XML 62 R51.htm IDEA: XBRL DOCUMENT v3.19.1
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%