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Fair Value - Level III (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2016
Jun. 30, 2015
Jun. 30, 2016
Jun. 30, 2015
Total realized and unrealized gains (losses):        
Included in earnings: Net accretion     $ 7,349 $ 16,314
Level III        
Changes in financial assets classified as Level III        
Balance at the beginning of the period $ 82,634,467 $ 102,198,631 74,836,009 103,988,001
Total realized and unrealized gains (losses):        
Included in earnings: Change in fair value / gain on sale (4,190,909) (7,925,355) (8,043,168) (14,293,110)
Included in earnings: Net accretion 3,742 4,042 7,157 13,487
Included in OCI 5,951 3,869 2,551 (8,974)
Purchases / Originations 359,455 476,949 634,668 898,907
Sales (219,638) (552,019) (476,602) (1,038,742)
Cash repayments / receipts (8,588) 19,610 (21,989) 55,646
Consolidations of VIEs 1,693,694 1,209,886 16,227,974 5,488,112
Deconsolidations of VIEs (2,534,918) (3,462,857) (5,118,669) (3,480,698)
Balance at the end of the period 77,221,472 91,522,844 77,221,472 91,522,844
Amount of total (losses) gains included in earnings attributable to assets still held at period end (4,197,733) (7,934,365) (8,052,865) (14,319,255)
Total realized and unrealized (losses) gains:        
Issuances   (750) (596) (7,513)
Transfers into Level III (557,543) (623,538) (972,587) (816,018)
Transfers out of Level III 35,759 174,376 146,724 723,746
VIE liabilities | Level III        
Changes in financial liabilities classified as Level III        
Balance at the beginning of the period (3,038,534) (2,145,458) (2,552,448) (4,893,120)
Total realized and unrealized (losses) gains:        
Included in earnings: Change in fair value/ gain on sale 57,477 490,913 293,600 2,951,583
Issuances   (750) (596) (7,513)
Cash repayments / receipts 14,922 27,051 20,772 74,988
Transfers into Level III (557,543) (623,538) (972,587) (816,018)
Transfers out of Level III 35,759 174,376 146,724 723,746
Consolidations of VIEs (53,252) (34,133) (483,905) (145,205)
Deconsolidations of VIEs 519 528 7,788 528
Balance at the end of the period (3,540,652) (2,111,011) (3,540,652) (2,111,011)
Amount of total gains (losses) included in earnings attributable to assets still held at end of period 57,477 490,913 293,600 2,951,583
Loans held-for-sale | Level III        
Changes in financial assets classified as Level III        
Balance at the beginning of the period 154,225 343,770 203,865 391,620
Total realized and unrealized gains (losses):        
Included in earnings: Change in fair value / gain on sale 13,235 10,831 20,126 31,962
Purchases / Originations 288,186 476,699 488,756 889,919
Sales (218,369) (551,634) (475,333) (1,033,644)
Cash repayments / receipts (171) (314) (308) (505)
Balance at the end of the period 237,106 279,352 237,106 279,352
Amount of total (losses) gains included in earnings attributable to assets still held at period end 1,810 (2,382) 1,810 (2,382)
RMBS | Level III        
Changes in financial assets classified as Level III        
Balance at the beginning of the period 210,898 197,385 176,224 207,053
Total realized and unrealized gains (losses):        
Included in earnings: Net accretion 3,742 4,042 7,157 13,487
Included in OCI 5,951 (1,150) 2,551 (8,776)
Purchases / Originations 46,866   88,336  
Cash repayments / receipts (16,197) (7,127) (23,008) (18,614)
Balance at the end of the period 251,260 193,150 251,260 193,150
Amount of total (losses) gains included in earnings attributable to assets still held at period end 3,742 4,042 7,157 7,994
CMBS | Level III        
Changes in financial assets classified as Level III        
Balance at the beginning of the period 96,724 308,195 212,981 334,080
Total realized and unrealized gains (losses):        
Included in earnings: Change in fair value / gain on sale 1,349 936 2,316 776
Included in OCI   5,019   (198)
Purchases / Originations 24,403 250 57,576 8,988
Sales (1,269) (385) (1,269) (5,098)
Cash repayments / receipts (7,142)   (19,445) (223)
Consolidations of VIEs     (138,342) (24,310)
Deconsolidations of VIEs 275 137 523 137
Balance at the end of the period 114,340 314,152 114,340 314,152
Amount of total (losses) gains included in earnings attributable to assets still held at period end 2,208 1,097 3,778 981
Domestic servicing rights | Level III        
Changes in financial assets classified as Level III        
Balance at the beginning of the period 95,492 130,761 119,698 132,303
Impact of ASU 2015-02 Adoption     (17,467)  
Total realized and unrealized gains (losses):        
Included in earnings: Change in fair value / gain on sale (12,191) (2,652) (18,930) (4,194)
Balance at the end of the period 83,301 128,109 83,301 128,109
Amount of total (losses) gains included in earnings attributable to assets still held at period end (12,191) (2,652) (18,930) (4,194)
VIE Assets | Level III        
Changes in financial assets classified as Level III        
Balance at the beginning of the period 85,115,662 103,363,978 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 (4,250,779) (8,425,383) (8,340,280) (17,273,237)
Consolidations of VIEs 1,746,946 1,244,019 16,850,221 5,657,627
Deconsolidations of VIEs (2,535,712) (3,463,522) (5,126,980) (3,481,363)
Balance at the end of the period 80,076,117 92,719,092 80,076,117 92,719,092
Amount of total (losses) gains included in earnings attributable to assets still held at period end $ (4,250,779) $ (8,425,383) $ (8,340,280) $ (17,273,237)