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Valuation (Schedule of Significant Unobservable Inputs, Qualitative Information) (Details) - Level 3
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2020
USD ($)
$ / shares
Dec. 31, 2019
USD ($)
$ / shares
Total return swaps | Measurement Input, Discount Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Derivative asset, measurement input 0.109 0.085
Derivative Liability, Measurement Input 0.159 0.277
Total return swaps | Measurement Input, Discount Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Derivative asset, measurement input 0.109 0.277
Derivative Liability, Measurement Input 0.159 0.277
Total return swaps | Measurement Input, Discount Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Derivative asset, measurement input 0.109 0.115
Derivative Liability, Measurement Input 0.159 0.277
Valuation, Market Approach | Non-Agency RMBS    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Fair value $ 60,935 $ 38,754
Valuation, Market Approach | Non-Agency RMBS | Measurement Input, Quoted Price | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input | $ / shares 1.75 6.68
Valuation, Market Approach | Non-Agency RMBS | Measurement Input, Quoted Price | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input | $ / shares 291.19 144.79
Valuation, Market Approach | Non-Agency RMBS | Measurement Input, Quoted Price | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input | $ / shares 99.35 86.21
Valuation, Market Approach | CMBS    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Fair value $ 15,245 $ 29,630
Valuation, Market Approach | CMBS | Measurement Input, Quoted Price | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input | $ / shares 4.78 5.08
Valuation, Market Approach | CMBS | Measurement Input, Quoted Price | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input | $ / shares 59.70 80.72
Valuation, Market Approach | CMBS | Measurement Input, Quoted Price | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input | $ / shares 44.50 64.73
Valuation, Market Approach | Agency RMBS | Interest only securities    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Fair value $ 9,347 $ 3,753
Valuation, Market Approach | Agency RMBS | Interest only securities | Measurement Input, Quoted Price | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input | $ / shares 0.76 1.36
Valuation, Market Approach | Agency RMBS | Interest only securities | Measurement Input, Quoted Price | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input | $ / shares 23.12 16.61
Valuation, Market Approach | Agency RMBS | Interest only securities | Measurement Input, Quoted Price | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input | $ / shares 9.96 5.11
Valuation, Market Approach | CLOs    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Fair value $ 34,470 $ 38,220
Valuation, Market Approach | CLOs | Measurement Input, Quoted Price | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input | $ / shares 20.00 40.00
Valuation, Market Approach | CLOs | Measurement Input, Quoted Price | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input | $ / shares 310.00 96.00
Valuation, Market Approach | CLOs | Measurement Input, Quoted Price | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input | $ / shares 67.98 73.98
Valuation, Market Approach | Asset-backed securities, backed by consumer loans    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Fair value $ 126 $ 139
Valuation, Market Approach | Asset-backed securities, backed by consumer loans | Measurement Input, Quoted Price | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input | $ / shares 94.80 95.47
Valuation, Market Approach | Asset-backed securities, backed by consumer loans | Measurement Input, Quoted Price | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input | $ / shares 95.87 96.78
Valuation, Market Approach | Asset-backed securities, backed by consumer loans | Measurement Input, Quoted Price | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input | $ / shares 95.37 96.12
Valuation, Market Approach | Corporate loan [Member]    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Fair value $ 6,114 $ 6,010
Valuation, Market Approach | Corporate loan [Member] | Measurement Input, Quoted Price | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input | $ / shares 100.00 100.00
Valuation, Market Approach | Corporate loan [Member] | Measurement Input, Quoted Price | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input | $ / shares 100.00 100.00
Valuation, Market Approach | Corporate loan [Member] | Measurement Input, Quoted Price | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input | $ / shares 100.00 100.00
Valuation, Income Approach | Non-Agency RMBS    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Fair value $ 33,262 $ 50,827
Valuation, Income Approach | Non-Agency RMBS | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Total outstanding collateral 100.00% 100.00%
Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Discount Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.016 0.033
Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Discount Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.495 0.609
Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Discount Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.132 0.100
Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Prepayment Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.006 0.008
Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Prepayment Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.745 0.720
Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Prepayment Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.491 0.493
Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Default Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.000 0.000
Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Default Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.222 0.227
Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Default Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.063 0.066
Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Projected Collateral Recoveries | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.000 0.000
Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Projected Collateral Recoveries | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.277 0.324
Valuation, Income Approach | Non-Agency RMBS | Measurement Input, Projected Collateral Recoveries | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.088 0.069
Valuation, Income Approach | Non-Agency RMBS | Measurement input, Projected Collateral Scheduled Amortization | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.142 0.169
Valuation, Income Approach | Non-Agency RMBS | Measurement input, Projected Collateral Scheduled Amortization | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.859 0.929
Valuation, Income Approach | Non-Agency RMBS | Measurement input, Projected Collateral Scheduled Amortization | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.358 0.372
Valuation, Income Approach | CMBS    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Fair value $ 5,031 $ 175
Valuation, Income Approach | CMBS | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Total outstanding collateral 100.00% 100.00%
Valuation, Income Approach | CMBS | Measurement Input, Discount Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.102 0.100
Valuation, Income Approach | CMBS | Measurement Input, Discount Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.318 0.100
Valuation, Income Approach | CMBS | Measurement Input, Discount Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.155 0.100
Valuation, Income Approach | CMBS | Measurement Input, Prepayment Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input   1.000
Valuation, Income Approach | CMBS | Measurement Input, Prepayment Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input   1.000
Valuation, Income Approach | CMBS | Measurement Input, Prepayment Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input   1.000
Valuation, Income Approach | CMBS | Measurement Input, Default Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.000  
Valuation, Income Approach | CMBS | Measurement Input, Default Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.002  
Valuation, Income Approach | CMBS | Measurement Input, Default Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.002  
Valuation, Income Approach | CMBS | Measurement Input, Projected Collateral Recoveries | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.000  
Valuation, Income Approach | CMBS | Measurement Input, Projected Collateral Recoveries | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.018  
Valuation, Income Approach | CMBS | Measurement Input, Projected Collateral Recoveries | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.017  
Valuation, Income Approach | CMBS | Measurement input, Projected Collateral Scheduled Amortization | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.980  
Valuation, Income Approach | CMBS | Measurement input, Projected Collateral Scheduled Amortization | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 1.000  
Valuation, Income Approach | CMBS | Measurement input, Projected Collateral Scheduled Amortization | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.981  
Valuation, Income Approach | Agency RMBS | Interest only securities    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Fair value $ 11,634 $ 16,151
Fair Value of Agency IOs, negative OAS measurement input $ 1,000  
Valuation, Income Approach | Agency RMBS | Interest only securities | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Total outstanding collateral 100.00% 100.00%
Valuation, Income Approach | Agency RMBS | Interest only securities | Measurement Input, LIBOR OAS | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.0318 0.0093
Valuation, Income Approach | Agency RMBS | Interest only securities | Measurement Input, LIBOR OAS | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.9325 0.3527
Valuation, Income Approach | Agency RMBS | Interest only securities | Measurement Input, LIBOR OAS | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.2263 0.0701
Valuation, Income Approach | Agency RMBS | Interest only securities | Net LIBOR OAS [Member] | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.2007  
Valuation, Income Approach | Agency RMBS | Interest only securities | Measurement Input, Prepayment Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.625 0.123
Valuation, Income Approach | Agency RMBS | Interest only securities | Measurement Input, Prepayment Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.940 1.000
Valuation, Income Approach | Agency RMBS | Interest only securities | Measurement Input, Prepayment Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.773 0.723
Valuation, Income Approach | Agency RMBS | Interest only securities | Measurement input, Projected Collateral Scheduled Amortization | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.060 0.000
Valuation, Income Approach | Agency RMBS | Interest only securities | Measurement input, Projected Collateral Scheduled Amortization | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.375 0.877
Valuation, Income Approach | Agency RMBS | Interest only securities | Measurement input, Projected Collateral Scheduled Amortization | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.227 0.277
Valuation, Income Approach | Corporate debt and equity    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Fair value $ 1,322 $ 2,507
Valuation, Income Approach | Corporate debt and equity | Measurement Input, Discount Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.100 0.100
Valuation, Income Approach | Corporate debt and equity | Measurement Input, Discount Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.100 0.100
Valuation, Income Approach | Corporate debt and equity | Measurement Input, Discount Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.100 0.100
Valuation, Income Approach | Investment in unconsolidated entities    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Fair value $ 25,961 $ 30,458
Valuation, Income Approach | Investment in unconsolidated entities | Measurement Input, Discount Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Equity method investment, measurement input 0.074 0.037
Valuation, Income Approach | Investment in unconsolidated entities | Measurement Input, Discount Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Equity method investment, measurement input 0.203 0.148
Valuation, Income Approach | Investment in unconsolidated entities | Measurement Input, Discount Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Equity method investment, measurement input 0.116 0.099
Valuation, Income Approach | CLOs    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Fair value $ 9,334 $ 6,759
Valuation, Income Approach | CLOs | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Total outstanding collateral 100.00% 100.00%
Valuation, Income Approach | CLOs | Measurement Input, Discount Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.144 0.140
Valuation, Income Approach | CLOs | Measurement Input, Discount Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.167 0.419
Valuation, Income Approach | CLOs | Measurement Input, Discount Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.150 0.262
Valuation, Income Approach | CLOs | Measurement Input, Prepayment Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.635 0.485
Valuation, Income Approach | CLOs | Measurement Input, Prepayment Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.635 0.846
Valuation, Income Approach | CLOs | Measurement Input, Prepayment Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.635 0.725
Valuation, Income Approach | CLOs | Measurement Input, Default Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.248 0.117
Valuation, Income Approach | CLOs | Measurement Input, Default Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.248 0.364
Valuation, Income Approach | CLOs | Measurement Input, Default Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.248 0.199
Valuation, Income Approach | CLOs | Measurement Input, Projected Collateral Recoveries | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.110 0.037
Valuation, Income Approach | CLOs | Measurement Input, Projected Collateral Recoveries | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.110 0.151
Valuation, Income Approach | CLOs | Measurement Input, Projected Collateral Recoveries | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.110 0.076
Valuation, Income Approach | CLOs | Measurement input, Projected Collateral Scheduled Amortization | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.007  
Valuation, Income Approach | CLOs | Measurement input, Projected Collateral Scheduled Amortization | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.007  
Valuation, Income Approach | CLOs | Measurement input, Projected Collateral Scheduled Amortization | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.007  
Valuation, Income Approach | Asset-backed securities, backed by consumer loans    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Fair value $ 54,501 $ 48,471
Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Total outstanding collateral 100.00% 100.00%
Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Measurement Input, Discount Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.140 0.120
Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Measurement Input, Discount Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.199 0.202
Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Measurement Input, Discount Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.140 0.121
Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Measurement Input, Prepayment Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.000 0.000
Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Measurement Input, Prepayment Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.099 0.112
Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Measurement Input, Prepayment Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.077 0.097
Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Measurement Input, Default Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.009 0.006
Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Measurement Input, Default Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.202 0.180
Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Measurement Input, Default Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.156 0.154
Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Measurement input, Projected Collateral Scheduled Amortization | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.703 0.713
Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Measurement input, Projected Collateral Scheduled Amortization | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.991 0.994
Valuation, Income Approach | Asset-backed securities, backed by consumer loans | Measurement input, Projected Collateral Scheduled Amortization | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.767 0.749
Valuation, Income Approach | Consumer loans    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Fair value $ 194,803 $ 186,954
Valuation, Income Approach | Consumer loans | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Total outstanding collateral 100.00% 100.00%
Valuation, Income Approach | Consumer loans | Measurement Input, Discount Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.090 0.070
Valuation, Income Approach | Consumer loans | Measurement Input, Discount Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.120 0.100
Valuation, Income Approach | Consumer loans | Measurement Input, Discount Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.101 0.081
Valuation, Income Approach | Consumer loans | Measurement Input, Prepayment Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.000 0.000
Valuation, Income Approach | Consumer loans | Measurement Input, Prepayment Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.415 0.442
Valuation, Income Approach | Consumer loans | Measurement Input, Prepayment Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.140 0.160
Valuation, Income Approach | Consumer loans | Measurement Input, Default Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.018 0.030
Valuation, Income Approach | Consumer loans | Measurement Input, Default Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.866 0.845
Valuation, Income Approach | Consumer loans | Measurement Input, Default Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.106 0.086
Valuation, Income Approach | Consumer loans | Measurement input, Projected Collateral Scheduled Amortization | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.134 0.155
Valuation, Income Approach | Consumer loans | Measurement input, Projected Collateral Scheduled Amortization | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.982 0.958
Valuation, Income Approach | Consumer loans | Measurement input, Projected Collateral Scheduled Amortization | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.754 0.754
Valuation, Income Approach | Corporate loan [Member]    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Fair value   $ 12,500
Valuation, Income Approach | Corporate loan [Member] | Measurement Input, Discount Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input   0.150
Valuation, Income Approach | Corporate loan [Member] | Measurement Input, Discount Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input   0.180
Valuation, Income Approach | Corporate loan [Member] | Measurement Input, Discount Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Securities, measurement input   0.168
Valuation, Income Approach | Credit default swaps on asset-backed securities    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Fair value $ 353 $ 993
Valuation, Income Approach | Credit default swaps on asset-backed securities | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Total outstanding collateral 100.00% 100.00%
Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Prepayment Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Derivative asset, measurement input 0.343 0.354
Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Prepayment Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Derivative asset, measurement input 0.430 0.420
Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Prepayment Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Derivative asset, measurement input 0.408 0.373
Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Default Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Derivative asset, measurement input 0.120 0.042
Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Default Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Derivative asset, measurement input 0.150 0.124
Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Default Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Derivative asset, measurement input 0.127 0.102
Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Projected Collateral Recoveries | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Derivative asset, measurement input 0.089 0.100
Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Projected Collateral Recoveries | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Derivative asset, measurement input 0.165 0.182
Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement Input, Projected Collateral Recoveries | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Derivative asset, measurement input 0.105 0.153
Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement input, Projected Collateral Scheduled Amortization | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Derivative asset, measurement input 0.356 0.362
Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement input, Projected Collateral Scheduled Amortization | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Derivative asset, measurement input 0.372 0.415
Valuation, Income Approach | Credit default swaps on asset-backed securities | Measurement input, Projected Collateral Scheduled Amortization | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Derivative asset, measurement input 0.360 0.372
Valuation, Income Approach | Total return swaps    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Fair value $ 37 $ 620
Fair value (839) (436)
Valuation, Income Approach | Other secured borrowings, at fair value    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Fair value $ (549,668) $ (594,396)
Valuation, Income Approach | Other secured borrowings, at fair value | Measurement Input, Discount Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Debt instrument, measurement input 0.021 0.029
Valuation, Income Approach | Other secured borrowings, at fair value | Measurement Input, Discount Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Debt instrument, measurement input 0.025 0.040
Valuation, Income Approach | Other secured borrowings, at fair value | Measurement Input, Discount Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Debt instrument, measurement input 0.023 0.033
Enterprise Value | Investment in unconsolidated entities    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Fair value $ 39,436 $ 41,392
Enterprise Value | Investment in unconsolidated entities | Measurement Input, Equity Price-to-Book | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Equity method investment, measurement input 0.9 1.0
Enterprise Value | Investment in unconsolidated entities | Measurement Input, Equity Price-to-Book | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Equity method investment, measurement input 4.0 4.7
Enterprise Value | Investment in unconsolidated entities | Measurement Input, Equity Price-to-Book | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Equity method investment, measurement input 1.4 1.7
Performing and/or Re-performing | Residential mortgage loans | Measurement Input, Discount Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Loans, Measurement Input 0.017 0.016
Performing and/or Re-performing | Residential mortgage loans | Measurement Input, Discount Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Loans, Measurement Input 0.209 0.195
Performing and/or Re-performing | Residential mortgage loans | Measurement Input, Discount Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Loans, Measurement Input 0.079 0.062
Performing and/or Re-performing | Valuation, Income Approach | Commercial mortgage loans    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Fair value $ 292,551 $ 248,214
Performing and/or Re-performing | Valuation, Income Approach | Commercial mortgage loans | Measurement Input, Discount Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Loans, Measurement Input 0.070 0.077
Performing and/or Re-performing | Valuation, Income Approach | Commercial mortgage loans | Measurement Input, Discount Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Loans, Measurement Input 0.123 0.166
Performing and/or Re-performing | Valuation, Income Approach | Commercial mortgage loans | Measurement Input, Discount Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Loans, Measurement Input 0.085 0.088
Performing and/or Re-performing | Valuation, Income Approach | Residential mortgage loans    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Fair value $ 347,346 $ 289,672
Securitized loans [Member] | Valuation, Income Approach | Residential mortgage loans    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Fair value $ 581,181 $ 628,415
Securitized loans [Member] | Valuation, Income Approach | Residential mortgage loans | Measurement Input, Discount Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Loans, Measurement Input 0.037 0.032
Securitized loans [Member] | Valuation, Income Approach | Residential mortgage loans | Measurement Input, Discount Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Loans, Measurement Input 0.041 0.043
Securitized loans [Member] | Valuation, Income Approach | Residential mortgage loans | Measurement Input, Discount Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Loans, Measurement Input 0.039 0.036
Securitized loans [Member] | Valuation, Income Approach | Residential mortgage loans    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Fair value $ 4,000 $ 1,500
Non-performing | Residential mortgage loans | Measurement Input, Discount Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Loans, Measurement Input 0.039 0.010
Non-performing | Residential mortgage loans | Measurement Input, Discount Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Loans, Measurement Input 0.246 0.266
Non-performing | Residential mortgage loans | Measurement Input, Discount Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Loans, Measurement Input 0.116 0.091
Non-performing | Valuation, Income Approach | Commercial mortgage loans    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Fair value $ 10,749 $ 26,545
Non-performing | Valuation, Income Approach | Commercial mortgage loans | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Investment, measurement input, recovery time 8 months 25 days 1 month 3 days
Non-performing | Valuation, Income Approach | Commercial mortgage loans | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Investment, measurement input, recovery time 8 months 25 days 23 months
Non-performing | Valuation, Income Approach | Commercial mortgage loans | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Investment, measurement input, recovery time 8 months 25 days 11 months 12 days
Non-performing | Valuation, Income Approach | Commercial mortgage loans | Measurement Input, Discount Rate | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Loans, Measurement Input 0.144 0.098
Non-performing | Valuation, Income Approach | Commercial mortgage loans | Measurement Input, Discount Rate | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Loans, Measurement Input 0.144 0.147
Non-performing | Valuation, Income Approach | Commercial mortgage loans | Measurement Input, Discount Rate | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Loans, Measurement Input 0.144 0.124
Non-performing | Valuation, Income Approach | Residential mortgage loans    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Fair value $ 10,845 $ 14,116
Non-performing | Valuation, Income Approach | Residential mortgage loans | Minimum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Investment, measurement input, recovery time 0 months 1 month 3 days
Non-performing | Valuation, Income Approach | Residential mortgage loans | Maximum    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Investment, measurement input, recovery time 66 months 165 months 12 days
Non-performing | Valuation, Income Approach | Residential mortgage loans | Weighted Average    
Fair Value Measurements Inputs and Valuation Techniques [Line Items]    
Investment, measurement input, recovery time 21 months 3 days 54 months 18 days