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Valuation (Significant Unobservable Inputs Rollforward) (Details) - Level 3 - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2021
Mar. 31, 2020
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance $ 1,959,802 $ 1,721,275
Assets, Accreted Discounts/Amortized Premiums (4,451) (10,680)
Assets, Realized Gain (Loss) 2,230 1,366
Assets, Change In Net Unrealized Gain/(Loss) 16,042 (80,188)
Assets, Purchases 368,281 401,709
Assets, Sales (296,047) (274,433)
Assets, Transfers into Level 3 9,366 15,143
Assets, Transfers out of Level 3 (56,737) (29,609)
Assets, Ending Balance 1,998,486 1,744,583
Liabilities, Begining Balance (755,405) (594,832)
Liabilities, Accreted Discounts/Amortized Premiums 0 0
Liabilities, Realized Gain/(Loss) (500) 31
Liabilities, Change In Net Unrealized Gain/(Loss) 1,389 (379)
Liabilities Purchases/Payments 93,430 44,714
Liabilities, Sales/Issuance (250,508) (41)
Liabilities, Transfers into Level 3 0 0
Liabilities, Transfers out of Level 3 0 0
Liabilities, Ending Balance (911,594) (550,507)
Other secured borrowings, at fair value    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Liabilities, Payments   44,704
Liabilities, Issuances   0
Liabilities, Begining Balance (754,921) (594,396)
Liabilities, Accreted Discounts/Amortized Premiums 0 0
Liabilities, Realized Gain/(Loss) 0 0
Liabilities, Change In Net Unrealized Gain/(Loss) 1,243 24
Liabilities Purchases/Payments 92,930  
Liabilities, Sales/Issuance (250,508)  
Liabilities, Transfers into Level 3 0 0
Liabilities, Transfers out of Level 3 0 0
Liabilities, Ending Balance (911,256) (549,668)
Change in unrealized gains (losses), liabilities 1,200 24
Financial Derivatives - Liabilities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Change in unrealized gains (losses), liabilities 100 (800)
Financial Derivatives - Liabilities | Total return swaps    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Liabilities, Begining Balance (484)  
Liabilities, Accreted Discounts/Amortized Premiums 0  
Liabilities, Realized Gain/(Loss) (500)  
Liabilities, Change In Net Unrealized Gain/(Loss) 146  
Liabilities Purchases/Payments 500  
Liabilities, Sales/Issuance 0  
Liabilities, Transfers into Level 3 0  
Liabilities, Transfers out of Level 3 0  
Liabilities, Ending Balance (338)  
Securities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Change in unrealized gain (loss), assets 3,200 (50,900)
Securities | Agency RMBS    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 11,663 19,904
Assets, Accreted Discounts/Amortized Premiums (1,121) (1,822)
Assets, Realized Gain (Loss) (26) (1)
Assets, Change In Net Unrealized Gain/(Loss) (136) 2,807
Assets, Purchases 1,814 5,259
Assets, Sales 0 0
Assets, Transfers into Level 3 5,857 1,088
Assets, Transfers out of Level 3 (649) (6,254)
Assets, Ending Balance 17,402 20,981
Securities | Non-Agency RMBS    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 127,838 89,581
Assets, Accreted Discounts/Amortized Premiums 679 226
Assets, Realized Gain (Loss) (226) (136)
Assets, Change In Net Unrealized Gain/(Loss) (557) (11,533)
Assets, Purchases 20,742 33,950
Assets, Sales (18,639) (14,395)
Assets, Transfers into Level 3 1,998 3,659
Assets, Transfers out of Level 3 (4,506) (7,155)
Assets, Ending Balance 127,329 94,197
Securities | CMBS    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 63,148 29,805
Assets, Accreted Discounts/Amortized Premiums 218 207
Assets, Realized Gain (Loss) 2,082 1,386
Assets, Change In Net Unrealized Gain/(Loss) 2,525 (11,193)
Assets, Purchases 0 31,025
Assets, Sales (39,705) (28,539)
Assets, Transfers into Level 3 0 4,071
Assets, Transfers out of Level 3 10,974 6,486
Assets, Ending Balance 17,294 20,276
Securities | CLOs    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 111,100 44,979
Assets, Accreted Discounts/Amortized Premiums 734 (318)
Assets, Realized Gain (Loss) 912 (21)
Assets, Change In Net Unrealized Gain/(Loss) 5,334 (20,261)
Assets, Purchases 1,812 22,760
Assets, Sales (43,210) 54
Assets, Transfers into Level 3 1,511 6,325
Assets, Transfers out of Level 3 (40,608) (9,714)
Assets, Ending Balance 37,585 43,804
Securities | Asset-backed securities, backed by consumer loans    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 44,925 48,610
Assets, Accreted Discounts/Amortized Premiums (657) (1,044)
Assets, Realized Gain (Loss) 33 (150)
Assets, Change In Net Unrealized Gain/(Loss) (485) (2,360)
Assets, Purchases 24,334 16,271
Assets, Sales (8,677) (6,700)
Assets, Transfers into Level 3 0 0
Assets, Transfers out of Level 3 0 0
Assets, Ending Balance 59,473 54,627
Securities | Corporate debt securities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 4,082 1,113
Assets, Accreted Discounts/Amortized Premiums 0 0
Assets, Realized Gain (Loss) 180 0
Assets, Change In Net Unrealized Gain/(Loss) 5 (96)
Assets, Purchases 1,027 10
Assets, Sales (533) (417)
Assets, Transfers into Level 3 0 0
Assets, Transfers out of Level 3 0 0
Assets, Ending Balance 4,761 610
Securities | Corporate equity securities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 1,590 1,394
Assets, Accreted Discounts/Amortized Premiums 0 0
Assets, Realized Gain (Loss) (385) 0
Assets, Change In Net Unrealized Gain/(Loss) 604 (987)
Assets, Purchases 2,311 305
Assets, Sales 0 0
Assets, Transfers into Level 3 0 0
Assets, Transfers out of Level 3 0 0
Assets, Ending Balance 4,120 712
Loans    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Change in unrealized gain (loss), assets 2,000 (30,400)
Loans | Residential mortgage loans    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 1,187,069 932,203
Assets, Accreted Discounts/Amortized Premiums (2,470) (458)
Assets, Realized Gain (Loss) 194 205
Assets, Change In Net Unrealized Gain/(Loss) 2,214 (24,323)
Assets, Purchases 222,081 131,070
Assets, Sales (128,451) (99,325)
Assets, Transfers into Level 3 0 0
Assets, Transfers out of Level 3 0 0
Assets, Ending Balance 1,280,637 939,372
Loans | Commercial mortgage loans    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 213,031 274,759
Assets, Accreted Discounts/Amortized Premiums 9 (1)
Assets, Realized Gain (Loss) 436 860
Assets, Change In Net Unrealized Gain/(Loss) (263) (328)
Assets, Purchases 57,166 87,567
Assets, Sales (34,431) (59,557)
Assets, Transfers into Level 3 0 0
Assets, Transfers out of Level 3 0 0
Assets, Ending Balance 235,948 303,300
Loans | Consumer loans    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 47,525 186,954
Assets, Accreted Discounts/Amortized Premiums (1,843) (7,470)
Assets, Realized Gain (Loss) (1,265) 26
Assets, Change In Net Unrealized Gain/(Loss) 327 (5,751)
Assets, Purchases 16,749 61,100
Assets, Sales (8,788) (40,056)
Assets, Transfers into Level 3 0 0
Assets, Transfers out of Level 3 0 0
Assets, Ending Balance 52,705 194,803
Loans | Corporate loan [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 5,855 18,510
Assets, Accreted Discounts/Amortized Premiums 0 0
Assets, Realized Gain (Loss) 0 0
Assets, Change In Net Unrealized Gain/(Loss) 0 0
Assets, Purchases 7,371 104
Assets, Sales 0 (12,500)
Assets, Transfers into Level 3 0 0
Assets, Transfers out of Level 3 0 0
Assets, Ending Balance 13,226 6,114
Investment in unconsolidated entities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 141,620 71,850
Assets, Accreted Discounts/Amortized Premiums 0 0
Assets, Realized Gain (Loss) 128 0
Assets, Change In Net Unrealized Gain/(Loss) 6,507 (6,497)
Assets, Purchases 12,870 12,283
Assets, Sales (13,441) (12,239)
Assets, Transfers into Level 3 0 0
Assets, Transfers out of Level 3 0 0
Assets, Ending Balance 147,684 65,397
Change in unrealized gain (loss), assets 6,300 (6,700)
Financial Derivatives - Assets    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Change in unrealized gain (loss), assets (33) 500
Financial Derivatives - Assets | Total return swaps    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Assets, Beginning Balance 9 620
Assets, Accreted Discounts/Amortized Premiums 0 0
Assets, Realized Gain (Loss) 141 191
Assets, Change In Net Unrealized Gain/(Loss) (6) (583)
Assets, Purchases 0 0
Assets, Sales (142) (191)
Assets, Transfers into Level 3 0 0
Assets, Transfers out of Level 3 0 0
Assets, Ending Balance 2 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 347 993
Assets, Accreted Discounts/Amortized Premiums 0 0
Assets, Realized Gain (Loss) 26 (994)
Assets, Change In Net Unrealized Gain/(Loss) (27) 917
Assets, Purchases 4 5
Assets, Sales (30) (568)
Assets, Transfers into Level 3 0 0
Assets, Transfers out of Level 3 0 0
Assets, Ending Balance $ 320 353
Financial Derivatives - Liabilities | Total return swaps    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Liabilities, Payments   10
Liabilities, Issuances   (41)
Liabilities, Begining Balance   (436)
Liabilities, Accreted Discounts/Amortized Premiums   0
Liabilities, Realized Gain/(Loss)   31
Liabilities, Change In Net Unrealized Gain/(Loss)   (403)
Liabilities, Transfers into Level 3   0
Liabilities, Transfers out of Level 3   0
Liabilities, Ending Balance   $ (839)