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Derivative Instruments and Hedging Activities - Activity of Derivative Instruments Not Designated as Hedges (Details) - Trading - USD ($) $ in Thousands | 3 Months Ended | 6 Months Ended
--- | --- | ---
Jun. 30, 2024 | Jun. 30, 2023 | Jun. 30, 2024 | Jun. 30, 2023
Interest rate caps |  |  |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |  |  |
Beginning balance | $ 536,904 |  | $ 550,025 |
Additions/Transfers In | 29,000 |  | 177,044 |
Terminations/Transfers Out | (302,762) |  | (463,927) |
Ending balance | 263,142 |  | 263,142 |
Options |  |  |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |  |  |
Beginning balance | 100 | $ 500,053 | 0 | $ 0
Additions/Transfers In | 180 | 95 | 382 | 500,148
Terminations/Transfers Out | (200) | (500,067) | (302) | (500,067)
Ending balance | 80 | 81 | 80 | 81
Interest rate swaps |  |  |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |  |  |
Beginning balance | 3,376,745 | 341,300 | 2,778,015 | 0
Additions/Transfers In | 189,244 | 559,625 | 1,093,424 | 900,925
Terminations/Transfers Out | (593,959) | 0 | (899,409) | 0
Ending balance | 2,972,030 | $ 900,925 | 2,972,030 | $ 900,925
Credit default swaps |  |  |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |  |  |
Beginning balance | 400,000 |  | 0 |
Additions/Transfers In | 0 |  | 400,000 |
Terminations/Transfers Out | 0 |  | 0 |
Ending balance | 400,000 |  | 400,000 |
U.S. Treasury futures |  |  |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |  |  |
Beginning balance | 25,300 |  | 0 |
Additions/Transfers In | 218,200 |  | 498,950 |
Terminations/Transfers Out | (176,500) |  | (431,950) |
Ending balance | $ 67,000 |  | $ 67,000 |

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