Derivatives - Schedule of Futures and Options (Details) - USD ($) $ in Thousands	Sep. 30, 2023	Dec. 31, 2022
Derivative [Line Items]
Derivative assets	$ 4,594	$ 7,102
U.S. Treasury futures
Derivative [Line Items]
Margin Deposit Assets	110,997
Variation Margin Payable, Derivative	18,050
Options on U.S. Treasury futures
Derivative [Line Items]
Derivative assets	3,946	$ 5,859
Options on U.S. Treasury futures | Short position
Derivative [Line Items]
Derivative assets	106,172
Derivative asset, carrying value	$ 0