Valuation (Schedule of Significant Unobservable Inputs, Qualitative Information) (Details) - Level 3
|
12 Months Ended |
|
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
|
|