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Derivative Instruments Schedule of Futures (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2018
Dec. 31, 2017
Derivative [Line Items]    
Derivative, Fair Value, Net $ 7,652 $ 6,929
US Treasury Note Futures [Member] | Futures [Member] | Short [Member]    
Derivative [Line Items]    
Derivative notional (296,100) (25,800)
Derivative, Fair Value, Net $ (2,112) $ 171
Derivative, Average Remaining Maturity 2 months 25 days 2 months 20 days