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Fair Value - Level III (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2016
Mar. 31, 2015
Total realized and unrealized gains (losses):    
Included in earnings: Net accretion $ 3,373 $ 10,603
Level III    
Changes in financial assets classified as Level III    
Balance at the beginning of the period 74,836,009 103,988,001
Total realized and unrealized gains (losses):    
Included in earnings: Change in fair value / gain on sale (3,852,259) (6,367,753)
Included in earnings: Net accretion 3,415 9,445
Included in OCI (3,400) (12,842)
Purchases / Originations 275,213 421,959
Sales (256,964) (486,722)
Cash repayments / receipts (13,401) 36,031
Consolidations of VIEs 14,534,280 4,278,227
Deconsolidations of VIEs (2,583,751) (17,841)
Balance at the end of the period 82,634,467 102,198,631
Amount of total (losses) gains included in earnings attributable to assets still held at period end (3,853,041) (6,381,085)
Total realized and unrealized (losses) gains:    
Issuances (596) (6,763)
Transfers into Level III (415,044) (192,481)
Transfers out of Level III 110,965 549,370
VIE liabilities | Level III    
Changes in financial liabilities classified as Level III    
Balance at the beginning of the period (2,552,448) (4,893,120)
Total realized and unrealized (losses) gains:    
Included in earnings: Change in fair value/ gain on sale 236,123 2,460,672
Issuances (596) (6,763)
Cash repayments / receipts 5,850 47,936
Transfers into Level III (415,044) (192,481)
Transfers out of Level III 110,965 549,370
Consolidations of VIEs (430,653) (111,072)
Deconsolidations of VIEs 7,269  
Balance at the end of the period (3,038,534) (2,145,458)
Amount of total gains (losses) included in earnings attributable to assets still held at period end 236,123 2,460,672
Loans held-for-sale | Level III    
Changes in financial assets classified as Level III    
Balance at the beginning of the period 203,865 391,620
Total realized and unrealized gains (losses):    
Included in earnings: Change in fair value / gain on sale 6,891 21,131
Purchases / Originations 200,570 413,221
Sales (256,964) (482,009)
Cash repayments / receipts (137) (193)
Balance at the end of the period 154,225 343,770
Amount of total (losses) gains included in earnings attributable to assets still held at period end 2,162 4,788
RMBS | Level III    
Changes in financial assets classified as Level III    
Balance at the beginning of the period 176,224 207,053
Total realized and unrealized gains (losses):    
Included in earnings: Net accretion 3,415 9,445
Included in OCI (3,400) (7,626)
Purchases / Originations 41,470  
Cash repayments / receipts (6,811) (11,487)
Balance at the end of the period 210,898 197,385
Amount of total (losses) gains included in earnings attributable to assets still held at period end 3,415 3,952
CMBS | Level III    
Changes in financial assets classified as Level III    
Balance at the beginning of the period 212,981 334,080
Total realized and unrealized gains (losses):    
Included in earnings: Change in fair value / gain on sale 967 (160)
Included in OCI   (5,216)
Purchases / Originations 33,173 8,738
Sales   (4,713)
Cash repayments / receipts (12,303) (225)
Consolidations of VIEs (138,342) (24,309)
Deconsolidations of VIEs 248  
Balance at the end of the period 96,724 308,195
Amount of total (losses) gains included in earnings attributable to assets still held at period end 1,499 (1,101)
Domestic servicing rights | Level III    
Changes in financial assets classified as Level III    
Balance at the beginning of the period 119,698 132,303
Impact of ASU 2015-02 Adoption (17,467)  
Total realized and unrealized gains (losses):    
Included in earnings: Change in fair value / gain on sale (6,739) (1,542)
Balance at the end of the period 95,492 130,761
Amount of total (losses) gains included in earnings attributable to assets still held at period end (6,739) (1,542)
VIE Assets | Level III    
Changes in financial assets classified as Level III    
Balance at the beginning of the period 76,675,689 107,816,065
Impact of ASU 2015-02 Adoption 17,467  
Total realized and unrealized gains (losses):    
Included in earnings: Change in fair value / gain on sale (4,089,501) (8,847,854)
Consolidations of VIEs 15,103,275 4,413,608
Deconsolidations of VIEs (2,591,268) (17,841)
Balance at the end of the period 85,115,662 103,363,978
Amount of total (losses) gains included in earnings attributable to assets still held at period end $ (4,089,501) $ (8,847,854)