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Valuation (Significant Unobservable Inputs Rollforward) (Details) - Level 3 - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance $ 1,721,275 $ 1,094,815
Assets, Accreted Discounts/Amortized Premiums (10,680) (10,641)
Assets, Realized Gain (Loss) 1,366 (1,647)
Assets, Change In Net Unrealized Gain/(Loss) (80,188) 3,447
Assets, Purchases 401,709 303,325
Assets, Sales (274,433) (167,106)
Assets, Transfers into Level 3 15,143 15,690
Assets, Transfers out of Level 3 (29,609) (4,564)
Assets, Ending Balance 1,744,583 1,233,319
Liabilities, Begining Balance (594,832) (297,948)
Liabilities, Accreted Discounts/Amortized Premiums 0 0
Liabilities, Realized Gain/(Loss) 31 0
Liabilities, Change In Net Unrealized Gain/(Loss) (379) 57
Liabilities Purchases/Payments 44,714 15,767
Liabilities, Sales/Issuance (41) 0
Liabilities, Transfers into Level 3 0 0
Liabilities, Transfers out of Level 3 0 0
Liabilities, Ending Balance (550,507) (282,124)
Other secured borrowings, at fair value    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Liabilities, Begining Balance (594,396) (297,948)
Liabilities, Accreted Discounts/Amortized Premiums 0 0
Liabilities, Realized Gain/(Loss) 0 0
Liabilities, Change In Net Unrealized Gain/(Loss) 24 57
Liabilities, Payments 44,704 15,767
Liabilities, Issuances 0 0
Liabilities, Transfers into Level 3 0 0
Liabilities, Transfers out of Level 3 0 0
Liabilities, Ending Balance (549,668) (282,124)
Change in unrealized gains (losses), liabilities 24 57
Financial Derivatives - Liabilities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Change in unrealized gains (losses), liabilities (800)  
Securities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Change in unrealized gain (loss), assets (50,900) 700
Securities | Agency RMBS    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 19,904 7,293
Assets, Accreted Discounts/Amortized Premiums (1,822) (774)
Assets, Realized Gain (Loss) (1) (594)
Assets, Change In Net Unrealized Gain/(Loss) 2,807 189
Assets, Purchases 5,259 6
Assets, Sales 0 0
Assets, Transfers into Level 3 1,088 842
Assets, Transfers out of Level 3 (6,254) (573)
Assets, Ending Balance 20,981 6,389
Securities | Non-Agency RMBS    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 89,581 91,291
Assets, Accreted Discounts/Amortized Premiums 226 63
Assets, Realized Gain (Loss) (136) (101)
Assets, Change In Net Unrealized Gain/(Loss) (11,533) (535)
Assets, Purchases 33,950 15,546
Assets, Sales (14,395) (19,436)
Assets, Transfers into Level 3 3,659 10,492
Assets, Transfers out of Level 3 (7,155) (2,650)
Assets, Ending Balance 94,197 94,670
Securities | CMBS    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 29,805 803
Assets, Accreted Discounts/Amortized Premiums 207 (14)
Assets, Realized Gain (Loss) 1,386 0
Assets, Change In Net Unrealized Gain/(Loss) (11,193) (8)
Assets, Purchases 31,025 0
Assets, Sales (28,539) 0
Assets, Transfers into Level 3 4,071 4,356
Assets, Transfers out of Level 3 6,486 0
Assets, Ending Balance 20,276 5,137
Securities | CLOs    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 44,979 14,915
Assets, Accreted Discounts/Amortized Premiums (318) (406)
Assets, Realized Gain (Loss) (21) (83)
Assets, Change In Net Unrealized Gain/(Loss) (20,261) 49
Assets, Purchases 22,760 8,304
Assets, Sales 54 0
Assets, Transfers into Level 3 6,325 0
Assets, Transfers out of Level 3 (9,714) (1,341)
Assets, Ending Balance 43,804 21,438
Securities | Asset-backed securities, backed by consumer loans    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 48,610 22,800
Assets, Accreted Discounts/Amortized Premiums (1,044) (609)
Assets, Realized Gain (Loss) (150) (512)
Assets, Change In Net Unrealized Gain/(Loss) (2,360) 762
Assets, Purchases 16,271 4,940
Assets, Sales (6,700) (3,273)
Assets, Transfers into Level 3 0 0
Assets, Transfers out of Level 3 0 0
Assets, Ending Balance 54,627 24,108
Securities | Corporate debt securities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 1,113 6,318
Assets, Accreted Discounts/Amortized Premiums 0 16
Assets, Realized Gain (Loss) 0 (1)
Assets, Change In Net Unrealized Gain/(Loss) (96) (77)
Assets, Purchases 10 384
Assets, Sales (417) (903)
Assets, Transfers into Level 3 0 0
Assets, Transfers out of Level 3 0 0
Assets, Ending Balance 610 5,737
Securities | Corporate equity securities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 1,394 1,530
Assets, Accreted Discounts/Amortized Premiums 0 0
Assets, Realized Gain (Loss) 0 0
Assets, Change In Net Unrealized Gain/(Loss) (987) (65)
Assets, Purchases 305 0
Assets, Sales 0 0
Assets, Transfers into Level 3 0 0
Assets, Transfers out of Level 3 0 0
Assets, Ending Balance 712 1,465
Loans    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Change in unrealized gain (loss), assets (30,400) 3,400
Loans | Residential mortgage loans    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 932,203 496,829
Assets, Accreted Discounts/Amortized Premiums (458) (927)
Assets, Realized Gain (Loss) 205 (136)
Assets, Change In Net Unrealized Gain/(Loss) (24,323) 1,901
Assets, Purchases 131,070 157,602
Assets, Sales (99,325) (72,017)
Assets, Transfers into Level 3 0 0
Assets, Transfers out of Level 3 0 0
Assets, Ending Balance 939,372 583,252
Loans | Commercial mortgage loans    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 274,759 195,301
Assets, Accreted Discounts/Amortized Premiums (1) 306
Assets, Realized Gain (Loss) 860 0
Assets, Change In Net Unrealized Gain/(Loss) (328) (333)
Assets, Purchases 87,567 48,857
Assets, Sales (59,557) (4,508)
Assets, Transfers into Level 3 0 0
Assets, Transfers out of Level 3 0 0
Assets, Ending Balance 303,300 239,623
Loans | Consumer loans    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 186,954 183,961
Assets, Accreted Discounts/Amortized Premiums (7,470) (8,572)
Assets, Realized Gain (Loss) 26 (2,055)
Assets, Change In Net Unrealized Gain/(Loss) (5,751) 1,842
Assets, Purchases 61,100 54,256
Assets, Sales (40,056) (37,317)
Assets, Transfers into Level 3 0 0
Assets, Transfers out of Level 3 0 0
Assets, Ending Balance 194,803 192,115
Loans | Corporate loan [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 18,510 72,302
Assets, Accreted Discounts/Amortized Premiums 0 276
Assets, Realized Gain (Loss) 0 1,560
Assets, Change In Net Unrealized Gain/(Loss) 0 (39)
Assets, Purchases 104 13,428
Assets, Sales (12,500) (29,375)
Assets, Transfers into Level 3 0 0
Assets, Transfers out of Level 3 0 0
Assets, Ending Balance 6,114 58,152
Investment in unconsolidated entities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 71,850  
Assets, Accreted Discounts/Amortized Premiums 0  
Assets, Realized Gain (Loss) 0  
Assets, Change In Net Unrealized Gain/(Loss) (6,497)  
Assets, Purchases 12,283  
Assets, Sales (12,239)  
Assets, Transfers into Level 3 0  
Assets, Transfers out of Level 3 0  
Assets, Ending Balance 65,397  
Change in unrealized gain (loss), assets (6,700) (2,100)
Financial Derivatives - Assets    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Change in unrealized gain (loss), assets 500 (200)
Financial Derivatives - Assets | Total return swaps    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 620  
Assets, Accreted Discounts/Amortized Premiums 0  
Assets, Realized Gain (Loss) 191  
Assets, Change In Net Unrealized Gain/(Loss) (583)  
Assets, Purchases 0  
Assets, Sales (191)  
Assets, Transfers into Level 3 0  
Assets, Transfers out of Level 3 0  
Assets, Ending Balance 37  
Financial Derivatives - Assets | Credit default swaps on asset-backed securities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 993 1,472
Assets, Accreted Discounts/Amortized Premiums 0 0
Assets, Realized Gain (Loss) (994) 275
Assets, Change In Net Unrealized Gain/(Loss) 917 (239)
Assets, Purchases 5 2
Assets, Sales (568) (277)
Assets, Transfers into Level 3 0 0
Assets, Transfers out of Level 3 0 0
Assets, Ending Balance 353 $ 1,233
Financial Derivatives - Liabilities | Total return swaps    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Liabilities, Begining Balance (436)  
Liabilities, Accreted Discounts/Amortized Premiums 0  
Liabilities, Realized Gain/(Loss) 31  
Liabilities, Change In Net Unrealized Gain/(Loss) (403)  
Liabilities, Payments 10  
Liabilities, Issuances (41)  
Liabilities, Transfers into Level 3 0  
Liabilities, Transfers out of Level 3 0  
Liabilities, Ending Balance $ (839)