months 27 days  
Futures, net | U.S. Treasury Futures | 10 Year      
Derivative [Line Items]      
Carrying Value $ 0 $ 0  
Weighted Average Months to Expiration 2 months 18 days 2 months 18 days  
Futures, net | U.S. Treasury Futures | 20 Year      
Derivative [Line Items]      
Carrying Value $ 0 $ 0  
Weighted Average Months to Expiration 2 months 18 days 2 months 27 days  
Futures, net | U.S. Treasury Futures | Net Short Position | 2 Years      
Derivative [Line Items]      
Notional Amount $ (2,027,800,000) $ (549,600,000)  
Futures, net | U.S. Treasury Futures | Net Short Position | 5 Year      
Derivative [Line Items]      
Notional Amount (713,800,000) (1,876,700,000)  
Futures, net | U.S. Treasury Futures | Net Short Position | 10 Year      
Derivative [Line Items]      
Notional Amount (907,600,000) (983,300,000)  
Futures, net | U.S. Treasury Futures | Net Short Position | 20 Year      
Derivative [Line Items]      
Notional Amount   $ (388,200,000)  
Futures, net | U.S. Treasury Futures | TBAs, net | 20 Year      
Derivative [Line Items]      
Notional Amount $ (318,300,000)    
Futures, net | Federal Funds Future      
Derivative [Line Items]      
Weighted Average Months to Expiration 10 years 2 months 19 days 0 months  
Futures, net | Eris SOFR Swap Future      
Derivative [Line Items]      
Carrying Value $ 0 $ 0  
Futures, net | Eris SOFR Swap Future | Net Short Position      
Derivative [Line Items]      
Notional Amount (80,000,000) 0  
Futures, net | Eurodollar Futures | ≤ 1 year      
Derivative [Line Items]      
Carrying Value $ 0 $ 0  
Weighted Average Months to Expiration 5 months 16 days 6 months 1 day  
Futures, net | Eurodollar Futures | ≤ 1 year | Net Short Position      
Derivative [Line Items]      
Notional Amount $ (562,500,000) $ (1,842,750,000)  
Futures, net | Eurodollar Futures | > 1 and ≤ 2 years      
Derivative [Line Items]      
Carrying Value $ 0 $ 0  
Weighted Average Months to Expiration 0 months 1 year 5 months 17 days  
Futures, net | Eurodollar Futures | > 1 and ≤ 2 years | Net Short Position      
Derivative [Line Items]      
Notional Amount $ 0 $ (562,500,000)