v3.19.3

Valuation (Significant Unobservable Inputs Rollforward) (Details) - Level 3 - USD ($) $ in Thousands | 3 Months Ended | 9 Months Ended
--- | --- | ---
Sep. 30, 2019 | Sep. 30, 2018 | Sep. 30, 2019 | Sep. 30, 2018
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance | $ 1,324,591 | $ 816,506 | $ 1,094,815 | $ 661,588
Assets, Accreted Discounts/Amortized Premiums | (10,822) | (8,816) | (29,952) | (23,104)
Assets, Realized Gain (Loss) | 5,702 | 7,823 | 3,262 | 16,398
Assets, Change In Net Unrealized Gain/(Loss) | 1,047 | (8,223) | 13,268 | 2,799
Assets, Purchases | 330,413 | 289,205 | 814,294 | 674,353
Assets, Sales | (173,334) | (112,163) | (433,042) | (322,881)
Assets, Transfers into Level 3 | 22,484 | 10,107 | 38,490 | 11,120
Assets, Transfers out of Level 3 | (12,357) | (17,260) | (13,411) | (43,094)
Assets, Ending Balance | 1,487,724 | 977,179 | 1,487,724 | 977,179
Liabilities, Begining Balance | (475,816) | (101,100) | (297,948) | (125,105)
Liabilities, Accreted Discounts/Amortized Premiums | 0 | 0 | 0 | 0
Liabilities, Realized Gain/(Loss) | 48 | 0 | 48 | 0
Liabilities, Change In Net Unrealized Gain/(Loss) | (286) | (358) | (246) | 840
Liabilities Purchases/Payments | 37,259 | 11,889 | 78,887 | 34,696
Liabilities, Sales/Issuance | (48) | 0 | (219,584) | 0
Liabilities, Transfers into Level 3 | 0 | 0 | 0 | 0
Liabilities, Transfers out of Level 3 | 0 | 0 | 0 | 0
Liabilities, Ending Balance | (438,843) | (89,569) | (438,843) | (89,569)
Other secured borrowings, at fair value |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Liabilities, Begining Balance | (475,816) | (101,100) | (297,948) | (125,105)
Liabilities, Accreted Discounts/Amortized Premiums | 0 | 0 | 0 | 0
Liabilities, Realized Gain/(Loss) | 0 | 0 | 0 | 0
Liabilities, Change In Net Unrealized Gain/(Loss) | (72) | (358) | (32) | 840
Liabilities, Payments | 37,259 | 11,889 | 78,887 | 34,696
Liabilities, Issuances | 0 | 0 | (219,536) | 0
Liabilities, Transfers into Level 3 | 0 | 0 | 0 | 0
Liabilities, Transfers out of Level 3 | 0 | 0 | 0 | 0
Liabilities, Ending Balance | (438,629) | (89,569) | (438,629) | (89,569)
Change in unrealized gains (losses), liabilities | (100) | (400) | (32) | 800
Financial Derivatives - Liabilities |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Change in unrealized gains (losses), liabilities | (200) |  | (200) |
Securities |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Change in unrealized gain (loss), assets | (4,700) |  | (400) |
Securities | Agency RMBS |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance | 11,034 |  | 7,293 |
Assets, Accreted Discounts/Amortized Premiums | (1,164) |  | (2,228) |
Assets, Realized Gain (Loss) | (621) |  | (1,228) |
Assets, Change In Net Unrealized Gain/(Loss) | 696 |  | 1,430 |
Assets, Purchases | 13,254 |  | 14,854 |
Assets, Sales | 0 |  | (463) |
Assets, Transfers into Level 3 | 737 |  | 4,708 |
Assets, Transfers out of Level 3 | (437) |  | (867) |
Assets, Ending Balance | 23,499 |  | 23,499 |
Securities | Non-Agency RMBS |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance | 96,790 |  | 91,291 |
Assets, Accreted Discounts/Amortized Premiums | (121) |  | 104 |
Assets, Realized Gain (Loss) | 7,836 |  | 7,187 |
Assets, Change In Net Unrealized Gain/(Loss) | (6,457) |  | (4,482) |
Assets, Purchases | 6,483 |  | 10,239 |
Assets, Sales | (21,457) |  | (27,514) |
Assets, Transfers into Level 3 | 5,808 |  | 14,633 |
Assets, Transfers out of Level 3 | (7,400) |  | (9,976) |
Assets, Ending Balance | 81,482 |  | 81,482 |
Securities | CMBS |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance | 6,278 |  | 803 |
Assets, Accreted Discounts/Amortized Premiums | 25 |  | (16) |
Assets, Realized Gain (Loss) | 374 |  | 76 |
Assets, Change In Net Unrealized Gain/(Loss) | (302) |  | (73) |
Assets, Purchases | 6,815 |  | 7,937 |
Assets, Sales | (1,474) |  | (221) |
Assets, Transfers into Level 3 | 652 |  | 3,862 |
Assets, Transfers out of Level 3 | 0 |  | 0 |
Assets, Ending Balance | 12,368 |  | 12,368 |
Securities | CLOs |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance | 17,222 |  | 14,915 |
Assets, Accreted Discounts/Amortized Premiums | (184) |  | (670) |
Assets, Realized Gain (Loss) | 1,158 |  | (536) |
Assets, Change In Net Unrealized Gain/(Loss) | 184 |  | 1,889 |
Assets, Purchases | 0 |  | 816 |
Assets, Sales | (1,139) |  | (1,125) |
Assets, Transfers into Level 3 | 15,287 |  | 15,287 |
Assets, Transfers out of Level 3 | (4,520) |  | (2,568) |
Assets, Ending Balance | 28,008 |  | 28,008 |
Securities | Asset-backed securities, backed by consumer loans |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance | 25,019 |  | 22,800 |
Assets, Accreted Discounts/Amortized Premiums | (611) |  | (1,580) |
Assets, Realized Gain (Loss) | (100) |  | (765) |
Assets, Change In Net Unrealized Gain/(Loss) | (320) |  | 537 |
Assets, Purchases | 18,638 |  | 28,189 |
Assets, Sales | (3,310) |  | (9,865) |
Assets, Transfers into Level 3 | 0 |  | 0 |
Assets, Transfers out of Level 3 | 0 |  | 0 |
Assets, Ending Balance | 39,316 |  | 39,316 |
Securities | Corporate debt securities |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance | 4,081 |  | 6,318 |
Assets, Accreted Discounts/Amortized Premiums | 0 |  | 22 |
Assets, Realized Gain (Loss) | (583) |  | (928) |
Assets, Change In Net Unrealized Gain/(Loss) | 142 |  | 65 |
Assets, Purchases | 6,425 |  | 9,257 |
Assets, Sales | (6,883) |  | (11,552) |
Assets, Transfers into Level 3 | 0 |  | 0 |
Assets, Transfers out of Level 3 | 0 |  | 0 |
Assets, Ending Balance | 3,182 |  | 3,182 |
Securities | Corporate equity securities |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance | 1,791 |  | 1,534 |
Assets, Accreted Discounts/Amortized Premiums | 0 |  | 0 |
Assets, Realized Gain (Loss) | (768) |  | (910) |
Assets, Change In Net Unrealized Gain/(Loss) | (61) |  | 337 |
Assets, Purchases | 1,316 |  | 1,317 |
Assets, Sales | 0 |  | 0 |
Assets, Transfers into Level 3 | 0 |  | 0 |
Assets, Transfers out of Level 3 | 0 |  | 0 |
Assets, Ending Balance | 2,278 |  | 2,278 |
Investments |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance |  | 813,915 |  | 658,448
Assets, Accreted Discounts/Amortized Premiums |  | (8,816) |  | (23,104)
Assets, Realized Gain (Loss) |  | 8,809 |  | 17,137
Assets, Change In Net Unrealized Gain/(Loss) |  | (9,530) |  | 2,040
Assets, Purchases |  | 289,178 |  | 674,281
Assets, Sales |  | (110,739) |  | (321,164)
Assets, Transfers into Level 3 |  | 10,107 |  | 11,120
Assets, Transfers out of Level 3 |  | (17,260) |  | (43,094)
Assets, Ending Balance |  | 975,664 |  | 975,664
Change in unrealized gain (loss), assets |  | (2,400) |  | 1,800
Investments | Agency RMBS |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance |  | 5,889 |  | 6,173
Assets, Accreted Discounts/Amortized Premiums |  | (509) |  | (1,711)
Assets, Realized Gain (Loss) |  | (24) |  | 34
Assets, Change In Net Unrealized Gain/(Loss) |  | (67) |  | 206
Assets, Purchases |  | 773 |  | 2,751
Assets, Sales |  | (209) |  | (1,166)
Assets, Transfers into Level 3 |  | 3,981 |  | 3,981
Assets, Transfers out of Level 3 |  | (1,055) |  | (1,489)
Assets, Ending Balance |  | 8,779 |  | 8,779
Investments | Non-Agency RMBS |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance |  | 96,396 |  | 101,297
Assets, Accreted Discounts/Amortized Premiums |  | (206) |  | 1
Assets, Realized Gain (Loss) |  | 335 |  | 2,836
Assets, Change In Net Unrealized Gain/(Loss) |  | (1,181) |  | (2,392)
Assets, Purchases |  | 48,860 |  | 76,816
Assets, Sales |  | (16,726) |  | (43,723)
Assets, Transfers into Level 3 |  | 3,942 |  | 7,139
Assets, Transfers out of Level 3 |  | (10,146) |  | (20,700)
Assets, Ending Balance |  | 121,274 |  | 121,274
Investments | CMBS |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance |  | 8,761 |  | 12,347
Assets, Accreted Discounts/Amortized Premiums |  | 4 |  | (225)
Assets, Realized Gain (Loss) |  | 198 |  | 1,815
Assets, Change In Net Unrealized Gain/(Loss) |  | 494 |  | 2,111
Assets, Purchases |  | 0 |  | 1,480
Assets, Sales |  | (2,415) |  | (16,305)
Assets, Transfers into Level 3 |  | 0 |  | 0
Assets, Transfers out of Level 3 |  | (6,059) |  | (240)
Assets, Ending Balance |  | 983 |  | 983
Investments | CLOs |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance |  | 6,109 |  | 24,911
Assets, Accreted Discounts/Amortized Premiums |  | 302 |  | 345
Assets, Realized Gain (Loss) |  | (25) |  | 826
Assets, Change In Net Unrealized Gain/(Loss) |  | (491) |  | (991)
Assets, Purchases |  | 24,115 |  | 47,837
Assets, Sales |  | (3,183) |  | (30,309)
Assets, Transfers into Level 3 |  | 2,184 |  | 0
Assets, Transfers out of Level 3 |  | 0 |  | (13,608)
Assets, Ending Balance |  | 29,011 |  | 29,011
Investments | Corporate debt securities |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance |  | 8,850 |  | 23,947
Assets, Accreted Discounts/Amortized Premiums |  | 13 |  | 0
Assets, Realized Gain (Loss) |  | 87 |  | 235
Assets, Change In Net Unrealized Gain/(Loss) |  | (280) |  | (709)
Assets, Purchases |  | 6,780 |  | 7,684
Assets, Sales |  | (7,769) |  | (16,419)
Assets, Transfers into Level 3 |  | 0 |  | 0
Assets, Transfers out of Level 3 |  | 0 |  | (7,057)
Assets, Ending Balance |  | 7,681 |  | 7,681
Investments | Secured notes |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance |  | 11,126 |  | 0
Assets, Accreted Discounts/Amortized Premiums |  | 405 |  | 497
Assets, Realized Gain (Loss) |  | 0 |  | 0
Assets, Change In Net Unrealized Gain/(Loss) |  | (466) |  | (700)
Assets, Purchases |  | 0 |  | 11,268
Assets, Sales |  | 0 |  | 0
Assets, Transfers into Level 3 |  | 0 |  | 0
Assets, Transfers out of Level 3 |  | 0 |  | 0
Assets, Ending Balance |  | 11,065 |  | 11,065
Investments | Corporate equity securities |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance |  | 44,768 |  | 37,465
Assets, Accreted Discounts/Amortized Premiums |  | 0 |  | 0
Assets, Realized Gain (Loss) |  | 487 |  | 1,669
Assets, Change In Net Unrealized Gain/(Loss) |  | (377) |  | 3,948
Assets, Purchases |  | 0 |  | 9,078
Assets, Sales |  | (5,723) |  | (13,005)
Assets, Transfers into Level 3 |  | 0 |  | 0
Assets, Transfers out of Level 3 |  | 0 |  | 0
Assets, Ending Balance |  | 39,155 |  | 39,155
Investments | Residential mortgage loans |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance |  | 293,472 |  | 182,472
Assets, Accreted Discounts/Amortized Premiums |  | (513) |  | (1,692)
Assets, Realized Gain (Loss) |  | 25 |  | 608
Assets, Change In Net Unrealized Gain/(Loss) |  | (400) |  | (1,319)
Assets, Purchases |  | 117,101 |  | 266,925
Assets, Sales |  | (17,225) |  | (54,534)
Assets, Transfers into Level 3 |  | 0 |  | 0
Assets, Transfers out of Level 3 |  | 0 |  | 0
Assets, Ending Balance |  | 392,460 |  | 392,460
Investments | Commercial mortgage loans |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance |  | 104,951 |  | 108,301
Assets, Accreted Discounts/Amortized Premiums |  | (300) |  | 545
Assets, Realized Gain (Loss) |  | 252 |  | 1,135
Assets, Change In Net Unrealized Gain/(Loss) |  | 522 |  | 971
Assets, Purchases |  | 36,571 |  | 60,691
Assets, Sales |  | (16,188) |  | (45,835)
Assets, Transfers into Level 3 |  | 0 |  | 0
Assets, Transfers out of Level 3 |  | 0 |  | 0
Assets, Ending Balance |  | 125,808 |  | 125,808
Investments | Consumer loans and asset-backed securities backed by consumer loans |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance |  | 199,254 |  | 135,258
Assets, Accreted Discounts/Amortized Premiums |  | (8,012) |  | (20,864)
Assets, Realized Gain (Loss) |  | 7,555 |  | 8,506
Assets, Change In Net Unrealized Gain/(Loss) |  | (7,615) |  | (30)
Assets, Purchases |  | 54,503 |  | 179,706
Assets, Sales |  | (41,181) |  | (98,072)
Assets, Transfers into Level 3 |  | 0 |  | 0
Assets, Transfers out of Level 3 |  | 0 |  | 0
Assets, Ending Balance |  | 204,504 |  | 204,504
Investments | Real estate owned |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance |  | 34,339 |  | 26,277
Assets, Accreted Discounts/Amortized Premiums |  | 0 |  | 0
Assets, Realized Gain (Loss) |  | (81) |  | (527)
Assets, Change In Net Unrealized Gain/(Loss) |  | 331 |  | 945
Assets, Purchases |  | 475 |  | 10,045
Assets, Sales |  | (120) |  | (1,796)
Assets, Transfers into Level 3 |  | 0 |  | 0
Assets, Transfers out of Level 3 |  | 0 |  | 0
Assets, Ending Balance |  | 34,944 |  | 34,944
Loans |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Change in unrealized gain (loss), assets | 4,100 |  | 10,200 |
Loans | Residential mortgage loans |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance | 663,880 |  | 496,829 |
Assets, Accreted Discounts/Amortized Premiums | (2,241) |  | (4,515) |
Assets, Realized Gain (Loss) | (400) |  | 1,554 |
Assets, Change In Net Unrealized Gain/(Loss) | 3,559 |  | 7,717 |
Assets, Purchases | 191,512 |  | 452,958 |
Assets, Sales | (58,582) |  | (156,815) |
Assets, Transfers into Level 3 | 0 |  | 0 |
Assets, Transfers out of Level 3 | 0 |  | 0 |
Assets, Ending Balance | 797,728 |  | 797,728 |
Loans | Commercial mortgage loans |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance | 260,034 |  | 195,301 |
Assets, Accreted Discounts/Amortized Premiums | (52) |  | 1,087 |
Assets, Realized Gain (Loss) | (1) |  | 1,412 |
Assets, Change In Net Unrealized Gain/(Loss) | 507 |  | (1,844) |
Assets, Purchases | 32,426 |  | 128,839 |
Assets, Sales | (32,288) |  | (64,169) |
Assets, Transfers into Level 3 | 0 |  | 0 |
Assets, Transfers out of Level 3 | 0 |  | 0 |
Assets, Ending Balance | 260,626 |  | 260,626 |
Loans | Consumer loans |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance | 162,609 |  | 183,961 |
Assets, Accreted Discounts/Amortized Premiums | (6,474) |  | (22,432) |
Assets, Realized Gain (Loss) | (1,055) |  | (4,565) |
Assets, Change In Net Unrealized Gain/(Loss) | 28 |  | 2,726 |
Assets, Purchases | 33,101 |  | 103,983 |
Assets, Sales | (36,510) |  | (111,974) |
Assets, Transfers into Level 3 | 0 |  | 0 |
Assets, Transfers out of Level 3 | 0 |  | 0 |
Assets, Ending Balance | 151,699 |  | 151,699 |
Loans | Corporate loan [Member] |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance | 5,000 |  | 0 |
Assets, Accreted Discounts/Amortized Premiums | 0 |  | 0 |
Assets, Realized Gain (Loss) | 0 |  | 0 |
Assets, Change In Net Unrealized Gain/(Loss) | 0 |  | 0 |
Assets, Purchases | 10,790 |  | 15,790 |
Assets, Sales | 0 |  | 0 |
Assets, Transfers into Level 3 | 0 |  | 0 |
Assets, Transfers out of Level 3 | 0 |  | 0 |
Assets, Ending Balance | 15,790 |  | 15,790 |
Investment in unconsolidated entities |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance | 69,676 |  | 72,298 |
Assets, Accreted Discounts/Amortized Premiums | 0 |  | 276 |
Assets, Realized Gain (Loss) | (139) |  | 1,545 |
Assets, Change In Net Unrealized Gain/(Loss) | 2,935 |  | 5,125 |
Assets, Purchases | 9,643 |  | 40,097 |
Assets, Sales | (11,680) |  | (48,906) |
Assets, Transfers into Level 3 | 0 |  | 0 |
Assets, Transfers out of Level 3 | 0 |  | 0 |
Assets, Ending Balance | 70,435 |  | 70,435 |
Change in unrealized gain (loss), assets | 3,300 |  | 2,400 |
Financial Derivatives - Assets |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance |  | 2,591 |  | 3,140
Assets, Accreted Discounts/Amortized Premiums |  | 0 |  | 0
Assets, Realized Gain (Loss) |  | (986) |  | (739)
Assets, Change In Net Unrealized Gain/(Loss) |  | 1,307 |  | 759
Assets, Purchases |  | 27 |  | 72
Assets, Sales |  | (1,424) |  | (1,717)
Assets, Transfers into Level 3 |  | 0 |  | 0
Assets, Transfers out of Level 3 |  | 0 |  | 0
Assets, Ending Balance |  | 1,515 |  | 1,515
Change in unrealized gain (loss), assets | 100 | (100) | (200) | (600)
Financial Derivatives - Assets | Total return swaps |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Assets, Beginning Balance | 87 |  | 0 |
Assets, Accreted Discounts/Amortized Premiums | 0 |  | 0 |
Assets, Realized Gain (Loss) | (15) |  | 1 |
Assets, Change In Net Unrealized Gain/(Loss) | 148 |  | 235 |
Assets, Purchases | 0 |  | 0 |
Assets, Sales | 15 |  | (1) |
Assets, Transfers into Level 3 | 0 |  | 0 |
Assets, Transfers out of Level 3 | 0 |  | 0 |
Assets, Ending Balance | 235 |  | 235 |
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 | 1,090 | 2,591 | 1,472 | 3,140
Assets, Accreted Discounts/Amortized Premiums | 0 | 0 | 0 | 0
Assets, Realized Gain (Loss) | 16 | (986) | 419 | (739)
Assets, Change In Net Unrealized Gain/(Loss) | (12) | 1,307 | (394) | 759
Assets, Purchases | 10 | 27 | 18 | 72
Assets, Sales | (26) | (1,424) | (437) | (1,717)
Assets, Transfers into Level 3 | 0 | 0 | 0 | 0
Assets, Transfers out of Level 3 | 0 | 0 | 0 | 0
Assets, Ending Balance | 1,078 | $ 1,515 | 1,078 | $ 1,515
Financial Derivatives - Liabilities | Total return swaps |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Liabilities, Begining Balance | 0 |  | 0 |
Liabilities, Accreted Discounts/Amortized Premiums | 0 |  | 0 |
Liabilities, Realized Gain/(Loss) | 48 |  | 48 |
Liabilities, Change In Net Unrealized Gain/(Loss) | (214) |  | (214) |
Liabilities, Payments | 0 |  | 0 |
Liabilities, Issuances | (48) |  | (48) |
Liabilities, Transfers into Level 3 | 0 |  | 0 |
Liabilities, Transfers out of Level 3 | 0 |  | 0 |
Liabilities, Ending Balance | $ (214) |  | $ (214) |

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