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Derivative Instruments - Schedule of Gain (Loss) Recognized in Consolidated Statements of Operations Related to Principal Derivative Instruments (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2022
Dec. 31, 2021
Dec. 31, 2020
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives $ (188,539) $ (37,444) $ 100,152
Derivative, Gain (Loss), Statement of Income or Comprehensive Income [Extensible Enumeration] Net foreign exchange gains (losses), Net realized and unrealized gains (losses) on investments Net foreign exchange gains (losses), Net realized and unrealized gains (losses) on investments Net foreign exchange gains (losses), Net realized and unrealized gains (losses) on investments
Not Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives $ (195,005) $ (32,909) $ 88,467
Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives 6,466 (4,535) 11,685
Interest rate futures | Not Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives (86,863) (15,846) 103,102
Interest rate swaps | Not Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives 0 (1,184) 2,334
Foreign currency forward contracts | Not Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives (51,401) (19,151) 24,309
Foreign currency forward contracts | Not Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives 21,689 (1,521) (4,450)
Foreign currency forward contracts | Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Accumulated other comprehensive income (loss) 6,466 (4,535) 11,685
Credit default swaps | Not Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives (9,084) 3,479 (1,304)
Total return swaps | Not Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives (6) 1,314 (5,479)
Equity futures | Not Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives (69,972) 0 (30,045)
Warrants | Not Designated as Hedging Instrument      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of gain (loss) recognized on derivatives $ 632 $ 0 $ 0