Derivative Contracts - Credit-risk related Contingent Features (Details) - Interest Rate Swap - Derivatives Designated as Cash Flow Hedges - Cash Flow Hedging - USD ($) $ in Thousands	Jun. 30, 2020	Dec. 31, 2019
Derivative Instruments, Gain (Loss) [Line Items]
Fair value derivatives in net liability position	$ 271,726	$ 56,896
Percent of notional amount related to the Fund	100.00%
Unconsolidated Funds
Derivative Instruments, Gain (Loss) [Line Items]
Fair value derivatives in net liability position	$ 613	$ 0
Percent of notional amount related to the Fund	100.00%

The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4H
-Subparagraph (c)
-URI http://asc.fasb.org/extlink&oid=121590274&loc=SL5624258-113959

Name:	us-gaap_DerivativeNetLiabilityPositionAggregateFairValue
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	instant