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Derivative Instruments Schedule of Futures (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2020
Dec. 31, 2019
Derivative [Line Items]    
Derivative, Fair Value, Net $ (18,502) $ 2,133
Futures [Member] | Short [Member]    
Derivative [Line Items]    
Derivative, Notional Amount (80,200) (33,400)
US Treasury Note Futures [Member] | Futures [Member]    
Derivative [Line Items]    
Derivative, Fair Value, Net $ (3,369) $ 338
Derivative, Average Remaining Maturity 2 months 21 days 2 months 22 days
US Treasury Note Futures [Member] | Futures [Member] | Long [Member]    
Derivative [Line Items]    
Derivative, Notional Amount $ (2,200) $ (4,100)
Derivative, Fair Value, Net $ 331 $ (96)
Derivative, Average Remaining Maturity 2 months 26 days 2 months 26 days
US Treasury Note Futures [Member] | Futures [Member] | Short [Member]    
Derivative [Line Items]    
Derivative, Notional Amount $ (82,400) $ (37,500)
Derivative, Fair Value, Net $ (3,700) $ 434
Derivative, Average Remaining Maturity 2 months 26 days 2 months 22 days