v3.20.4

Valuation (Schedule of Significant Unobservable Inputs, Qualitative Information) (Details) - Level 3 | 12 Months Ended
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Dec. 31, 2020 USD ($) $ / shares | Dec. 31, 2019 USD ($) $ / shares | Dec. 31, 2018 USD ($)
Non-Agency RMBS |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 127,838,000 | $ 89,581,000 |
Fair Value of Level 3 Assets, Negative Yield | $ 300,000 | $ 600,000 |
Non-Agency RMBS | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair Value Inputs, Yield Including Negative | 7.30% | 8.00% |
Non-Agency RMBS | Measurement Input, Discount Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.007 | 0.005 |
Non-Agency RMBS | Measurement Input, Discount Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.526 | 0.651 |
Non-Agency RMBS | Measurement Input, Discount Rate | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.074 | 0.081 |
Non-Agency RMBS | Measurement Input, Prepayment Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0 | 0.008 |
Non-Agency RMBS | Measurement Input, Prepayment Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.991 | 0.765 |
Non-Agency RMBS | Measurement Input, Prepayment Rate | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.453 | 0.531 |
Non-Agency RMBS | Measurement Input, Default Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.004 | 0.001 |
Non-Agency RMBS | Measurement Input, Default Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.726 | 0.489 |
Non-Agency RMBS | Measurement Input, Default Rate | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.184 | 0.177 |
Non-Agency RMBS | Measurement Input, Projected Collateral Recoveries | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0 | 0 |
Non-Agency RMBS | Measurement Input, Projected Collateral Recoveries | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.791 | 0.324 |
Non-Agency RMBS | Measurement Input, Projected Collateral Recoveries | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.168 | 0.065 |
CMBS |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 63,148,000 | $ 29,805,000 |
CMBS | Measurement Input, Discount Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.037 | 0.037 |
CMBS | Measurement Input, Discount Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.263 | 0.157 |
CMBS | Measurement Input, Discount Rate | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.087 | 0.076 |
CMBS | Measurement Input, Prepayment Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0 | 0 |
CMBS | Measurement Input, Prepayment Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0 | 1.000 |
CMBS | Measurement Input, Prepayment Rate | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0 | 0.006 |
CMBS | Measurement Input, Default Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.007 | 0 |
CMBS | Measurement Input, Default Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.107 | 0.030 |
CMBS | Measurement Input, Default Rate | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.036 | 0.002 |
CMBS | Measurement Input, Projected Collateral Recoveries | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.724 | 0 |
CMBS | Measurement Input, Projected Collateral Recoveries | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.961 | 0.106 |
CMBS | Measurement Input, Projected Collateral Recoveries | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.906 | 0.020 |
Agency RMBS | Interest only securities |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 11,663,000 | $ 19,904,000 |
Agency RMBS | Interest only securities | Measurement Input, Prepayment Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.083 | 0.123 |
Agency RMBS | Interest only securities | Measurement Input, Prepayment Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 1.000 | 1.000 |
Agency RMBS | Interest only securities | Measurement Input, Prepayment Rate | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.759 | 0.705 |
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
CLOs |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 111,100,000 | $ 44,979,000 |
CLOs | Measurement Input, Discount Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.034 | 0.032 |
CLOs | Measurement Input, Discount Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.354 | 0.419 |
CLOs | Measurement Input, Discount Rate | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.105 | 0.140 |
CLOs | Measurement Input, Prepayment Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.412 | 0.485 |
CLOs | Measurement Input, Prepayment Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.977 | 0.883 |
CLOs | Measurement Input, Prepayment Rate | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.657 | 0.832 |
CLOs | Measurement Input, Default Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.017 | 0.047 |
CLOs | Measurement Input, Default Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.289 | 0.364 |
CLOs | Measurement Input, Default Rate | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.112 | 0.088 |
CLOs | Measurement Input, Projected Collateral Recoveries | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.006 | 0.037 |
CLOs | Measurement Input, Projected Collateral Recoveries | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.152 | 0.151 |
CLOs | Measurement Input, Projected Collateral Recoveries | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.079 | 0.057 |
Asset-backed securities, backed by consumer loans |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 44,925,000 | $ 48,610,000 |
Asset-backed securities, backed by consumer loans | Measurement Input, Discount Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.126 | 0.038 |
Asset-backed securities, backed by consumer loans | Measurement Input, Discount Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.275 | 0.342 |
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 | 0.156 | 0.127 |
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 |
Asset-backed securities, backed by consumer loans | Measurement Input, Prepayment Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.116 | 0.112 |
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 |
Asset-backed securities, backed by consumer loans | Measurement Input, Default Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.010 | 0.006 |
Asset-backed securities, backed by consumer loans | Measurement Input, Default Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.211 | 0.180 |
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 | 0.171 | 0.154 |
Corporate loan [Member] |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value |  | $ 18,510,000 |
Corporate loan [Member] | Measurement Input, Discount Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Loans, Measurement Input |  | 0.150 |
Corporate loan [Member] | Measurement Input, Discount Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Loans, Measurement Input |  | 0.210 |
Corporate loan [Member] | Measurement Input, Discount Rate | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Loans, Measurement Input |  | 0.178 |
Total return swaps | Measurement Input, Discount Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Derivative asset, measurement input | 0.220 | 0.085 |
Derivative Liability, Measurement Input | 0.168 | 0.277 |
Total return swaps | Measurement Input, Discount Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Derivative asset, measurement input | 0.220 | 0.277 |
Derivative Liability, Measurement Input | 0.168 | 0.277 |
Total return swaps | Measurement Input, Discount Rate | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Derivative asset, measurement input | 0.220 | 0.115 |
Derivative Liability, Measurement Input | 0.168 | 0.277 |
Valuation, Market Approach | Non-Agency RMBS |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 70,619,000 | $ 38,754,000 | $ 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 | 9.53 | 6.68 |
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 | 204.61 | 144.79 |
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 | 85.70 | 86.21 |
Valuation, Market Approach | CMBS |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 53,199,000 | $ 29,630,000 | $ 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 | 4.79 | 5.08 |
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 | 98.00 | 80.72 |
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 | 65.20 | 64.73 |
Valuation, Market Approach | Agency RMBS | Interest only securities |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 4,844,000 | $ 3,753,000 | $ 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 | 1.91 | 1.36 |
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 | 18.91 | 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] |  |  |
Investment, measurement input |  |  | 5.64
Securities, measurement input | $ / shares | 8.38 | 5.11 |
Valuation, Market Approach | CLOs |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 102,910,000 | $ 38,220,000 | $ 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 | 2.00 | 40.00 |
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 | 330.00 | 96.00 |
Valuation, Market Approach | CLOs | Measurement Input, Quoted Price | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Investment, measurement input |  |  | 167.78
Securities, measurement input | $ / shares | 88.66 | 73.98 |
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 | Asset-backed securities, backed by consumer loans |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 97,000 | $ 139,000 |
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 | 96.51 | 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 | 98.43 | 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 | 97.33 | 96.12 |
Valuation, Market Approach | Corporate loan [Member] |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 5,855,000 | $ 6,010,000 |
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 | 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, Market Approach | Other secured borrowings, at fair value |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ (754,921,000) | $ (594,396,000) |
Valuation, Market Approach | Other secured borrowings, at fair value | Measurement Input, Quoted Price | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Debt instrument, measurement input | 85.37 | 97.77 |
Valuation, Market Approach | Other secured borrowings, at fair value | Measurement Input, Quoted Price | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Debt instrument, measurement input | 105.61 | 100.45 |
Valuation, Market Approach | Other secured borrowings, at fair value | Measurement Input, Quoted Price | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Debt instrument, measurement input | 102.04 | 100.61 |
Valuation, Market 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 | 0.016 | 0.029 |
Valuation, Market 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 | 0.030 | 0.040 |
Valuation, Market 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 | 0.026 | 0.033 |
Valuation, Market Approach | Other secured borrowings, at fair value | Measurement Input, Prepayment Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Debt instrument, measurement input | 0 | 0 |
Valuation, Market Approach | Other secured borrowings, at fair value | Measurement Input, Prepayment Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Debt instrument, measurement input | 0.753 | 0.966 |
Valuation, Market Approach | Other secured borrowings, at fair value | Measurement Input, Prepayment Rate | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Debt instrument, measurement input | 0.487 | 0.572 |
Valuation, Income Approach | Non-Agency RMBS |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 57,219,000 | $ 50,827,000 | $ 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%
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%
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%
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%
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%
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%
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%
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%
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%
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%
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%
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%
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%
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%
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%
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%
Valuation, Income Approach | CMBS |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | 9,949,000 | 175,000 | $ 227,000
Valuation, Income Approach | CMBS | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Total outstanding collateral |  |  | 100.00%
Valuation, Income Approach | CMBS | Measurement Input, Discount Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Investment, measurement input, percent |  |  | 3.40%
Valuation, Income Approach | CMBS | Measurement Input, Discount Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Investment, measurement input, percent |  |  | 3.40%
Valuation, Income Approach | CMBS | Measurement Input, Discount Rate | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Investment, measurement input, percent |  |  | 3.40%
Valuation, Income Approach | CMBS | Measurement Input, Default Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Investment, measurement input, percent |  |  | 2.00%
Valuation, Income Approach | CMBS | Measurement Input, Default Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Investment, measurement input, percent |  |  | 2.00%
Valuation, Income Approach | CMBS | Measurement Input, Default Rate | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Investment, measurement input, percent |  |  | 2.00%
Valuation, Income Approach | CMBS | Measurement Input, Projected Collateral Recoveries | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Investment, measurement input, percent |  |  | 6.60%
Valuation, Income Approach | CMBS | Measurement Input, Projected Collateral Recoveries | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Investment, measurement input, percent |  |  | 6.60%
Valuation, Income Approach | CMBS | Measurement Input, Projected Collateral Recoveries | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Investment, measurement input, percent |  |  | 6.60%
Valuation, Income Approach | CMBS | Measurement input, Projected Collateral Scheduled Amortization | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Investment, measurement input, percent |  |  | 91.40%
Valuation, Income Approach | CMBS | Measurement input, Projected Collateral Scheduled Amortization | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Investment, measurement input, percent |  |  | 91.40%
Valuation, Income Approach | CMBS | Measurement input, Projected Collateral Scheduled Amortization | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Investment, measurement input, percent |  |  | 91.40%
Valuation, Income Approach | Agency RMBS | Interest only securities |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | 6,819,000 | 16,151,000 | $ 6,549,000
Fair Value of Agency IOs, negative OAS measurement input | $ 4,500,000 | $ 300,000 |
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%
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 | 0.0297 | 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 | 0.2886 | 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 | 0.0914 | 0.0583 |
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 | 0.0396 | 0.0576 |
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%
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%
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%
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%
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%
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%
Valuation, Income Approach | Corporate Debt and non-exchange traded corporate equity [Member] |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value |  |  | $ 4,793,000
Valuation, Income Approach | Corporate Debt and non-exchange traded corporate equity [Member] | Measurement Input, Discount Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Investment, measurement input, percent |  |  | 17.50%
Valuation, Income Approach | Corporate Debt and non-exchange traded corporate equity [Member] | Measurement Input, Discount Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Investment, measurement input, percent |  |  | 17.50%
Valuation, Income Approach | Corporate Debt and non-exchange traded corporate equity [Member] | Measurement Input, Discount Rate | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Investment, measurement input, percent |  |  | 17.50%
Valuation, Income Approach | Corporate debt and equity |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 5,672,000 | $ 2,507,000 |
Valuation, Income Approach | Corporate debt and equity | Measurement Input, Discount Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.081 | 0.072 |
Valuation, Income Approach | Corporate debt and equity | Measurement Input, Discount Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.108 | 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 | 0.097 | 0.088 |
Valuation, Income Approach | CLOs |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 8,190,000 | $ 6,759,000 | $ 9,087,000
Valuation, Income Approach | CLOs | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Total outstanding collateral |  |  | 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%
Valuation, Income Approach | CLOs | Measurement Input, Discount Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Investment, measurement input, percent |  |  | 103.10%
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%
Valuation, Income Approach | CLOs | Measurement Input, Prepayment Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Investment, measurement input, percent |  |  | 8.10%
Valuation, Income Approach | CLOs | Measurement Input, Prepayment Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Investment, measurement input, percent |  |  | 88.40%
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%
Valuation, Income Approach | CLOs | Measurement Input, Default Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Investment, measurement input, percent |  |  | 3.70%
Valuation, Income Approach | CLOs | Measurement Input, Default Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Investment, measurement input, percent |  |  | 40.80%
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%
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%
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%
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%
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 | 44,828,000 | 48,471,000 |
Valuation, Income Approach | Consumer loans |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 47,525,000 | $ 186,954,000 |
Valuation, Income Approach | Consumer loans | Measurement Input, Discount Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Loans, Measurement Input | 0.078 | 0.067 |
Valuation, Income Approach | Consumer loans | Measurement Input, Discount Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Loans, Measurement Input | 0.281 | 0.196 |
Valuation, Income Approach | Consumer loans | Measurement Input, Discount Rate | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Loans, Measurement Input | 0.112 | 0.094 |
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 | 0.360 | 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 | 0.173 | 0.160 |
Valuation, Income Approach | Consumer loans | Measurement Input, Default Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Securities, measurement input | 0.009 | 0.037 |
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 | 0.094 | 0.086 |
Valuation, Income Approach | Corporate loan [Member] |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value |  | $ 12,500,000 |
Valuation, Income Approach | Corporate loan [Member] | Measurement Input, Discount Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Loans, Measurement Input | 0.211 |  |
Valuation, Income Approach | Corporate loan [Member] | Measurement Input, Discount Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Loans, Measurement Input | 0.211 |  |
Valuation, Income Approach | Corporate loan [Member] | Measurement Input, Discount Rate | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Loans, Measurement Input | 0.211 |  |
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 | $ 347,000 | $ 993,000 | $ 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%
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 | 0.327 | 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] |  |  |
Investment, measurement input, percent |  |  | 42.00%
Derivative asset, measurement input | 0.397 | 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] |  |  |
Investment, measurement input, percent |  |  | 36.50%
Derivative asset, measurement input | 0.381 | 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] |  |  |
Investment, measurement input, percent |  |  | 11.10%
Derivative asset, measurement input | 0.066 | 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] |  |  |
Investment, measurement input, percent |  |  | 15.60%
Derivative asset, measurement input | 0.108 | 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] |  |  |
Investment, measurement input, percent |  |  | 12.80%
Derivative asset, measurement input | 0.089 | 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] |  |  |
Investment, measurement input, percent |  |  | 10.30%
Derivative asset, measurement input | 0.139 | 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] |  |  |
Investment, measurement input, percent |  |  | 18.70%
Derivative asset, measurement input | 0.181 | 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] |  |  |
Investment, measurement input, percent |  |  | 15.80%
Derivative asset, measurement input | 0.156 | 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] |  |  |
Investment, measurement input, percent |  |  | 32.00%
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%
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%
Valuation, Income Approach | Total return swaps |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 9,000 | $ 620,000 |
Fair value | (484,000) | (436,000) |
Valuation, Income Approach | Investment in unconsolidated entities |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value |  |  | $ 5,192,000
Valuation, Income Approach | Investment in unconsolidated entities | Measurement Input, Discount Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Investment, measurement input, percent |  |  | 12.90%
Valuation, Income Approach | Investment in unconsolidated entities | Measurement Input, Discount Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Investment, measurement input, percent |  |  | 16.10%
Valuation, Income Approach | Investment in unconsolidated entities | Measurement Input, Discount Rate | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Investment, measurement input, percent |  |  | 15.40%
Valuation, Income Approach | Other secured borrowings, at fair value |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value |  |  | $ (297,948,000)
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%
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%
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%
Enterprise Value | Investment in unconsolidated entities |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 141,620,000 | $ 71,850,000 |
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
measurement input equity multiple | 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 | 1.0 |
measurement input equity multiple | 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 | 6.2 | 4.7 |
measurement input equity multiple | 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 | 1.4 |
Performing and/or Re-performing | Residential mortgage loans |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 353,924,000 |  |
Performing and/or Re-performing | Residential mortgage loans | Measurement Input, Discount Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Loans, Measurement Input | 0.025 | 0.004 |
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 | 0.285 | 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 | 0.054 | 0.063 |
Performing and/or Re-performing | Residential mortgage loans | Measurement Input, Offered Price | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Loans, Measurement Input | 60.00 |  |
Performing and/or Re-performing | Residential mortgage loans | Measurement Input, Offered Price | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Loans, Measurement Input | 103.88 |  |
Performing and/or Re-performing | Residential mortgage loans | Measurement Input, Offered Price | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Loans, Measurement Input | 103.44 |  |
Performing and/or Re-performing | Valuation, Market Approach | Residential mortgage loans |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 15,659,000 |  |
Performing and/or Re-performing | Valuation, Income Approach | Commercial mortgage loans |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 181,545,000 | $ 248,214,000 |
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 | 0.037 | 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 | 0.097 | 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 | 0.081 | 0.088 |
Performing and/or Re-performing | Valuation, Income Approach | Residential mortgage loans |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 338,265,000 | $ 289,672,000 |
Securitized loans [Member] | Residential mortgage loans |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | 801,343,000 | 628,415,000 |
Securitized loans [Member] | Valuation, Market Approach | Residential mortgage loans |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 783,162,000 | $ 621,762,000 |
Securitized loans [Member] | Valuation, Market Approach | Residential mortgage loans | Measurement Input, Quoted Price | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Loans, Measurement Input | 5.34 | 2.56 |
Securitized loans [Member] | Valuation, Market Approach | Residential mortgage loans | Measurement Input, Quoted Price | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Loans, Measurement Input | 105.61 | 100.45 |
Securitized loans [Member] | Valuation, Market Approach | Residential mortgage loans | Measurement Input, Quoted Price | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Loans, Measurement Input | 100.22 | 98.23 |
Securitized loans [Member] | Valuation, Income Approach | Residential mortgage loans |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 18,182,000 | $ 6,653,000 |
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 | 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 | 0.387 | 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 | 0.044 | 0.036 |
Securitized loans [Member] | Valuation, Income Approach | Residential mortgage loans |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 26,400,000 | $ 1,500,000 |
Non-performing | Residential mortgage loans | Measurement Input, Discount Rate | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Loans, Measurement Input | 0.012 | 0.010 |
Non-performing | Residential mortgage loans | Measurement Input, Discount Rate | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Loans, Measurement Input | 0.410 | 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 | 0.121 | 0.092 |
Non-performing | Residential mortgage loans | Measurement Input recovery amount | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Loans, Measurement Input, Recovery Amount | $ 0.009 | $ 0.280 |
Non-performing | Residential mortgage loans | Measurement Input recovery amount | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Loans, Measurement Input, Recovery Amount | 17.130 | 4.643 |
Non-performing | Residential mortgage loans | Measurement Input recovery amount | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Loans, Measurement Input, Recovery Amount | 0.306 | 0.943 |
Non-performing | Valuation, Income Approach | Commercial mortgage loans |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 31,486,000 | $ 26,545,000 |
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 24 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 | 5 months 24 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 | 3 months 21 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 | 0.086 | 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 | 0.146 | 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 | 0.108 | 0.124 |
Non-performing | Valuation, Income Approach | Commercial mortgage loans | Measurement Input recovery amount | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Loans, Measurement Input, Recovery Amount | $ 1.000 | $ 1.000 |
Non-performing | Valuation, Income Approach | Commercial mortgage loans | Measurement Input recovery amount | Maximum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Loans, Measurement Input, Recovery Amount | 1.024 | 1.000 |
Non-performing | Valuation, Income Approach | Commercial mortgage loans | Measurement Input recovery amount | Weighted Average |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Loans, Measurement Input, Recovery Amount | 1.008 | 1.000 |
Non-performing | Valuation, Income Approach | Residential mortgage loans |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Fair value | $ 31,802,000 | $ 14,116,000 |
Non-performing | Valuation, Income Approach | Residential mortgage loans | Minimum |  |  |
Fair Value Measurements Inputs and Valuation Techniques [Line Items] |  |  |
Investment, measurement input, recovery time | 0 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 | 106 months 18 days | 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 | 30 months | 54 months 18 days |

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