Valuation (Significant Unobservable Inputs Rollforward) (Details) - Level 3 - USD ($)
$ in Thousands |
12 Months Ended |
Dec. 31, 2020 |
Dec. 31, 2019 |
Dec. 31, 2018 |
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Assets, Beginning Balance |
$ 1,721,275
|
$ 1,094,816
|
|
| Assets, Accreted Discounts/Amortized Premiums |
(39,237)
|
(40,792)
|
|
| Assets, Realized Gain (Loss) |
(15,898)
|
(3,380)
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
36,777
|
18,989
|
|
| Assets, Purchases |
1,131,307
|
1,229,160
|
|
| Assets, Sales |
(945,519)
|
(603,883)
|
|
| Assets, Transfers into Level 3 |
92,143
|
35,567
|
|
| Assets, Transfers out of Level 3 |
(21,046)
|
(9,202)
|
|
| Assets, Ending Balance |
1,959,802
|
1,721,275
|
$ 1,094,816
|
| Liabilities, Begining Balance |
(594,832)
|
(297,948)
|
(125,105)
|
| Liabilities, Accreted Discounts/Amortized Premiums |
0
|
0
|
0
|
| Liabilities, Realized Gain/(Loss) |
(551)
|
(15)
|
0
|
| Liabilities, Change In Net Unrealized Gain/(Loss) |
(9,624)
|
(938)
|
758
|
| Liabilities Purchases/Payments |
306,420
|
182,306
|
49,731
|
| Liabilities, Sales/Issuance |
(456,818)
|
(478,237)
|
223,332
|
| Liabilities, Transfers into Level 3 |
0
|
0
|
0
|
| Liabilities, Transfers out of Level 3 |
0
|
0
|
0
|
| Liabilities, Ending Balance |
(755,405)
|
(594,832)
|
(297,948)
|
| 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)
|
(125,105)
|
| Liabilities, Accreted Discounts/Amortized Premiums |
0
|
0
|
0
|
| Liabilities, Realized Gain/(Loss) |
0
|
0
|
0
|
| Liabilities, Change In Net Unrealized Gain/(Loss) |
(9,576)
|
(502)
|
758
|
| Liabilities, Payments |
305,828
|
182,291
|
49,731
|
| Liabilities, Issuances |
(456,777)
|
(478,237)
|
(223,332)
|
| Liabilities, Transfers into Level 3 |
0
|
0
|
0
|
| Liabilities, Transfers out of Level 3 |
0
|
0
|
0
|
| Liabilities, Ending Balance |
(754,921)
|
(594,396)
|
(297,948)
|
| Change in unrealized gains (losses), liabilities |
(9,600)
|
100
|
800
|
| Financial Derivatives - Liabilities |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Change in unrealized gains (losses), liabilities |
(500)
|
(400)
|
|
| Securities |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Change in unrealized gain (loss), assets |
(33,300)
|
2,400
|
|
| 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 |
(7,903)
|
(3,464)
|
|
| Assets, Realized Gain (Loss) |
722
|
(1,787)
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
3,175
|
808
|
|
| Assets, Purchases |
8,307
|
13,818
|
|
| Assets, Sales |
(5,046)
|
(1,306)
|
|
| Assets, Transfers into Level 3 |
1,083
|
5,370
|
|
| Assets, Transfers out of Level 3 |
(8,579)
|
(828)
|
|
| Assets, Ending Balance |
11,663
|
19,904
|
7,293
|
| 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 |
1,557
|
270
|
|
| Assets, Realized Gain (Loss) |
1,009
|
5,636
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
(1,283)
|
(3,654)
|
|
| Assets, Purchases |
64,362
|
21,512
|
|
| Assets, Sales |
(40,841)
|
(33,664)
|
|
| Assets, Transfers into Level 3 |
17,425
|
15,354
|
|
| Assets, Transfers out of Level 3 |
(3,972)
|
(7,164)
|
|
| Assets, Ending Balance |
127,838
|
89,581
|
91,291
|
| 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 |
813
|
16
|
|
| Assets, Realized Gain (Loss) |
62
|
180
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
(2,477)
|
(246)
|
|
| Assets, Purchases |
52,915
|
31,464
|
|
| Assets, Sales |
(38,553)
|
(5,271)
|
|
| Assets, Transfers into Level 3 |
20,583
|
2,859
|
|
| Assets, Transfers out of Level 3 |
0
|
0
|
|
| Assets, Ending Balance |
63,148
|
29,805
|
803
|
| 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 |
2,185
|
(268)
|
|
| Assets, Realized Gain (Loss) |
(8,862)
|
(3,190)
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
(13,132)
|
2,329
|
|
| Assets, Purchases |
48,120
|
25,531
|
|
| Assets, Sales |
(6,747)
|
(5,112)
|
|
| Assets, Transfers into Level 3 |
53,052
|
11,984
|
|
| Assets, Transfers out of Level 3 |
(8,495)
|
(1,210)
|
|
| Assets, Ending Balance |
111,100
|
44,979
|
14,915
|
| 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 |
(4,986)
|
(2,520)
|
|
| Assets, Realized Gain (Loss) |
(138)
|
(891)
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
(1,245)
|
873
|
|
| Assets, Purchases |
30,899
|
42,137
|
|
| Assets, Sales |
(28,215)
|
(13,789)
|
|
| Assets, Transfers into Level 3 |
0
|
0
|
|
| Assets, Transfers out of Level 3 |
0
|
0
|
|
| Assets, Ending Balance |
44,925
|
48,610
|
22,800
|
| 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
|
22
|
|
| Assets, Realized Gain (Loss) |
914
|
(1,341)
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
1,068
|
188
|
|
| Assets, Purchases |
5,668
|
11,024
|
|
| Assets, Sales |
(4,681)
|
(15,098)
|
|
| Assets, Transfers into Level 3 |
0
|
0
|
|
| Assets, Transfers out of Level 3 |
0
|
0
|
|
| Assets, Ending Balance |
4,082
|
1,113
|
6,318
|
| Securities | Corporate equity securities |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Assets, Beginning Balance |
1,394
|
1,534
|
|
| Assets, Accreted Discounts/Amortized Premiums |
0
|
0
|
|
| Assets, Realized Gain (Loss) |
7
|
(1,807)
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
(165)
|
205
|
|
| Assets, Purchases |
366
|
1,462
|
|
| Assets, Sales |
(12)
|
0
|
|
| Assets, Transfers into Level 3 |
0
|
0
|
|
| Assets, Transfers out of Level 3 |
0
|
0
|
|
| Assets, Ending Balance |
1,590
|
1,394
|
1,534
|
| Investments |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Assets, Beginning Balance |
|
1,124,606
|
658,448
|
| Assets, Accreted Discounts/Amortized Premiums |
|
|
(32,013)
|
| Assets, Realized Gain (Loss) |
|
|
16,205
|
| Assets, Change In Net Unrealized Gain/(Loss) |
|
|
3,821
|
| Assets, Purchases |
|
|
937,544
|
| Assets, Sales |
|
|
(438,411)
|
| Assets, Transfers into Level 3 |
|
|
13,649
|
| Assets, Transfers out of Level 3 |
|
|
(34,637)
|
| Assets, Ending Balance |
|
|
1,124,606
|
| Change in unrealized gain (loss), assets |
|
|
5,300
|
| Investments | Agency RMBS |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Assets, Beginning Balance |
|
7,293
|
6,173
|
| Assets, Accreted Discounts/Amortized Premiums |
|
|
(2,233)
|
| Assets, Realized Gain (Loss) |
|
|
(10)
|
| Assets, Change In Net Unrealized Gain/(Loss) |
|
|
175
|
| Assets, Purchases |
|
|
2,753
|
| Assets, Sales |
|
|
(1,169)
|
| Assets, Transfers into Level 3 |
|
|
2,616
|
| Assets, Transfers out of Level 3 |
|
|
(1,012)
|
| Assets, Ending Balance |
|
|
7,293
|
| Investments | Non-Agency RMBS |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Assets, Beginning Balance |
|
91,291
|
101,297
|
| Assets, Accreted Discounts/Amortized Premiums |
|
|
383
|
| Assets, Realized Gain (Loss) |
|
|
1,838
|
| Assets, Change In Net Unrealized Gain/(Loss) |
|
|
(2,135)
|
| Assets, Purchases |
|
|
75,685
|
| Assets, Sales |
|
|
(78,487)
|
| Assets, Transfers into Level 3 |
|
|
7,074
|
| Assets, Transfers out of Level 3 |
|
|
(14,364)
|
| Assets, Ending Balance |
|
|
91,291
|
| Investments | CMBS |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Assets, Beginning Balance |
|
803
|
12,347
|
| Assets, Accreted Discounts/Amortized Premiums |
|
|
(243)
|
| Assets, Realized Gain (Loss) |
|
|
2,229
|
| Assets, Change In Net Unrealized Gain/(Loss) |
|
|
2,120
|
| Assets, Purchases |
|
|
1,481
|
| Assets, Sales |
|
|
(16,896)
|
| Assets, Transfers into Level 3 |
|
|
0
|
| Assets, Transfers out of Level 3 |
|
|
(235)
|
| Assets, Ending Balance |
|
|
803
|
| Investments | CLOs |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Assets, Beginning Balance |
|
14,915
|
24,911
|
| Assets, Accreted Discounts/Amortized Premiums |
|
|
(351)
|
| Assets, Realized Gain (Loss) |
|
|
317
|
| Assets, Change In Net Unrealized Gain/(Loss) |
|
|
(2,268)
|
| Assets, Purchases |
|
|
33,549
|
| Assets, Sales |
|
|
(33,115)
|
| Assets, Transfers into Level 3 |
|
|
3,959
|
| Assets, Transfers out of Level 3 |
|
|
(12,087)
|
| Assets, Ending Balance |
|
|
14,915
|
| Investments | Corporate debt securities |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Assets, Beginning Balance |
|
6,318
|
23,947
|
| Assets, Accreted Discounts/Amortized Premiums |
|
|
56
|
| Assets, Realized Gain (Loss) |
|
|
241
|
| Assets, Change In Net Unrealized Gain/(Loss) |
|
|
(964)
|
| Assets, Purchases |
|
|
7,665
|
| Assets, Sales |
|
|
(17,688)
|
| Assets, Transfers into Level 3 |
|
|
0
|
| Assets, Transfers out of Level 3 |
|
|
(6,939)
|
| Assets, Ending Balance |
|
|
6,318
|
| Investments | Secured notes |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Assets, Beginning Balance |
|
10,917
|
0
|
| Assets, Accreted Discounts/Amortized Premiums |
|
|
870
|
| Assets, Realized Gain (Loss) |
|
|
0
|
| Assets, Change In Net Unrealized Gain/(Loss) |
|
|
(1,221)
|
| Assets, Purchases |
|
|
11,268
|
| Assets, Sales |
|
|
0
|
| Assets, Transfers into Level 3 |
|
|
0
|
| Assets, Transfers out of Level 3 |
|
|
0
|
| Assets, Ending Balance |
|
|
10,917
|
| Investments | Corporate equity securities |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Assets, Beginning Balance |
|
43,793
|
37,465
|
| Assets, Accreted Discounts/Amortized Premiums |
|
|
0
|
| Assets, Realized Gain (Loss) |
|
|
1,671
|
| Assets, Change In Net Unrealized Gain/(Loss) |
|
|
8,299
|
| Assets, Purchases |
|
|
12,708
|
| Assets, Sales |
|
|
(16,350)
|
| Assets, Transfers into Level 3 |
|
|
0
|
| Assets, Transfers out of Level 3 |
|
|
0
|
| Assets, Ending Balance |
|
|
43,793
|
| Investments | Residential mortgage loans |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Assets, Beginning Balance |
|
496,830
|
182,472
|
| Assets, Accreted Discounts/Amortized Premiums |
|
|
(1,965)
|
| Assets, Realized Gain (Loss) |
|
|
1,011
|
| Assets, Change In Net Unrealized Gain/(Loss) |
|
|
(34)
|
| Assets, Purchases |
|
|
402,235
|
| Assets, Sales |
|
|
(86,889)
|
| Assets, Transfers into Level 3 |
|
|
0
|
| Assets, Transfers out of Level 3 |
|
|
0
|
| Assets, Ending Balance |
|
|
496,830
|
| Investments | Commercial mortgage loans |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Assets, Beginning Balance |
|
|
108,301
|
| Assets, Accreted Discounts/Amortized Premiums |
|
|
790
|
| Assets, Realized Gain (Loss) |
|
|
1,146
|
| Assets, Change In Net Unrealized Gain/(Loss) |
|
|
1,944
|
| Assets, Purchases |
|
|
149,053
|
| Assets, Sales |
|
|
(50,049)
|
| Assets, Transfers into Level 3 |
|
|
0
|
| Assets, Transfers out of Level 3 |
|
|
0
|
| 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 |
|
206,761
|
135,258
|
| Assets, Accreted Discounts/Amortized Premiums |
|
|
(29,320)
|
| Assets, Realized Gain (Loss) |
|
|
8,415
|
| Assets, Change In Net Unrealized Gain/(Loss) |
|
|
(1,092)
|
| Assets, Purchases |
|
|
228,354
|
| Assets, Sales |
|
|
(134,854)
|
| Assets, Transfers into Level 3 |
|
|
0
|
| Assets, Transfers out of Level 3 |
|
|
0
|
| Assets, Ending Balance |
|
|
206,761
|
| Investments | Real estate owned |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Assets, Beginning Balance |
|
34,500
|
26,277
|
| Assets, Accreted Discounts/Amortized Premiums |
|
|
0
|
| Assets, Realized Gain (Loss) |
|
|
(653)
|
| Assets, Change In Net Unrealized Gain/(Loss) |
|
|
(1,003)
|
| Assets, Purchases |
|
|
12,793
|
| Assets, Sales |
|
|
(2,914)
|
| Assets, Transfers into Level 3 |
|
|
0
|
| Assets, Transfers out of Level 3 |
|
|
0
|
| Assets, Ending Balance |
|
|
34,500
|
| Loans |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Change in unrealized gain (loss), assets |
8,600
|
11,500
|
|
| Loans | Residential mortgage loans |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Assets, Beginning Balance |
932,203
|
496,830
|
|
| Assets, Accreted Discounts/Amortized Premiums |
(6,445)
|
(6,081)
|
|
| Assets, Realized Gain (Loss) |
(165)
|
1,466
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
11,593
|
8,800
|
|
| Assets, Purchases |
594,397
|
661,813
|
|
| Assets, Sales |
(344,514)
|
(230,625)
|
|
| Assets, Transfers into Level 3 |
0
|
0
|
|
| Assets, Transfers out of Level 3 |
0
|
0
|
|
| Assets, Ending Balance |
1,187,069
|
932,203
|
496,830
|
| 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 |
128
|
(282)
|
|
| Assets, Realized Gain (Loss) |
135
|
2,412
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
(166)
|
(2,083)
|
|
| Assets, Purchases |
121,844
|
175,689
|
|
| Assets, Sales |
(183,669)
|
(96,278)
|
|
| Assets, Transfers into Level 3 |
0
|
0
|
|
| Assets, Transfers out of Level 3 |
0
|
0
|
|
| Assets, Ending Balance |
213,031
|
274,759
|
195,301
|
| 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 |
(24,586)
|
(28,521)
|
|
| Assets, Realized Gain (Loss) |
(4,843)
|
(6,291)
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
(2,891)
|
3,000
|
|
| Assets, Purchases |
141,245
|
183,994
|
|
| Assets, Sales |
(248,354)
|
(149,189)
|
|
| Assets, Transfers into Level 3 |
0
|
0
|
|
| Assets, Transfers out of Level 3 |
0
|
0
|
|
| Assets, Ending Balance |
47,525
|
186,954
|
183,961
|
| Loans | Corporate loan [Member] |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Assets, Beginning Balance |
18,510
|
0
|
|
| Assets, Accreted Discounts/Amortized Premiums |
0
|
36
|
|
| Assets, Realized Gain (Loss) |
0
|
0
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
0
|
(36)
|
|
| Assets, Purchases |
1,445
|
18,510
|
|
| Assets, Sales |
(14,100)
|
0
|
|
| Assets, Transfers into Level 3 |
0
|
0
|
|
| Assets, Transfers out of Level 3 |
0
|
0
|
|
| Assets, Ending Balance |
5,855
|
18,510
|
0
|
| Investment in unconsolidated entities |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Assets, Beginning Balance |
71,850
|
72,298
|
|
| Assets, Accreted Discounts/Amortized Premiums |
0
|
0
|
|
| Assets, Realized Gain (Loss) |
424
|
1,545
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
37,509
|
8,664
|
|
| Assets, Purchases |
61,589
|
42,173
|
|
| Assets, Sales |
(29,752)
|
(52,830)
|
|
| Assets, Transfers into Level 3 |
0
|
0
|
|
| Assets, Transfers out of Level 3 |
0
|
0
|
|
| Assets, Ending Balance |
141,620
|
71,850
|
72,298
|
| Change in unrealized gain (loss), assets |
37,100
|
5,200
|
|
| Financial Derivatives - Assets |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Assets, Beginning Balance |
|
1,472
|
3,140
|
| Assets, Accreted Discounts/Amortized Premiums |
|
|
0
|
| Assets, Realized Gain (Loss) |
|
|
(687)
|
| Assets, Change In Net Unrealized Gain/(Loss) |
|
|
715
|
| Assets, Purchases |
|
|
102
|
| Assets, Sales |
|
|
(1,798)
|
| Assets, Transfers into Level 3 |
|
|
0
|
| Assets, Transfers out of Level 3 |
|
|
0
|
| Assets, Ending Balance |
|
|
1,472
|
| Change in unrealized gain (loss), assets |
500
|
100
|
(600)
|
| Financial Derivatives - Assets | Total return swaps |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Assets, Beginning Balance |
620
|
0
|
|
| Assets, Accreted Discounts/Amortized Premiums |
0
|
0
|
|
| Assets, Realized Gain (Loss) |
288
|
160
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
(611)
|
620
|
|
| Assets, Purchases |
126
|
0
|
|
| Assets, Sales |
(414)
|
(160)
|
|
| Assets, Transfers into Level 3 |
0
|
0
|
|
| Assets, Transfers out of Level 3 |
0
|
0
|
|
| Assets, Ending Balance |
9
|
620
|
0
|
| 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
|
3,140
|
| Assets, Accreted Discounts/Amortized Premiums |
0
|
0
|
0
|
| Assets, Realized Gain (Loss) |
(5,451)
|
528
|
(687)
|
| Assets, Change In Net Unrealized Gain/(Loss) |
5,402
|
(479)
|
715
|
| Assets, Purchases |
24
|
33
|
102
|
| Assets, Sales |
(621)
|
(561)
|
(1,798)
|
| Assets, Transfers into Level 3 |
0
|
0
|
0
|
| Assets, Transfers out of Level 3 |
0
|
0
|
0
|
| Assets, Ending Balance |
347
|
993
|
1,472
|
| Financial Derivatives - Liabilities | Total return swaps |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Liabilities, Begining Balance |
(436)
|
0
|
|
| Liabilities, Accreted Discounts/Amortized Premiums |
0
|
0
|
|
| Liabilities, Realized Gain/(Loss) |
(551)
|
(15)
|
|
| Liabilities, Change In Net Unrealized Gain/(Loss) |
(48)
|
(436)
|
|
| Liabilities, Payments |
592
|
15
|
|
| Liabilities, Issuances |
(41)
|
0
|
|
| Liabilities, Transfers into Level 3 |
0
|
0
|
|
| Liabilities, Transfers out of Level 3 |
0
|
0
|
|
| Liabilities, Ending Balance |
$ (484)
|
(436)
|
0
|
| Previous Accounting Guidance [Member] |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Assets, Beginning Balance |
|
1,126,078
|
661,588
|
| Assets, Accreted Discounts/Amortized Premiums |
|
|
(32,013)
|
| Assets, Realized Gain (Loss) |
|
|
15,518
|
| Assets, Change In Net Unrealized Gain/(Loss) |
|
|
4,536
|
| Assets, Purchases |
|
|
937,646
|
| Assets, Sales |
|
|
(440,209)
|
| Assets, Transfers into Level 3 |
|
|
13,649
|
| Assets, Transfers out of Level 3 |
|
|
(34,637)
|
| Assets, Ending Balance |
|
|
1,126,078
|
| Previous Accounting Guidance [Member] | Investments | Commercial mortgage loans |
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
| Assets, Beginning Balance |
|
$ 211,185
|
|
| Assets, Ending Balance |
|
|
$ 211,185
|