Valuation (Schedule of Significant Unobservable Inputs, Qualitative Information) (Details) - Level 3
|
12 Months Ended |
|
|
Dec. 31, 2018
USD ($)
|
Dec. 31, 2017 |
Mar. 31, 2019 |
Mar. 31, 2019
month
|
Mar. 31, 2019
$ / shares
|
Mar. 31, 2019
USD ($)
|
| Corporate equity securities | Non-exchange traded preferred equity investment in loan origination entity |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
$ 3,000,000
|
|
|
|
|
|
|
| Valuation, Market Approach | Private label mortgage backed securities |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
$ 36,945,000
|
|
|
|
|
|
$ 42,096,000
|
| Valuation, Market Approach | Private label mortgage backed securities | Measurement Input, Quoted Price | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input |
17.42
|
|
|
|
|
|
|
| Securities, measurement input | $ / shares |
|
|
|
|
|
15.72
|
|
| Valuation, Market Approach | Private label mortgage backed securities | Measurement Input, Quoted Price | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input |
178.00
|
|
|
|
|
|
|
| Securities, measurement input | $ / shares |
|
|
|
|
|
184.92
|
|
| Valuation, Market Approach | Private label mortgage backed securities | Measurement Input, Quoted Price | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input |
78.31
|
|
|
|
|
|
|
| Securities, measurement input | $ / shares |
|
|
|
|
|
82.84
|
|
| Valuation, Market Approach | CMBS |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
$ 576,000
|
|
|
|
|
|
5,137,000
|
| Valuation, Market Approach | CMBS | Measurement Input, Quoted Price | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input |
5.93
|
|
|
|
|
|
|
| Securities, measurement input | $ / shares |
|
|
|
|
|
5.94
|
|
| Valuation, Market Approach | CMBS | Measurement Input, Quoted Price | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input |
6.36
|
|
|
|
|
|
|
| Securities, measurement input | $ / shares |
|
|
|
|
|
70.90
|
|
| Valuation, Market Approach | CMBS | Measurement Input, Quoted Price | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input |
6.14
|
|
|
|
|
|
|
| Securities, measurement input | $ / shares |
|
|
|
|
|
60.88
|
|
| Valuation, Market Approach | Agency interest only RMBS |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
$ 744,000
|
|
|
|
|
|
705,000
|
| Valuation, Market Approach | Agency interest only RMBS | Measurement Input, Quoted Price | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input |
1.70
|
|
|
|
|
|
|
| Securities, measurement input | $ / shares |
|
|
|
|
|
8.42
|
|
| Valuation, Market Approach | Agency interest only RMBS | Measurement Input, Quoted Price | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input |
9.12
|
|
|
|
|
|
|
| Securities, measurement input | $ / shares |
|
|
|
|
|
14.43
|
|
| Valuation, Market Approach | Agency interest only RMBS | Measurement Input, Quoted Price | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input |
5.64
|
|
|
|
|
|
|
| Securities, measurement input | $ / shares |
|
|
|
|
|
11.96
|
|
| Valuation, Market Approach | Corporate debt and equity |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
|
|
|
|
|
|
1,452,000
|
| Valuation, Market Approach | Corporate debt and equity | Measurement Input, Quoted Price | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Securities, measurement input | $ / shares |
|
|
|
|
|
83.50
|
|
| Valuation, Market Approach | Corporate debt and equity | Measurement Input, Quoted Price | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Securities, measurement input | $ / shares |
|
|
|
|
|
83.50
|
|
| Valuation, Market Approach | Corporate debt and equity | Measurement Input, Quoted Price | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Securities, measurement input | $ / shares |
|
|
|
|
|
83.50
|
|
| Valuation, Market Approach | CLOs |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
$ 5,828,000
|
|
|
|
|
|
13,508,000
|
| Valuation, Market Approach | CLOs | Measurement Input, Quoted Price | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input |
2.64
|
|
|
|
|
|
|
| Securities, measurement input | $ / shares |
|
|
|
|
|
27.30
|
|
| Valuation, Market Approach | CLOs | Measurement Input, Quoted Price | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input |
375.00
|
|
|
|
|
|
|
| Securities, measurement input | $ / shares |
|
|
|
|
|
80.00
|
|
| Valuation, Market Approach | CLOs | Measurement Input, Quoted Price | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input |
167.78
|
|
|
|
|
|
|
| Securities, measurement input | $ / shares |
|
|
|
|
|
72.87
|
|
| Valuation, Market Approach | Corporate debt, non-exchange traded corporate equity, and secured notes [Member] |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
$ 13,976,000
|
|
|
|
|
|
|
| Valuation, Market Approach | Corporate debt, non-exchange traded corporate equity, and secured notes [Member] | Measurement Input, Quoted Price | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input |
9.69
|
|
|
|
|
|
|
| Valuation, Market Approach | Corporate debt, non-exchange traded corporate equity, and secured notes [Member] | Measurement Input, Quoted Price | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input |
91.00
|
|
|
|
|
|
|
| Valuation, Market Approach | Corporate debt, non-exchange traded corporate equity, and secured notes [Member] | Measurement Input, Quoted Price | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input |
59.18
|
|
|
|
|
|
|
| Valuation, Income Approach | Private label mortgage backed securities |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
$ 54,346,000
|
|
|
|
|
|
52,574,000
|
| Valuation, Income Approach | Private label mortgage backed securities | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Total outstanding collateral |
100.00%
|
|
|
100.00%
|
|
|
|
| Valuation, Income Approach | Private label mortgage backed securities | Measurement Input, Discount Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
3.50%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.005
|
|
|
|
| Valuation, Income Approach | Private label mortgage backed securities | Measurement Input, Discount Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
66.10%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.671
|
|
|
|
| Valuation, Income Approach | Private label mortgage backed securities | Measurement Input, Discount Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
10.70%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.095
|
|
|
|
| Valuation, Income Approach | Private label mortgage backed securities | Measurement Input, Prepayment Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
16.00%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.151
|
|
|
|
| Valuation, Income Approach | Private label mortgage backed securities | Measurement Input, Prepayment Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
92.10%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.778
|
|
|
|
| Valuation, Income Approach | Private label mortgage backed securities | Measurement Input, Prepayment Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
50.40%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.466
|
|
|
|
| Valuation, Income Approach | Private label mortgage backed securities | Measurement Input, Default Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
0.00%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.001
|
|
|
|
| Valuation, Income Approach | Private label mortgage backed securities | Measurement Input, Default Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
23.10%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.176
|
|
|
|
| Valuation, Income Approach | Private label mortgage backed securities | Measurement Input, Default Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
8.70%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.088
|
|
|
|
| Valuation, Income Approach | Private label mortgage backed securities | Measurement Input, Projected Collateral Recoveries | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
1.50%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.017
|
|
|
|
| Valuation, Income Approach | Private label mortgage backed securities | Measurement Input, Projected Collateral Recoveries | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
14.60%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.158
|
|
|
|
| Valuation, Income Approach | Private label mortgage backed securities | Measurement Input, Projected Collateral Recoveries | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
7.30%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.082
|
|
|
|
| Valuation, Income Approach | Private label mortgage backed securities | Measurement input, Projected Collateral Scheduled Amortization | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
6.10%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.163
|
|
|
|
| Valuation, Income Approach | Private label mortgage backed securities | Measurement input, Projected Collateral Scheduled Amortization | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
61.80%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.630
|
|
|
|
| Valuation, Income Approach | Private label mortgage backed securities | Measurement input, Projected Collateral Scheduled Amortization | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
33.60%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.364
|
|
|
|
| Valuation, Income Approach | CMBS |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
$ 227,000
|
|
|
|
|
|
|
| Valuation, Income Approach | CMBS | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Total outstanding collateral |
100.00%
|
|
|
|
|
|
|
| Valuation, Income Approach | CMBS | Measurement Input, Discount Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
3.40%
|
|
|
|
|
|
|
| Valuation, Income Approach | CMBS | Measurement Input, Discount Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
3.40%
|
|
|
|
|
|
|
| Valuation, Income Approach | CMBS | Measurement Input, Discount Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
3.40%
|
|
|
|
|
|
|
| Valuation, Income Approach | CMBS | Measurement Input, Default Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
2.00%
|
|
|
|
|
|
|
| Valuation, Income Approach | CMBS | Measurement Input, Default Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
2.00%
|
|
|
|
|
|
|
| Valuation, Income Approach | CMBS | Measurement Input, Default Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
2.00%
|
|
|
|
|
|
|
| Valuation, Income Approach | CMBS | Measurement Input, Projected Collateral Recoveries | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
6.60%
|
|
|
|
|
|
|
| Valuation, Income Approach | CMBS | Measurement Input, Projected Collateral Recoveries | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
6.60%
|
|
|
|
|
|
|
| Valuation, Income Approach | CMBS | Measurement Input, Projected Collateral Recoveries | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
6.60%
|
|
|
|
|
|
|
| Valuation, Income Approach | CMBS | Measurement input, Projected Collateral Scheduled Amortization | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
91.40%
|
|
|
|
|
|
|
| Valuation, Income Approach | CMBS | Measurement input, Projected Collateral Scheduled Amortization | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
91.40%
|
|
|
|
|
|
|
| Valuation, Income Approach | CMBS | Measurement input, Projected Collateral Scheduled Amortization | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
91.40%
|
|
|
|
|
|
|
| Valuation, Income Approach | Corporate Debt and non-exchange traded corporate equity [Member] |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
$ 4,793,000
|
|
|
|
|
|
|
| Valuation, Income Approach | Corporate Debt and non-exchange traded corporate equity [Member] | Measurement Input, Discount Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
17.50%
|
|
|
|
|
|
|
| Valuation, Income Approach | Corporate Debt and non-exchange traded corporate equity [Member] | Measurement Input, Discount Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
17.50%
|
|
|
|
|
|
|
| Valuation, Income Approach | Corporate Debt and non-exchange traded corporate equity [Member] | Measurement Input, Discount Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
17.50%
|
|
|
|
|
|
|
| Valuation, Income Approach | Corporate debt and equity |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
|
|
|
|
|
|
5,750,000
|
| Valuation, Income Approach | Corporate debt and equity | Measurement Input, Discount Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.100
|
|
|
|
| Valuation, Income Approach | Corporate debt and equity | Measurement Input, Discount Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.196
|
|
|
|
| Valuation, Income Approach | Corporate debt and equity | Measurement Input, Discount Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.167
|
|
|
|
| Valuation, Income Approach | Agency interest only RMBS |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
$ 6,549,000
|
|
|
|
|
|
5,684,000
|
| Valuation, Income Approach | Agency interest only RMBS | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
2.11%
|
[1] |
3.81%
|
|
|
|
|
| Valuation, Income Approach | Agency interest only RMBS | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
35.21%
|
[1] |
35.21%
|
|
|
|
|
| Valuation, Income Approach | Agency interest only RMBS | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
6.77%
|
[1] |
7.30%
|
|
|
|
|
| Total outstanding collateral |
100.00%
|
|
|
100.00%
|
|
|
|
| Valuation, Income Approach | Agency interest only RMBS | Measurement Input, LIBOR OAS | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.0093
|
|
|
|
| Valuation, Income Approach | Agency interest only RMBS | Measurement Input, LIBOR OAS | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.3527
|
|
|
|
| Valuation, Income Approach | Agency interest only RMBS | Measurement Input, LIBOR OAS | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.0654
|
|
|
|
| Valuation, Income Approach | Agency interest only RMBS | Measurement Input, Prepayment Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
37.70%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.300
|
|
|
|
| Valuation, Income Approach | Agency interest only RMBS | Measurement Input, Prepayment Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
100.00%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
1.000
|
|
|
|
| Valuation, Income Approach | Agency interest only RMBS | Measurement Input, Prepayment Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
66.20%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.677
|
|
|
|
| Valuation, Income Approach | Agency interest only RMBS | Measurement input, Projected Collateral Scheduled Amortization | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
0.00%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.000
|
|
|
|
| Valuation, Income Approach | Agency interest only RMBS | Measurement input, Projected Collateral Scheduled Amortization | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
62.30%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.700
|
|
|
|
| Valuation, Income Approach | Agency interest only RMBS | Measurement input, Projected Collateral Scheduled Amortization | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
33.80%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.323
|
|
|
|
| Valuation, Income Approach | Investment in unconsolidated entities |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
|
|
|
|
|
|
23,303,000
|
| Valuation, Income Approach | Investment in unconsolidated entities | Measurement Input, Discount Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Equity method investment, measurement input |
|
|
|
0.055
|
|
|
|
| Valuation, Income Approach | Investment in unconsolidated entities | Measurement Input, Discount Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Equity method investment, measurement input |
|
|
|
0.196
|
|
|
|
| Valuation, Income Approach | Investment in unconsolidated entities | Measurement Input, Discount Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Equity method investment, measurement input |
|
|
|
0.102
|
|
|
|
| Valuation, Income Approach | CLOs |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
$ 9,087,000
|
|
|
|
|
|
7,930,000
|
| Valuation, Income Approach | CLOs | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Total outstanding collateral |
100.00%
|
|
|
100.00%
|
|
|
|
| Valuation, Income Approach | CLOs | Measurement Input, Discount Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
12.60%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.087
|
|
|
|
| Valuation, Income Approach | CLOs | Measurement Input, Discount Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
103.10%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.152
|
|
|
|
| Valuation, Income Approach | CLOs | Measurement Input, Discount Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
26.70%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.118
|
|
|
|
| Valuation, Income Approach | CLOs | Measurement Input, Prepayment Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
8.10%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.199
|
|
|
|
| Valuation, Income Approach | CLOs | Measurement Input, Prepayment Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
88.40%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.873
|
|
|
|
| Valuation, Income Approach | CLOs | Measurement Input, Prepayment Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
65.20%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.525
|
|
|
|
| Valuation, Income Approach | CLOs | Measurement Input, Default Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
3.70%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.053
|
|
|
|
| Valuation, Income Approach | CLOs | Measurement Input, Default Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
40.80%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.308
|
|
|
|
| Valuation, Income Approach | CLOs | Measurement Input, Default Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
13.50%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.157
|
|
|
|
| Valuation, Income Approach | CLOs | Measurement Input, Projected Collateral Recoveries | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
4.20%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.042
|
|
|
|
| Valuation, Income Approach | CLOs | Measurement Input, Projected Collateral Recoveries | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
38.00%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.137
|
|
|
|
| Valuation, Income Approach | CLOs | Measurement Input, Projected Collateral Recoveries | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
11.90%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.088
|
|
|
|
| Valuation, Income Approach | CLOs | Measurement input, Projected Collateral Scheduled Amortization | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
3.50%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.000
|
|
|
|
| Valuation, Income Approach | CLOs | Measurement input, Projected Collateral Scheduled Amortization | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
13.50%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.652
|
|
|
|
| Valuation, Income Approach | CLOs | Measurement input, Projected Collateral Scheduled Amortization | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
9.40%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.230
|
|
|
|
| Valuation, Income Approach | Consumer loans and asset-backed securities backed by consumer loans |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
$ 206,761,000
|
|
|
|
|
|
24,108,000
|
| Valuation, Income Approach | Consumer loans and asset-backed securities backed by consumer loans | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Total outstanding collateral |
100.00%
|
|
|
100.00%
|
|
|
|
| Valuation, Income Approach | Consumer loans and asset-backed securities backed by consumer loans | Measurement Input, Discount Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
7.00%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.120
|
|
|
|
| Valuation, Income Approach | Consumer loans and asset-backed securities backed by consumer loans | Measurement Input, Discount Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
18.30%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.187
|
|
|
|
| Valuation, Income Approach | Consumer loans and asset-backed securities backed by consumer loans | Measurement Input, Discount Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
8.50%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.122
|
|
|
|
| Valuation, Income Approach | Consumer loans and asset-backed securities backed by consumer loans | Measurement Input, Prepayment Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
0.00%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.000
|
|
|
|
| Valuation, Income Approach | Consumer loans and asset-backed securities backed by consumer loans | Measurement Input, Prepayment Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
45.90%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.110
|
|
|
|
| Valuation, Income Approach | Consumer loans and asset-backed securities backed by consumer loans | Measurement Input, Prepayment Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
33.50%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.094
|
|
|
|
| Valuation, Income Approach | Consumer loans and asset-backed securities backed by consumer loans | Measurement Input, Default Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
2.60%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.016
|
|
|
|
| Valuation, Income Approach | Consumer loans and asset-backed securities backed by consumer loans | Measurement Input, Default Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
84.80%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.166
|
|
|
|
| Valuation, Income Approach | Consumer loans and asset-backed securities backed by consumer loans | Measurement Input, Default Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
9.10%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.149
|
|
|
|
| Valuation, Income Approach | Consumer loans and asset-backed securities backed by consumer loans | Measurement input, Projected Collateral Scheduled Amortization | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
15.20%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.729
|
|
|
|
| Valuation, Income Approach | Consumer loans and asset-backed securities backed by consumer loans | Measurement input, Projected Collateral Scheduled Amortization | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
96.60%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.984
|
|
|
|
| Valuation, Income Approach | Consumer loans and asset-backed securities backed by consumer loans | Measurement input, Projected Collateral Scheduled Amortization | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
57.40%
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.757
|
|
|
|
| Valuation, Income Approach | Consumer loans |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
|
|
|
|
|
|
192,115,000
|
| Valuation, Income Approach | Consumer loans | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Total outstanding collateral |
|
|
|
100.00%
|
|
|
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Discount Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.070
|
|
|
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Discount Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.100
|
|
|
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Discount Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.080
|
|
|
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Prepayment Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.000
|
|
|
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Prepayment Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.554
|
|
|
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Prepayment Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.415
|
|
|
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Default Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.040
|
|
|
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Default Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.866
|
|
|
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Default Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.080
|
|
|
|
| Valuation, Income Approach | Consumer loans | Measurement input, Projected Collateral Scheduled Amortization | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.134
|
|
|
|
| Valuation, Income Approach | Consumer loans | Measurement input, Projected Collateral Scheduled Amortization | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.857
|
|
|
|
| Valuation, Income Approach | Consumer loans | Measurement input, Projected Collateral Scheduled Amortization | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Securities, measurement input |
|
|
|
0.505
|
|
|
|
| Valuation, Income Approach | Performing commercial mortgage loans |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
$ 163,876,000
|
|
|
|
|
|
|
| Valuation, Income Approach | Performing commercial mortgage loans | Measurement Input, Discount Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
8.00%
|
|
|
|
|
|
|
| Valuation, Income Approach | Performing commercial mortgage loans | Measurement Input, Discount Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
22.50%
|
|
|
|
|
|
|
| Valuation, Income Approach | Performing commercial mortgage loans | Measurement Input, Discount Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
9.60%
|
|
|
|
|
|
|
| Valuation, Income Approach | Non-performing commercial mortgage loans and commercial real estate owned |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
$ 80,513,000
|
|
|
|
|
|
|
| Valuation, Income Approach | Non-performing commercial mortgage loans and commercial real estate owned | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, recovery time |
3 months
|
|
4 months
|
|
|
|
|
| Valuation, Income Approach | Non-performing commercial mortgage loans and commercial real estate owned | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, recovery time |
16 months
|
|
17 months
|
|
|
|
|
| Valuation, Income Approach | Non-performing commercial mortgage loans and commercial real estate owned | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, recovery time |
7 months 27 days
|
|
9 months 15 days
|
|
|
|
|
| Valuation, Income Approach | Non-performing commercial mortgage loans and commercial real estate owned | Measurement Input, Discount Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
9.60%
|
|
|
|
|
|
|
| Valuation, Income Approach | Non-performing commercial mortgage loans and commercial real estate owned | Measurement Input, Discount Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
27.40%
|
|
|
|
|
|
|
| Valuation, Income Approach | Non-performing commercial mortgage loans and commercial real estate owned | Measurement Input, Discount Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
13.20%
|
|
|
|
|
|
|
| Valuation, Income Approach | Performing residential mortgage loans |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
$ 171,367,000
|
|
|
|
|
|
|
| Valuation, Income Approach | Performing residential mortgage loans | Measurement Input, Discount Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
2.70%
|
|
|
|
|
|
|
| Valuation, Income Approach | Performing residential mortgage loans | Measurement Input, Discount Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
12.90%
|
|
|
|
|
|
|
| Valuation, Income Approach | Performing residential mortgage loans | Measurement Input, Discount Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
6.00%
|
|
|
|
|
|
|
| Valuation, Income Approach | Securitized residential mortgage loans |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
$ 314,202,000
|
|
|
|
|
|
296,366,000
|
| Valuation, Income Approach | Securitized residential mortgage loans | Measurement Input, Discount Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
4.30%
|
|
|
|
|
|
|
| Loans, measurement input |
|
|
|
0.044
|
|
|
|
| Valuation, Income Approach | Securitized residential mortgage loans | Measurement Input, Discount Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
4.60%
|
|
|
|
|
|
|
| Loans, measurement input |
|
|
|
0.046
|
|
|
|
| Valuation, Income Approach | Securitized residential mortgage loans | Measurement Input, Discount Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
4.60%
|
|
|
|
|
|
|
| Loans, measurement input |
|
|
|
0.045
|
|
|
|
| Valuation, Income Approach | Non-performing residential mortgage loans and residential real estate owned |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
$ 12,557,000
|
|
|
|
|
|
|
| Valuation, Income Approach | Non-performing residential mortgage loans and residential real estate owned | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, recovery time |
1 month 27 days
|
[2] |
1 month 27 days
|
|
|
|
|
| Valuation, Income Approach | Non-performing residential mortgage loans and residential real estate owned | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, recovery time |
42 months 6 days
|
[2] |
40 months 15 days
|
|
|
|
|
| Valuation, Income Approach | Non-performing residential mortgage loans and residential real estate owned | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, recovery time |
27 months 24 days
|
[2] |
25 months 18 days
|
|
|
|
|
| Valuation, Income Approach | Non-performing residential mortgage loans and residential real estate owned | Measurement Input, Discount Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
4.30%
|
|
|
|
|
|
|
| Valuation, Income Approach | Non-performing residential mortgage loans and residential real estate owned | Measurement Input, Discount Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
25.10%
|
|
|
|
|
|
|
| Valuation, Income Approach | Non-performing residential mortgage loans and residential real estate owned | Measurement Input, Discount Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
11.30%
|
|
|
|
|
|
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
$ 1,472,000
|
|
|
|
|
|
1,233,000
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Total outstanding collateral |
100.00%
|
|
|
100.00%
|
|
|
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Prepayment Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
33.60%
|
|
|
|
|
|
|
| Derivative asset, measurement input |
|
|
|
0.341
|
|
|
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Prepayment Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
42.00%
|
|
|
|
|
|
|
| Derivative asset, measurement input |
|
|
|
0.386
|
|
|
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Prepayment Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
36.50%
|
|
|
|
|
|
|
| Derivative asset, measurement input |
|
|
|
0.360
|
|
|
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Default Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
11.10%
|
|
|
|
|
|
|
| Derivative asset, measurement input |
|
|
|
0.117
|
|
|
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Default Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
15.60%
|
|
|
|
|
|
|
| Derivative asset, measurement input |
|
|
|
0.181
|
|
|
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Default Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
12.80%
|
|
|
|
|
|
|
| Derivative asset, measurement input |
|
|
|
0.133
|
|
|
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Projected Collateral Recoveries | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
10.30%
|
|
|
|
|
|
|
| Derivative asset, measurement input |
|
|
|
0.142
|
|
|
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Projected Collateral Recoveries | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
18.70%
|
|
|
|
|
|
|
| Derivative asset, measurement input |
|
|
|
0.175
|
|
|
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Projected Collateral Recoveries | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
15.80%
|
|
|
|
|
|
|
| Derivative asset, measurement input |
|
|
|
0.162
|
|
|
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement input, Projected Collateral Scheduled Amortization | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
32.00%
|
|
|
|
|
|
|
| Derivative asset, measurement input |
|
|
|
0.291
|
|
|
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement input, Projected Collateral Scheduled Amortization | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
36.50%
|
|
|
|
|
|
|
| Derivative asset, measurement input |
|
|
|
0.365
|
|
|
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement input, Projected Collateral Scheduled Amortization | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
34.90%
|
|
|
|
|
|
|
| Derivative asset, measurement input |
|
|
|
0.345
|
|
|
|
| Valuation, Income Approach | Investment in unconsolidated entities |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
$ 5,192,000
|
|
|
|
|
|
|
| Valuation, Income Approach | Investment in unconsolidated entities | Measurement Input, Discount Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
12.90%
|
|
|
|
|
|
|
| Valuation, Income Approach | Investment in unconsolidated entities | Measurement Input, Discount Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
16.10%
|
|
|
|
|
|
|
| Valuation, Income Approach | Investment in unconsolidated entities | Measurement Input, Discount Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input, percent |
15.40%
|
|
|
|
|
|
|
| Valuation, Income Approach | Other secured borrowings, at fair value |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
$ (297,948,000)
|
|
|
|
|
|
(282,124,000)
|
| Valuation, Income Approach | Other secured borrowings, at fair value | Measurement Input, Discount Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Debt, measurement input |
3.90%
|
|
|
|
|
|
|
| Debt instrument, measurement input |
|
|
|
0.040
|
|
|
|
| Valuation, Income Approach | Other secured borrowings, at fair value | Measurement Input, Discount Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Debt, measurement input |
4.40%
|
|
|
|
|
|
|
| Debt instrument, measurement input |
|
|
|
0.041
|
|
|
|
| Valuation, Income Approach | Other secured borrowings, at fair value | Measurement Input, Discount Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Debt, measurement input |
4.30%
|
|
|
|
|
|
|
| Debt instrument, measurement input |
|
|
|
0.041
|
|
|
|
| Enterprise Value | Investment in unconsolidated entities |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
|
|
|
|
|
|
31,849,000
|
| Enterprise Value | Investment in unconsolidated entities | Measurement Input, Equity Price-to-Book | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Equity method investment, measurement input |
|
|
|
1.0
|
|
|
|
| Enterprise Value | Investment in unconsolidated entities | Measurement Input, Equity Price-to-Book | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Equity method investment, measurement input |
|
|
|
3.1
|
|
|
|
| Enterprise Value | Investment in unconsolidated entities | Measurement Input, Equity Price-to-Book | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Equity method investment, measurement input |
|
|
|
1.4
|
|
|
|
| Enterprise Value | Corporate equity securities | Non-exchange traded common equity investment in mortgage-related entity |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
$ 6,750,000
|
|
|
|
|
|
|
| Enterprise Value | Corporate equity securities | Non-exchange traded common equity investment in mortgage-related entity | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input |
3.3
|
[3] |
2.0
|
|
|
|
|
| Enterprise Value | Corporate equity securities | Non-exchange traded common equity investment in mortgage-related entity | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input |
3.3
|
[3] |
2.0
|
|
|
|
|
| Enterprise Value | Corporate equity securities | Non-exchange traded common equity investment in mortgage-related entity | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input |
3.3
|
[3] |
2.0
|
|
|
|
|
| Enterprise Value | Corporate equity securities | Non-exchange traded preferred equity investment in mortgage-related entity |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
$ 27,317,000
|
|
|
|
|
|
|
| Enterprise Value | Corporate equity securities | Non-exchange traded preferred equity investment in mortgage-related entity | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input |
1.1
|
[3] |
0.9
|
|
|
|
|
| Enterprise Value | Corporate equity securities | Non-exchange traded preferred equity investment in mortgage-related entity | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input |
1.1
|
[3] |
0.9
|
|
|
|
|
| Enterprise Value | Corporate equity securities | Non-exchange traded preferred equity investment in mortgage-related entity | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Investment, measurement input |
1.1
|
[3] |
0.9
|
|
|
|
|
| Market Quotes | Investment in unconsolidated entities |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
|
|
|
|
|
|
3,000,000
|
| Performing and/or Re-performing | Residential mortgage loans | Measurement Input, Discount Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Loans, measurement input |
|
|
|
0.041
|
|
|
|
| Performing and/or Re-performing | Residential mortgage loans | Measurement Input, Discount Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Loans, measurement input |
|
|
|
0.226
|
|
|
|
| Performing and/or Re-performing | Residential mortgage loans | Measurement Input, Discount Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Loans, measurement input |
|
|
|
0.060
|
|
|
|
| Performing and/or Re-performing | Valuation, Income Approach | Commercial mortgage loans |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
|
|
|
|
|
|
198,823,000
|
| Performing and/or Re-performing | Valuation, Income Approach | Commercial mortgage loans | Measurement Input, Discount Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Loans, measurement input |
|
|
|
0.080
|
|
|
|
| Performing and/or Re-performing | Valuation, Income Approach | Commercial mortgage loans | Measurement Input, Discount Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Loans, measurement input |
|
|
|
0.225
|
|
|
|
| Performing and/or Re-performing | Valuation, Income Approach | Commercial mortgage loans | Measurement Input, Discount Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Loans, measurement input |
|
|
|
0.094
|
|
|
|
| Performing and/or Re-performing | Valuation, Income Approach | Residential mortgage loans |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
|
|
|
|
|
|
274,572,000
|
| Non-performing | Residential mortgage loans | Measurement Input, Discount Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Loans, measurement input |
|
|
|
0.043
|
|
|
|
| Non-performing | Residential mortgage loans | Measurement Input, Discount Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Loans, measurement input |
|
|
|
0.333
|
|
|
|
| Non-performing | Residential mortgage loans | Measurement Input, Discount Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Loans, measurement input |
|
|
|
0.119
|
|
|
|
| Non-performing | Valuation, Income Approach | Commercial mortgage loans |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
|
|
|
|
|
|
40,800,000
|
| Non-performing | Valuation, Income Approach | Commercial mortgage loans | Measurement Input, Discount Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Loans, measurement input |
|
|
|
0.105
|
0.0
|
|
|
| Non-performing | Valuation, Income Approach | Commercial mortgage loans | Measurement Input, Discount Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Loans, measurement input |
|
|
|
0.141
|
5.0
|
|
|
| Non-performing | Valuation, Income Approach | Commercial mortgage loans | Measurement Input, Discount Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Loans, measurement input |
|
|
|
0.128
|
3.0
|
|
|
| Non-performing | Valuation, Income Approach | Residential mortgage loans |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Fair value |
|
|
|
|
|
|
$ 12,314,000
|
| Non-performing | Valuation, Income Approach | Residential mortgage loans | Measurement Input, Discount Rate | Minimum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Loans, measurement input | month |
|
|
|
|
13.5
|
|
|
| Non-performing | Valuation, Income Approach | Residential mortgage loans | Measurement Input, Discount Rate | Maximum |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Loans, measurement input | month |
|
|
|
|
62.6
|
|
|
| Non-performing | Valuation, Income Approach | Residential mortgage loans | Measurement Input, Discount Rate | Weighted Average |
|
|
|
|
|
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
|
|
|
|
|
| Loans, measurement input | month |
|
|
|
|
32.3
|
|
|
|
|