Derivative Instruments - Schedule of Outstanding Derivatives (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Derivative [Line Items]
Notional	$ 152,489	$ 210,846
Assets	1,173	1,119
Liabilities	5,528	1,581
Credit default swaps
Derivative [Line Items]
Notional	55,000	94,300
Assets	1,173	59
Liabilities	0	1,581
Interest rate swaps
Derivative [Line Items]
Notional	67,489	42,546
Assets	0	325
Liabilities	4,016	0
Treasury note futures
Derivative [Line Items]
Notional	30,000	74,000
Assets	0	735
Liabilities	$ 1,512	$ 0