Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities Futures (Details)

v3.23.2
Derivative Instruments and Hedging Activities Futures (Details) - USD ($)
 6 Months Ended
Dec. 31, 2022
Dec. 31, 2021
Jun. 30, 2023
Mar. 31, 2023
Jun. 30, 2022
Mar. 31, 2022
Net Short Position [Member]            
Derivative [Line Items]            
Derivative, Notional Amount $ 14,262,996,000          
Net Long Position [Member]            
Derivative [Line Items]            
Derivative, Notional Amount   $ 17,159,801,000 $ 5,383,706,000 $ 5,165,407,000 $ 2,978,027,000 $ 18,878,215,000
Futures [Member]            
Derivative [Line Items]            
Fair Value $ 0   $ 0      
Weighted Average Remaining Maturity 122 days   255 days      
Futures [Member] | Net Short Position [Member]            
Derivative [Line Items]            
Derivative, Notional Amount $ 18,285,452,000 $ 5,829,600,000 $ 6,624,550,000 $ 6,945,550,000 $ 16,727,160,000 $ 7,516,650,000
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   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   $ 0      
Futures [Member] | U.S. Treasury Futures [Member] | Net Short Position [Member] | 5 Year            
Derivative [Line Items]            
Derivative, Notional Amount 3,855,500,000   2,385,900,000      
Futures [Member] | U.S. Treasury Futures [Member] | Net Short Position [Member] | 10 Year            
Derivative [Line Items]            
Derivative, Notional Amount 2,397,200,000   1,675,900,000      
Futures [Member] | U.S. Treasury Futures [Member] | Net Long Position [Member] | 20 Year            
Derivative [Line Items]            
Derivative, Notional Amount 101,000,000   30,000,000      
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   286 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   $ 1,322,250,000      
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   540 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   $ 1,083,000,000      
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 809 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   $ 187,500,000