Quarterly report pursuant to Section 13 or 15(d)

Credit Facilities - Senior Credit Facilities (Details)

v3.20.1
Credit Facilities - Senior Credit Facilities (Details) - Senior Secured Revolving Credit Facility
 3 Months Ended
Mar. 31, 2020
USD ($)
facility
Line of Credit Facility [Line Items]  
Number of revolving credit facilities | facility 2
Unamortized issuance costs $ 6,000,000
Default underlying financings 50.00%
LIBOR | Credit Default Option  
Line of Credit Facility [Line Items]  
Basis spread on variable rate 2.00%
Rep-Based Facility  
Line of Credit Facility [Line Items]  
Principal amount $ 250,000,000
Availability fee percentage 0.60%
Rep-Based Facility | U.S. Federal Government  
Line of Credit Facility [Line Items]  
Applicable valuation percentages 85.00%
Rep-Based Facility | Institutional  
Line of Credit Facility [Line Items]  
Applicable valuation percentages 80.00%
Rep-Based Facility | LIBOR  
Line of Credit Facility [Line Items]  
Basis spread on variable rate 1.40%
Fixed interest rate 1.85%
Rep-Based Facility | Federal Funds Rate  
Line of Credit Facility [Line Items]  
Basis spread on variable rate 0.40%
Fixed interest rate 0.85%
Approval-Based Facility  
Line of Credit Facility [Line Items]  
Principal amount $ 200,000,000
Approval-Based Facility | Certain Approved Existing Financing  
Line of Credit Facility [Line Items]  
Applicable valuation percentages 85.00%
Approval-Based Facility | Others as Prescribed by Administrative Agent  
Line of Credit Facility [Line Items]  
Applicable valuation percentages 67.00%
Approval-Based Facility | LIBOR  
Line of Credit Facility [Line Items]  
Basis spread on variable rate 1.50%
Fixed interest rate 2.00%
Approval-Based Facility | Federal Funds Rate  
Line of Credit Facility [Line Items]  
Basis spread on variable rate 0.50%
Fixed interest rate 1.00%