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Fair Value - Significant unobservable inputs (Details) - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2016
Dec. 31, 2015
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Carrying Value $ 89,386,361 $ 85,698,354
Carrying Value 85,286,268 $ 81,527,411
Fair value measurements on recurring basis | Level III | VIE liabilities | Discounted cash flow    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Carrying Value $ 3,540,652  
Fair value measurements on recurring basis | Level III | VIE liabilities | Discounted cash flow | Minimum    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Yield (as a percent) 0.00% 0.00%
Duration 0 years 0 years
Fair value measurements on recurring basis | Level III | VIE liabilities | Discounted cash flow | Maximum    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Yield (as a percent) 779.70% 920.20%
Duration 14 years 3 months 18 days 17 years 6 months
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Discounted cash flow    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Carrying Value $ 237,106  
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Discounted cash flow | Minimum    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Yield (as a percent) 4.20% 4.80%
Duration 5 years 5 years
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Discounted cash flow | Maximum    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Yield (as a percent) 6.20% 5.30%
Duration 10 years 8 months 12 days 10 years
Fair value measurements on recurring basis | Level III | RMBS | Discounted cash flow    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Carrying Value $ 251,260  
Portfolio percentage 66.00% 76.00%
Fair value measurements on recurring basis | Level III | RMBS | Discounted cash flow | Minimum    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Constant prepayment rate (as a percent) 2.90% 2.60%
Constant default rate (as a percent) 0.90% 1.00%
Loss severity (as a percent) 7.00% 10.00%
Delinquency rate (as a percent) 2.00% 2.00%
Servicer advances (as a percent) 18.00% 30.00%
Annual coupon deterioration (as a percent) 0.00% 0.00%
Putback amount per projected total collateral loss (as a percent) 0.00% 0.00%
Loss severity for specified percentage of portfolio (as a percent)   45.00%
Fair value measurements on recurring basis | Level III | RMBS | Discounted cash flow | Maximum    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Constant prepayment rate (as a percent) 15.60% 17.80%
Constant default rate (as a percent) 8.80% 8.90%
Loss severity (as a percent) 79.00% 79.00%
Delinquency rate (as a percent) 28.00% 29.00%
Servicer advances (as a percent) 94.00% 94.00%
Annual coupon deterioration (as a percent) 0.60% 0.50%
Putback amount per projected total collateral loss (as a percent) 15.00% 11.00%
Loss severity for specified percentage of portfolio (as a percent)   80.00%
Fair value measurements on recurring basis | Level III | CMBS | Discounted cash flow    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Carrying Value $ 114,340  
Fair value measurements on recurring basis | Level III | CMBS | Discounted cash flow | Minimum    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Yield (as a percent) 0.00% 0.00%
Duration 0 years 0 years
Fair value measurements on recurring basis | Level III | CMBS | Discounted cash flow | Maximum    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Yield (as a percent) 332.80% 435.80%
Duration 9 years 6 months 18 years 6 months
Fair value measurements on recurring basis | Level III | Domestic servicing rights | Discounted cash flow    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Carrying Value $ 83,301  
Yield (as a percent) 8.00% 8.25%
Discount rate (as a percent) 15.00% 15.00%
Fair value measurements on recurring basis | Level III | Domestic servicing rights | Discounted cash flow | Minimum    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Control migration (as a percent) 0.00% 0.00%
Fair value measurements on recurring basis | Level III | Domestic servicing rights | Discounted cash flow | Maximum    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Control migration (as a percent) 80.00% 80.00%
Fair value measurements on recurring basis | Level III | VIE Assets | Discounted cash flow    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Carrying Value $ 80,076,117  
Fair value measurements on recurring basis | Level III | VIE Assets | Discounted cash flow | Minimum    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Yield (as a percent) 0.00% 0.00%
Duration 0 years 0 years
Fair value measurements on recurring basis | Level III | VIE Assets | Discounted cash flow | Maximum    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Yield (as a percent) 779.70% 920.20%
Duration 14 years 3 months 18 days 17 years 6 months