Quarterly report [Sections 13 or 15(d)]

Derivative Instruments and Hedging Activities - Futures (Details)

v3.25.3
Derivative Instruments and Hedging Activities - Futures (Details) - Futures, net - USD ($)
 9 Months Ended 12 Months Ended
Sep. 30, 2025
Dec. 31, 2024
Derivative [Line Items]    
Notional $ (5,048,200,000) $ (3,973,400,000)
Carrying Value $ 0 $ 0
Weighted Average Months to Expiration 2 years 8 months 21 days 5 months 7 days
U.S. Treasury Futures | 2 Years    
Derivative [Line Items]    
Notional $ (1,613,400,000) $ (2,027,800,000)
Carrying Value $ 0 $ 0
Weighted Average Months to Expiration 3 months 1 day 2 months 29 days
U.S. Treasury Futures | 5 Year    
Derivative [Line Items]    
Notional $ (1,159,400,000) $ (713,800,000)
Carrying Value $ 0 $ 0
Weighted Average Months to Expiration 3 months 1 day 2 months 29 days
U.S. Treasury Futures | 10 Year    
Derivative [Line Items]    
Notional $ (502,700,000) $ (907,600,000)
Carrying Value $ 0 $ 0
Weighted Average Months to Expiration 2 months 19 days 2 months 18 days
U.S. Treasury Futures | 20 Year    
Derivative [Line Items]    
Notional $ (257,300,000) $ (318,300,000)
Carrying Value $ 0 $ 0
Weighted Average Months to Expiration 2 months 19 days 2 months 18 days
Eris SOFR Swap Futures | 5 Year    
Derivative [Line Items]    
Notional $ (1,200,000,000) $ 0
Carrying Value $ 0 $ 0
Weighted Average Months to Expiration 5 years 2 months 18 days 0 months
Eris SOFR Swap Futures | 10 Year    
Derivative [Line Items]    
Notional $ (830,000,000) $ (80,000,000)
Carrying Value $ 0 $ 0
Weighted Average Months to Expiration 10 years 2 months 19 days 10 years 2 months 19 days
SOFR Futures | ≤ 1 year    
Derivative [Line Items]    
Notional $ 0 $ (562,500,000)
Carrying Value $ 0 $ 0
Weighted Average Months to Expiration 0 months 5 months 16 days
SOFR Futures | > 1 and ≤ 2 years    
Derivative [Line Items]    
Notional $ (291,750,000) $ 0
Carrying Value $ 0 $ 0
Weighted Average Months to Expiration 1 year 8 months 15 days 0 months
SOFR Futures | > 2 and ≤ 3 years    
Derivative [Line Items]    
Notional $ (291,750,000) $ 0
Carrying Value $ 0 $ 0
Weighted Average Months to Expiration 2 years 2 months 14 days 0 months