Valuation (Significant Unobservable Inputs Rollforward) (Details) - Level 3 - USD ($)
$ in Thousands |
3 Months Ended |
9 Months Ended |
|
Sep. 30, 2021 |
Sep. 30, 2020 |
Sep. 30, 2021 |
Sep. 30, 2020 |
Dec. 31, 2020 |
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Assets, Beginning Balance |
$ 2,181,112
|
$ 1,884,850
|
$ 1,959,802
|
$ 1,721,275
|
|
| Assets, Accreted Discounts/Amortized Premiums |
(9,930)
|
(7,746)
|
(19,714)
|
(32,702)
|
|
| Assets, Realized Gain (Loss) |
11,996
|
347
|
15,710
|
(8,689)
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
(8,023)
|
35,608
|
40,536
|
(18,457)
|
|
| Assets, Purchases |
522,267
|
250,453
|
1,413,347
|
782,266
|
|
| Assets, Sales |
325,302
|
188,359
|
(1,001,333)
|
(604,788)
|
|
| Assets, Transfers into Level 3 |
11,040
|
20,559
|
12,922
|
86,441
|
|
| Assets, Transfers out of Level 3 |
0
|
99,184
|
(38,110)
|
(28,818)
|
|
| Assets, Ending Balance |
2,383,160
|
1,896,528
|
2,383,160
|
1,896,528
|
|
| Liabilities, Begining Balance |
(1,003,093)
|
(742,765)
|
(755,405)
|
(594,832)
|
|
| Liabilities, Accreted Discounts/Amortized Premiums |
0
|
0
|
0
|
0
|
|
| Liabilities, Realized Gain/(Loss) |
(67)
|
4
|
(1,428)
|
(501)
|
|
| Liabilities, Change In Net Unrealized Gain/(Loss) |
1,538
|
(5,189)
|
5,214
|
(6,287)
|
|
| Liabilities Purchases/Payments |
129,316
|
52,346
|
454,460
|
139,108
|
|
| Liabilities, Sales/Issuance |
0
|
0
|
(575,147)
|
(233,092)
|
|
| Liabilities, Transfers into Level 3 |
0
|
0
|
0
|
0
|
|
| Liabilities, Transfers out of Level 3 |
0
|
0
|
0
|
0
|
|
| Liabilities, Ending Balance |
(872,306)
|
(695,604)
|
(872,306)
|
(695,604)
|
|
| Non-Agency RMBS |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Total assets |
106,600
|
|
106,600
|
|
$ 127,838
|
| Non-Agency RMBS | Valuation, Income Approach |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Total assets |
37,510
|
|
37,510
|
|
57,219
|
| CMBS |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Total assets |
12,148
|
|
12,148
|
|
63,148
|
| CMBS | Valuation, Income Approach |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Total assets |
269
|
|
269
|
|
9,949
|
| CLOs |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Total assets |
30,121
|
|
30,121
|
|
111,100
|
| CLOs | Valuation, Income Approach |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Total assets |
5,922
|
|
5,922
|
|
8,190
|
| Asset-backed securities, backed by consumer loans |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Total assets |
|
|
|
|
44,925
|
| Asset-backed securities, backed by consumer loans | Valuation, Income Approach |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Total assets |
71,295
|
|
71,295
|
|
44,828
|
| Consumer loans | Valuation, Income Approach |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Total assets |
55,676
|
|
55,676
|
|
47,525
|
| Corporate loan [Member] |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Total assets |
16,561
|
|
16,561
|
|
|
| Corporate loan [Member] | Valuation, Income Approach |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Total assets |
9,561
|
|
9,561
|
|
|
| Total return swaps | Valuation, Income Approach |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Total assets |
|
|
|
|
9
|
| Credit default swaps on asset-backed securities | Valuation, Income Approach |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Total assets |
303
|
|
303
|
|
347
|
| Investment in unconsolidated entities |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Total assets |
142,019
|
|
142,019
|
|
141,620
|
| Investment in unconsolidated entities | Measurement Input, Net Asset Value | Enterprise Value |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Total assets |
38,613
|
|
38,613
|
|
$ 62,084
|
| Investment in unconsolidated entities | Measurement Input, Exercise Price | Valuation, Cost Approach |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Total assets |
10,568
|
|
10,568
|
|
|
| Other secured borrowings, at fair value |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Liabilities, Payments |
|
|
|
138,608
|
|
| Liabilities, Issuances |
|
|
|
(233,092)
|
|
| Liabilities, Begining Balance |
(1,003,037)
|
(742,688)
|
(754,921)
|
(594,396)
|
|
| Liabilities, Accreted Discounts/Amortized Premiums |
0
|
0
|
0
|
0
|
|
| Liabilities, Realized Gain/(Loss) |
0
|
0
|
0
|
0
|
|
| Liabilities, Change In Net Unrealized Gain/(Loss) |
1,482
|
(5,178)
|
4,730
|
(6,636)
|
|
| Liabilities Purchases/Payments |
129,249
|
52,350
|
453,032
|
|
|
| Liabilities, Sales/Issuance |
0
|
0
|
(575,147)
|
|
|
| Liabilities, Transfers into Level 3 |
0
|
0
|
0
|
0
|
|
| Liabilities, Transfers out of Level 3 |
0
|
0
|
0
|
0
|
|
| Liabilities, Ending Balance |
(872,306)
|
(695,516)
|
(872,306)
|
(695,516)
|
|
| Change in unrealized gains (losses), liabilities |
1,500
|
(5,200)
|
4,700
|
(6,600)
|
|
| Financial Derivatives - Liabilities |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Change in unrealized gains (losses), liabilities |
100
|
(11)
|
|
(100)
|
|
| Financial Derivatives - Liabilities | Total return swaps |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Liabilities, Begining Balance |
(56)
|
(77)
|
(484)
|
|
|
| Liabilities, Accreted Discounts/Amortized Premiums |
0
|
0
|
0
|
|
|
| Liabilities, Realized Gain/(Loss) |
(67)
|
4
|
(1,428)
|
|
|
| Liabilities, Change In Net Unrealized Gain/(Loss) |
56
|
(11)
|
484
|
|
|
| Liabilities Purchases/Payments |
67
|
(4)
|
1,428
|
|
|
| Liabilities, Sales/Issuance |
0
|
0
|
0
|
|
|
| Liabilities, Transfers into Level 3 |
0
|
0
|
0
|
|
|
| Liabilities, Transfers out of Level 3 |
0
|
0
|
0
|
|
|
| Liabilities, Ending Balance |
0
|
(88)
|
0
|
(88)
|
|
| Securities |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Change in unrealized gain (loss), assets |
3,100
|
9,300
|
13,600
|
(56,300)
|
|
| Securities | Agency RMBS |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Assets, Beginning Balance |
9,936
|
12,907
|
11,663
|
19,904
|
|
| Assets, Accreted Discounts/Amortized Premiums |
(1,285)
|
(1,482)
|
(2,570)
|
(6,072)
|
|
| Assets, Realized Gain (Loss) |
(15)
|
494
|
943
|
614
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
278
|
280
|
(1,408)
|
2,803
|
|
| Assets, Purchases |
2,038
|
3,490
|
2,039
|
8,219
|
|
| Assets, Sales |
0
|
2,243
|
(1,533)
|
(3,295)
|
|
| Assets, Transfers into Level 3 |
780
|
2,621
|
5,093
|
2,177
|
|
| Assets, Transfers out of Level 3 |
0
|
3,927
|
(2,495)
|
(12,210)
|
|
| Assets, Ending Balance |
11,732
|
12,140
|
11,732
|
12,140
|
|
| Securities | Non-Agency RMBS |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Assets, Beginning Balance |
114,464
|
128,607
|
127,838
|
89,581
|
|
| Assets, Accreted Discounts/Amortized Premiums |
612
|
884
|
1,926
|
1,113
|
|
| Assets, Realized Gain (Loss) |
680
|
(77)
|
2,993
|
303
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
(1,918)
|
2,610
|
(2,533)
|
(1,996)
|
|
| Assets, Purchases |
154
|
21,138
|
22,392
|
61,933
|
|
| Assets, Sales |
9,005
|
6,395
|
(42,009)
|
(29,811)
|
|
| Assets, Transfers into Level 3 |
1,613
|
10,895
|
5,831
|
22,974
|
|
| Assets, Transfers out of Level 3 |
0
|
18,463
|
(9,838)
|
(4,898)
|
|
| Assets, Ending Balance |
106,600
|
139,199
|
106,600
|
139,199
|
|
| Securities | CMBS |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Assets, Beginning Balance |
17,025
|
65,695
|
63,148
|
29,805
|
|
| Assets, Accreted Discounts/Amortized Premiums |
27
|
659
|
404
|
617
|
|
| Assets, Realized Gain (Loss) |
1,987
|
8
|
4,329
|
(867)
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
(468)
|
4,117
|
4,946
|
(4,638)
|
|
| Assets, Purchases |
0
|
12,699
|
0
|
51,432
|
|
| Assets, Sales |
15,070
|
8
|
(60,449)
|
(32,284)
|
|
| Assets, Transfers into Level 3 |
8,647
|
560
|
397
|
7,828
|
|
| Assets, Transfers out of Level 3 |
0
|
40,921
|
627
|
9,084
|
|
| Assets, Ending Balance |
12,148
|
42,809
|
12,148
|
42,809
|
|
| Securities | CLOs |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Assets, Beginning Balance |
33,989
|
136,466
|
111,100
|
44,979
|
|
| Assets, Accreted Discounts/Amortized Premiums |
(1,688)
|
1,962
|
(371)
|
1,237
|
|
| Assets, Realized Gain (Loss) |
2,689
|
(82)
|
934
|
(7,586)
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
3,007
|
1,920
|
19,782
|
(24,206)
|
|
| Assets, Purchases |
85
|
2,241
|
104
|
47,730
|
|
| Assets, Sales |
7,961
|
127
|
(77,879)
|
0
|
|
| Assets, Transfers into Level 3 |
0
|
6,483
|
1,601
|
53,462
|
|
| Assets, Transfers out of Level 3 |
0
|
35,873
|
(25,150)
|
(2,626)
|
|
| Assets, Ending Balance |
30,121
|
112,990
|
30,121
|
112,990
|
|
| Securities | Asset-backed securities, backed by consumer loans |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Assets, Beginning Balance |
69,254
|
47,941
|
44,925
|
48,610
|
|
| Assets, Accreted Discounts/Amortized Premiums |
(1,813)
|
(1,435)
|
(3,796)
|
(3,584)
|
|
| Assets, Realized Gain (Loss) |
287
|
(4)
|
466
|
(200)
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
(1,598)
|
1,165
|
(3,181)
|
(1,501)
|
|
| Assets, Purchases |
15,853
|
7,455
|
61,665
|
25,001
|
|
| Assets, Sales |
10,688
|
7,824
|
(28,784)
|
(21,028)
|
|
| Assets, Transfers into Level 3 |
0
|
0
|
0
|
0
|
|
| Assets, Transfers out of Level 3 |
0
|
0
|
0
|
0
|
|
| Assets, Ending Balance |
71,295
|
47,298
|
71,295
|
47,298
|
|
| Securities | Corporate debt securities |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Assets, Beginning Balance |
5,444
|
1,951
|
4,082
|
1,113
|
|
| Assets, Accreted Discounts/Amortized Premiums |
0
|
0
|
0
|
0
|
|
| Assets, Realized Gain (Loss) |
1,271
|
296
|
1,497
|
504
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
(700)
|
509
|
(517)
|
991
|
|
| Assets, Purchases |
2,207
|
28
|
3,824
|
3,450
|
|
| Assets, Sales |
3,803
|
577
|
(4,467)
|
(3,851)
|
|
| Assets, Transfers into Level 3 |
0
|
0
|
0
|
0
|
|
| Assets, Transfers out of Level 3 |
0
|
0
|
0
|
0
|
|
| Assets, Ending Balance |
4,419
|
2,207
|
4,419
|
2,207
|
|
| Securities | Corporate equity securities |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Assets, Beginning Balance |
8,497
|
1,084
|
1,590
|
1,394
|
|
| Assets, Accreted Discounts/Amortized Premiums |
0
|
0
|
0
|
0
|
|
| Assets, Realized Gain (Loss) |
661
|
0
|
276
|
7
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
224
|
(73)
|
2,538
|
(741)
|
|
| Assets, Purchases |
351
|
3
|
5,329
|
366
|
|
| Assets, Sales |
1,739
|
0
|
(1,739)
|
(12)
|
|
| Assets, Transfers into Level 3 |
0
|
0
|
0
|
0
|
|
| Assets, Transfers out of Level 3 |
0
|
0
|
0
|
0
|
|
| Assets, Ending Balance |
7,994
|
1,014
|
7,994
|
1,014
|
|
| Loans |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Change in unrealized gain (loss), assets |
(4,700)
|
14,200
|
(2,400)
|
12
|
|
| Loans | Residential mortgage loans |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Assets, Beginning Balance |
1,445,651
|
948,447
|
1,187,069
|
932,203
|
|
| Assets, Accreted Discounts/Amortized Premiums |
(3,864)
|
(2,009)
|
(9,575)
|
(4,414)
|
|
| Assets, Realized Gain (Loss) |
277
|
(146)
|
738
|
(722)
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
(4,475)
|
15,672
|
(2,788)
|
7,008
|
|
| Assets, Purchases |
405,291
|
139,609
|
955,069
|
340,842
|
|
| Assets, Sales |
186,179
|
70,864
|
(473,812)
|
(244,208)
|
|
| Assets, Transfers into Level 3 |
0
|
0
|
0
|
0
|
|
| Assets, Transfers out of Level 3 |
0
|
0
|
0
|
0
|
|
| Assets, Ending Balance |
1,656,701
|
1,030,709
|
1,656,701
|
1,030,709
|
|
| Loans | Commercial mortgage loans |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Assets, Beginning Balance |
228,450
|
295,496
|
213,031
|
274,759
|
|
| Assets, Accreted Discounts/Amortized Premiums |
0
|
17
|
24
|
113
|
|
| Assets, Realized Gain (Loss) |
17
|
36
|
323
|
135
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
71
|
(6)
|
141
|
(140)
|
|
| Assets, Purchases |
72,415
|
18,881
|
219,914
|
107,608
|
|
| Assets, Sales |
33,362
|
62,193
|
(165,842)
|
(130,244)
|
|
| Assets, Transfers into Level 3 |
0
|
0
|
0
|
0
|
|
| Assets, Transfers out of Level 3 |
0
|
0
|
0
|
0
|
|
| Assets, Ending Balance |
267,591
|
252,231
|
267,591
|
252,231
|
|
| Loans | Consumer loans |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Assets, Beginning Balance |
52,016
|
166,681
|
47,525
|
186,954
|
|
| Assets, Accreted Discounts/Amortized Premiums |
(1,919)
|
(6,342)
|
(5,756)
|
(21,712)
|
|
| Assets, Realized Gain (Loss) |
(105)
|
(112)
|
(1,381)
|
(97)
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
19
|
(1,627)
|
476
|
(6,965)
|
|
| Assets, Purchases |
13,941
|
28,554
|
40,008
|
104,872
|
|
| Assets, Sales |
8,276
|
34,545
|
(25,196)
|
(110,443)
|
|
| Assets, Transfers into Level 3 |
0
|
0
|
0
|
0
|
|
| Assets, Transfers out of Level 3 |
0
|
0
|
0
|
0
|
|
| Assets, Ending Balance |
55,676
|
152,609
|
55,676
|
152,609
|
|
| Loans | Corporate loan [Member] |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Assets, Beginning Balance |
16,584
|
6,227
|
5,855
|
18,510
|
|
| Assets, Accreted Discounts/Amortized Premiums |
0
|
0
|
0
|
0
|
|
| Assets, Realized Gain (Loss) |
0
|
0
|
0
|
0
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
(267)
|
0
|
(267)
|
0
|
|
| Assets, Purchases |
254
|
836
|
10,985
|
1,053
|
|
| Assets, Sales |
10
|
0
|
(12)
|
(12,500)
|
|
| Assets, Transfers into Level 3 |
0
|
0
|
0
|
0
|
|
| Assets, Transfers out of Level 3 |
0
|
0
|
0
|
0
|
|
| Assets, Ending Balance |
16,561
|
7,063
|
16,561
|
7,063
|
|
| Investment in unconsolidated entities |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Assets, Beginning Balance |
178,979
|
72,553
|
141,620
|
71,850
|
|
| Assets, Accreted Discounts/Amortized Premiums |
0
|
0
|
0
|
0
|
|
| Assets, Realized Gain (Loss) |
4,225
|
62
|
4,386
|
62
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
(1,676)
|
11,381
|
23,400
|
10,528
|
|
| Assets, Purchases |
9,674
|
15,307
|
92,008
|
29,522
|
|
| Assets, Sales |
49,183
|
3,500
|
(119,395)
|
(16,159)
|
|
| Assets, Transfers into Level 3 |
0
|
0
|
0
|
0
|
|
| Assets, Transfers out of Level 3 |
0
|
0
|
0
|
0
|
|
| Assets, Ending Balance |
142,019
|
95,803
|
142,019
|
95,803
|
|
| Change in unrealized gain (loss), assets |
(2,700)
|
11,300
|
19,900
|
10,200
|
|
| Financial Derivatives - Assets |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Change in unrealized gain (loss), assets |
100
|
(300)
|
(100)
|
600
|
|
| Financial Derivatives - Assets | Total return swaps |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Assets, Beginning Balance |
520
|
442
|
9
|
620
|
|
| Assets, Accreted Discounts/Amortized Premiums |
0
|
0
|
0
|
0
|
|
| Assets, Realized Gain (Loss) |
26
|
(129)
|
167
|
113
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
(520)
|
(338)
|
(9)
|
(515)
|
|
| Assets, Purchases |
0
|
209
|
0
|
209
|
|
| Assets, Sales |
26
|
79
|
(167)
|
(322)
|
|
| Assets, Transfers into Level 3 |
0
|
0
|
0
|
0
|
|
| Assets, Transfers out of Level 3 |
0
|
0
|
0
|
0
|
|
| Assets, Ending Balance |
0
|
105
|
0
|
105
|
|
| 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 |
303
|
353
|
347
|
993
|
|
| Assets, Accreted Discounts/Amortized Premiums |
0
|
0
|
0
|
0
|
|
| Assets, Realized Gain (Loss) |
(4)
|
1
|
39
|
(955)
|
|
| Assets, Change In Net Unrealized Gain/(Loss) |
0
|
(2)
|
(44)
|
915
|
|
| Assets, Purchases |
4
|
3
|
10
|
29
|
|
| Assets, Sales |
0
|
4
|
(49)
|
(631)
|
|
| Assets, Transfers into Level 3 |
0
|
0
|
0
|
0
|
|
| Assets, Transfers out of Level 3 |
0
|
0
|
0
|
0
|
|
| Assets, Ending Balance |
$ 303
|
351
|
$ 303
|
351
|
|
| Financial Derivatives - Liabilities | Total return swaps |
|
|
|
|
|
| Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |
|
|
|
|
|
| Liabilities, Payments |
|
|
|
500
|
|
| Liabilities, Issuances |
|
|
|
0
|
|
| Liabilities, Begining Balance |
|
|
|
(436)
|
|
| Liabilities, Accreted Discounts/Amortized Premiums |
|
|
|
0
|
|
| Liabilities, Realized Gain/(Loss) |
|
|
|
(501)
|
|
| Liabilities, Change In Net Unrealized Gain/(Loss) |
|
|
|
349
|
|
| Liabilities, Transfers into Level 3 |
|
|
|
0
|
|
| Liabilities, Transfers out of Level 3 |
|
|
|
0
|
|
| Liabilities, Ending Balance |
|
$ (88)
|
|
$ (88)
|
|