XML 77 R66.htm IDEA: XBRL DOCUMENT v3.5.0.2
Fair Value Disclosures (Analysis of Level 3 Assets and Liabilities Narrative) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2016
Sep. 30, 2015
Sep. 30, 2016
Sep. 30, 2015
Dec. 31, 2015
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]          
Transfers of assets from Level 2 to Level 3 $ 147,000 $ 73,400 $ 157,800 $ 157,700  
Transfers of assets from Level 3 to Level 2 91,800 91,400 114,500 88,100  
Transfers of liabilities from Level 3 to Level 2     10,200    
Net gains (losses) on Level 3 assets (realized and unrealized) (5,200) (48,900) (85,800) 508,900  
Net gains (losses) on Level 3 liabilities (realized and unrealized) 5,400 1,100 (2,800) (2,900)  
Excluded assets from unobservable quantitative information 285,300   285,300   $ 280,600
Excluded liabilities from unobservable quantitative information 1,700   1,700   $ 600
Non-Agency Residential Mortgage-Backed Securities [Member]          
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]          
Transfers of assets from Level 2 to Level 3   17,800   21,300  
Transfers of assets from Level 3 to Level 2   18,500   15,900  
Commercial Mortgage-Backed Securities [Member]          
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]          
Transfers of assets from Level 2 to Level 3   3,700 17,200 9,800  
Transfers of assets from Level 3 to Level 2   5,200   5,600  
Net gains (losses) on Level 3 assets (realized and unrealized) (1,531) (510) (4,606) (2,053)  
Other Asset-Backed Securities [Member]          
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]          
Transfers of assets from Level 2 to Level 3 27,300   38,500 1,400  
Transfers of assets from Level 3 to Level 2     17,000    
Net gains (losses) on Level 3 assets (realized and unrealized) (2,247) 870 (2,420) 666  
Residential Mortgage-Backed Securities [Member]          
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]          
Transfers of assets from Level 2 to Level 3 13,700   21,700    
Transfers of assets from Level 3 to Level 2 18,300   25,500    
Net gains (losses) on Level 3 assets (realized and unrealized) (2,343) (3,009) (7,243) (6,776)  
Municipal securities [Member]          
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]          
Transfers of assets from Level 2 to Level 3 34,300   28,700    
Net gains (losses) on Level 3 assets (realized and unrealized) (7,074)   (1,462)    
Loans and other receivables [Member]          
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]          
Transfers of assets from Level 2 to Level 3   4,100   19,200  
Transfers of assets from Level 3 to Level 2 15,800 3,500 19,800 6,100  
Net gains (losses) on Level 3 assets (realized and unrealized) (23,445) (2,111) (30,843) (7,331)  
Corporate Debt Securities [Member]          
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]          
Transfers of assets from Level 2 to Level 3   5,000   12,200  
Net gains (losses) on Level 3 assets (realized and unrealized) (145) (5,276) 5,239 (5,425)  
CDOs and CLOs [Member]          
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]          
Transfers of assets from Level 2 to Level 3 23,700 42,800 16,900 16,000  
Transfers of assets from Level 3 to Level 2 27,300 39,900 25,300 25,600  
Net gains (losses) on Level 3 assets (realized and unrealized) (4,067) (12,560) (24,356) (28,999)  
Corporate Equity Securities [Member]          
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]          
Transfers of assets from Level 2 to Level 3       1,600  
Transfers of assets from Level 3 to Level 2 20,500 1,900 19,200 11,800  
Net gains (losses) on Level 3 assets (realized and unrealized) (6,492) 3,901 (8,388) 10,247  
Investments at Fair Value [Member]          
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]          
Transfers of assets from Level 2 to Level 3 29,000   26,100 76,200  
Transfers of assets from Level 3 to Level 2   21,000   22,700  
Net gains (losses) on Level 3 assets (realized and unrealized) (599) 82,943 46,644 87,254  
Other Secured Financings [Member]          
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]          
Transfers of liabilities from Level 3 to Level 2   51,600   51,600  
Net gains (losses) on Level 3 liabilities (realized and unrealized) (200) 0 (276) 0  
Loans [Member]          
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]          
Transfers of liabilities from Level 2 to Level 3   2,500      
Net gains (losses) on Level 3 liabilities (realized and unrealized) $ (402) $ 109 $ 7 $ (102)