Valuation (Schedule of Significant Unobservable Inputs, Qualitative Information) (Details) - Level 3
|
9 Months Ended |
12 Months Ended |
|
Sep. 30, 2022
USD ($)
$ / shares
|
Dec. 31, 2021
USD ($)
$ / shares
|
| Non-Agency RMBS |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 105,785,000
|
$ 134,888,000
|
| Fair Value of Level 3 Assets, Negative Yield |
$ 200,000
|
$ 2,100,000
|
| Non-Agency RMBS | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair Value Inputs, Yield Including Negative |
13.60%
|
6.50%
|
| Non-Agency RMBS | Measurement Input, Discount Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0
|
0
|
| Non-Agency RMBS | Measurement Input, Discount Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
1.213
|
0.386
|
| Non-Agency RMBS | Measurement Input, Discount Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.137
|
0.068
|
| Non-Agency RMBS | Measurement Input, Prepayment Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0
|
0
|
| Non-Agency RMBS | Measurement Input, Prepayment Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.990
|
0.744
|
| Non-Agency RMBS | Measurement Input, Prepayment Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.340
|
0.391
|
| Non-Agency RMBS | Measurement Input, Default Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0
|
0
|
| Non-Agency RMBS | Measurement Input, Default Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.973
|
0.829
|
| Non-Agency RMBS | Measurement Input, Default Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.203
|
0.225
|
| 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 |
0.701
|
0.915
|
| Non-Agency RMBS | Measurement Input, Projected Collateral Recoveries | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.189
|
0.175
|
| CMBS |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 8,669,000
|
$ 13,134,000
|
| CMBS | Measurement Input, Discount Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.067
|
0.076
|
| CMBS | Measurement Input, Discount Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.159
|
0.263
|
| CMBS | Measurement Input, Discount Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.116
|
0.103
|
| CMBS | Measurement Input, Default Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.005
|
0
|
| CMBS | Measurement Input, Default Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.295
|
0.065
|
| CMBS | Measurement Input, Default Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.048
|
0.023
|
| CMBS | Measurement Input, Projected Collateral Recoveries | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.705
|
0.100
|
| CMBS | Measurement Input, Projected Collateral Recoveries | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.964
|
1.000
|
| CMBS | Measurement Input, Projected Collateral Recoveries | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.931
|
0.950
|
| CLOs |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 17,288,000
|
$ 26,678,000
|
| Fair Value of Level 3 Assets, Negative Yield |
|
$ 14,000
|
| CLOs | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair Value Inputs, Yield Including Negative |
|
32.70%
|
| CLOs | Measurement Input, Discount Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.160
|
0.090
|
| CLOs | Measurement Input, Discount Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.496
|
2.921
|
| CLOs | Measurement Input, Discount Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.288
|
0.328
|
| CLOs | Measurement Input, Prepayment Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
|
0.134
|
| CLOs | Measurement Input, Prepayment Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
|
0.945
|
| CLOs | Measurement Input, Prepayment Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
|
0.913
|
| CLOs | Measurement Input, Default Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
|
0.019
|
| CLOs | Measurement Input, Default Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
|
0.689
|
| CLOs | Measurement Input, Default Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
|
0.044
|
| CLOs | Measurement Input, Projected Collateral Recoveries | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
|
0.013
|
| CLOs | Measurement Input, Projected Collateral Recoveries | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
|
0.178
|
| CLOs | Measurement Input, Projected Collateral Recoveries | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
|
0.034
|
| Agency RMBS | Interest only securities |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 7,819,000
|
$ 9,710,000
|
| Agency RMBS | Interest only securities | Measurement Input, Prepayment Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.237
|
0.495
|
| 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 |
0.589
|
0.788
|
| Asset-backed securities, backed by consumer loans | Measurement Input, Discount Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.022
|
0.095
|
| Asset-backed securities, backed by consumer loans | Measurement Input, Discount Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.291
|
0.228
|
| 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 |
0.127
|
0.157
|
| 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 |
0.177
|
0.116
|
| 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 |
0.141
|
0.090
|
| Asset-backed securities, backed by consumer loans | Measurement Input, Default Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.005
|
0.010
|
| Asset-backed securities, backed by consumer loans | Measurement Input, Default Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.292
|
0.311
|
| 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 |
0.228
|
0.209
|
| Investment in unconsolidated entities |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 171,379,000
|
$ 195,643,000
|
| Corporate loan [Member] |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
|
10,531,000
|
| Valuation, Market Approach | Non-Agency RMBS |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 62,658,000
|
$ 89,344,000
|
| Valuation, Market Approach | Non-Agency RMBS | Measurement Input, Quoted Price | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
0.47
|
0.34
|
| Valuation, Market Approach | Non-Agency RMBS | Measurement Input, Quoted Price | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
153.16
|
222.87
|
| Valuation, Market Approach | Non-Agency RMBS | Measurement Input, Quoted Price | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
69.69
|
85.17
|
| Valuation, Market Approach | CMBS |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 8,115,000
|
$ 12,866,000
|
| Valuation, Market Approach | CMBS | Measurement Input, Quoted Price | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
6.35
|
7.00
|
| Valuation, Market Approach | CMBS | Measurement Input, Quoted Price | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
74.51
|
90.77
|
| Valuation, Market Approach | CMBS | Measurement Input, Quoted Price | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
34.62
|
56.98
|
| Valuation, Market Approach | CLOs |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 10,755,000
|
$ 18,664,000
|
| Valuation, Market Approach | CLOs | Measurement Input, Quoted Price | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
4.00
|
14.00
|
| Valuation, Market Approach | CLOs | Measurement Input, Quoted Price | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
70.00
|
99.75
|
| Valuation, Market Approach | CLOs | Measurement Input, Quoted Price | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
40.18
|
54.99
|
| Valuation, Market Approach | Agency RMBS | Interest only securities |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 2,650,000
|
$ 3,558,000
|
| Valuation, Market Approach | Agency RMBS | Interest only securities | Measurement Input, Quoted Price | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
0.39
|
0.72
|
| Valuation, Market Approach | Agency RMBS | Interest only securities | Measurement Input, Quoted Price | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
18.97
|
20.36
|
| Valuation, Market Approach | Agency RMBS | Interest only securities | Measurement Input, Quoted Price | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
11.36
|
7.31
|
| Valuation, Market Approach | Corporate loan [Member] |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
|
$ 7,000,000
|
| Valuation, Market Approach | Corporate loan [Member] | Measurement Input, Quoted Price | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
|
100.00
|
| Valuation, Market Approach | Corporate loan [Member] | Measurement Input, Quoted Price | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
|
100.00
|
| Valuation, Market Approach | Corporate loan [Member] | Measurement Input, Quoted Price | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input | $ / shares |
|
100.00
|
| Valuation, Market Approach | Other secured borrowings, at fair value |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ (1,635,829,000)
|
$ (984,168,000)
|
| 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 |
51.06
|
93.34
|
| 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 |
97.28
|
102.14
|
| 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 |
88.76
|
99.94
|
| 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 |
0.050
|
0.018
|
| 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 |
0.067
|
0.025
|
| 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 |
0.063
|
0.021
|
| 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 |
0.874
|
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 |
0.909
|
0.972
|
| 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 |
0.889
|
0.681
|
| Valuation, Income Approach | Non-Agency RMBS |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 43,127,000
|
$ 45,544,000
|
| Valuation, Income Approach | CMBS |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
554,000
|
268,000
|
| Valuation, Income Approach | CLOs |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
6,533,000
|
8,014,000
|
| Valuation, Income Approach | Agency RMBS | Interest only securities |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
5,169,000
|
6,152,000
|
| Fair Value of Agency IOs, negative OAS measurement input |
$ 500,000
|
$ 2,100,000
|
| 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 |
0.0074
|
0.0135
|
| 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 |
0.4176
|
1.9247
|
| 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 |
0.0611
|
0.0683
|
| 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 |
0.0512
|
0.0485
|
| Valuation, Income Approach | Asset-backed securities, backed by consumer loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 75,568,000
|
$ 73,108,000
|
| Valuation, Income Approach | Corporate debt and equity |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 14,771,000
|
$ 12,754,000
|
| Valuation, Income Approach | Corporate debt and equity | Measurement Input, Discount Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.100
|
0.081
|
| Valuation, Income Approach | Corporate debt and equity | Measurement Input, Discount Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.258
|
0.443
|
| 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 |
0.113
|
0.147
|
| Valuation, Income Approach | Consumer loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 6,038,000
|
$ 62,365,000
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Discount Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Loans, Measurement Input |
0.105
|
0.052
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Discount Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Loans, Measurement Input |
0.730
|
0.756
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Discount Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Loans, Measurement Input |
0.145
|
0.093
|
| 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 |
0.237
|
0.284
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Prepayment Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.134
|
0.141
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Default Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.014
|
0.009
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Default Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.603
|
0.866
|
| Valuation, Income Approach | Consumer loans | Measurement Input, Default Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Securities, measurement input |
0.115
|
0.097
|
| Valuation, Income Approach | Corporate loan [Member] |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 3,534,000
|
$ 3,531,000
|
| Valuation, Income Approach | Corporate loan [Member] | Measurement Input, Discount Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Loans, Measurement Input |
0.060
|
0.030
|
| Valuation, Income Approach | Corporate loan [Member] | Measurement Input, Discount Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Loans, Measurement Input |
0.070
|
0.219
|
| Valuation, Income Approach | Corporate loan [Member] | Measurement Input, Discount Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Loans, Measurement Input |
0.061
|
0.161
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 77,000
|
$ 303,000
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Prepayment Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative asset, measurement input |
0.228
|
0.339
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Prepayment Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative asset, measurement input |
0.310
|
0.419
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Prepayment Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative asset, measurement input |
0.237
|
0.401
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Default Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative asset, measurement input |
0.065
|
0.065
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Default Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative asset, measurement input |
0.088
|
0.088
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Default Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative asset, measurement input |
0.086
|
0.070
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Projected Collateral Recoveries | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative asset, measurement input |
0.121
|
0.112
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Projected Collateral Recoveries | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative asset, measurement input |
0.158
|
0.114
|
| Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Projected Collateral Recoveries | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Derivative asset, measurement input |
0.122
|
0.113
|
| Enterprise Value | Investment in unconsolidated entities | Measurement Input, Equity Price-to-Book |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 32,848,000
|
$ 123,779,000
|
| Enterprise Value | Investment in unconsolidated entities | Measurement Input, Net Asset Value |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 87,864,000
|
$ 57,828,000
|
| 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
|
1.2
|
| 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 |
3.3
|
1.9
|
| 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
|
1.5
|
| Valuation, Cost Approach | Investment in unconsolidated entities | Measurement Input, Exercise Price |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 50,667,000
|
$ 14,036,000
|
| Performing and/or Re-performing | Residential mortgage loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
|
$ 952,656,000
|
| 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
|
0.009
|
| 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 |
0.624
|
0.575
|
| 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 |
0.075
|
0.047
|
| Performing and/or Re-performing | Valuation, Income Approach | Commercial mortgage loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 432,740,000
|
$ 310,735,000
|
| 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 |
0.074
|
0.051
|
| 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 |
0.117
|
0.106
|
| Performing and/or Re-performing | Valuation, Income Approach | Commercial mortgage loans | Measurement Input, Discount Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Loans, Measurement Input |
0.094
|
0.072
|
| Performing and/or Re-performing | Valuation, Income Approach | Residential mortgage loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 1,560,948,000
|
$ 951,723,000
|
| Performing and/or Re-performing | Valuation, Cost Approach | Residential mortgage loans | Measurement Input, Exercise Price |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
|
933,000
|
| Securitized loans [Member] | Residential mortgage loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
1,762,845,000
|
1,041,545,000
|
| Securitized loans [Member] | Valuation, Market Approach | Residential mortgage loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 1,676,395,000
|
$ 1,003,164,000
|
| 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 |
0.57
|
88.36
|
| 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 |
97.28
|
102.14
|
| 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 |
86.70
|
99.83
|
| Securitized loans [Member] | Valuation, Income Approach | Residential mortgage loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 86,450,000
|
$ 38,381,000
|
| 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 |
0.042
|
0.013
|
| 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 |
0.183
|
0.235
|
| 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 |
0.072
|
0.042
|
| Non-performing | Residential mortgage loans | Measurement Input, Discount Rate | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Loans, Measurement Input |
0.040
|
0.008
|
| Non-performing | Residential mortgage loans | Measurement Input, Discount Rate | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Loans, Measurement Input |
0.601
|
0.359
|
| Non-performing | Residential mortgage loans | Measurement Input, Discount Rate | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Loans, Measurement Input |
0.131
|
0.115
|
| Non-performing | Residential mortgage loans | Measurement Input recovery amount | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Loans, Measurement Input, Recovery Amount |
$ 0.016
|
$ 0.005
|
| Non-performing | Residential mortgage loans | Measurement Input recovery amount | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Loans, Measurement Input, Recovery Amount |
1.883
|
1.748
|
| 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 |
0.284
|
0.348
|
| Non-performing | Valuation, Income Approach | Commercial mortgage loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 31,773,000
|
$ 15,462,000
|
| Non-performing | Valuation, Income Approach | Commercial mortgage loans | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, recovery time |
2 months 24 days
|
1 month 24 days
|
| Non-performing | Valuation, Income Approach | Commercial mortgage loans | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, recovery time |
2 months 24 days
|
1 month 24 days
|
| Non-performing | Valuation, Income Approach | Commercial mortgage loans | Weighted Average |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, recovery time |
2 months 24 days
|
1 month 24 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 |
0.145
|
0.106
|
| 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 |
0.235
|
0.106
|
| 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 |
0.191
|
0.106
|
| 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
|
$ 1.002
|
| 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 |
1.002
|
1.002
|
| 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 |
1.001
|
1.002
|
| Non-performing | Valuation, Income Approach | Residential mortgage loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 25,017,000
|
$ 22,027,000
|
| Non-performing | Valuation, Income Approach | Residential mortgage loans | Minimum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, recovery time |
5 months 24 days
|
5 months 24 days
|
| Non-performing | Valuation, Income Approach | Residential mortgage loans | Maximum |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Investment, measurement input, recovery time |
103 months 21 days
|
100 months 24 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 |
25 months 21 days
|
29 months 15 days
|
| Non-performing securitized residential mortgage loans [Member] | Valuation, Income Approach | Residential mortgage loans |
|
|
| Fair Value Measurements Inputs and Valuation Techniques [Line Items] |
|
|
| Fair value |
$ 9,000,000
|
$ 8,800,000
|