2.2.0.7 false Fair Value Measurements 0218 - Disclosure - Fair Value Measurements true false false false 1 USD false false USD Standard http://www.xbrl.org/2003/iso4217 USD iso4217 0 EPS Divide http://www.xbrl.org/2003/iso4217 USD iso4217 http://www.xbrl.org/2003/instance shares xbrli 0 Shares Standard http://www.xbrl.org/2003/instance shares xbrli 0 $ 2 Fair Value Measurements [Abstract] 0 cse_FairValueMeasurementsAbstract cse false na duration Fair Value Measurements. false false false false false true false false false false false false 1 false false false false 0 0 false false false xbrli:stringItemType string Fair Value Measurements. false 3 Fair Value Measurements 1 us-gaap_FairValueDisclosuresTextBlock us-gaap true na duration No definition available. false false false false false false false false false false false verboselabel false 1 false false false false 0 0 Note 18.  Fair Value Measurements We use fair value measurements to record fair value adjustments to certain of our assets and liabilities and to determine fair value disclosures. Investment securities, available-for-sale, warrants and derivatives are recorded at fair value on a recurring basis. In addition, we may be required, in specific circumstances, to measure certain of our assets at fair value on a nonrecurring basis, including investment securities, held-to-maturity, loans held for sale, loans held for investment, REO, and certain other investments.  Fair Value Determination Fair value is based on quoted market prices or by using market based inputs where available. Given the nature of some of our assets and liabilities, clearly determinable market based valuation inputs are often not available; therefore, these assets and liabilities are valued using internal estimates. As subjectivity exists with respect to many of our valuation estimates used, the fair values we have disclosed may not equal prices that we may ultimately realize if the assets are sold or the liabilities settled with third parties. Below is a description of the valuation methods for our assets and liabilities recorded at fair value on either a recurring or nonrecurring basis. While we believe the valuation methods are appropriate and consistent with other market participants, the use of different methodologies or assumptions to determine the fair value of certain assets and liabilities could result in a different estimate of fair value at the measurement date. Assets and Liabilities Cash Cash and cash equivalents and restricted cash are recorded at historical cost. The carrying amount is a reasonable estimate of fair value as these instruments have short-term maturities and interest rates that approximate market. Investment Securities, Available-for-Sale Investment securities, available-for-sale, consist of U.S. Treasury bills, Agency discount notes, Agency callable notes, Agency debt, Agency MBS, Non-agency MBS, and corporate debt securities that are carried at fair value on a recurring basis and classified as available-for-sale securities. Fair value adjustments on these investments are generally recorded through other comprehensive income. However, if impairment on an investment, available-for-sale is deemed to be other-than-temporary, all or a portion of the fair value adjustment may be reported in earnings. The securities are valued using quoted prices from external market participants, including pricing services. If quoted prices are not available, the fair value is determined using quoted prices of securities with similar characteristics or independent pricing models, which utilize observable market data such as benchmark yields, reported trades and issuer spreads. These securities are primarily classified within Level 2 of the fair value hierarchy. Investment securities, available-for-sale, also consist of collateralized loan obligations, which include the beneficial interests we hold in the deconsolidated 2006-A Trust, and corporate debt securities, which consist primarily of corporate bonds, whose values are determined using internally developed valuation models. These models may utilize discounted cash flow techniques for which key inputs include the timing and amount of future cash flows and market yields. Market yields are based on comparisons to other instruments for which market data is available. These models may also utilize industry valuation benchmarks, such as multiples of EBITDA, to determine a value for the underlying enterprise. Given the lack of active and observable trading in the market, our collateralized loan obligations and corporate debt securities are classified in Level 3. Investment securities, available-for-sale, also consist of equity securities which are valued using the stock price of the underlying company in which we hold our investment. Our equity securities are classified in Level 1 or 2 depending on the level of activity within the market. Investment Securities, Held-to-Maturity Investment securities, held-to-maturity consist of commercial mortgage-backed-securities. These securities are generally recorded at amortized cost, but are recorded at fair value on a non-recurring basis to the extent we record an OTTI on the securities. Fair value measurements are determined using quoted prices from external market participants, including pricing services. If quoted prices are not available, the fair value is determined using quoted prices of securities with similar characteristics or independent pricing models, which utilize observable market data such as benchmark yields, reported trades and issuer spreads. Commercial Real Estate “A” Participation Interest The “A” Participation Interest is recorded at outstanding principal, net of the unamortized purchase discount. For disclosure purposes, the fair value is estimated based on a discounted cash flow analysis, using rates currently being offered for securities with similar characteristics as the underlying collateral.  Loans Held for Sale Loans held for sale are carried at the lower of cost or fair value, with fair value adjustments recorded on a nonrecurring basis. The fair value is determined using actual market transactions when available. In situations when market transactions are not available, we use the income approach through internally developed valuation models to estimate the fair value. This requires the use of significant judgment surrounding discount rates and the timing and amounts of future cash flows. Key inputs to these valuations also include costs of completion and unit settlement prices for the underlying collateral of the loans. Fair values determined through actual market transactions are classified within Level 2 of the fair value hierarchy, while fair values determined through internally developed valuation models are classified within Level 3 of the fair value hierarchy.Loans Held for Investment Loans held for investment are recorded at outstanding principal, net of any deferred fees and unamortized purchase discounts or premiums and net of allowance for loan losses. We may record fair value adjustments on a nonrecurring basis when we have determined that it is necessary to record a specific reserve against a loan and we measure such specific reserve using the fair value of the loan's collateral. To determine the fair value of the collateral, we may employ different approaches depending on the type of collateral.  In cases where our collateral is a fixed or other tangible asset, including commercial real estate, our determination of the appropriate method to use to measure fair value depends on several factors including the type of collateral that we are evaluating, the age of the most recent appraisal performed on the collateral, and the time required to obtain an updated appraisal. Typically, we obtain an updated third-party appraisal to estimate fair value using external valuation specialists.   For impaired loans, we typically obtain an updated appraisal as of the date the loan is deemed impaired to measure the amount of impairment. In situations where we are unable to obtain an updated appraisal within the necessary timeframe, we will consider internally developed estimates that utilize assumptions and calculations similar to those customarily utilized by third-party appraisers. If we are unable to obtain an updated appraisal on the date of impairment within the necessary timeframe, we may seek to obtain an updated appraisal shortly thereafter to confirm our internally developed estimates. We may make adjustments to outdated appraisals by analyzing the changes in market conditions and asset performance since the appraisal was performed. The appraisal value may be discounted by a percentage that is determined by analyzing the change in market conditions since the appraisal, consulting databases, comparable market sale prices, brokers' opinions of value and other relevant data.  In cases where our collateral is not a fixed or tangible asset, we typically use industry valuation benchmarks to determine the value of the asset or the underlying enterprise. When fair value adjustments are recorded on loans held for investment, we typically classify them in Level 3 of the fair value hierarchy. We determine the fair value estimates of loans held for investment for fair value disclosures primarily using external valuation specialists. These valuation specialists group loans based on credit rating and collateral type, and the fair value is estimated utilizing discounted cash flow techniques. The valuations take into account current market rates of return, contractual interest rates, maturities and assumptions regarding expected future cash flows. Within each respective loan grouping, current market rates of return are determined based on quoted prices for similar instruments that are actively traded, adjusted as necessary to reflect the illiquidity of the instrument. This approach requires the use of significant judgment surrounding current market rates of return, liquidity adjustments and the timing and amounts of future cash flows. Other Investments Other investments accounted for under the cost or equity methods of accounting are carried at fair value on a nonrecurring basis to the extent that they are determined to be other-than-temporarily impaired during the period. As there is rarely an observable price or market for such investments, we determine fair value using internally developed models. Our models utilize industry valuation benchmarks, such as multiples of EBITDA, to determine a value for the underlying enterprise. We reduce this value by the value of debt outstanding to arrive at an estimated equity value of the enterprise. When an external event such as a purchase transaction, public offering or subsequent equity sale occurs, the pricing indicated by the external event will be used to corroborate our private equity valuation. Fair value measurements related to these investments are typically classified within Level 3 of the fair value hierarchy. Warrants Warrants are carried at fair value on a recurring basis and generally relate to privately held companies. Warrants for privately held companies are valued based on the estimated value of the underlying enterprise. This fair value is derived principally using a multiple determined either from comparable public company data or from the transaction where we acquired the warrant and a financial performance indicator based on EBITDA or another revenue measure. Given the nature of the inputs used to value privately held company warrants, they are classified in Level 3 of the fair value hierarchy.  FHLB SF Stock Our investment in FHLB stock is recorded at historical cost. FHLB stock does not have a readily determinable fair value, but may be sold back to the FHLB at its par value with stated notice; however, the FHLB SF has currently ceased repurchases of excess stock. The investment in FHLB SF stock is periodically evaluated for impairment based on, among other things, the capital adequacy of the FHLB and its overall financial condition. No impairment losses have been recorded during the three and nine months ended September 30, 2010. Derivative Assets and Liabilities Derivatives are carried at fair value on a recurring basis and primarily relate to interest rate swaps, caps, floors, basis swaps and forward exchange contracts which we enter into to manage interest rate risk and foreign exchange risk. Our derivatives are principally traded in over-the-counter markets where quoted market prices are not readily available. Instead, derivatives are measured using market observable inputs such as interest rate yield curves, volatilities and basis spreads. We also consider counterparty credit risk in valuing our derivatives. We typically classify our derivatives in Level 2 of the fair value hierarchy. Real Estate Owned REO is initially recorded at its estimated fair value at the time of foreclosure. REO held for sale is carried at the lower of its carrying amount or fair value subsequent to the date of foreclosure, with fair value adjustments recorded on a nonrecurring basis. REO held for use is recorded at its carrying amount, net of accumulated depreciation, with fair value adjustments recorded on a nonrecurring basis if the carrying amount of the real estate is not recoverable and exceeds its fair value. When available, the fair value of REO is determined using actual market transactions. When market transactions are not available, the fair value of REO is typically determined based upon recent appraisals by third parties. We may or may not adjust these third party appraisal values based on our own internally developed judgments and estimates. To the extent that market transactions or third party appraisals are not available, we use the income approach through internally developed valuation models to estimate the fair value. This requires the use of significant judgment surrounding discount rates and the timing and amounts of future cash flows. Fair values determined through actual market transactions are classified within Level 2 of the fair value hierarchy while fair values determined through third party appraisals and through internally developed valuation models are classified within Level 3 of the fair value hierarchy. Other Foreclosed Assets When we foreclose on a borrower whose underlying collateral consists of consumer loans, we record the acquired loans at the estimated fair value at the time of foreclosure. Valuation of that collateral, which often is a pool of many small balance loans, is typically performed utilizing internally developed estimates. These estimates rely upon default and recovery rates, market discount rates and the underlying value of collateral supporting the consumer loans. Underlying collateral values may be supported by appraisals or broker price opinions. When fair value adjustments are recorded on these loans, we typically classify them in Level 3 of the fair value hierarchy. Deposits Deposits are carried at historical cost. The carrying amounts of deposits for savings and money market accounts and brokered certificates of deposit are deemed to approximate fair value as they either have no stated maturities or short-term maturities. Certificates of deposit are grouped by maturity date, and the fair value is estimated utilizing discounted cash flow techniques. The interest rates applied are rates currently being offered for similar certificates of deposit within the respective maturity groupings. Credit Facilities The fair value of our credit facilities is estimated based on current market interest rates for similar debt instruments adjusted for the remaining time to maturity. Term Debt Term debt comprises term debt securitizations and our 2014 Senior Secured Notes. For disclosure purposes, the fair values of our term debt securitizations and 2014 Senior Secured Notes are determined based on actual prices from recent third party purchases of our debt when available and based on indicative price quotes received from various market participants when recent transactions have not occurred.  Other Borrowings Our other borrowings comprise convertible debt and subordinated debt. For disclosure purposes, the fair value of our convertible debt is determined from quoted market prices in active markets or, when the market is not active, from quoted market prices for debt with similar maturities. The fair value of our subordinated debt is determined based on recent third party purchases of our debt when available and based on indicative price quotes received from market participants when recent transactions have not occurred.  Assets and Liabilities Carried at Fair Value on a Recurring Basis Assets and liabilities have been grouped in their entirety within the fair value hierarchy based on the lowest level of input that is significant to the fair value measurement. Assets and liabilities carried at fair value on a recurring basis on the balance sheet as of September 30, 2010 were as follows: <div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 80px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 112px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:112px;">Fair Value Measurement as of September 30, 2010</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 92px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:92px;">Quoted Prices in Active Markets for Identical Assets (Level 1) </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 92px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:92px;">Significant Other Obervable Inputs (Level 2) </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 92px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:92px;"> Significant Unobservable Inputs (Level 3) </td></tr><tr style="height: 9px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:100px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:80px;"> </td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td colspan="11" style="width: 403px; text-align:center;border-color:#000000;min-width:403px;">($ in thousands)</td></tr><tr style="height: 17px"><td colspan="2" style="width: 265px; text-align:left;border-color:#000000;min-width:265px;">Assets</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; text-align:left;border-color:#000000;min-width:100px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td></tr><tr style="height: 17px"><td colspan="2" style="width: 265px; text-align:left;border-color:#000000;min-width:265px;">Investment securities, available-for-sale: </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; text-align:left;border-color:#000000;min-width:100px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;">Agency discount notes</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 100px; text-align:right;border-color:#000000;min-width:100px;"> 264,865</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> 264,865</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;">Agency callable notes</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; text-align:right;border-color:#000000;min-width:100px;"> 176,069</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> 176,069</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;">Agency debt</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; text-align:right;border-color:#000000;min-width:100px;"> 105,557</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> 105,557</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;">Agency MBS</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; text-align:right;border-color:#000000;min-width:100px;"> 717,058</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> 717,058</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;">Non-agency MBS</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; text-align:right;border-color:#000000;min-width:100px;"> 142,175</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> 142,175</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;">Equity securities</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; text-align:right;border-color:#000000;min-width:100px;"> 204</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> 204</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;">Corporate debt</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; text-align:right;border-color:#000000;min-width:100px;"> 5,150</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> 5,150</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;">Collateralized loan obligations</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; text-align:right;border-color:#000000;min-width:100px;"> 13,848</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> 13,848</td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;">U.S. Treasury and agency securities</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:100px;"> 120,912</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:80px;"> 120,912</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:80px;"> -</td></tr><tr style="height: 17px"><td colspan="2" style="width: 265px; text-align:left;border-color:#000000;min-width:265px;">Total investment securities, available-for-sale </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:100px;"> 1,545,838</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:80px;"> 204</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:80px;"> 1,531,786</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:80px;"> 13,848</td></tr><tr style="height: 17px"><td colspan="2" style="width: 265px; text-align:left;border-color:#000000;min-width:265px;">Investments carried at fair value:</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; text-align:left;border-color:#000000;min-width:100px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;">Warrants </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; text-align:right;border-color:#000000;min-width:100px;"> 648</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> 648</td></tr><tr style="height: 17px"><td colspan="2" style="width: 265px; text-align:left;border-color:#000000;min-width:265px;">Other assets held at fair value:</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; text-align:left;border-color:#000000;min-width:100px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;">Derivative assets </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:100px;"> 57,783</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:80px;"> 57,783</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:80px;"> -</td></tr><tr style="height: 18px"><td colspan="2" style="width: 265px; text-align:left;border-color:#000000;min-width:265px;">Total assets </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 100px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:100px;"> 1,604,269</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 80px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:80px;"> 204</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 80px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:80px;"> 1,589,569</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 80px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:80px;"> 14,496</td></tr><tr style="height: 18px"><td colspan="2" style="width: 265px; text-align:left;border-color:#000000;min-width:265px;">Liabilities</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; border-top-style:double;border-top-width:3px;text-align:left;border-color:#000000;min-width:100px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-top-style:double;border-top-width:3px;text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-top-style:double;border-top-width:3px;text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-top-style:double;border-top-width:3px;text-align:left;border-color:#000000;min-width:80px;"> </td></tr><tr style="height: 17px"><td colspan="2" style="width: 265px; text-align:left;border-color:#000000;min-width:265px;">Other liabilities held at fair value:</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; text-align:left;border-color:#000000;min-width:100px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td></tr><tr style="height: 18px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;">Derivative liabilities </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 100px; border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:100px;"> 100,025</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 80px; border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 80px; border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:80px;"> 100,025</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 80px; border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:80px;"> -</td></tr></table></div>Assets and liabilities carried at fair value on a recurring basis on the balance sheet as of December 31, 2009 were as follows:<div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 74px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 112px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:112px;">Fair Value Measurement as of December 31, 2009</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 92px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:92px;">Quoted Prices in Active Markets for Identical Assets (Level 1) </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 92px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:92px;">Significant Other Obervable Inputs (Level 2) </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 92px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:92px;"> Significant Unobservable Inputs (Level 3) </td></tr><tr style="height: 9px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:100px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:80px;"> </td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td colspan="10" style="width: 391px; text-align:center;border-color:#000000;min-width:391px;">($ in thousands)</td></tr><tr style="height: 17px"><td colspan="2" style="width: 265px; text-align:left;border-color:#000000;min-width:265px;">Assets</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; text-align:left;border-color:#000000;min-width:100px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td></tr><tr style="height: 17px"><td colspan="2" style="width: 265px; text-align:left;border-color:#000000;min-width:265px;">Investment securities, available-for-sale: </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; text-align:left;border-color:#000000;min-width:100px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;">Agency discount notes</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 100px; text-align:right;border-color:#000000;min-width:100px;"> 49,996</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> 49,996</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;">Agency callable notes</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; text-align:right;border-color:#000000;min-width:100px;"> 250,530</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> 250,530</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;">Agency debt</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; text-align:right;border-color:#000000;min-width:100px;"> 24,472</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> 24,472</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;">Agency MBS</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; text-align:right;border-color:#000000;min-width:100px;"> 418,390</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> 418,390</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;">Non-agency MBS</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; text-align:right;border-color:#000000;min-width:100px;"> 153,275</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> 153,214</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> 61</td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;">Equity securities</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; text-align:right;border-color:#000000;min-width:100px;"> 52,984</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> 52,984</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;">Corporate debt</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; text-align:right;border-color:#000000;min-width:100px;"> 9,618</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> 5,161</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> 4,457</td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;">Collateralized loan obligation</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:100px;"> 1,326</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:80px;"> 1,326</td></tr><tr style="height: 17px"><td colspan="2" style="width: 265px; text-align:left;border-color:#000000;min-width:265px;">Total investment securities, available-for-sale </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:100px;"> 960,591</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:80px;"> 52,984</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:80px;"> 901,763</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:80px;"> 5,844</td></tr><tr style="height: 17px"><td colspan="2" style="width: 265px; text-align:left;border-color:#000000;min-width:265px;">Investments carried at fair value:</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; text-align:left;border-color:#000000;min-width:100px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;">Warrants </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; text-align:right;border-color:#000000;min-width:100px;"> 1,392</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> 1,392</td></tr><tr style="height: 17px"><td colspan="2" style="width: 265px; text-align:left;border-color:#000000;min-width:265px;">Other assets held at fair value:</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; text-align:left;border-color:#000000;min-width:100px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;">Derivative assets </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:100px;"> 14,329</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:80px;"> 14,329</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:80px;"> -</td></tr><tr style="height: 18px"><td colspan="2" style="width: 265px; text-align:left;border-color:#000000;min-width:265px;">Total assets </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 100px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:100px;"> 976,312</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 80px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:80px;"> 52,984</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 80px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:80px;"> 916,092</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 80px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:80px;"> 7,236</td></tr><tr style="height: 18px"><td colspan="2" style="width: 265px; text-align:left;border-color:#000000;min-width:265px;">Liabilities</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; border-top-style:double;border-top-width:3px;text-align:left;border-color:#000000;min-width:100px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-top-style:double;border-top-width:3px;text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-top-style:double;border-top-width:3px;text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-top-style:double;border-top-width:3px;text-align:left;border-color:#000000;min-width:80px;"> </td></tr><tr style="height: 17px"><td colspan="2" style="width: 265px; text-align:left;border-color:#000000;min-width:265px;">Other liabilities held at fair value:</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 100px; text-align:left;border-color:#000000;min-width:100px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td></tr><tr style="height: 18px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 253px; text-align:left;border-color:#000000;min-width:253px;">Derivative liabilities </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 100px; border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:100px;"> 82,662</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 80px; border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:80px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 80px; border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:80px;"> 82,662</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 80px; border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:80px;"> -</td></tr></table></div>A summary of the changes in the fair values of assets and liabilities carried at fair value for the three months ended September 30, 2010 that have been classified in Level 3 of the fair value hierarchy was as follows:<div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 15px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; text-align:center;border-color:#000000;min-width:53px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="5" style="width: 155px; text-align:center;border-color:#000000;min-width:155px;">Realized and Unrealized</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 64px; text-align:center;border-color:#000000;min-width:64px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 77px; text-align:center;border-color:#000000;min-width:77px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="5" style="width: 75px; text-align:center;border-color:#000000;min-width:75px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; text-align:center;border-color:#000000;min-width:58px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 82px; text-align:center;border-color:#000000;min-width:82px;"> </td></tr><tr style="height: 15px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; text-align:left;border-color:#000000;min-width:53px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="5" style="width: 155px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:155px;">Gains (Losses)</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 64px; text-align:center;border-color:#000000;min-width:64px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 77px; text-align:center;border-color:#000000;min-width:77px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="5" style="width: 75px; text-align:center;border-color:#000000;min-width:75px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 70px; text-align:center;border-color:#000000;min-width:70px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 82px; text-align:center;border-color:#000000;min-width:82px;"> </td></tr><tr style="height: 59px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 65px; text-align:center;border-color:#000000;min-width:65px;">Balance as of July 1,</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 65px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:65px;">Included in</td><td style="width: 5px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 85px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:85px;">Included in Other Comprehensive</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 64px; text-align:center;border-color:#000000;min-width:64px;">Total Realized and Unreazlized Gains</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 77px; text-align:center;border-color:#000000;min-width:77px;">Purchases, Sales, Issuances, and Settlements,</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="5" style="width: 75px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:75px;">Transfers In (Out) of Level 3 </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 70px; text-align:center;border-color:#000000;min-width:70px;">Balance as of September 30,</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 82px; text-align:center;border-color:#000000;min-width:82px;">Unrealized Gains (Losses) as of September 30,</td></tr><tr style="height: 15px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 65px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:65px;">2010</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 65px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:65px;">Income </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 85px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:85px;">Income, Net </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 64px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:64px;">(Losses) </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 77px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:77px;">Net </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 35px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:35px;">In</td><td style="width: 5px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 35px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:35px;">(Out)</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 70px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:70px;">2010</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 82px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:82px;">2010</td></tr><tr style="height: 8px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:53px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:53px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 73px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:73px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 52px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:52px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:65px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 23px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:23px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 23px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:23px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:58px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:70px;"> </td></tr><tr style="height: 15px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td colspan="25" style="width: 606px; text-align:center;border-color:#000000;min-width:606px;">($ in thousands)</td></tr><tr style="height: 11px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;">Assets</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; text-align:left;border-color:#000000;min-width:53px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; text-align:left;border-color:#000000;min-width:53px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 73px; text-align:left;border-color:#000000;min-width:73px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 52px; text-align:left;border-color:#000000;min-width:52px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; text-align:left;border-color:#000000;min-width:65px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 23px; text-align:right;border-color:#000000;min-width:23px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 23px; text-align:right;border-color:#000000;min-width:23px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; text-align:left;border-color:#000000;min-width:58px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:left;border-color:#000000;min-width:70px;"> </td></tr><tr style="height: 11px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;">Investment securities,</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; text-align:right;border-color:#000000;min-width:53px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; text-align:right;border-color:#000000;min-width:53px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 52px; text-align:right;border-color:#000000;min-width:52px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 23px; text-align:right;border-color:#000000;min-width:23px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 23px; text-align:right;border-color:#000000;min-width:23px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> </td></tr><tr style="height: 11px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;"> available-for-sale: </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; text-align:right;border-color:#000000;min-width:53px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; text-align:right;border-color:#000000;min-width:53px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 52px; text-align:right;border-color:#000000;min-width:52px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 23px; text-align:right;border-color:#000000;min-width:23px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 23px; text-align:right;border-color:#000000;min-width:23px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> </td></tr><tr style="height: 12px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;"> Corporate debt</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; text-align:right;border-color:#000000;min-width:53px;"> 4,772</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; text-align:right;border-color:#000000;min-width:53px;"> 1,101</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"> (903)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 52px; text-align:right;border-color:#000000;min-width:52px;"> 198</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> (4,970)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 23px; text-align:right;border-color:#000000;min-width:23px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 23px; text-align:right;border-color:#000000;min-width:23px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> -</td></tr><tr style="height: 11px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;"> Collateralized loan </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; text-align:left;border-color:#000000;min-width:53px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; text-align:left;border-color:#000000;min-width:53px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 73px; text-align:left;border-color:#000000;min-width:73px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 52px; text-align:left;border-color:#000000;min-width:52px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; text-align:left;border-color:#000000;min-width:65px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 23px; text-align:left;border-color:#000000;min-width:23px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 23px; text-align:left;border-color:#000000;min-width:23px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; text-align:left;border-color:#000000;min-width:58px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:left;border-color:#000000;min-width:70px;"> </td></tr><tr style="height: 11px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;"> obligation</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:53px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:53px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 52px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:52px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"> 13,848</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 23px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:23px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 23px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:23px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:58px;"> 13,848</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:70px;"> -</td></tr><tr style="height: 12px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;">Total</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:53px;"> 4,772</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:53px;"> 1,101</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 73px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:73px;"> (903)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 52px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:52px;"> 198</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:65px;"> 8,878</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 23px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:23px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 23px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:23px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:58px;"> 13,849</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:70px;"> -</td></tr><tr style="height: 11px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;">Warrants </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:53px;"> 684</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:53px;"> (36)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 52px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:52px;"> (36)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 23px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:23px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 23px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:23px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:58px;"> 648</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:70px;"> (36)</td></tr><tr style="height: 14px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;">Total assets </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 53px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:53px;"> 5,456</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 53px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:53px;"> 1,065</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 73px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:73px;"> (903)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 52px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:52px;"> 162</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 65px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:65px;"> 8,878</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 23px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:23px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 23px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:23px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 58px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:58px;"> 14,496</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 70px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:70px;"> (36)</td></tr></table></div>A summary of the changes in the fair values of assets and liabilities carried at fair value for the three months ended September 30, 2009 that have been classified in Level 3 of the fair value hierarchy was as follows:<div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 32px"><td style="width: 102px; text-align:left;border-color:#000000;min-width:102px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td colspan="2" style="width: 70px; text-align:center;border-color:#000000;min-width:70px;"> </td><td style="width: 3px; text-align:center;border-color:#000000;min-width:3px;"> </td><td colspan="5" style="width: 153px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:153px;">Realized and Unrealized Gains (Losses)</td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td colspan="2" style="width: 64px; text-align:center;border-color:#000000;min-width:64px;"> </td><td style="width: 3px; text-align:center;border-color:#000000;min-width:3px;"> </td><td colspan="2" style="width: 82px; text-align:center;border-color:#000000;min-width:82px;"> </td><td style="width: 3px; text-align:center;border-color:#000000;min-width:3px;"> </td><td colspan="2" style="width: 69px; text-align:center;border-color:#000000;min-width:69px;"> </td><td style="width: 3px; text-align:center;border-color:#000000;min-width:3px;"> </td><td colspan="2" style="width: 77px; text-align:center;border-color:#000000;min-width:77px;"> </td><td style="width: 3px; text-align:center;border-color:#000000;min-width:3px;"> </td><td colspan="2" style="width: 92px; text-align:center;border-color:#000000;min-width:92px;"> </td></tr><tr style="height: 71px"><td style="width: 102px; text-align:left;border-color:#000000;min-width:102px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td colspan="2" style="width: 70px; text-align:center;border-color:#000000;min-width:70px;">Balance as of July 1, </td><td style="width: 3px; text-align:center;border-color:#000000;min-width:3px;"> </td><td colspan="2" style="width: 63px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:63px;">Included in</td><td style="width: 3px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:3px;"> </td><td colspan="2" style="width: 87px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:87px;">Included in Other Comprehensive</td><td style="width: 3px; text-align:center;border-color:#000000;min-width:3px;"> </td><td colspan="2" style="width: 64px; text-align:center;border-color:#000000;min-width:64px;">Total Realized and Unrealized Gains</td><td style="width: 3px; text-align:center;border-color:#000000;min-width:3px;"> </td><td colspan="2" style="width: 82px; text-align:center;border-color:#000000;min-width:82px;">Purchases, Sales, Issuances, and Settlements,</td><td style="width: 3px; text-align:center;border-color:#000000;min-width:3px;"> </td><td colspan="2" style="width: 69px; text-align:center;border-color:#000000;min-width:69px;">Transfers In (Out)</td><td style="width: 3px; text-align:center;border-color:#000000;min-width:3px;"> </td><td colspan="2" style="width: 77px; text-align:center;border-color:#000000;min-width:77px;">Balance as of September 30,</td><td style="width: 3px; text-align:center;border-color:#000000;min-width:3px;"> </td><td colspan="2" style="width: 92px; text-align:center;border-color:#000000;min-width:92px;">Unrealized Gains (Losses) as of September 30,</td></tr><tr style="height: 13px"><td style="width: 102px; text-align:left;border-color:#000000;min-width:102px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td colspan="2" style="width: 70px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:70px;">2009</td><td style="width: 3px; text-align:center;border-color:#000000;min-width:3px;"> </td><td colspan="2" style="width: 63px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:63px;">Income </td><td style="width: 3px; text-align:center;border-color:#000000;min-width:3px;"> </td><td colspan="2" style="width: 87px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:87px;">Income, Net </td><td style="width: 3px; text-align:center;border-color:#000000;min-width:3px;"> </td><td colspan="2" style="width: 64px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:64px;">(Losses) </td><td style="width: 3px; text-align:center;border-color:#000000;min-width:3px;"> </td><td colspan="2" style="width: 82px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:82px;">Net </td><td style="width: 3px; text-align:center;border-color:#000000;min-width:3px;"> </td><td colspan="2" style="width: 69px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:69px;">of Level 3 </td><td style="width: 3px; text-align:center;border-color:#000000;min-width:3px;"> </td><td colspan="2" style="width: 77px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:77px;">2009</td><td style="width: 3px; text-align:center;border-color:#000000;min-width:3px;"> </td><td colspan="2" style="width: 92px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:92px;">2009</td></tr><tr style="height: 8px"><td style="width: 102px; text-align:left;border-color:#000000;min-width:102px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:58px;"> </td><td style="width: 3px; text-align:center;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 51px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:51px;"> </td><td style="width: 3px; text-align:center;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:75px;"> </td><td style="width: 3px; text-align:center;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 52px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:52px;"> </td><td style="width: 3px; text-align:center;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:70px;"> </td><td style="width: 3px; text-align:center;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 57px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:57px;"> </td><td style="width: 3px; text-align:center;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:65px;"> </td><td style="width: 3px; text-align:center;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:80px;"> </td></tr><tr style="height: 15px"><td style="width: 102px; text-align:left;border-color:#000000;min-width:102px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td colspan="22" style="width: 613px; text-align:center;border-color:#000000;min-width:613px;">($ in thousands)</td></tr><tr style="height: 15px"><td style="width: 102px; text-align:left;border-color:#000000;min-width:102px;">Assets</td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; text-align:left;border-color:#000000;min-width:58px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 51px; text-align:left;border-color:#000000;min-width:51px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 75px; text-align:left;border-color:#000000;min-width:75px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 52px; text-align:left;border-color:#000000;min-width:52px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:left;border-color:#000000;min-width:70px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 57px; text-align:right;border-color:#000000;min-width:57px;"> </td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; text-align:left;border-color:#000000;min-width:65px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td></tr><tr style="height: 30px"><td style="width: 102px; text-align:left;border-color:#000000;min-width:102px;">Investment securities, </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; text-align:left;border-color:#000000;min-width:58px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 51px; text-align:left;border-color:#000000;min-width:51px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 75px; text-align:left;border-color:#000000;min-width:75px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 52px; text-align:left;border-color:#000000;min-width:52px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:left;border-color:#000000;min-width:70px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 57px; text-align:right;border-color:#000000;min-width:57px;"> </td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; text-align:left;border-color:#000000;min-width:65px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td></tr><tr style="height: 13px"><td style="width: 102px; text-align:left;border-color:#000000;min-width:102px;"> available-for-sale: </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; text-align:left;border-color:#000000;min-width:58px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 51px; text-align:left;border-color:#000000;min-width:51px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 75px; text-align:left;border-color:#000000;min-width:75px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 52px; text-align:left;border-color:#000000;min-width:52px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:left;border-color:#000000;min-width:70px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 57px; text-align:left;border-color:#000000;min-width:57px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; text-align:left;border-color:#000000;min-width:65px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td></tr><tr style="height: 15px"><td style="width: 102px; text-align:left;border-color:#000000;min-width:102px;"> Non-agency MBS</td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"> 101</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"> (4)</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"> (23)</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 52px; text-align:right;border-color:#000000;min-width:52px;"> (27)</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> -</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 57px; text-align:right;border-color:#000000;min-width:57px;"> -</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> 74</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> (4)</td></tr><tr style="height: 15px"><td style="width: 102px; text-align:left;border-color:#000000;min-width:102px;"> Corporate debt</td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"> 12,526</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"> 222</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"> 1,360</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 52px; text-align:right;border-color:#000000;min-width:52px;"> 1,582</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> (6,223)</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 57px; text-align:right;border-color:#000000;min-width:57px;"> -</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> 7,886</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;"> 51</td></tr><tr style="height: 13px"><td style="width: 102px; text-align:left;border-color:#000000;min-width:102px;"> Collateralized loan</td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; text-align:left;border-color:#000000;min-width:58px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 51px; text-align:left;border-color:#000000;min-width:51px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 75px; text-align:left;border-color:#000000;min-width:75px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 52px; text-align:left;border-color:#000000;min-width:52px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:left;border-color:#000000;min-width:70px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 57px; text-align:left;border-color:#000000;min-width:57px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; text-align:left;border-color:#000000;min-width:65px;"> </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td></tr><tr style="height: 13px"><td style="width: 102px; text-align:left;border-color:#000000;min-width:102px;"> obligation</td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:58px;"> 790</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 51px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:51px;"> (346)</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 75px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:75px;"> 746</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 52px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:52px;"> 400</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:70px;"> -</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 57px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:57px;"> -</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"> 1,189</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:80px;"> (345)</td></tr><tr style="height: 13px"><td style="width: 102px; text-align:left;border-color:#000000;min-width:102px;">Total</td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:58px;"> 13,417</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 51px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:51px;"> (128)</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:75px;"> 2,083</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 52px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:52px;"> 1,955</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:70px;"> (6,223)</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 57px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:57px;"> -</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:65px;"> 9,149</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:80px;"> (298)</td></tr><tr style="height: 15px"><td style="width: 102px; text-align:left;border-color:#000000;min-width:102px;">Warrants </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:58px;"> 5,068</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 51px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:51px;"> (2)</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 75px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:75px;"> -</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 52px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:52px;"> (2)</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:70px;"> (3,568)</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 57px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:57px;"> -</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"> 1,498</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 80px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:80px;"> (166)</td></tr><tr style="height: 16px"><td style="width: 102px; text-align:left;border-color:#000000;min-width:102px;">Total assets </td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 58px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:58px;"> 18,485</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 51px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:51px;"> (130)</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 75px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:75px;"> 2,083</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 52px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:52px;"> 1,953</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 70px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:70px;"> (9,791)</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 57px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:57px;"> -</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 65px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:65px;"> 10,647</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 80px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:80px;"> (464)</td></tr></table></div>Realized and unrealized gains and losses on assets and liabilities classified in Level 3 of the fair value hierarchy included in income for the three months ended September 30, 2010 and 2009, reported in interest income and gain (loss) on investments, net were as follows:<div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 13px"><td style="width: 200px; text-align:left;border-color:#000000;min-width:200px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 63px; text-align:center;border-color:#000000;min-width:63px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 64px; text-align:center;border-color:#000000;min-width:64px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 67px; text-align:center;border-color:#000000;min-width:67px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 77px; text-align:center;border-color:#000000;min-width:77px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="5" style="width: 166px; text-align:center;border-color:#000000;min-width:166px;"> </td></tr><tr style="height: 32px"><td style="width: 200px; text-align:left;border-color:#000000;min-width:200px;"> </td><td colspan="5" style="width: 156px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:156px;">Interest Income </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="5" style="width: 173px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:173px;">Gain (Loss) on Investments, Net </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="5" style="width: 166px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:166px;">Loss on Residential Mortgage Investment Portfolio</td></tr><tr style="height: 17px"><td style="width: 200px; text-align:left;border-color:#000000;min-width:200px;"> </td><td colspan="17" style="width: 505px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:505px;">Three Months Ended September 30,</td></tr><tr style="height: 17px"><td style="width: 200px; text-align:left;border-color:#000000;min-width:200px;"> </td><td colspan="2" style="width: 75px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:75px;">2010</td><td style="width: 5px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 76px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:76px;">2009</td><td style="width: 5px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 79px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:79px;">2010</td><td style="width: 5px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 89px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:89px;">2009</td><td style="width: 5px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 79px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:79px;">2010</td><td style="width: 5px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 82px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:82px;">2009</td></tr><tr style="height: 5px"><td style="width: 200px; text-align:left;border-color:#000000;min-width:200px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 63px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:63px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 64px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:64px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 67px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:67px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 77px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:77px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 67px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:67px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:70px;"> </td></tr><tr style="height: 17px"><td style="width: 200px; text-align:left;border-color:#000000;min-width:200px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td colspan="10" style="width: 322px; text-align:center;border-color:#000000;min-width:322px;">($ in thousands)</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 67px; text-align:center;border-color:#000000;min-width:67px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:center;border-color:#000000;min-width:70px;"> </td></tr><tr style="height: 15px"><td style="width: 200px; text-align:left;border-color:#000000;min-width:200px;">Total gains (losses) included</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 63px; text-align:center;border-color:#000000;min-width:63px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 64px; text-align:center;border-color:#000000;min-width:64px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 67px; text-align:center;border-color:#000000;min-width:67px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 77px; text-align:center;border-color:#000000;min-width:77px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 67px; text-align:center;border-color:#000000;min-width:67px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:center;border-color:#000000;min-width:70px;"> </td></tr><tr style="height: 16px"><td style="width: 200px; text-align:left;border-color:#000000;min-width:200px;"> in earnings for the period</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 64px; text-align:right;border-color:#000000;min-width:64px;"> 116</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;"> 1,065</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 77px; text-align:right;border-color:#000000;min-width:77px;"> (242)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> (4)</td></tr><tr style="height: 14px"><td style="width: 200px; text-align:left;border-color:#000000;min-width:200px;">Unrealized gains (losses) relating to</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 64px; text-align:right;border-color:#000000;min-width:64px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 77px; text-align:right;border-color:#000000;min-width:77px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> </td></tr><tr style="height: 14px"><td style="width: 200px; text-align:left;border-color:#000000;min-width:200px;"> assets still held at reporting date</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 64px; text-align:right;border-color:#000000;min-width:64px;"> 102</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;"> (36)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 77px; text-align:right;border-color:#000000;min-width:77px;"> (562)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> (4)</td></tr></table></div>A summary of the changes in the fair values of assets and liabilities carried at fair value for the nine months ended September 30, 2010, that have been classified in Level 3 of the fair value hierarchy was as follows:<div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 34px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 62px; text-align:center;border-color:#000000;min-width:62px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="5" style="width: 159px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:159px;">Realized and Unrealized Gains (Losses)</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 65px; text-align:center;border-color:#000000;min-width:65px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 82px; text-align:center;border-color:#000000;min-width:82px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 20px; text-align:center;border-color:#000000;min-width:20px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 25px; text-align:center;border-color:#000000;min-width:25px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 63px; text-align:center;border-color:#000000;min-width:63px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 89px; text-align:center;border-color:#000000;min-width:89px;"> </td></tr><tr style="height: 74px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 74px; text-align:center;border-color:#000000;min-width:74px;">Balance as of January 1, </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 67px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:67px;">Included in</td><td style="width: 5px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 87px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:87px;">Included in Other Comprehensive</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 65px; text-align:center;border-color:#000000;min-width:65px;">Total Realized and Unrealized Gains</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 82px; text-align:center;border-color:#000000;min-width:82px;">Purchases, Sales, Issuances, and Settlements,</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="5" style="width: 74px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:74px;">Transfers In (Out) of Level 3</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 75px; text-align:center;border-color:#000000;min-width:75px;">Balance as of September 30,</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 89px; text-align:center;border-color:#000000;min-width:89px;">Unrealized Gains (Losses) as of September 30,</td></tr><tr style="height: 13px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 74px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:74px;">2010</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 67px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:67px;">Income </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 87px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:87px;">Income, Net </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 65px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:65px;">(Losses) </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 82px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:82px;">Net </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 32px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:32px;">In</td><td style="width: 5px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 37px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:37px;">(Out)</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 75px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:75px;">2010</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 89px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:89px;">2010</td></tr><tr style="height: 8px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 62px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:62px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:55px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:75px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:53px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:70px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 25px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:25px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 63px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:63px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 77px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:77px;"> </td></tr><tr style="height: 15px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td colspan="25" style="width: 636px; text-align:center;border-color:#000000;min-width:636px;">($ in thousands)</td></tr><tr style="height: 13px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;">Assets</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 62px; text-align:left;border-color:#000000;min-width:62px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 55px; text-align:left;border-color:#000000;min-width:55px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 75px; text-align:left;border-color:#000000;min-width:75px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; text-align:left;border-color:#000000;min-width:53px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:left;border-color:#000000;min-width:70px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 25px; text-align:right;border-color:#000000;min-width:25px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 63px; text-align:left;border-color:#000000;min-width:63px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 77px; text-align:left;border-color:#000000;min-width:77px;"> </td></tr><tr style="height: 13px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;">Investment securities, </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 62px; text-align:left;border-color:#000000;min-width:62px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 55px; text-align:left;border-color:#000000;min-width:55px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 75px; text-align:left;border-color:#000000;min-width:75px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; text-align:left;border-color:#000000;min-width:53px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:left;border-color:#000000;min-width:70px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 25px; text-align:left;border-color:#000000;min-width:25px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 63px; text-align:left;border-color:#000000;min-width:63px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 77px; text-align:left;border-color:#000000;min-width:77px;"> </td></tr><tr style="height: 13px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;"> available for sale:</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 62px; text-align:left;border-color:#000000;min-width:62px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 55px; text-align:left;border-color:#000000;min-width:55px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 75px; text-align:left;border-color:#000000;min-width:75px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; text-align:left;border-color:#000000;min-width:53px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:left;border-color:#000000;min-width:70px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 25px; text-align:right;border-color:#000000;min-width:25px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 63px; text-align:left;border-color:#000000;min-width:63px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 77px; text-align:left;border-color:#000000;min-width:77px;"> </td></tr><tr style="height: 13px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;"> Non-agency MBS</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 62px; text-align:right;border-color:#000000;min-width:62px;"> 61</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 53px; text-align:right;border-color:#000000;min-width:53px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> (61)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 25px; text-align:right;border-color:#000000;min-width:25px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 77px; text-align:right;border-color:#000000;min-width:77px;"> -</td></tr><tr style="height: 13px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;"> Corporate debt</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 62px; text-align:right;border-color:#000000;min-width:62px;"> 4,457</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> 1,226</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"> (713)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; text-align:right;border-color:#000000;min-width:53px;"> 513</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> (4,970)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 25px; text-align:right;border-color:#000000;min-width:25px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 77px; text-align:right;border-color:#000000;min-width:77px;"> -</td></tr><tr style="height: 9px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;"> Collateralized loan </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 62px; text-align:left;border-color:#000000;min-width:62px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 55px; text-align:left;border-color:#000000;min-width:55px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 75px; text-align:left;border-color:#000000;min-width:75px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; text-align:left;border-color:#000000;min-width:53px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:left;border-color:#000000;min-width:70px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 25px; text-align:left;border-color:#000000;min-width:25px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 63px; text-align:left;border-color:#000000;min-width:63px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 77px; text-align:left;border-color:#000000;min-width:77px;"> </td></tr><tr style="height: 13px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;"> obligation</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 62px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:62px;"> 1,326</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 55px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 636</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 75px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:75px;"> (308)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:53px;"> 328</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:70px;"> 12,194</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 25px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:25px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 63px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:63px;"> 13,848</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 77px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:77px;"> -</td></tr><tr style="height: 13px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;">Total</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 62px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:62px;"> 5,844</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 1,862</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:75px;"> (1,021)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:53px;"> 841</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:70px;"> 7,163</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 25px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:25px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 63px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:63px;"> 13,848</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 77px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:77px;"> -</td></tr><tr style="height: 13px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;">Warrants </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 62px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:62px;"> 1,392</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 55px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:55px;"> (744)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 75px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:75px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 53px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:53px;"> (744)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:70px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 25px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:25px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 63px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:63px;"> 648</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 77px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:77px;"> (744)</td></tr><tr style="height: 13px"><td style="width: 95px; text-align:left;border-color:#000000;min-width:95px;">Total assets </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 62px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:62px;"> 7,236</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:55px;"> 1,118</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 75px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:75px;"> (1,021)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 53px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:53px;"> 97</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 70px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:70px;"> 7,163</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 20px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:20px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 25px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:25px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 63px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:63px;"> 14,496</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 77px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:77px;"> (744)</td></tr></table></div>A summary of the changes in the fair values of assets and liabilities carried at fair value for the nine months ended September 30, 2009, that have been classified in Level 3 of the fair value hierarchy was as follows:<div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 29px"><td style="width: 98px; text-align:left;border-color:#000000;min-width:98px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 60px; text-align:center;border-color:#000000;min-width:60px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="5" style="width: 159px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:159px;">Realized and Unrealized Gains (Losses)</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 66px; text-align:center;border-color:#000000;min-width:66px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 83px; text-align:center;border-color:#000000;min-width:83px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 20px; text-align:center;border-color:#000000;min-width:20px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 28px; text-align:center;border-color:#000000;min-width:28px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 62px; text-align:center;border-color:#000000;min-width:62px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 77px; text-align:center;border-color:#000000;min-width:77px;"> </td></tr><tr style="height: 70px"><td style="width: 98px; text-align:left;border-color:#000000;min-width:98px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 72px; text-align:center;border-color:#000000;min-width:72px;">Balances as of January 1, </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 70px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:70px;">Included in</td><td style="width: 5px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 84px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:84px;">Included in Other Comprehensive</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 66px; text-align:center;border-color:#000000;min-width:66px;">Total Realized and Unrealized Gains</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 83px; text-align:center;border-color:#000000;min-width:83px;">Purchases, Sales, Issuances, and Settlements,</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="5" style="width: 77px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:77px;">Transfers In (Out) of Level 3</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 74px; text-align:center;border-color:#000000;min-width:74px;">Balances as of September 30,</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 77px; text-align:center;border-color:#000000;min-width:77px;">Unrealized Gains (Losses) as of September 30,</td></tr><tr style="height: 15px"><td style="width: 98px; text-align:left;border-color:#000000;min-width:98px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 72px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:72px;">2009</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 70px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:70px;">Income </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 84px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:84px;">Income, Net </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 66px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:66px;">(Losses) </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 83px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:83px;">Net </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 32px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:32px;">In</td><td style="width: 5px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 40px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:40px;">(Out)</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 74px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:74px;">2009</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 77px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:77px;">2009</td></tr><tr style="height: 8px"><td style="width: 98px; text-align:left;border-color:#000000;min-width:98px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 60px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:60px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:58px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 72px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:72px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 54px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:54px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 71px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:71px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 28px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:28px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 62px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:62px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:65px;"> </td></tr><tr style="height: 15px"><td style="width: 98px; text-align:left;border-color:#000000;min-width:98px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td colspan="25" style="width: 626px; text-align:center;border-color:#000000;min-width:626px;">($ in thousands)</td></tr><tr style="height: 12px"><td style="width: 98px; text-align:left;border-color:#000000;min-width:98px;">Assets</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 60px; text-align:left;border-color:#000000;min-width:60px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; text-align:left;border-color:#000000;min-width:58px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 72px; text-align:left;border-color:#000000;min-width:72px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 54px; text-align:left;border-color:#000000;min-width:54px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 71px; text-align:left;border-color:#000000;min-width:71px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 28px; text-align:right;border-color:#000000;min-width:28px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 62px; text-align:left;border-color:#000000;min-width:62px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; text-align:left;border-color:#000000;min-width:65px;"> </td></tr><tr style="height: 12px"><td style="width: 98px; text-align:left;border-color:#000000;min-width:98px;">Investment securities, </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 60px; text-align:left;border-color:#000000;min-width:60px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; text-align:left;border-color:#000000;min-width:58px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 72px; text-align:left;border-color:#000000;min-width:72px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 54px; text-align:left;border-color:#000000;min-width:54px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 71px; text-align:left;border-color:#000000;min-width:71px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 28px; text-align:left;border-color:#000000;min-width:28px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 62px; text-align:left;border-color:#000000;min-width:62px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; text-align:left;border-color:#000000;min-width:65px;"> </td></tr><tr style="height: 12px"><td style="width: 98px; text-align:left;border-color:#000000;min-width:98px;"> available for sale:</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 60px; text-align:left;border-color:#000000;min-width:60px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; text-align:left;border-color:#000000;min-width:58px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 72px; text-align:left;border-color:#000000;min-width:72px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 54px; text-align:left;border-color:#000000;min-width:54px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 71px; text-align:left;border-color:#000000;min-width:71px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 28px; text-align:right;border-color:#000000;min-width:28px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 62px; text-align:left;border-color:#000000;min-width:62px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; text-align:left;border-color:#000000;min-width:65px;"> </td></tr><tr style="height: 12px"><td style="width: 98px; text-align:left;border-color:#000000;min-width:98px;"> Non-agency MBS</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;"> 377</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"> (17)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"> (52)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"> (69)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 71px; text-align:right;border-color:#000000;min-width:71px;"> (234)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 28px; text-align:right;border-color:#000000;min-width:28px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 62px; text-align:right;border-color:#000000;min-width:62px;"> 74</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> (17)</td></tr><tr style="height: 12px"><td style="width: 98px; text-align:left;border-color:#000000;min-width:98px;"> Corporate debt</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;"> 33,886</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"> (10,991)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"> 814</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"> (10,177)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 71px; text-align:right;border-color:#000000;min-width:71px;"> (15,823)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 28px; text-align:right;border-color:#000000;min-width:28px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 62px; text-align:right;border-color:#000000;min-width:62px;"> 7,886</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> 196</td></tr><tr style="height: 12px"><td style="width: 98px; text-align:left;border-color:#000000;min-width:98px;"> Collateralized loan </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 60px; text-align:left;border-color:#000000;min-width:60px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; text-align:left;border-color:#000000;min-width:58px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 72px; text-align:left;border-color:#000000;min-width:72px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 54px; text-align:left;border-color:#000000;min-width:54px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 71px; text-align:left;border-color:#000000;min-width:71px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 28px; text-align:left;border-color:#000000;min-width:28px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 62px; text-align:left;border-color:#000000;min-width:62px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; text-align:left;border-color:#000000;min-width:65px;"> </td></tr><tr style="height: 12px"><td style="width: 98px; text-align:left;border-color:#000000;min-width:98px;"> obligation</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 60px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:60px;"> 2,361</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:58px;"> (1,326)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 72px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:72px;"> 20</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 54px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"> (1,306)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 71px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:71px;"> 134</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 28px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:28px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 62px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:62px;"> 1,189</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"> (1,326)</td></tr><tr style="height: 12px"><td style="width: 98px; text-align:left;border-color:#000000;min-width:98px;">Total</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 60px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:60px;"> 36,624</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:58px;"> (12,334)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 72px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:72px;"> 782</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 54px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:54px;"> (11,552)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 71px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:71px;"> (15,923)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 28px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:28px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 62px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:62px;"> 9,149</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:65px;"> (1,147)</td></tr><tr style="height: 12px"><td style="width: 98px; text-align:left;border-color:#000000;min-width:98px;">Warrants </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 60px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:60px;"> 4,661</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 58px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:58px;"> 85</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 72px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:72px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 54px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"> 85</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 71px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:71px;"> (3,248)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 28px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:28px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 62px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:62px;"> 1,498</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"> (79)</td></tr><tr style="height: 12px"><td style="width: 98px; text-align:left;border-color:#000000;min-width:98px;">Total assets </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 60px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:60px;"> 41,285</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 58px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:58px;"> (12,249)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 72px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:72px;"> 782</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:54px;"> (11,467)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 71px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:71px;"> (19,171)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 20px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:20px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:28px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 62px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:62px;"> 10,647</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 65px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:65px;"> (1,226)</td></tr></table></div>Realized and unrealized gains and losses on assets and liabilities classified in Level 3 of the fair value hierarchy included in income for the nine months ended September 30, 2010 and 2009, reported in interest income and gain (loss) on investments, net were as follows:<div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 13px"><td style="width: 219px; text-align:left;border-color:#000000;min-width:219px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 55px; text-align:center;border-color:#000000;min-width:55px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 55px; text-align:center;border-color:#000000;min-width:55px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; text-align:center;border-color:#000000;min-width:65px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 77px; text-align:center;border-color:#000000;min-width:77px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="5" style="width: 166px; text-align:center;border-color:#000000;min-width:166px;"> </td></tr><tr style="height: 28px"><td style="width: 219px; text-align:left;border-color:#000000;min-width:219px;"> </td><td colspan="5" style="width: 139px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:139px;">Interest Income </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="5" style="width: 171px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:171px;">Gain (Loss) on Investments, Net </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="5" style="width: 166px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:166px;">Loss on Residential Mortgage Investment Portfolio</td></tr><tr style="height: 5px"><td style="width: 219px; text-align:left;border-color:#000000;min-width:219px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:55px;"> </td><td style="width: 5px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:55px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:65px;"> </td><td style="width: 5px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 77px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:77px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 67px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:67px;"> </td><td style="width: 5px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:70px;"> </td></tr><tr style="height: 12px"><td style="width: 219px; text-align:left;border-color:#000000;min-width:219px;"> </td><td colspan="17" style="width: 486px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:486px;">Nine Months Ended September 30,</td></tr><tr style="height: 13px"><td style="width: 219px; text-align:left;border-color:#000000;min-width:219px;"> </td><td colspan="2" style="width: 67px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:67px;">2010</td><td style="width: 5px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 67px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:67px;">2009</td><td style="width: 5px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 77px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:77px;">2010</td><td style="width: 5px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 89px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:89px;">2009</td><td style="width: 5px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 79px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:79px;">2010</td><td style="width: 5px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 82px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:82px;">2009</td></tr><tr style="height: 5px"><td style="width: 219px; text-align:left;border-color:#000000;min-width:219px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:55px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:55px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:65px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 77px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:77px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 67px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:67px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:70px;"> </td></tr><tr style="height: 17px"><td style="width: 219px; text-align:left;border-color:#000000;min-width:219px;"> </td><td colspan="17" style="width: 486px; text-align:center;border-color:#000000;min-width:486px;">($ in thousands)</td></tr><tr style="height: 14px"><td style="width: 219px; text-align:left;border-color:#000000;min-width:219px;">Total gains (losses) included </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 55px; text-align:left;border-color:#000000;min-width:55px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 77px; text-align:left;border-color:#000000;min-width:77px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 67px; text-align:left;border-color:#000000;min-width:67px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:left;border-color:#000000;min-width:70px;"> </td></tr><tr style="height: 14px"><td style="width: 219px; text-align:left;border-color:#000000;min-width:219px;"> in earnings for the period</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> 159</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> 703</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> 959</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 77px; text-align:right;border-color:#000000;min-width:77px;"> (12,948)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;"> -</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">$</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> (4)</td></tr><tr style="height: 14px"><td style="width: 219px; text-align:left;border-color:#000000;min-width:219px;">Unrealized gains (losses) relating to </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 77px; text-align:right;border-color:#000000;min-width:77px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> </td></tr><tr style="height: 14px"><td style="width: 219px; text-align:left;border-color:#000000;min-width:219px;"> assets still held at reporting date</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> 689</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> (744)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 77px; text-align:right;border-color:#000000;min-width:77px;"> (1,911)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;"> -</td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> (4)</td></tr></table></div>Assets Carried at Fair Value on a Nonrecurring Basis We may be required, from time to time, to measure certain assets at fair value on a nonrecurring basis. As described above, these adjustments to fair value usually result from the application of lower of cost or fair value accounting or write downs of individual assets. The table below provides the fair values of those assets for which nonrecurring fair value adjustments were recorded during the three and nine months ended September 30, 2010, classified by their position in the fair value hierarchy. The table also provides the gains (losses) related to those assets recorded during the three and nine months ended September 30, 2010.<div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 12px"><td style="width: 181px; text-align:left;border-color:#000000;min-width:181px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 86px; text-align:left;border-color:#000000;min-width:86px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td colspan="2" style="width: 90px; text-align:center;border-color:#000000;min-width:90px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; text-align:left;border-color:#000000;min-width:65px;"> </td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 73px; text-align:left;border-color:#000000;min-width:73px;"> </td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 68px; text-align:left;border-color:#000000;min-width:68px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 68px; text-align:left;border-color:#000000;min-width:68px;"> </td></tr><tr style="height: 12px"><td style="width: 181px; text-align:left;border-color:#000000;min-width:181px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 86px; text-align:center;border-color:#000000;min-width:86px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td colspan="2" style="width: 90px; text-align:center;border-color:#000000;min-width:90px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; text-align:center;border-color:#000000;min-width:65px;"> </td><td style="width: 11px; text-align:center;border-color:#000000;min-width:11px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 73px; text-align:center;border-color:#000000;min-width:73px;"> </td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;"> </td><td colspan="5" style="width: 172px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:172px;">Total Gains (Losses) </td></tr><tr style="height: 70px"><td style="width: 181px; text-align:left;border-color:#000000;min-width:181px;"> </td><td colspan="2" style="width: 98px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:98px;">Fair Value Measurement as of September 30, 2010</td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td colspan="2" style="width: 90px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:90px;">Quoted Prices in Active Markets for Identical Assets (Level 1) </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td colspan="2" style="width: 77px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:77px;">Significant Other Obervable Inputs (Level 2) </td><td style="width: 11px; text-align:center;border-color:#000000;min-width:11px;"> </td><td colspan="2" style="width: 85px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:85px;"> Significant Unobservable Inputs (Level 3) </td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;"> </td><td colspan="2" style="width: 80px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:80px;">Three Months Ended September 30, 2010</td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td colspan="2" style="width: 80px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:80px;">Nine Months Ended September 30, 2010</td></tr><tr style="height: 8px"><td style="width: 181px; text-align:left;border-color:#000000;min-width:181px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 86px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:86px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 78px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:78px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:65px;"> </td><td style="width: 11px; text-align:center;border-color:#000000;min-width:11px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 73px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:73px;"> </td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 68px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:68px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 68px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:68px;"> </td></tr><tr style="height: 15px"><td style="width: 181px; text-align:left;border-color:#000000;min-width:181px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td colspan="16" style="width: 554px; text-align:center;border-color:#000000;min-width:554px;">($ in thousands)</td></tr><tr style="height: 15px"><td style="width: 181px; text-align:left;border-color:#000000;min-width:181px;">Assets</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 86px; text-align:left;border-color:#000000;min-width:86px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 78px; text-align:left;border-color:#000000;min-width:78px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; text-align:left;border-color:#000000;min-width:65px;"> </td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 73px; text-align:left;border-color:#000000;min-width:73px;"> </td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 68px; text-align:left;border-color:#000000;min-width:68px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 68px; text-align:left;border-color:#000000;min-width:68px;"> </td></tr><tr style="height: 15px"><td style="width: 181px; text-align:left;border-color:#000000;min-width:181px;">Loans held for sale </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 86px; text-align:right;border-color:#000000;min-width:86px;"> 36,979</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 78px; text-align:right;border-color:#000000;min-width:78px;"> -</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> 36,979</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"> -</td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 68px; text-align:right;border-color:#000000;min-width:68px;"> (988)</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 68px; text-align:right;border-color:#000000;min-width:68px;"> (41,060)</td></tr><tr style="height: 12px"><td style="width: 181px; text-align:left;border-color:#000000;min-width:181px;">Loans held for investment(1)</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 86px; text-align:right;border-color:#000000;min-width:86px;"> 315,358</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 78px; text-align:right;border-color:#000000;min-width:78px;"> -</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> -</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"> 315,358</td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 68px; text-align:right;border-color:#000000;min-width:68px;"> (26,641)</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 68px; text-align:right;border-color:#000000;min-width:68px;"> (70,131)</td></tr><tr style="height: 12px"><td style="width: 181px; text-align:left;border-color:#000000;min-width:181px;">Investments carried at cost</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 86px; text-align:right;border-color:#000000;min-width:86px;"> 1,090</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 78px; text-align:right;border-color:#000000;min-width:78px;"> -</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> -</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"> 1,090</td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 68px; text-align:right;border-color:#000000;min-width:68px;"> (486)</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 68px; text-align:right;border-color:#000000;min-width:68px;"> (2,732)</td></tr><tr style="height: 13px"><td style="width: 181px; text-align:left;border-color:#000000;min-width:181px;">REO(2)</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 86px; text-align:right;border-color:#000000;min-width:86px;"> 52,393</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 78px; text-align:right;border-color:#000000;min-width:78px;"> -</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> -</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"> 52,393</td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 68px; text-align:right;border-color:#000000;min-width:68px;"> (6,090)</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 68px; text-align:right;border-color:#000000;min-width:68px;"> (37,800)</td></tr><tr style="height: 13px"><td style="width: 181px; text-align:left;border-color:#000000;min-width:181px;">Loan receivables</td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 86px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:86px;"> 61,560</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 78px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:78px;"> -</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 65px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"> -</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;"> 61,560</td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 68px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:68px;"> (1,250)</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 68px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:68px;"> (40,119)</td></tr><tr style="height: 16px"><td style="width: 181px; text-align:left;border-color:#000000;min-width:181px;">Total assets </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 86px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:86px;"> 467,380</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 78px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:78px;"> -</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 65px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:65px;"> 36,979</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 73px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:73px;"> 430,401</td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 68px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:68px;"> (35,455)</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 68px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:68px;"> (191,842)</td></tr></table></div>____________ (1)       Represents impaired loans held for investment measured at fair value of the collateral less transaction costs. Transaction costs were not significant during the period. (2)       Represents REO measured at fair value of the collateral less transaction costs. Transaction costs were not significant during the period.  The table below provides the fair values of those assets for which nonrecurring fair value adjustments were recorded during the three and nine months ended September 30, 2009, classified by their position in the fair value hierarchy. The table also provides the gains (losses) related to those assets recorded during the three and nine months ended September 30, 2009.<div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 15px"><td style="width: 186px; text-align:left;border-color:#000000;min-width:186px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 85px; text-align:center;border-color:#000000;min-width:85px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 82px; text-align:center;border-color:#000000;min-width:82px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:center;border-color:#000000;min-width:70px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:center;border-color:#000000;min-width:70px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="5" style="width: 148px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:148px;">Total Losses </td></tr><tr style="height: 57px"><td style="width: 186px; text-align:left;border-color:#000000;min-width:186px;"> </td><td colspan="2" style="width: 97px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:97px;">Fair Value Measurement as of September 30, 2009</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 82px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:82px;">Quoted Prices in Active Markets for Identical Assets (Level 1) </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 82px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:82px;">Significant Other Obervable Inputs (Level 2) </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 82px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:82px;"> Significant Unobservable Inputs (Level 3) </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 72px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:72px;">Three Months Ended September 30, 2009</td><td style="width: 5px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 71px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:71px;">Nine Months Ended September 30, 2009</td></tr><tr style="height: 8px"><td style="width: 186px; text-align:left;border-color:#000000;min-width:186px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 85px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:85px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:70px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:70px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:70px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 60px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:60px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 59px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:59px;"> </td></tr><tr style="height: 15px"><td style="width: 186px; text-align:left;border-color:#000000;min-width:186px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td colspan="16" style="width: 499px; text-align:center;border-color:#000000;min-width:499px;">($ in thousands)</td></tr><tr style="height: 15px"><td style="width: 186px; text-align:left;border-color:#000000;min-width:186px;">Assets</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 85px; text-align:left;border-color:#000000;min-width:85px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:left;border-color:#000000;min-width:70px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:left;border-color:#000000;min-width:70px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:left;border-color:#000000;min-width:70px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 60px; text-align:left;border-color:#000000;min-width:60px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 59px; text-align:left;border-color:#000000;min-width:59px;"> </td></tr><tr style="height: 13px"><td style="width: 186px; text-align:left;border-color:#000000;min-width:186px;">Loans held for sale </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 85px; text-align:right;border-color:#000000;min-width:85px;"> 32,743</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> 32,743</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 59px; text-align:right;border-color:#000000;min-width:59px;"> (21)</td></tr><tr style="height: 13px"><td style="width: 186px; text-align:left;border-color:#000000;min-width:186px;">Loans held for investment(1)</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 85px; text-align:right;border-color:#000000;min-width:85px;"> 345,288</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> 345,288</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;"> (40,525)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 59px; text-align:right;border-color:#000000;min-width:59px;"> (167,226)</td></tr><tr style="height: 13px"><td style="width: 186px; text-align:left;border-color:#000000;min-width:186px;">Investments carried at cost </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 85px; text-align:right;border-color:#000000;min-width:85px;"> 11,199</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> 11,199</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;"> (6,743)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 59px; text-align:right;border-color:#000000;min-width:59px;"> (10,749)</td></tr><tr style="height: 13px"><td style="width: 186px; text-align:left;border-color:#000000;min-width:186px;">Investments accounted for under the </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 85px; text-align:left;border-color:#000000;min-width:85px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:left;border-color:#000000;min-width:70px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:left;border-color:#000000;min-width:70px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:left;border-color:#000000;min-width:70px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 60px; text-align:left;border-color:#000000;min-width:60px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 59px; text-align:left;border-color:#000000;min-width:59px;"> </td></tr><tr style="height: 13px"><td style="width: 186px; text-align:left;border-color:#000000;min-width:186px;"> equity method</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 85px; text-align:right;border-color:#000000;min-width:85px;"> 555</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> 555</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;"> (2,048)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 59px; text-align:right;border-color:#000000;min-width:59px;"> (2,802)</td></tr><tr style="height: 13px"><td style="width: 186px; text-align:left;border-color:#000000;min-width:186px;">Direct real estate investments, net</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 85px; text-align:right;border-color:#000000;min-width:85px;"> 1,650</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> 1,650</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;"> (3,737)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 59px; text-align:right;border-color:#000000;min-width:59px;"> (3,737)</td></tr><tr style="height: 13px"><td style="width: 186px; text-align:left;border-color:#000000;min-width:186px;">REO(2)</td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 85px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:85px;"> 58,057</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:70px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:70px;"> 1,225</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 70px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:70px;"> 56,832</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 60px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:60px;"> (2,971)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 59px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:59px;"> (7,777)</td></tr><tr style="height: 13px"><td style="width: 186px; text-align:left;border-color:#000000;min-width:186px;">Total assets </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 85px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:85px;"> 449,492</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 70px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:70px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 70px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:70px;"> 35,618</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 70px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:70px;"> 413,874</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 60px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:60px;"> (56,024)</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 59px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:59px;"> (192,312)</td></tr></table></div>____________ (1)       Represents impaired loans held for investment measured at fair value of the loan's collateral less transaction costs. Transaction costs were not significant during the period. (2)       Represents REO measured at fair value of the collateral less transaction costs. Transaction costs were not significant during the period. Fair Value of Financial Instruments A financial instrument is defined as cash, evidence of an ownership interest in an entity, or a contract that creates a contractual obligation or right to deliver or receive cash or another financial instrument from a second entity on potentially favorable terms. The methods and assumptions used in estimating the fair values of our financial instruments are described above. The table below provides fair value estimates for our financial instruments as of September 30, 2010 and December 31, 2009, excluding financial assets and liabilities for which carrying value is a reasonable estimate of fair value and those which are recorded at fair value on a recurring basis.<div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 17px"><td style="width: 300px; text-align:left;border-color:#000000;min-width:300px;"> </td><td colspan="5" style="width: 204px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:204px;">September 30, 2010</td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="5" style="width: 202px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:202px;">December 31, 2009</td></tr><tr style="height: 17px"><td style="width: 300px; text-align:left;border-color:#000000;min-width:300px;"> </td><td colspan="2" style="width: 102px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:102px;">Carrying Value </td><td style="width: 5px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 97px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:97px;">Fair Value </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 98px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:98px;">Carrying Value </td><td style="width: 5px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:5px;"> </td><td colspan="2" style="width: 99px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:99px;">Fair Value </td></tr><tr style="height: 7px"><td style="width: 300px; text-align:left;border-color:#000000;min-width:300px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 90px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:90px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 85px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:85px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 86px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:86px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:12px;"> </td><td style="width: 87px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:87px;"> </td></tr><tr style="height: 15px"><td style="width: 300px; text-align:left;border-color:#000000;min-width:300px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td colspan="10" style="width: 399px; text-align:center;border-color:#000000;min-width:399px;">($ in thousands)</td></tr><tr style="height: 15px"><td style="width: 300px; text-align:left;border-color:#000000;min-width:300px;">Assets:</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 90px; text-align:left;border-color:#000000;min-width:90px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 85px; text-align:left;border-color:#000000;min-width:85px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 86px; text-align:left;border-color:#000000;min-width:86px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;"> </td><td style="width: 87px; text-align:left;border-color:#000000;min-width:87px;"> </td></tr><tr style="height: 18px"><td style="width: 300px; text-align:left;border-color:#000000;min-width:300px;">Commercial real estate “A” Participation Interest, net </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 90px; text-align:right;border-color:#000000;min-width:90px;"> 5,409</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 85px; text-align:right;border-color:#000000;min-width:85px;"> 5,424</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 86px; text-align:right;border-color:#000000;min-width:86px;"> 530,560</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">$</td><td style="width: 87px; text-align:right;border-color:#000000;min-width:87px;"> 530,390</td></tr><tr style="height: 15px"><td style="width: 300px; text-align:left;border-color:#000000;min-width:300px;">Loans held for investment, net </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 90px; text-align:right;border-color:#000000;min-width:90px;"> 6,078,675</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 85px; text-align:right;border-color:#000000;min-width:85px;"> 5,931,027</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 86px; text-align:right;border-color:#000000;min-width:86px;"> 7,548,545</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 87px; text-align:right;border-color:#000000;min-width:87px;"> 7,255,318</td></tr><tr style="height: 15px"><td style="width: 300px; text-align:left;border-color:#000000;min-width:300px;">Investments carried at cost </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 90px; text-align:right;border-color:#000000;min-width:90px;"> 37,046</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 85px; text-align:right;border-color:#000000;min-width:85px;"> 70,417</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 86px; text-align:right;border-color:#000000;min-width:86px;"> 53,205</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 87px; text-align:right;border-color:#000000;min-width:87px;"> 87,940</td></tr><tr style="height: 15px"><td style="width: 300px; text-align:left;border-color:#000000;min-width:300px;">Investment securities, held-to-maturity </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 90px; text-align:right;border-color:#000000;min-width:90px;"> 208,222</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 85px; text-align:right;border-color:#000000;min-width:85px;"> 223,495</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 86px; text-align:right;border-color:#000000;min-width:86px;"> 242,078</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 87px; text-align:right;border-color:#000000;min-width:87px;"> 262,181</td></tr><tr style="height: 15px"><td style="width: 300px; text-align:left;border-color:#000000;min-width:300px;">Liabilities:</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 90px; text-align:right;border-color:#000000;min-width:90px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 85px; text-align:right;border-color:#000000;min-width:85px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 86px; text-align:right;border-color:#000000;min-width:86px;"> </td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 87px; text-align:right;border-color:#000000;min-width:87px;"> </td></tr><tr style="height: 15px"><td style="width: 300px; text-align:left;border-color:#000000;min-width:300px;">Deposits </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 90px; text-align:right;border-color:#000000;min-width:90px;"> 4,627,206</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 85px; text-align:right;border-color:#000000;min-width:85px;"> 4,634,118</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 86px; text-align:right;border-color:#000000;min-width:86px;"> 4,483,879</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 87px; text-align:right;border-color:#000000;min-width:87px;"> 4,486,285</td></tr><tr style="height: 15px"><td style="width: 300px; text-align:left;border-color:#000000;min-width:300px;">Credit facilities </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 90px; text-align:right;border-color:#000000;min-width:90px;"> 78,250</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 85px; text-align:right;border-color:#000000;min-width:85px;"> 75,956</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 86px; text-align:right;border-color:#000000;min-width:86px;"> 542,781</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 87px; text-align:right;border-color:#000000;min-width:87px;"> 497,036</td></tr><tr style="height: 15px"><td style="width: 300px; text-align:left;border-color:#000000;min-width:300px;">Term debt </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 90px; text-align:right;border-color:#000000;min-width:90px;"> 1,145,638</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 85px; text-align:right;border-color:#000000;min-width:85px;"> 1,010,970</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 86px; text-align:right;border-color:#000000;min-width:86px;"> 2,956,536</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 87px; text-align:right;border-color:#000000;min-width:87px;"> 2,162,533</td></tr><tr style="height: 15px"><td style="width: 300px; text-align:left;border-color:#000000;min-width:300px;">Convertible debt, net</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 90px; text-align:right;border-color:#000000;min-width:90px;"> 533,978</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 85px; text-align:right;border-color:#000000;min-width:85px;"> 535,469</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 86px; text-align:right;border-color:#000000;min-width:86px;"> 561,347</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 87px; text-align:right;border-color:#000000;min-width:87px;"> 525,860</td></tr><tr style="height: 15px"><td style="width: 300px; text-align:left;border-color:#000000;min-width:300px;">Subordinated debt </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 90px; text-align:right;border-color:#000000;min-width:90px;"> 437,930</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 85px; text-align:right;border-color:#000000;min-width:85px;"> 254,000</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 86px; text-align:right;border-color:#000000;min-width:86px;"> 439,701</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 87px; text-align:right;border-color:#000000;min-width:87px;"> 255,027</td></tr><tr style="height: 15px"><td style="width: 300px; text-align:left;border-color:#000000;min-width:300px;">Mortgage debt </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 90px; text-align:right;border-color:#000000;min-width:90px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 85px; text-align:right;border-color:#000000;min-width:85px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 86px; text-align:right;border-color:#000000;min-width:86px;"> 447,683</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 87px; text-align:right;border-color:#000000;min-width:87px;"> 426,865</td></tr><tr style="height: 15px"><td style="width: 300px; text-align:left;border-color:#000000;min-width:300px;">Loan commitments and letters of credit </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 90px; text-align:right;border-color:#000000;min-width:90px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 85px; text-align:right;border-color:#000000;min-width:85px;"> 47,141</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 86px; text-align:right;border-color:#000000;min-width:86px;"> -</td><td style="width: 5px; text-align:right;border-color:#000000;min-width:5px;"> </td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"> </td><td style="width: 87px; text-align:right;border-color:#000000;min-width:87px;"> 45,455</td></tr></table></div> Note 18.  Fair Value Measurements We use fair value measurements to record fair value adjustments to certain of our assets and liabilities false false false us-types:textBlockItemType textblock This item represents the complete disclosure regarding the fair value of financial instruments (as defined), including financial assets and financial liabilities (collectively, as defined), and the measurements of those instruments, assets, and liabilities. Such disclosures about the financial instruments, assets, and liabilities would include: (1) the fair value of the required items together with their carrying amounts (as appropriate); (2) for items for which it is not practicable to estimate fair value, disclosure would include: (a) information pertinent to estimating fair value (including, carrying amount, effective interest rate, and maturity, and (b) the reasons why it is not practicable to estimate fair value; (3) significant concentrations of credit risk including: (a) information about the activity, region, or economic characteristics identifying a concentration, (b) the maximum amount of loss the Company is exposed to based on the gross fair value of the related item, (c) policy for requiring collateral or other security and information as to accessing such collateral or security, and (d) the nature and brief description of such collateral or security; (4) quantitative information about market risks and how such risk is are managed; (5) for items measured on both a recurring and nonrecurring basis information regarding the inputs used to develop the fair value measurement; and (6) for items presented in the financial statement for which fair value measurement is elected: (a) information necessary to understand the reasons for the election, (b) discussion of the effect of fair value changes on earnings, (c) a description of [similar groups] items for which the election is made and the relation thereof to the balance sheet, the aggregate carrying value of items included in the balance sheet that are not eligible for the election; (7) all other required (as defined) and desired information. Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 107 -Paragraph 15B -Subparagraph a, b Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 107 -Paragraph 3, 10, 14, 15 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 44A, 44B Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 157 -Paragraph 32, 33, 34 Reference 5: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 107 -Paragraph 15C, 15D Reference 6: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 107 -Paragraph 15A -Subparagraph a-d Reference 7: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 159 -Paragraph 17-22, 27, 28 false 1 2 false UnKnown UnKnown UnKnown false true