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Derivative Instruments - Fair Value of Reported Derivatives (Details) - USD ($)
$ in Thousands
Jun. 30, 2023
Dec. 31, 2022
Derivatives, Fair Value [Line Items]    
Notional Amount Outstanding $ 2,500,000 $ 2,485,000
Derivative assets, at fair value 6,328 4,096
Derivative liabilities, at fair value 0 0
Future    
Derivatives, Fair Value [Line Items]    
Notional Amount Outstanding 0  
Derivative assets, at fair value 0  
Derivative liabilities, at fair value 0  
Interest Rate Swaps    
Derivatives, Fair Value [Line Items]    
Notional Amount Outstanding 1,000,000 1,485,000
Derivative assets, at fair value 6,107 3,716
Derivative liabilities, at fair value 0 0
Swaptions    
Derivatives, Fair Value [Line Items]    
Notional Amount Outstanding 1,500,000 1,000,000
Derivative assets, at fair value 221 380
Derivative liabilities, at fair value $ 0 $ 0