Quarterly report [Sections 13 or 15(d)]

Derivative Instruments and Hedging Activities - Futures (Details)

v3.25.1
Derivative Instruments and Hedging Activities - Futures (Details) - Futures, net - USD ($)
 3 Months Ended 12 Months Ended
Mar. 31, 2025
Dec. 31, 2024
Derivative [Line Items]    
Notional $ (2,930,590,000) $ (3,973,400,000)
Carrying Value $ 0 $ 0
Weighted Average Months to Expiration 9 months 6 days 5 months 7 days
U.S. Treasury Futures | 2 Years    
Derivative [Line Items]    
Notional $ (2,065,400,000) $ (2,027,800,000)
Carrying Value $ 0 $ 0
Weighted Average Months to Expiration 2 months 30 days 2 months 29 days
U.S. Treasury Futures | 5 Year    
Derivative [Line Items]    
Notional $ (502,100,000) $ (713,800,000)
Carrying Value $ 0 $ 0
Weighted Average Months to Expiration 2 months 30 days 2 months 29 days
U.S. Treasury Futures | 10 Year    
Derivative [Line Items]    
Notional $ (165,400,000) $ (907,600,000)
Carrying Value $ 0 $ 0
Weighted Average Months to Expiration 2 months 18 days 2 months 18 days
U.S. Treasury Futures | 20 Year    
Derivative [Line Items]    
Notional $ (182,300,000) $ (318,300,000)
Carrying Value $ 0 $ 0
Weighted Average Months to Expiration 2 months 18 days 2 months 18 days
Federal Funds Futures | 30 Day    
Derivative [Line Items]    
Notional $ (125,010,000) $ 0
Carrying Value $ 0 $ 0
Weighted Average Months to Expiration 1 month 30 days 0 months
Eris SOFR Swap Futures | 10 Year    
Derivative [Line Items]    
Notional $ (130,000,000) $ (80,000,000)
Carrying Value $ 0 $ 0
Weighted Average Months to Expiration 10 years 2 months 20 days 10 years 2 months 19 days
SOFR Futures | ≤ 1 year    
Derivative [Line Items]    
Notional $ (375,000,000) $ (562,500,000)
Carrying Value $ 0 $ 0
Weighted Average Months to Expiration 4 months 2 days 5 months 16 days
SOFR Futures | > 1 and ≤ 2 years    
Derivative [Line Items]    
Notional $ (455,000,000) $ 0
Carrying Value $ 0 $ 0
Weighted Average Months to Expiration 1 year 7 months 24 days 0 months
SOFR Futures | > 2 and ≤ 3 years    
Derivative [Line Items]    
Notional $ (455,000,000) $ 0
Carrying Value $ 0 $ 0
Weighted Average Months to Expiration 2 years 5 months 15 days 0 months