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Secured Debt Arrangements, Net - Summary of Outstanding Balances, Maximum and Average Balances of Borrowings (Details) - Line of Credit
£ in Thousands, $ in Thousands
 3 Months Ended 12 Months Ended
Mar. 31, 2020
USD ($)
Mar. 31, 2020
GBP (£)
Dec. 31, 2019
USD ($)
Dec. 31, 2019
GBP (£)
Mar. 31, 2020
GBP (£)
Dec. 31, 2019
GBP (£)
Line of Credit Facility [Line Items]            
Balance $ 3,556,842   $ 3,095,556      
Amortized Cost of Collateral 5,282,741   4,852,087      
JP Morgan Facility            
Line of Credit Facility [Line Items]            
Balance 1,184,685   1,234,759      
Amortized Cost of Collateral 1,912,345   1,845,400      
Maximum Month-End Balance 1,184,685   1,234,759      
Average Month-End Balance 989,915   947,400      
DB Repurchase Facility            
Line of Credit Facility [Line Items]            
Balance 506,977   513,876      
Amortized Cost of Collateral 778,607   766,676      
Maximum Month-End Balance 506,977   757,117      
Average Month-End Balance 470,077   604,067      
Goldman Facility            
Line of Credit Facility [Line Items]            
Balance 359,540   322,170      
Amortized Cost of Collateral 537,249   513,559      
Maximum Month-End Balance 359,540   324,821      
Average Month-End Balance 319,369   246,318      
USD | CS Facility            
Line of Credit Facility [Line Items]            
Balance 325,868   218,644      
Amortized Cost of Collateral 439,725   308,884      
Maximum Month-End Balance 336,448   218,644      
Average Month-End Balance 326,684   182,646      
USD | HSBC Facility            
Line of Credit Facility [Line Items]            
Balance 50,625   50,625      
Amortized Cost of Collateral 67,041   66,960      
Maximum Month-End Balance 50,625   50,625      
Average Month-End Balance 50,625   50,625      
USD | Barclays Facility            
Line of Credit Facility [Line Items]            
Balance 35,192          
Amortized Cost of Collateral 49,800          
Maximum Month-End Balance 35,192          
Average Month-End Balance 11,731          
GBP | CS Facility            
Line of Credit Facility [Line Items]            
Balance | £         £ 84,748 £ 93,915
Amortized Cost of Collateral | £         £ 121,286 £ 129,723
Maximum Month-End Balance | £   £ 90,111   £ 150,811    
Average Month-End Balance | £   £ 87,452   £ 134,694    
GBP | HSBC Facility            
Line of Credit Facility [Line Items]            
Balance 32,230   34,634      
Amortized Cost of Collateral 46,565   49,976      
Maximum Month-End Balance 34,501   50,784      
Average Month-End Balance 33,336   42,296      
GBP | Barclays Facility            
Line of Credit Facility [Line Items]            
Balance 645,854   290,347      
Amortized Cost of Collateral 899,075   738,455      
Maximum Month-End Balance 666,810   290,347      
Average Month-End Balance 610,833   139,004      
EUR | HSBC Facility            
Line of Credit Facility [Line Items]            
Balance 151,537   154,037      
Amortized Cost of Collateral 191,565   190,780      
Maximum Month-End Balance 152,389   154,037      
Average Month-End Balance 151,798   151,889      
EUR | Barclays Facility            
Line of Credit Facility [Line Items]            
Balance 179,586   182,549      
Amortized Cost of Collateral 239,483   241,674      
Maximum Month-End Balance 180,595   182,549      
Average Month-End Balance $ 179,895   $ 181,159