Valuation (Schedule of Significant Unobservable Inputs, Qualitative Information) (Details) - Level 3
|
9 Months Ended |
12 Months Ended |
|
Sep. 30, 2019
USD ($)
$ / shares
|
Dec. 31, 2018
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 | Non-Agency RMBS |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 29,780,000
|
$ 36,945,000
|
| Valuation, Market Approach | Non-Agency RMBS | Measurement Input, Quoted Price | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input |
|
17.42
|
| Securities, measurement input | $ / shares |
13.58
|
|
| Valuation, Market Approach | Non-Agency RMBS | Measurement Input, Quoted Price | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input |
|
178.00
|
| Securities, measurement input | $ / shares |
164.58
|
|
| Valuation, Market Approach | Non-Agency RMBS | Measurement Input, Quoted Price | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input |
|
78.31
|
| Securities, measurement input | $ / shares |
77.94
|
|
| Valuation, Market Approach | CMBS |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 11,240,000
|
$ 576,000
|
| 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 |
5.75
|
|
| 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 |
82.38
|
|
| 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 |
66.76
|
|
| Valuation, Market Approach | Agency RMBS | Interest only securities |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 3,257,000
|
$ 744,000
|
| Valuation, Market Approach | Agency RMBS | Interest only securities | Measurement Input, Quoted Price | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input |
|
1.70
|
| Securities, measurement input | $ / shares |
3.03
|
|
| Valuation, Market Approach | Agency RMBS | Interest only securities | Measurement Input, Quoted Price | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input |
|
9.12
|
| Securities, measurement input | $ / shares |
19.27
|
|
| Valuation, Market Approach | Agency RMBS | Interest only securities | Measurement Input, Quoted Price | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input |
|
5.64
|
| Securities, measurement input | $ / shares |
9.47
|
|
| Valuation, Market Approach | Corporate debt and equity |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 2,670,000
|
|
| 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 |
97.25
|
|
| 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 |
100.50
|
|
| 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 |
98.65
|
|
| Valuation, Market Approach | Investment in unconsolidated entities |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 3,000,000
|
|
| Valuation, Market Approach | CLOs |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 24,894,000
|
$ 5,828,000
|
| 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 |
29.86
|
|
| 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 |
298.56
|
|
| 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 |
72.29
|
|
| 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, Market Approach | Corporate loan [Member] |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 5,790,000
|
|
| Valuation, Market Approach | Corporate loan [Member] | Measurement Input, Quoted Price | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
100.00
|
|
| Valuation, Market Approach | Corporate loan [Member] | Measurement Input, Quoted Price | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
100.00
|
|
| Valuation, Market Approach | Corporate loan [Member] | Measurement Input, Quoted Price | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
100.00
|
|
| Valuation, Market Approach | Total return swaps |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 235,000
|
|
| Fair value |
$ (214,000)
|
|
| Valuation, Market Approach | Total return swaps | Measurement Input, Quoted Price | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative asset, measurement input |
53.50
|
|
| Derivative Liability, Measurement Input |
53.50
|
|
| Valuation, Market Approach | Total return swaps | Measurement Input, Quoted Price | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative asset, measurement input |
95.00
|
|
| Derivative Liability, Measurement Input |
54.50
|
|
| Valuation, Market Approach | Total return swaps | Measurement Input, Quoted Price | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative asset, measurement input |
88.56
|
|
| Derivative Liability, Measurement Input |
54.00
|
|
| Valuation, Income Approach | Non-Agency RMBS |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 51,702,000
|
$ 54,346,000
|
| Valuation, Income Approach | Non-Agency RMBS | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Total outstanding collateral |
100.00%
|
100.00%
|
| Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Discount Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, percent |
|
3.50%
|
| Securities, measurement input |
0.035
|
|
| Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Discount Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, percent |
|
66.10%
|
| Securities, measurement input |
0.578
|
|
| Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Discount Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, percent |
|
10.70%
|
| Securities, measurement input |
0.138
|
|
| Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Prepayment Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, percent |
|
16.00%
|
| Securities, measurement input |
0.297
|
|
| Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Prepayment Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, percent |
|
92.10%
|
| Securities, measurement input |
0.720
|
|
| Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Prepayment Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, percent |
|
50.40%
|
| Securities, measurement input |
0.585
|
|
| Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Default Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, percent |
|
0.00%
|
| Securities, measurement input |
0.002
|
|
| Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Default Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, percent |
|
23.10%
|
| Securities, measurement input |
0.117
|
|
| Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Default Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, percent |
|
8.70%
|
| Securities, measurement input |
0.048
|
|
| Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Projected Collateral Recoveries | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, percent |
|
1.50%
|
| Securities, measurement input |
0.000
|
|
| Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Projected Collateral Recoveries | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, percent |
|
14.60%
|
| Securities, measurement input |
0.224
|
|
| Valuation, Income Approach | Non-Agency RMBS | 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 |
0.076
|
|
| Valuation, Income Approach | Non-Agency RMBS | 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 | Non-Agency RMBS | 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 |
0.522
|
|
| Valuation, Income Approach | Non-Agency RMBS | 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 |
0.291
|
|
| Valuation, Income Approach | CMBS |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 1,128,000
|
$ 227,000
|
| Valuation, Income Approach | CMBS | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Total outstanding collateral |
100.00%
|
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%
|
| Securities, measurement input |
0.250
|
|
| Valuation, Income Approach | CMBS | Measurement Input, Discount Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, percent |
|
3.40%
|
| Securities, measurement input |
0.250
|
|
| 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%
|
| Securities, measurement input |
0.250
|
|
| Valuation, Income Approach | CMBS | Measurement Input, Default Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, percent |
|
2.00%
|
| Securities, measurement input |
0.010
|
|
| Valuation, Income Approach | CMBS | Measurement Input, Default Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, percent |
|
2.00%
|
| Securities, measurement input |
0.010
|
|
| 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%
|
| Securities, measurement input |
0.010
|
|
| 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%
|
| Securities, measurement input |
0.031
|
|
| 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%
|
| Securities, measurement input |
0.031
|
|
| 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%
|
| Securities, measurement input |
0.031
|
|
| 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%
|
| Securities, measurement input |
0.959
|
|
| 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%
|
| Securities, measurement input |
0.959
|
|
| 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%
|
| Securities, measurement input |
0.959
|
|
| Valuation, Income Approach | Agency RMBS | Interest only securities |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 20,242,000
|
$ 6,549,000
|
| Valuation, Income Approach | Agency RMBS | Interest only securities | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, percent |
|
2.11%
|
| Valuation, Income Approach | Agency RMBS | Interest only securities | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, percent |
|
35.21%
|
| Valuation, Income Approach | Agency RMBS | Interest only securities | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, percent |
|
6.77%
|
| Total outstanding collateral |
100.00%
|
100.00%
|
| Valuation, Income Approach | Agency RMBS | Interest only securities | Measurement Input, LIBOR OAS | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.0093
|
|
| Valuation, Income Approach | Agency RMBS | Interest only securities | Measurement Input, LIBOR OAS | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.3527
|
|
| Valuation, Income Approach | Agency RMBS | Interest only securities | Measurement Input, LIBOR OAS | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.0953
|
|
| Valuation, Income Approach | Agency RMBS | Interest only securities | Measurement Input, Prepayment Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, percent |
|
37.70%
|
| Securities, measurement input |
0.133
|
|
| Valuation, Income Approach | Agency RMBS | Interest only securities | 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 RMBS | Interest only securities | Measurement Input, Prepayment Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, percent |
|
66.20%
|
| Securities, measurement input |
0.804
|
|
| Valuation, Income Approach | Agency RMBS | Interest only securities | 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 RMBS | Interest only securities | 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 |
0.867
|
|
| Valuation, Income Approach | Agency RMBS | Interest only securities | 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 |
0.196
|
|
| 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 |
$ 2,790,000
|
|
| 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 |
0.100
|
|
| 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 |
0.100
|
|
| Valuation, Income Approach | Investment in unconsolidated entities |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 32,720,000
|
|
| 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 |
0.046
|
|
| 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 |
0.156
|
|
| 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 |
0.097
|
|
| Valuation, Income Approach | CLOs |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 3,114,000
|
$ 9,087,000
|
| 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 |
0.157
|
|
| 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 |
0.240
|
|
| 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 |
0.196
|
|
| 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 |
0.782
|
|
| 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 |
0.830
|
|
| 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 |
0.805
|
|
| 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 |
0.104
|
|
| 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 |
0.156
|
|
| 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 |
0.140
|
|
| 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 |
0.045
|
|
| 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 |
0.062
|
|
| 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 |
0.055
|
|
| 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%
|
| 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%
|
| 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%
|
| 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
|
| 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%
|
| 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%
|
| 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%
|
| 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%
|
| 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%
|
| 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%
|
| 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%
|
| 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%
|
| 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%
|
| 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%
|
| 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%
|
| 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%
|
| 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%
|
| Valuation, Income Approach | Asset-backed securities, backed by consumer loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 39,316,000
|
|
| Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Total outstanding collateral |
100.00%
|
|
| Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Measurement Input, Discount Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.120
|
|
| Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Measurement Input, Discount Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.245
|
|
| Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Measurement Input, Discount Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.122
|
|
| Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Measurement Input, Prepayment Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.000
|
|
| Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Measurement Input, Prepayment Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.114
|
|
| Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Measurement Input, Prepayment Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.095
|
|
| Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Measurement Input, Default Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.009
|
|
| Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Measurement Input, Default Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.480
|
|
| Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Measurement Input, Default Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.142
|
|
| Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Measurement input, Projected Collateral Scheduled Amortization | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.520
|
|
| Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Measurement input, Projected Collateral Scheduled Amortization | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.987
|
|
| Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Measurement input, Projected Collateral Scheduled Amortization | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.763
|
|
| Valuation, Income Approach | Consumer loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 151,699,000
|
|
| 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 |
0.081
|
|
| 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 |
0.439
|
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Prepayment Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.153
|
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Default Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.033
|
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Default Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.864
|
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Default Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.082
|
|
| Valuation, Income Approach | Consumer loans | Measurement input, Projected Collateral Scheduled Amortization | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.136
|
|
| Valuation, Income Approach | Consumer loans | Measurement input, Projected Collateral Scheduled Amortization | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.872
|
|
| 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 |
0.765
|
|
| Valuation, Income Approach | Corporate loan [Member] |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 10,000,000
|
|
| Valuation, Income Approach | Corporate loan [Member] | Measurement Input, Discount Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.150
|
|
| Valuation, Income Approach | Corporate loan [Member] | Measurement Input, Discount Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.180
|
|
| Valuation, Income Approach | Corporate loan [Member] | Measurement Input, Discount Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.165
|
|
| 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
|
| 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
|
| 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
|
| 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
|
| 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%
|
| 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%
|
| 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%
|
| 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
|
| 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
|
| 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
|
| 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 |
$ 1,078,000
|
$ 1,472,000
|
| 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 |
0.337
|
|
| 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 |
0.402
|
|
| 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 |
0.355
|
|
| 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 |
0.108
|
|
| 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 |
0.157
|
|
| 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 |
0.118
|
|
| 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 |
0.152
|
|
| 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 |
0.199
|
|
| 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 |
0.185
|
|
| 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 |
0.307
|
|
| 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 |
0.356
|
|
| 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 |
0.342
|
|
| 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 |
$ (438,629,000)
|
$ (297,948,000)
|
| 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 |
0.032
|
|
| 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 |
0.100
|
|
| 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 |
0.044
|
|
| Enterprise Value | Investment in unconsolidated entities |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 34,715,000
|
|
| 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 |
2.5
|
|
| 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 |
1.3
|
|
| 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
|
| 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
|
| 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
|
| 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
|
| 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
|
| 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
|
| 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 |
0.033
|
|
| 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 |
0.581
|
|
| 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 |
0.056
|
|
| Performing and/or Re-performing | Valuation, Income Approach | Commercial mortgage loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 222,219,000
|
|
| 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 |
0.126
|
|
| 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 |
0.089
|
|
| Performing and/or Re-performing | Valuation, Income Approach | Residential mortgage loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 316,804,000
|
|
| Securitized loans [Member] | Valuation, Income Approach | Residential mortgage loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 466,297,000
|
|
| Securitized loans [Member] | Valuation, Income Approach | Residential mortgage loans | Measurement Input, Discount Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Loans, Measurement Input |
0.036
|
|
| Securitized loans [Member] | Valuation, Income Approach | Residential mortgage loans | Measurement Input, Discount Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Loans, Measurement Input |
0.100
|
|
| Securitized loans [Member] | Valuation, Income Approach | Residential mortgage loans | Measurement Input, Discount Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Loans, Measurement Input |
0.049
|
|
| Non-performing | Residential mortgage loans | Measurement Input, Discount Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Loans, Measurement Input |
0.014
|
|
| Non-performing | Residential mortgage loans | Measurement Input, Discount Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Loans, Measurement Input |
0.376
|
|
| Non-performing | Residential mortgage loans | Measurement Input, Discount Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Loans, Measurement Input |
0.104
|
|
| Non-performing | Valuation, Income Approach | Commercial mortgage loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 38,407,000
|
|
| Non-performing | Valuation, Income Approach | Commercial mortgage loans | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, recovery time |
1 month
|
|
| Non-performing | Valuation, Income Approach | Commercial mortgage loans | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, recovery time |
5 months
|
|
| Non-performing | Valuation, Income Approach | Commercial mortgage loans | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, recovery time |
2 months 16 days
|
|
| 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 |
0.103
|
|
| 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 |
0.162
|
|
| 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 |
0.112
|
|
| Non-performing | Valuation, Income Approach | Residential mortgage loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 14,628,000
|
|
| Non-performing | Valuation, Income Approach | Residential mortgage loans | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, recovery time |
0 days
|
|
| Non-performing | Valuation, Income Approach | Residential mortgage loans | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, recovery time |
115 months 25 days
|
|
| Non-performing | Valuation, Income Approach | Residential mortgage loans | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, recovery time |
53 months 28 days
|
|