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Derivatives - Schedule of Futures and Options (Details) - USD ($)
Mar. 31, 2024
Dec. 31, 2023
Derivative [Line Items]    
Derivative assets $ 8,386,000 $ 54,361,000
Derivative liabilities 1,314,000 0
U.S. Treasury futures    
Derivative [Line Items]    
Derivative liabilities 54,400,000 $ 219,900,000
Put options on U.S. Treasury futures | Short position    
Derivative [Line Items]    
Derivative Instruments Not Designated as Hedging Instruments, at Carrying Value $ 0