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)
|
|