Debt - Schedule of Repurchase Transactions and Facilities (Details) - USD ($) $ in Thousands |
3 Months Ended |
12 Months Ended |
Mar. 31, 2019 |
Dec. 31, 2018 |
Debt Instrument [Line Items] |
|
|
Amount of Collateral |
$ 714,661
|
$ 693,464
|
Master Repurchase Agreement |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
892,192
|
886,134
|
Amount Outstanding |
560,404
|
534,089
|
Amount of Collateral |
$ 714,661
|
$ 693,464
|
Percentage of Collateral Coverage |
128.00%
|
130.00%
|
Interest Rate |
4.81%
|
4.80%
|
Master Repurchase Agreement | January 11, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
|
$ 8,956
|
Amount Outstanding |
|
8,956
|
Amount of Collateral |
|
$ 12,834
|
Percentage of Collateral Coverage |
|
143.00%
|
Interest Rate |
|
4.41%
|
Master Repurchase Agreement | June 7, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
$ 50,294
|
$ 50,294
|
Amount Outstanding |
50,294
|
50,294
|
Amount of Collateral |
$ 67,837
|
$ 66,747
|
Percentage of Collateral Coverage |
135.00%
|
133.00%
|
Interest Rate |
4.47%
|
4.47%
|
Master Repurchase Agreement | June 28, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
$ 8,860
|
$ 8,860
|
Amount Outstanding |
8,860
|
8,860
|
Amount of Collateral |
$ 10,842
|
$ 13,275
|
Percentage of Collateral Coverage |
122.00%
|
150.00%
|
Interest Rate |
4.64%
|
4.64%
|
Master Repurchase Agreement | July 12 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
$ 250,000
|
$ 250,000
|
Amount Outstanding |
192,065
|
195,644
|
Amount of Collateral |
$ 252,645
|
$ 258,144
|
Percentage of Collateral Coverage |
132.00%
|
132.00%
|
Interest Rate |
4.98%
|
5.00%
|
Master Repurchase Agreement | September 24, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
$ 400,000
|
$ 400,000
|
Amount Outstanding |
126,147
|
102,311
|
Amount of Collateral |
$ 132,538
|
$ 114,852
|
Percentage of Collateral Coverage |
105.00%
|
112.00%
|
Interest Rate |
4.99%
|
4.89%
|
Master Repurchase Agreement | February 1, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
|
$ 13,322
|
Amount Outstanding |
|
13,322
|
Amount of Collateral |
|
$ 17,174
|
Percentage of Collateral Coverage |
|
129.00%
|
Interest Rate |
|
4.53%
|
Master Repurchase Agreement | March 28, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
|
$ 12,539
|
Amount Outstanding |
|
12,539
|
Amount of Collateral |
|
$ 15,846
|
Percentage of Collateral Coverage |
|
126.00%
|
Interest Rate |
|
4.40%
|
Master Repurchase Agreement | July 11, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
$ 8,956
|
|
Amount Outstanding |
8,956
|
|
Amount of Collateral |
$ 13,016
|
|
Percentage of Collateral Coverage |
145.00%
|
|
Interest Rate |
4.75%
|
|
Master Repurchase Agreement | August 1, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
$ 14,068
|
|
Amount Outstanding |
14,068
|
|
Amount of Collateral |
$ 19,239
|
|
Percentage of Collateral Coverage |
137.00%
|
|
Interest Rate |
4.81%
|
|
Master Repurchase Agreement | September 25, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
$ 11,869
|
|
Amount Outstanding |
11,869
|
|
Amount of Collateral |
$ 16,549
|
|
Percentage of Collateral Coverage |
139.00%
|
|
Interest Rate |
4.58%
|
|
Class B 1 Notes | Master Repurchase Agreement | April 25, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
$ 10,549
|
|
Amount Outstanding |
10,549
|
|
Amount of Collateral |
$ 15,145
|
|
Percentage of Collateral Coverage |
144.00%
|
|
Interest Rate |
4.85%
|
|
Class A Notes | Master Repurchase Agreement | April 25, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
$ 5,865
|
$ 5,865
|
Amount Outstanding |
5,865
|
5,865
|
Amount of Collateral |
$ 7,630
|
$ 7,580
|
Percentage of Collateral Coverage |
130.00%
|
129.00%
|
Interest Rate |
4.65%
|
4.65%
|
Class A Notes | Master Repurchase Agreement | April 29, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
$ 26,367
|
|
Amount Outstanding |
26,367
|
|
Amount of Collateral |
$ 35,232
|
|
Percentage of Collateral Coverage |
134.00%
|
|
Interest Rate |
4.25%
|
|
Class A Notes | Master Repurchase Agreement | June 6, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
$ 3,786
|
$ 44,224
|
Amount Outstanding |
3,786
|
44,224
|
Amount of Collateral |
$ 4,967
|
$ 58,965
|
Percentage of Collateral Coverage |
131.00%
|
133.00%
|
Interest Rate |
4.80%
|
4.65%
|
Class A Notes | Master Repurchase Agreement | June 21, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
$ 32,393
|
$ 32,393
|
Amount Outstanding |
32,393
|
32,393
|
Amount of Collateral |
$ 41,660
|
$ 43,390
|
Percentage of Collateral Coverage |
129.00%
|
134.00%
|
Interest Rate |
4.65%
|
4.62%
|
Class A Notes | Master Repurchase Agreement | March 25, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
|
$ 6,396
|
Amount Outstanding |
|
6,396
|
Amount of Collateral |
|
$ 8,376
|
Percentage of Collateral Coverage |
|
131.00%
|
Interest Rate |
|
4.34%
|
Class A Notes | Master Repurchase Agreement | September 25, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
$ 9,154
|
|
Amount Outstanding |
9,154
|
|
Amount of Collateral |
$ 12,243
|
|
Percentage of Collateral Coverage |
134.00%
|
|
Interest Rate |
4.43%
|
|
Class B Notes | Master Repurchase Agreement | May 8, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
$ 18,226
|
$ 18,226
|
Amount Outstanding |
18,226
|
18,226
|
Amount of Collateral |
$ 26,599
|
$ 26,036
|
Percentage of Collateral Coverage |
146.00%
|
143.00%
|
Interest Rate |
4.74%
|
4.74%
|
Class B Notes | Master Repurchase Agreement | June 6, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
$ 9,937
|
$ 3,786
|
Amount Outstanding |
9,937
|
3,786
|
Amount of Collateral |
$ 13,181
|
$ 5,408
|
Percentage of Collateral Coverage |
133.00%
|
143.00%
|
Interest Rate |
4.65%
|
4.80%
|
Class B Notes | Master Repurchase Agreement | June 21, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
$ 2,771
|
$ 2,771
|
Amount Outstanding |
2,771
|
2,771
|
Amount of Collateral |
$ 4,050
|
$ 4,050
|
Percentage of Collateral Coverage |
146.00%
|
146.00%
|
Interest Rate |
4.80%
|
4.77%
|
Class B Notes | Master Repurchase Agreement | March 25, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
|
$ 7,020
|
Amount Outstanding |
|
7,020
|
Amount of Collateral |
|
$ 10,024
|
Percentage of Collateral Coverage |
|
143.00%
|
Interest Rate |
|
4.49%
|
Class B-1 Certificates | Master Repurchase Agreement | April 25, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
|
$ 10,549
|
Amount Outstanding |
|
10,549
|
Amount of Collateral |
|
$ 15,145
|
Percentage of Collateral Coverage |
|
144.00%
|
Interest Rate |
|
4.85%
|
2018-D | Class A Notes | Master Repurchase Agreement | April 29, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
$ 8,725
|
|
Amount Outstanding |
8,725
|
|
Amount of Collateral |
$ 11,781
|
|
Percentage of Collateral Coverage |
135.00%
|
|
Interest Rate |
4.35%
|
|
2017-B | Class B Notes | Master Repurchase Agreement | May 8, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
$ 10,933
|
$ 10,933
|
Amount Outstanding |
10,933
|
10,933
|
Amount of Collateral |
$ 16,502
|
$ 15,618
|
Percentage of Collateral Coverage |
151.00%
|
143.00%
|
Interest Rate |
4.84%
|
4.84%
|
2019-A | Class B Notes | Master Repurchase Agreement | September 30, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
$ 1,638
|
|
Amount Outstanding |
1,638
|
|
Amount of Collateral |
$ 2,388
|
|
Percentage of Collateral Coverage |
146.00%
|
|
Interest Rate |
4.58%
|
|
2019-B | Class A Notes | Master Repurchase Agreement | September 30, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
$ 6,233
|
|
Amount Outstanding |
6,233
|
|
Amount of Collateral |
$ 8,330
|
|
Percentage of Collateral Coverage |
134.00%
|
|
Interest Rate |
4.40%
|
|
2019-B | Class B Notes | Master Repurchase Agreement | September 30, 2019 |
|
|
Debt Instrument [Line Items] |
|
|
Maximum Borrowing Capacity |
$ 1,568
|
|
Amount Outstanding |
1,568
|
|
Amount of Collateral |
$ 2,287
|
|
Percentage of Collateral Coverage |
146.00%
|
|
Interest Rate |
4.55%
|
|
Mortgage loans |
|
|
Debt Instrument [Line Items] |
|
|
Percentage of Collateral Coverage |
148.00%
|
146.00%
|
Mortgage loans | 2018-C |
|
|
Debt Instrument [Line Items] |
|
|
Cash collateral for borrowed securities |
$ 45,500
|
|
Percentage of Collateral Coverage |
119.00%
|
118.00%
|
Mortgage loans | 2018-C | Class A Notes |
|
|
Debt Instrument [Line Items] |
|
|
Original Principal |
$ 164,200
|
$ 167,500
|
Mortgage loans | 2018-C | Class B Notes |
|
|
Debt Instrument [Line Items] |
|
|
Original Principal |
$ 15,900
|
$ 15,900
|
Mortgage loans | 2017-B |
|
|
Debt Instrument [Line Items] |
|
|
Percentage of Collateral Coverage |
134.00%
|
133.00%
|