Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities Futures (Details)

v3.22.2.2
Derivative Instruments and Hedging Activities Futures (Details) - USD ($)
 9 Months Ended
Dec. 31, 2021
Sep. 30, 2022
Jun. 30, 2022
Sep. 30, 2021
Jun. 30, 2021
Dec. 31, 2020
Derivative [Line Items]            
Notional $ (17,159,801,000) $ (10,936,326,000) $ (2,978,027,000) $ (20,187,509,000) $ (23,094,926,000) $ (23,932,603,000)
Futures [Member]            
Derivative [Line Items]            
Fair Value $ 35,362,000 $ 0        
Weighted Average Remaining Maturity 370 days 126 days        
Futures [Member] | Net Short Position [Member]            
Derivative [Line Items]            
Notional $ (5,829,600,000) $ (15,296,550,000) $ (16,727,160,000) $ (5,913,100,000)    
Futures [Member] | Net Long Position [Member]            
Derivative [Line Items]            
Notional         $ (513,500,000) $ (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 97 days        
Futures [Member] | U.S. Treasury Futures [Member] | 5 Year            
Derivative [Line Items]            
Fair Value $ 0 $ 0        
Weighted Average Remaining Maturity 0 days 97 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 91 days        
Futures [Member] | U.S. Treasury Futures [Member] | 20 Year            
Derivative [Line Items]            
Fair Value $ 0 $ 0        
Weighted Average Remaining Maturity 0 days 91 days        
Futures [Member] | U.S. Treasury Futures [Member] | Net Short Position [Member] | 2 Years            
Derivative [Line Items]            
Notional   $ (642,600,000)        
Futures [Member] | U.S. Treasury Futures [Member] | Net Short Position [Member] | 5 Year            
Derivative [Line Items]            
Notional   (4,706,000,000)        
Futures [Member] | U.S. Treasury Futures [Member] | Net Short Position [Member] | 10 Year            
Derivative [Line Items]            
Notional   (3,219,200,000)        
Futures [Member] | U.S. Treasury Futures [Member] | Net Short Position [Member] | 20 Year            
Derivative [Line Items]            
Notional   (553,900,000)        
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          
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 152 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) $ (3,832,000,000)        
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 457 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) $ (1,092,750,000)        
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        
Futures [Member] | Federal Funds Future            
Derivative [Line Items]            
Fair Value $ 0 $ 0        
Weighted Average Remaining Maturity 0 days 50 days        
Futures [Member] | Federal Funds Future | Net Short Position [Member]            
Derivative [Line Items]            
Notional   $ (1,250,100,000)        
Futures [Member] | Federal Funds Future | Net Long Position [Member]            
Derivative [Line Items]            
Notional $ 0