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Derivative Instruments and Hedging Activities - Reconciliation of Gross Derivative Assets and Liabilities (Details) - USD ($) $ in Thousands | Mar. 31, 2024 | Dec. 31, 2023
--- | --- | ---
Derivative assets |  |
Gross Amount of Recognized Assets (Liabilities) | $ 38,048 | $ 19,604
Gross Amounts Offset in Balance Sheets | (14,620) | (13,094)
Variation Margin | (16,285) | 0
Net Amounts of Assets (Liabilities) Presented in Balance Sheets | 7,143 | 6,510
Derivative liabilities |  |
Gross Amount of Recognized Assets (Liabilities) | (23,888) | (40,541)
Gross Amounts Offset in Balance Sheets | 14,620 | 13,094
Variation Margin | (9,268) | (27,447)
Net Amounts of Assets (Liabilities) Presented in Balance Sheets | 0 | 0
Interest rate caps |  |
Derivative assets |  |
Gross Amount of Recognized Assets (Liabilities) | 7,123 | 6,510
Gross Amounts Offset in Balance Sheets | 0 | 0
Variation Margin | 0 | 0
Net Amounts of Assets (Liabilities) Presented in Balance Sheets | 7,123 | 6,510
Options |  |
Derivative assets |  |
Gross Amount of Recognized Assets (Liabilities) | 20 |
Gross Amounts Offset in Balance Sheets | 0 |
Variation Margin | 0 |
Net Amounts of Assets (Liabilities) Presented in Balance Sheets | 20 |
Interest rate swaps |  |
Derivative assets |  |
Gross Amount of Recognized Assets (Liabilities) | 30,879 | 13,094
Gross Amounts Offset in Balance Sheets | (14,617) | (13,094)
Variation Margin | (16,262) | 0
Net Amounts of Assets (Liabilities) Presented in Balance Sheets | 0 | 0
Derivative liabilities |  |
Gross Amount of Recognized Assets (Liabilities) | (14,617) | (40,541)
Gross Amounts Offset in Balance Sheets | 14,617 | 13,094
Variation Margin | 0 | (27,447)
Net Amounts of Assets (Liabilities) Presented in Balance Sheets | 0 | $ 0
U.S. Treasury futures |  |
Derivative assets |  |
Gross Amount of Recognized Assets (Liabilities) | 26 |
Gross Amounts Offset in Balance Sheets | (3) |
Variation Margin | (23) |
Net Amounts of Assets (Liabilities) Presented in Balance Sheets | 0 |
Derivative liabilities |  |
Gross Amount of Recognized Assets (Liabilities) | (3) |
Gross Amounts Offset in Balance Sheets | 3 |
Variation Margin | 0 |
Net Amounts of Assets (Liabilities) Presented in Balance Sheets | 0 |
Credit default swaps |  |
Derivative liabilities |  |
Gross Amount of Recognized Assets (Liabilities) | (9,268) |
Gross Amounts Offset in Balance Sheets | 0 |
Variation Margin | (9,268) |
Net Amounts of Assets (Liabilities) Presented in Balance Sheets | $ 0 |

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