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Derivative Instruments - Notional Value and Fair Value of Derivative Instruments (Details) - Not Designated as Hedging Instrument - USD ($)
$ in Thousands
Jun. 30, 2020
Dec. 31, 2019
Derivative [Line Items]    
Notional Value $ 647,050 $ 584,535
Derivative Assets 24,224 13,491
Derivative Liabilities 26,626 19,259
Exchange-traded futures    
Derivative [Line Items]    
Notional Value 173,988 171,112
Derivative Assets 113 939
Derivative Liabilities 1,126 871
Currency forwards    
Derivative [Line Items]    
Notional Value 87,263 60,809
Derivative Assets 8,339 8,545
Derivative Liabilities 7,873 8,633
Interest rate swaps    
Derivative [Line Items]    
Notional Value 79,327 92,756
Derivative Assets 2,512 1,746
Derivative Liabilities 3,328 2,254
Credit default swaps    
Derivative [Line Items]    
Notional Value 217,575 168,303
Derivative Assets 11,957 2,151
Derivative Liabilities 10,793 5,611
Total return swaps    
Derivative [Line Items]    
Notional Value 86,431 91,201
Derivative Assets 599 110
Derivative Liabilities 2,143 1,764
Option swaps    
Derivative [Line Items]    
Notional Value 2,466 354
Derivative Assets 704 0
Derivative Liabilities $ 1,363 $ 126