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v3.23.2

Derivative Instruments and Hedging Activities - Reconciliation of Gross Derivative Assets and Liabilities (Details) - USD ($) $ in Thousands | Jun. 30, 2023 | Dec. 31, 2022
--- | --- | ---
Derivative assets |  |
Gross Amount of Recognized Assets (Liabilities) | $ 17,529 | $ 2,473
Gross Amounts Offset in Balance Sheets | (960) | 0
Variation Margin | (13,959) | 0
Net Amounts of Assets (Liabilities) Presented in Balance Sheets | 2,610 | 2,473
Derivative liabilities |  |
Gross Amount of Recognized Assets (Liabilities) | (960) |
Gross Amounts Offset in Balance Sheets | 960 |
Variation Margin | 0 |
Net Amounts of Assets (Liabilities) Presented in Balance Sheets | 0 |
Interest rate caps |  |
Derivative assets |  |
Gross Amount of Recognized Assets (Liabilities) | 2,454 |
Gross Amounts Offset in Balance Sheets | 0 |
Variation Margin | 0 |
Net Amounts of Assets (Liabilities) Presented in Balance Sheets | 2,454 |
Options |  |
Derivative assets |  |
Gross Amount of Recognized Assets (Liabilities) | 156 |
Gross Amounts Offset in Balance Sheets | 0 |
Variation Margin | 0 |
Net Amounts of Assets (Liabilities) Presented in Balance Sheets | 156 |
Interest rate swaps |  |
Derivative assets |  |
Gross Amount of Recognized Assets (Liabilities) | 14,919 | 2,473
Gross Amounts Offset in Balance Sheets | (960) | 0
Variation Margin | (13,959) | 0
Net Amounts of Assets (Liabilities) Presented in Balance Sheets | 0 | $ 2,473
Derivative liabilities |  |
Gross Amount of Recognized Assets (Liabilities) | (960) |
Gross Amounts Offset in Balance Sheets | 960 |
Variation Margin | 0 |
Net Amounts of Assets (Liabilities) Presented in Balance Sheets | $ 0 |

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