Related Party Transactions - Relationship with Ex-Sigma and Ex-Sigma 2 (Details) - USD ($) $ in Thousands	1 Months Ended	3 Months Ended								6 Months Ended		9 Months Ended		12 Months Ended
	Oct. 31, 2019	Dec. 31, 2019	Sep. 30, 2019	Jun. 30, 2019	Mar. 31, 2019	Dec. 31, 2018	Sep. 30, 2018	Jun. 30, 2018	Mar. 31, 2018	Jun. 30, 2019	Jun. 30, 2018	Sep. 30, 2019	Sep. 30, 2018	Dec. 31, 2019	Dec. 31, 2018	Dec. 31, 2017
Related Party Transaction [Line Items]
Related party expense		$ 1,742	$ 1,430	$ 5,331	$ 998	$ 3,664	$ 775	$ 6,783	$ 1,181	$ 6,329	$ 7,964	$ 7,759	$ 8,739	$ 9,501	$ 12,403	$ 33,431
Related party payables		1,740	$ 10,207	$ 11,671	$ 13,812	15,363	$ 15,792	$ 17,023	$ 14,172	$ 11,671	$ 17,023	10,207	$ 15,792	1,740	15,363
Selling, general and administrative expense
Related Party Transaction [Line Items]
Related party expense												$ 500		400
Ex-Sigma 2, LLC
Related Party Transaction [Line Items]
Cash reimbursed to related parties		5,600
Margin Loan | Ex-Sigma 2, LLC
Related Party Transaction [Line Items]
Related party expense														1,700	5,200
Related party payables		6,900												6,900
Amount of bonus paid	$ 4,600
Payroll taxes	1,700
Margin Loan | Ex-Sigma 2, LLC | Selling, general and administrative expense
Related Party Transaction [Line Items]
Amount of bonus expense incurred	$ 6,300	6,300
Secondary Offering | Ex-Sigma 2, LLC
Related Party Transaction [Line Items]
Related party payables		2,400				2,100								2,400	2,100
Legal Expenses | Ex-Sigma 2, LLC
Related Party Transaction [Line Items]
Related party payables		$ 600				$ 400								$ 600	$ 400