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Debt - Schedule of Repurchase Facilities (Details)
3 Months Ended 12 Months Ended
Sep. 13, 2019
extension
Mar. 31, 2020
USD ($)
extension
Dec. 31, 2019
USD ($)
extension
Sep. 03, 2019
USD ($)
Sep. 02, 2019
USD ($)
Assets Sold under Agreements to Repurchase [Line Items]          
Committed Financing   $ 1,175,000,000 $ 1,275,000,000    
Amount Outstanding   234,524,000 252,543,000    
Interest expense   $ 3,642,000 $ 16,616,000    
USB Repo Facility          
Assets Sold under Agreements to Repurchase [Line Items]          
Number of extension options | extension   2 2    
Extension on initial maturity date   1 year 1 year    
WF Repo Facility          
Assets Sold under Agreements to Repurchase [Line Items]          
Number of extension options | extension 1 3 3    
Extension on initial maturity date 1 year 1 year 1 year    
Barclays Revolver Facility          
Assets Sold under Agreements to Repurchase [Line Items]          
Number of extension options | extension 1        
Extension on initial maturity date 1 year        
Barclays Repo Facility          
Assets Sold under Agreements to Repurchase [Line Items]          
Number of extension options | extension   2 2    
Extension on initial maturity date   1 year 1 year    
Secured Debt | Barclays Repo Facility          
Assets Sold under Agreements to Repurchase [Line Items]          
Committed Financing   $ 300,000,000 $ 300,000,000    
Amount Outstanding   30,730,000 32,700,000    
Interest expense   $ 332,000 $ 1,260,000    
Ending Weighted Average Interest Rate   3.24% 3.80%    
Revolving Credit Facility          
Assets Sold under Agreements to Repurchase [Line Items]          
Amount Outstanding   $ 496,880,000 $ 394,359,000    
Ending Weighted Average Interest Rate   2.33% 2.79%    
Revolving Credit Facility | JPM Repo Facility          
Assets Sold under Agreements to Repurchase [Line Items]          
Committed Financing   $ 300,000,000 $ 300,000,000 $ 300,000,000 $ 520,000,000
Amount Outstanding   119,604,000 107,526,000    
Interest expense   $ 1,362,000 $ 6,862,000    
Ending Weighted Average Interest Rate   3.83% 4.51%    
Revolving Credit Facility | USB Repo Facility          
Assets Sold under Agreements to Repurchase [Line Items]          
Committed Financing   $ 100,000,000 $ 100,000,000    
Amount Outstanding   8,250,000 0    
Interest expense   $ 152,000 622,000    
Ending Weighted Average Interest Rate   3.18%      
Revolving Credit Facility | CS Repo Facility          
Assets Sold under Agreements to Repurchase [Line Items]          
Committed Financing   $ 200,000,000 300,000,000    
Amount Outstanding   71,740,000 87,375,000    
Interest expense   $ 1,349,000 $ 5,563,000    
Ending Weighted Average Interest Rate   4.06% 4.84%    
Revolving Credit Facility | WF Repo Facility          
Assets Sold under Agreements to Repurchase [Line Items]          
Committed Financing   $ 175,000,000 $ 175,000,000    
Amount Outstanding   0 24,942,000    
Interest expense   396,000 $ 1,333,000    
Ending Weighted Average Interest Rate     3.65%    
Revolving Credit Facility | Secured Debt | Barclays Revolver Facility          
Assets Sold under Agreements to Repurchase [Line Items]          
Committed Financing   100,000,000 $ 100,000,000    
Amount Outstanding   4,200,000 0    
Interest expense   $ 51,000 $ 976,000    
Ending Weighted Average Interest Rate   5.34%