jpmorgan chase & co . / 2007 annual report 155 flows at risk-adjusted rates . the model considers portfolio characteris- tics , contractually specified servicing fees , prepayment assumptions , delinquency rates , late charges , other ancillary revenue and costs to service , and other economic factors . the firm reassesses and periodi- cally adjusts the underlying inputs and assumptions used in the oas model to reflect market conditions and assumptions that a market par- ticipant would consider in valuing the msr asset . during the fourth quarter of the 2007 , the firm 2019s proprietary prepayment model was refined to reflect a decrease in estimated future mortgage prepay- ments based upon a number of market related factors including a downward trend in home prices , general tightening of credit under- writing standards and the associated impact on refinancing activity . the firm compares fair value estimates and assumptions to observable market data where available and to recent market activity and actual portfolio experience . the fair value of msrs is sensitive to changes in interest rates , includ- ing their effect on prepayment speeds . jpmorgan chase uses or has used combinations of derivatives , afs securities and trading instru- ments to manage changes in the fair value of msrs . the intent is to offset any changes in the fair value of msrs with changes in the fair value of the related risk management instruments . msrs decrease in value when interest rates decline . conversely , securities ( such as mort- gage-backed securities ) , principal-only certificates and certain deriva- tives ( when the firm receives fixed-rate interest payments ) increase in value when interest rates decline . in march 2006 , the fasb issued sfas 156 , which permits an entity a one-time irrevocable election to adopt fair value accounting for a class of servicing assets . jpmorgan chase elected to adopt the standard effective january 1 , 2006 , and defined msrs as one class of servicing assets for this election . at the transition date , the fair value of the msrs exceeded their carrying amount , net of any related valuation allowance , by $ 150 million net of taxes . this amount was recorded as a cumulative-effect adjustment to retained earnings as of january 1 , 2006 . msrs are recognized in the consolidated balance sheet at fair value , and changes in their fair value are recorded in current- period earnings . revenue amounts related to msrs and the financial instruments used to manage the risk of msrs are recorded in mortgage fees and related income . for the year ended december 31 , 2005 , msrs were accounted for under sfas 140 , using a lower of cost or fair value approach . under this approach , msrs were amortized as a reduction of the actual servicing income received in proportion to , and over the period of , the estimated future net servicing income stream of the underlying mortgage loans . for purposes of evaluating and measuring impairment of msrs , the firm stratified the portfolio on the basis of the predominant risk characteristics , which are loan type and interest rate . any indicated impairment was rec- ognized as a reduction in revenue through a valuation allowance , which represented the extent to which the carrying value of an individual stra- tum exceeded its estimated fair value . any gross carrying value and relat- ed valuation allowance amounts which were not expected to be recov- ered in the foreseeable future , based upon the interest rate scenario , were considered to be other-than-temporary . prior to the adoption of sfas 156 , the firm designated certain deriva- tives used to risk manage msrs ( e.g. , a combination of swaps , swap- tions and floors ) as sfas 133 fair value hedges of benchmark interest rate risk . sfas 133 hedge accounting allowed the carrying value of the hedged msrs to be adjusted through earnings in the same period that the change in value of the hedging derivatives was recognized through earnings . the designated hedge period was daily . in designat- ing the benchmark interest rate , the firm considered the impact that the change in the benchmark rate had on the prepayment speed esti- mates in determining the fair value of the msrs . hedge effectiveness was assessed using a regression analysis of the change in fair value of the msrs as a result of changes in benchmark interest rates and of the change in the fair value of the designated derivatives . the valua- tion adjustments to both the msrs and sfas 133 derivatives were recorded in mortgage fees and related income . with the election to apply fair value accounting to the msrs under sfas 156 , sfas 133 hedge accounting is no longer necessary . for a further discussion on derivative instruments and hedging activities , see note 30 on pages 168 2013169 of this annual report . the following table summarizes msr activity , certain key assumptions , and the sensitivity of the fair value of msrs to adverse changes in those key assumptions for the years ended december 31 , 2007 and 2006 , during which period msrs were accounted for under sfas year ended december 31 , ( in millions ) 2007 2006 .

Table: year ended december 31 ( inmillions ) 2007 2006 balance at beginning of period after valuation allowance $ 7546 $ 6452 cumulative effect of change in accounting principle 2014 230 fair value at beginning of period 7546 6682 originations of msrs 2335 1512 purchase of msrs 798 627 total additions 3133 2139 change in valuation due to inputs and assumptions ( a ) -516 ( 516 ) 165 other changes in fair value ( b ) -1531 ( 1531 ) -1440 ( 1440 ) total change in fair value -2047 ( 2047 ) -1275 ( 1275 ) fair value at december 31 $ 8632 $ 7546 change in unrealized ( losses ) gains included in income related to msrs held at december 31 $ -516 ( 516 ) na

change in unrealized ( losses ) gains included in income related to msrs held at december 31 $ ( 516 ) na ( a ) represents msr asset fair value adjustments due to changes in market-based inputs , such as interest rates and volatility , as well as updates to assumptions used in the msr valuation model . this caption also represents total realized and unrealized gains ( losses ) included in net income per the sfas 157 disclosure for fair value measurement using significant unobservable inputs ( level 3 ) . these changes in fair value are recorded in mortgage fees and related income . ( b ) includes changes in the msr value due to modeled servicing portfolio runoff ( or time decay ) . this caption represents the impact of cash settlements per the sfas 157 disclosure for fair value measurement using significant unobservable inputs ( level 3 ) . these changes in fair value are recorded in mortgage fees and related income. .

Question: what was the difference in total additions between 2006 and 2007 in millions?
Answer: 994
Calculation: subtract(3133, 2139)