Derivative Instruments- Currency Swaps and Forwards (Details) - USD ($) $ in Thousands	Dec. 31, 2019	Dec. 31, 2018
Derivative [Line Items]
Derivative liability, at fair value	$ (6,370)	$ (10,130)
Derivative Instruments Not Accounted as Hedges Under GAAP
Derivative [Line Items]
Derivative liability, at fair value	$ (6,370)	(10,130)
Long \| Us Treasury Futures
Derivative [Line Items]
Derivative liability, at fair value		(4,700)
Short \| Us Treasury Futures
Derivative [Line Items]
Notional Amount		$ 300,400

Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 20
-Section 50
-Paragraph 3
-Subparagraph (c)
-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 2: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 825
-SubTopic 10
-Section 50
-Paragraph 10
-URI http://asc.fasb.org/extlink&oid=109250915&loc=d3e13433-108611

Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 20
-Section 55
-Paragraph 10
-URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226008-175313

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