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Securitization Transactions Narrative (Details) - USD ($)
$ in Thousands
1 Months Ended 3 Months Ended 12 Months Ended
Aug. 31, 2016
Mar. 31, 2019
Mar. 31, 2018
Dec. 31, 2018
Dec. 31, 2017
Securitization Transactions [Line Items]          
Face amount of notes distributed from Risk Retention Vehicle       $ 5,600  
Proceeds received from equity investment in risk retention vehicle (liquidation)       5,700  
Minimum economic interest required to be retained     5.00%    
TBA securities, at fair value       $ 2,939,311  
Participation in Multi-Seller Consumer Loan Securitization [Member]          
Securitization Transactions [Line Items]          
Aggregate unpaid principal balance of loans sold $ 124,000        
Company's share of loans sold 51.00%        
Co-participants share of loans sold 49.00%        
Loss on securitization of financial assets $ (100)        
Senior notes issued in securitization transaction 87,000        
Subordinated notes issued in securitization transaction $ 18,700        
Company's initial percentage ownership of jointly owned entity 51.00%        
Affiliated co-participants initial percentage ownership of jointly owned entity 49.00%        
Company's current percentage ownership of jointly owned entity   49.60%   62.00% 75.00%
Maximum amount at risk   $ 2,600      
CLO I Securitization [Member]          
Securitization Transactions [Line Items]          
Loss on securitization of financial assets     $ 200    
The Company [Member] | CLO I Securitization [Member]          
Securitization Transactions [Line Items]          
Corporate loans transferred into CLO securitization     62,000    
Affiliated Entity [Member] | CLO I Securitization [Member]          
Securitization Transactions [Line Items]          
Corporate loans transferred into CLO securitization     $ 141,700    
CLOs          
Securitization Transactions [Line Items]          
TBA securities, at fair value       $ 123,893  
CLOs | CLO I Securitization [Member]          
Securitization Transactions [Line Items]          
TBA securities, at fair value [1],[2]   $ 17,742 [3]   0 [4]  
CLOs | Distributed from Risk Retention Vehicle [Member]          
Securitization Transactions [Line Items]          
TBA securities, at fair value       $ 4,300  
Non-QM loan securitization          
Securitization Transactions [Line Items]          
Threshold for exercising Optional Redemption   30.00%   30.00%  
Percentage used to calculate servicing administrator fee   0.03%   0.03%  
[1] In August 2018, the notes originally issued by the CLO I Issuer in 2017 were fully redeemed, and the CLO I Issuer simultaneously issued new notes in conjunction with this full redemption.
[2] Included on the Company's Consolidated Condensed Schedule of Investments in Collateralized Loan Obligations.
[3] Includes secured and unsecured subordinated notes.
[4] Excludes the Company's equity investment in the CLO I Risk Retention Vehicle, as discussed above.