Fair Value Measurements - Additional information about assets and liabilities measured at fair value on a recurring basis (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Derivative contracts - net
Level 3 liabilities
Balance, beginning of period	$ (9,852)	$ (9,606)	$ (9,791)	$ (9,764)
Realized gains (losses)	0	0	0	0
Movement in unrealized gains (losses)	16	(147)	(45)	11
Purchases and issuances	0	0	0	0
Sales	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	(9,836)	(9,753)	(9,836)	(9,753)
Movement in total gains (losses) above relating to instruments still held at the reporting date	16	(147)	(45)	11
U.S. Government
Level 3 assets
Balance, beginning of period	44,940	0	45,063	0
Realized gains (losses)	(38)	0	(75)	0
Movement in unrealized gains (losses)	34	0	627	0
Purchases and issuances	0	0	0	0
Sales	0	0	0	0
Settlements	(680)	0	(1,359)	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	44,256	0	44,256	0
Movement in total gains (losses) above relating to instruments still held at the reporting date	(3)	0	551	0
Corporate | Financial Services Sector
Level 3 assets
Balance, beginning of period	43,583	0	53,685	0
Realized gains (losses)	44	0	97	0
Movement in unrealized gains (losses)	(29)	0	(68)	0
Purchases and issuances	39	10,000	208	10,000
Sales	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	(10,285)	0
Balance, end of period	43,637	10,000	43,637	10,000
Movement in total gains (losses) above relating to instruments still held at the reporting date	16	0	31	0
Corporate | Non-Financial Services Sector
Level 3 assets
Balance, beginning of period	181	5,861	188	5,894
Realized gains (losses)	0	(140)	0	(141)
Movement in unrealized gains (losses)	1	(44)	0	4
Purchases and issuances	1,747	(123)	1,747	(123)
Sales	0	0	0	0
Settlements	0	0	(6)	(80)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	1,929	5,554	1,929	5,554
Movement in total gains (losses) above relating to instruments still held at the reporting date	1	(184)	0	(136)
RMBS - Agency
Level 3 assets
Balance, beginning of period	2,853	1,820	3,077	1,910
Realized gains (losses)	0	0	(3)	0
Movement in unrealized gains (losses)	0	(1)	7	(2)
Purchases and issuances	0	1,297	0	1,297
Sales	0	0	0	0
Settlements	(1)	(78)	(229)	(167)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	(2,837)	0	(2,837)	0
Balance, end of period	15	3,038	15	3,038
Movement in total gains (losses) above relating to instruments still held at the reporting date	0	(1)	4	0
RMBS - Non-Agency
Level 3 assets
Balance, beginning of period	0	0	0	0
Realized gains (losses)	0	0	0	0
Movement in unrealized gains (losses)	0	0	0	0
Purchases and issuances	0	0	0	0
Sales	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	0	0	0	0
Movement in total gains (losses) above relating to instruments still held at the reporting date	0	0	0	0
Commercial mortgage-backed securities
Level 3 assets
Balance, beginning of period	0	0	0	0
Realized gains (losses)	0	0	0	0
Movement in unrealized gains (losses)	0	0	0	0
Purchases and issuances	0	0	0	0
Sales	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	0	0	0	0
Movement in total gains (losses) above relating to instruments still held at the reporting date	0	0	0	0
Collateralized debt obligations
Level 3 assets
Balance, beginning of period	21,729	496,923	32,408	687,958
Realized gains (losses)	49	224	90	260
Movement in unrealized gains (losses)	473	2,445	5,730	8,000
Purchases and issuances	0	11,941	0	11,941
Sales	0	0	0	(155,085)
Settlements	(4,457)	(27,362)	(20,434)	(68,903)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	17,794	484,171	17,794	484,171
Movement in total gains (losses) above relating to instruments still held at the reporting date	522	2,057	5,819	4,725
Other asset-backed securities
Level 3 assets
Balance, beginning of period	4,200	2,244	17,857	5,288
Realized gains (losses)	(527)	92	522	91
Movement in unrealized gains (losses)	561	8	(2,197)	10
Purchases and issuances	1,072	40,628	1,072	40,628
Sales	0	0	0	0
Settlements	(571)	(227)	(12,519)	(3,272)
Transfers into Level 3	3,015	0	3,015	0
Transfers out of Level 3	(895)	0	(895)	0
Balance, end of period	6,855	42,745	6,855	42,745
Movement in total gains (losses) above relating to instruments still held at the reporting date	35	100	(1,673)	100
Non-U.S. Government
Level 3 assets
Balance, beginning of period	0	0	0	0
Realized gains (losses)	0	0	0
Movement in unrealized gains (losses)	0	0	0	0
Purchases and issuances	0	0	0
Sales	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0
Balance, end of period	0	0	0	0
Movement in total gains (losses) above relating to instruments still held at the reporting date	0	0	0	0
Short-term investments
Level 3 assets
Balance, beginning of period	0	0	0	0
Realized gains (losses)	0	0	0	0
Movement in unrealized gains (losses)	0	0	0	0
Purchases and issuances	0	0	0	0
Sales	0	0	0	0
Settlements	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	0	0	0	0
Movement in total gains (losses) above relating to instruments still held at the reporting date	0	0	0	0
Other investments
Level 3 assets
Balance, beginning of period	301,095	190,097	283,550	185,083
Realized gains (losses)	1,024	1,291	6,831	2,593
Movement in unrealized gains (losses)	(5,740)	(139)	(8,457)	(1,966)
Purchases and issuances	11,374	66,510	25,153	73,303
Sales	0	0	0
Settlements	(4,647)	(2,087)	(19,465)	(3,341)
Transfers into Level 3	0	0	15,494	0
Transfers out of Level 3	(59,868)	0	(59,868)	0
Balance, end of period	243,238	255,672	243,238	255,672
Movement in total gains (losses) above relating to instruments still held at the reporting date	$ (4,716)	$ 1,152	$ (1,626)	$ 628