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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