Valuation (Schedule of Significant Unobservable Inputs, Qualitative Information) (Details) - Level 3
$ in Thousands |
3 Months Ended |
12 Months Ended |
|
Mar. 31, 2020
USD ($)
$ / shares
|
Dec. 31, 2019
USD ($)
$ / shares
|
| Total return swaps | Measurement Input, Discount Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative asset, measurement input |
0.109
|
0.085
|
| Derivative Liability, Measurement Input |
0.159
|
0.277
|
| Total return swaps | Measurement Input, Discount Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative asset, measurement input |
0.109
|
0.277
|
| Derivative Liability, Measurement Input |
0.159
|
0.277
|
| Total return swaps | Measurement Input, Discount Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative asset, measurement input |
0.109
|
0.115
|
| Derivative Liability, Measurement Input |
0.159
|
0.277
|
| Valuation, Market Approach | Non-Agency RMBS |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 60,935
|
$ 38,754
|
| Valuation, Market Approach | Non-Agency RMBS | Measurement Input, Quoted Price | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
1.75
|
6.68
|
| Valuation, Market Approach | Non-Agency RMBS | Measurement Input, Quoted Price | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
291.19
|
144.79
|
| Valuation, Market Approach | Non-Agency RMBS | Measurement Input, Quoted Price | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
99.35
|
86.21
|
| Valuation, Market Approach | CMBS |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 15,245
|
$ 29,630
|
| Valuation, Market Approach | CMBS | Measurement Input, Quoted Price | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
4.78
|
5.08
|
| Valuation, Market Approach | CMBS | Measurement Input, Quoted Price | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
59.70
|
80.72
|
| Valuation, Market Approach | CMBS | Measurement Input, Quoted Price | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
44.50
|
64.73
|
| Valuation, Market Approach | Agency RMBS | Interest only securities |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 9,347
|
$ 3,753
|
| Valuation, Market Approach | Agency RMBS | Interest only securities | Measurement Input, Quoted Price | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
0.76
|
1.36
|
| Valuation, Market Approach | Agency RMBS | Interest only securities | Measurement Input, Quoted Price | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
23.12
|
16.61
|
| Valuation, Market Approach | Agency RMBS | Interest only securities | Measurement Input, Quoted Price | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
9.96
|
5.11
|
| Valuation, Market Approach | CLOs |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 34,470
|
$ 38,220
|
| Valuation, Market Approach | CLOs | Measurement Input, Quoted Price | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
20.00
|
40.00
|
| Valuation, Market Approach | CLOs | Measurement Input, Quoted Price | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
310.00
|
96.00
|
| Valuation, Market Approach | CLOs | Measurement Input, Quoted Price | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
67.98
|
73.98
|
| Valuation, Market Approach | Asset-backed securities, backed by consumer loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 126
|
$ 139
|
| Valuation, Market Approach | Asset-backed securities, backed by consumer loans | Measurement Input, Quoted Price | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
94.80
|
95.47
|
| Valuation, Market Approach | Asset-backed securities, backed by consumer loans | Measurement Input, Quoted Price | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
95.87
|
96.78
|
| Valuation, Market Approach | Asset-backed securities, backed by consumer loans | Measurement Input, Quoted Price | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
95.37
|
96.12
|
| Valuation, Market Approach | Corporate loan [Member] |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 6,114
|
$ 6,010
|
| 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
|
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
|
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
|
100.00
|
| Valuation, Income Approach | Non-Agency RMBS |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 33,262
|
$ 50,827
|
| 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] |
|
|
| Securities, measurement input |
0.016
|
0.033
|
| Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Discount Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.495
|
0.609
|
| Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Discount Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.132
|
0.100
|
| Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Prepayment Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.006
|
0.008
|
| Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Prepayment Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.745
|
0.720
|
| Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Prepayment Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.491
|
0.493
|
| Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Default Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.000
|
0.000
|
| Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Default Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.222
|
0.227
|
| Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Default Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.063
|
0.066
|
| Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Projected Collateral Recoveries | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.000
|
0.000
|
| Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Projected Collateral Recoveries | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.277
|
0.324
|
| Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Projected Collateral Recoveries | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.088
|
0.069
|
| Valuation, Income Approach | Non-Agency RMBS | Measurement input, Projected Collateral Scheduled Amortization | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.142
|
0.169
|
| Valuation, Income Approach | Non-Agency RMBS | Measurement input, Projected Collateral Scheduled Amortization | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.859
|
0.929
|
| Valuation, Income Approach | Non-Agency RMBS | Measurement input, Projected Collateral Scheduled Amortization | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.358
|
0.372
|
| Valuation, Income Approach | CMBS |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 5,031
|
$ 175
|
| 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] |
|
|
| Securities, measurement input |
0.102
|
0.100
|
| Valuation, Income Approach | CMBS | Measurement Input, Discount Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.318
|
0.100
|
| Valuation, Income Approach | CMBS | Measurement Input, Discount Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.155
|
0.100
|
| Valuation, Income Approach | CMBS | Measurement Input, Prepayment Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
|
1.000
|
| Valuation, Income Approach | CMBS | Measurement Input, Prepayment Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
|
1.000
|
| Valuation, Income Approach | CMBS | Measurement Input, Prepayment Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
|
1.000
|
| Valuation, Income Approach | CMBS | Measurement Input, Default Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.000
|
|
| Valuation, Income Approach | CMBS | Measurement Input, Default Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.002
|
|
| Valuation, Income Approach | CMBS | Measurement Input, Default Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.002
|
|
| Valuation, Income Approach | CMBS | Measurement Input, Projected Collateral Recoveries | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.000
|
|
| Valuation, Income Approach | CMBS | Measurement Input, Projected Collateral Recoveries | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.018
|
|
| Valuation, Income Approach | CMBS | Measurement Input, Projected Collateral Recoveries | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.017
|
|
| Valuation, Income Approach | CMBS | Measurement input, Projected Collateral Scheduled Amortization | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.980
|
|
| Valuation, Income Approach | CMBS | Measurement input, Projected Collateral Scheduled Amortization | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
1.000
|
|
| Valuation, Income Approach | CMBS | Measurement input, Projected Collateral Scheduled Amortization | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.981
|
|
| Valuation, Income Approach | Agency RMBS | Interest only securities |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 11,634
|
$ 16,151
|
| Fair Value of Agency IOs, negative OAS measurement input |
$ 1,000
|
|
| Valuation, Income Approach | Agency RMBS | Interest only securities | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| 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 |
0.0318
|
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 |
0.9325
|
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 |
0.2263
|
0.0701
|
| Valuation, Income Approach | Agency RMBS | Interest only securities | Net LIBOR OAS [Member] | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.2007
|
|
| Valuation, Income Approach | Agency RMBS | Interest only securities | Measurement Input, Prepayment Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.625
|
0.123
|
| Valuation, Income Approach | Agency RMBS | Interest only securities | Measurement Input, Prepayment Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.940
|
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] |
|
|
| Securities, measurement input |
0.773
|
0.723
|
| Valuation, Income Approach | Agency RMBS | Interest only securities | Measurement input, Projected Collateral Scheduled Amortization | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.060
|
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] |
|
|
| Securities, measurement input |
0.375
|
0.877
|
| 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] |
|
|
| Securities, measurement input |
0.227
|
0.277
|
| Valuation, Income Approach | Corporate debt and equity |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 1,322
|
$ 2,507
|
| 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
|
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
|
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
|
0.100
|
| Valuation, Income Approach | Investment in unconsolidated entities |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 25,961
|
$ 30,458
|
| 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 |
0.074
|
0.037
|
| 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 |
0.203
|
0.148
|
| 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 |
0.116
|
0.099
|
| Valuation, Income Approach | CLOs |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 9,334
|
$ 6,759
|
| 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] |
|
|
| Securities, measurement input |
0.144
|
0.140
|
| Valuation, Income Approach | CLOs | Measurement Input, Discount Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.167
|
0.419
|
| Valuation, Income Approach | CLOs | Measurement Input, Discount Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.150
|
0.262
|
| Valuation, Income Approach | CLOs | Measurement Input, Prepayment Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.635
|
0.485
|
| Valuation, Income Approach | CLOs | Measurement Input, Prepayment Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.635
|
0.846
|
| Valuation, Income Approach | CLOs | Measurement Input, Prepayment Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.635
|
0.725
|
| Valuation, Income Approach | CLOs | Measurement Input, Default Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.248
|
0.117
|
| Valuation, Income Approach | CLOs | Measurement Input, Default Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.248
|
0.364
|
| Valuation, Income Approach | CLOs | Measurement Input, Default Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.248
|
0.199
|
| Valuation, Income Approach | CLOs | Measurement Input, Projected Collateral Recoveries | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.110
|
0.037
|
| Valuation, Income Approach | CLOs | Measurement Input, Projected Collateral Recoveries | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.110
|
0.151
|
| Valuation, Income Approach | CLOs | Measurement Input, Projected Collateral Recoveries | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.110
|
0.076
|
| Valuation, Income Approach | CLOs | Measurement input, Projected Collateral Scheduled Amortization | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.007
|
|
| Valuation, Income Approach | CLOs | Measurement input, Projected Collateral Scheduled Amortization | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.007
|
|
| Valuation, Income Approach | CLOs | Measurement input, Projected Collateral Scheduled Amortization | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.007
|
|
| Valuation, Income Approach | Asset-backed securities, backed by consumer loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 54,501
|
$ 48,471
|
| 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%
|
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 |
0.140
|
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 |
0.199
|
0.202
|
| 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 |
0.140
|
0.121
|
| 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
|
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 |
0.099
|
0.112
|
| 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 |
0.077
|
0.097
|
| 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
|
0.006
|
| 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 |
0.202
|
0.180
|
| 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 |
0.156
|
0.154
|
| 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 |
0.703
|
0.713
|
| 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 |
0.991
|
0.994
|
| 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 |
0.767
|
0.749
|
| Valuation, Income Approach | Consumer loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 194,803
|
$ 186,954
|
| Valuation, Income Approach | 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 | Measurement Input, Discount Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.090
|
0.070
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Discount Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.120
|
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 |
0.101
|
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
|
0.000
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Prepayment Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.415
|
0.442
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Prepayment Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.140
|
0.160
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Default Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.018
|
0.030
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Default Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.866
|
0.845
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Default Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.106
|
0.086
|
| 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
|
0.155
|
| Valuation, Income Approach | Consumer loans | Measurement input, Projected Collateral Scheduled Amortization | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.982
|
0.958
|
| 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 |
0.754
|
0.754
|
| Valuation, Income Approach | Corporate loan [Member] |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
|
$ 12,500
|
| 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 |
|
0.168
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 353
|
$ 993
|
| 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] |
|
|
| Derivative asset, measurement input |
0.343
|
0.354
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Prepayment Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative asset, measurement input |
0.430
|
0.420
|
| 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] |
|
|
| Derivative asset, measurement input |
0.408
|
0.373
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Default Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative asset, measurement input |
0.120
|
0.042
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Default Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative asset, measurement input |
0.150
|
0.124
|
| 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] |
|
|
| Derivative asset, measurement input |
0.127
|
0.102
|
| 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] |
|
|
| Derivative asset, measurement input |
0.089
|
0.100
|
| 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] |
|
|
| Derivative asset, measurement input |
0.165
|
0.182
|
| 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] |
|
|
| Derivative asset, measurement input |
0.105
|
0.153
|
| 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] |
|
|
| Derivative asset, measurement input |
0.356
|
0.362
|
| 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] |
|
|
| Derivative asset, measurement input |
0.372
|
0.415
|
| 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] |
|
|
| Derivative asset, measurement input |
0.360
|
0.372
|
| Valuation, Income Approach | Total return swaps |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 37
|
$ 620
|
| Fair value |
(839)
|
(436)
|
| Valuation, Income Approach | Other secured borrowings, at fair value |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ (549,668)
|
$ (594,396)
|
| Valuation, Income Approach | Other secured borrowings, at fair value | Measurement Input, Discount Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Debt instrument, measurement input |
0.021
|
0.029
|
| Valuation, Income Approach | Other secured borrowings, at fair value | Measurement Input, Discount Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Debt instrument, measurement input |
0.025
|
0.040
|
| 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 instrument, measurement input |
0.023
|
0.033
|
| Enterprise Value | Investment in unconsolidated entities |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 39,436
|
$ 41,392
|
| 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 |
0.9
|
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 |
4.0
|
4.7
|
| 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
|
1.7
|
| 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 |
0.017
|
0.016
|
| 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 |
0.209
|
0.195
|
| 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 |
0.079
|
0.062
|
| Performing and/or Re-performing | Valuation, Income Approach | Commercial mortgage loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 292,551
|
$ 248,214
|
| 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 |
0.070
|
0.077
|
| 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 |
0.123
|
0.166
|
| 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 |
0.085
|
0.088
|
| Performing and/or Re-performing | Valuation, Income Approach | Residential mortgage loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 347,346
|
$ 289,672
|
| Securitized loans [Member] | Valuation, Income Approach | Residential mortgage loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 581,181
|
$ 628,415
|
| 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 |
0.037
|
0.032
|
| 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 |
0.041
|
0.043
|
| 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 |
0.039
|
0.036
|
| Securitized loans [Member] | Valuation, Income Approach | Residential mortgage loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 4,000
|
$ 1,500
|
| Non-performing | Residential mortgage loans | Measurement Input, Discount Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Loans, Measurement Input |
0.039
|
0.010
|
| Non-performing | Residential mortgage loans | Measurement Input, Discount Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Loans, Measurement Input |
0.246
|
0.266
|
| Non-performing | Residential mortgage loans | Measurement Input, Discount Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Loans, Measurement Input |
0.116
|
0.091
|
| Non-performing | Valuation, Income Approach | Commercial mortgage loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 10,749
|
$ 26,545
|
| Non-performing | Valuation, Income Approach | Commercial mortgage loans | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, recovery time |
8 months 25 days
|
1 month 3 days
|
| Non-performing | Valuation, Income Approach | Commercial mortgage loans | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, recovery time |
8 months 25 days
|
23 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 |
8 months 25 days
|
11 months 12 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 |
0.144
|
0.098
|
| 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 |
0.144
|
0.147
|
| 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 |
0.144
|
0.124
|
| Non-performing | Valuation, Income Approach | Residential mortgage loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 10,845
|
$ 14,116
|
| Non-performing | Valuation, Income Approach | Residential mortgage loans | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, recovery time |
0 months
|
1 month 3 days
|
| Non-performing | Valuation, Income Approach | Residential mortgage loans | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, recovery time |
66 months
|
165 months 12 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 |
21 months 3 days
|
54 months 18 days
|