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Derivative Instruments and Hedging Activities - Schedule of Reconciliation of Gross Derivative Assets and Liabilities (Details) - USD ($) $ in Thousands | Jun. 30, 2024 | Dec. 31, 2023
--- | --- | ---
Derivative assets |  |
Gross Amount of Recognized Assets (Liabilities) | $ 32,588 | $ 19,604
Gross Amounts Offset in Balance Sheets | (8,356) | (13,094)
Variation Margin | (20,404) | 0
Net Amounts of Assets (Liabilities) Presented in Balance Sheets | 3,828 | 6,510
Derivative liabilities |  |
Gross Amount of Recognized Assets (Liabilities) | (17,191) | (40,541)
Gross Amounts Offset in Balance Sheets | 8,356 | 13,094
Variation Margin | 8,835 | 27,447
Net Amounts of Assets (Liabilities) Presented in Balance Sheets | 0 | 0
Interest rate caps |  |
Derivative assets |  |
Gross Amount of Recognized Assets (Liabilities) | 3,049 | 6,510
Gross Amounts Offset in Balance Sheets | 0 | 0
Variation Margin | 0 | 0
Net Amounts of Assets (Liabilities) Presented in Balance Sheets | 3,049 | 6,510
Options |  |
Derivative assets |  |
Gross Amount of Recognized Assets (Liabilities) | 779 |
Gross Amounts Offset in Balance Sheets | 0 |
Variation Margin | 0 |
Net Amounts of Assets (Liabilities) Presented in Balance Sheets | 779 |
Interest rate swaps |  |
Derivative assets |  |
Gross Amount of Recognized Assets (Liabilities) | 28,760 | 13,094
Gross Amounts Offset in Balance Sheets | (8,356) | (13,094)
Variation Margin | (20,404) | 0
Net Amounts of Assets (Liabilities) Presented in Balance Sheets | 0 | 0
Derivative liabilities |  |
Gross Amount of Recognized Assets (Liabilities) | (8,356) | (40,541)
Gross Amounts Offset in Balance Sheets | 8,356 | 13,094
Variation Margin | 0 | 27,447
Net Amounts of Assets (Liabilities) Presented in Balance Sheets | 0 | $ 0
Credit default swaps |  |
Derivative liabilities |  |
Gross Amount of Recognized Assets (Liabilities) | (8,570) |
Gross Amounts Offset in Balance Sheets | 0 |
Variation Margin | 8,570 |
Net Amounts of Assets (Liabilities) Presented in Balance Sheets | 0 |
U.S. Treasury futures |  |
Derivative liabilities |  |
Gross Amount of Recognized Assets (Liabilities) | (265) |
Gross Amounts Offset in Balance Sheets | 0 |
Variation Margin | 265 |
Net Amounts of Assets (Liabilities) Presented in Balance Sheets | $ 0 |

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