Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities Futures (Details)

v3.23.1
Derivative Instruments and Hedging Activities Futures (Details) - USD ($)
 3 Months Ended
Dec. 31, 2022
Mar. 31, 2023
Mar. 31, 2022
Dec. 31, 2021
Net Short Position [Member]        
Derivative [Line Items]        
Derivative, Notional Amount $ 14,262,996,000      
Net Long Position [Member]        
Derivative [Line Items]        
Derivative, Notional Amount   $ 5,165,407,000 $ 18,878,215,000 $ 17,159,801,000
Futures [Member]        
Derivative [Line Items]        
Fair Value $ 0 $ 0    
Weighted Average Remaining Maturity 122 days 139 days    
Futures [Member] | Net Short Position [Member]        
Derivative [Line Items]        
Derivative, Notional Amount $ 18,285,452,000 $ 6,945,550,000 $ 7,516,650,000 $ 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 97 days    
Futures [Member] | U.S. Treasury Futures [Member] | 5 Year        
Derivative [Line Items]        
Fair Value $ 0 $ 0    
Weighted Average Remaining Maturity 95 days 97 days    
Futures [Member] | U.S. Treasury Futures [Member] | 10 Year        
Derivative [Line Items]        
Fair Value $ 0 $ 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 90 days 91 days    
Futures [Member] | U.S. Treasury Futures [Member] | Net Short Position [Member] | 2 Years        
Derivative [Line Items]        
Derivative, Notional Amount $ 562,200,000 $ 1,530,200,000    
Futures [Member] | U.S. Treasury Futures [Member] | Net Short Position [Member] | 5 Year        
Derivative [Line Items]        
Derivative, Notional Amount 3,855,500,000 2,021,400,000    
Futures [Member] | U.S. Treasury Futures [Member] | Net Short Position [Member] | 10 Year        
Derivative [Line Items]        
Derivative, Notional Amount 2,397,200,000 1,005,200,000    
Futures [Member] | U.S. Treasury Futures [Member] | Net Long Position [Member] | 20 Year        
Derivative [Line Items]        
Derivative, Notional Amount 101,000,000 182,500,000    
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 185 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 $ 2,238,250,000    
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 444 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 $ 333,000,000