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Fair Value - Level III (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2016
Dec. 31, 2015
Dec. 31, 2014
Total realized and unrealized gains (losses):      
Included in earnings: OTTI $ (728)   $ (1,056)
Included in earnings: Net accretion 16,527 $ 24,556 25,023
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 (23,730,997) (31,336,587)  
Included in earnings: Net accretion 15,479 20,625  
Included in OCI 7,622 (18,573)  
Purchases / Originations 1,826,577 1,863,532  
Sales (1,903,105) (2,106,626)  
Issuances (35,728) (9,132)  
Cash repayments / receipts (50,196) 168,096  
Transfers into Level III (1,101,416) (2,920,033)  
Transfers out of Level III 268,915 1,290,497  
Consolidations of VIEs 20,478,776 11,663,104  
Deconsolidations of VIEs (5,670,222) (7,766,895)  
Balance at the end of the period 64,941,714 74,836,009 103,988,001
Amount of total (losses) gains included in earnings attributable to assets still held at period end (23,789,339) (31,379,394)  
VIE liabilities | Level III      
Changes in financial assets classified as Level III      
Balance at the beginning of the period (2,552,448) (4,893,120)  
Total realized and unrealized gains (losses):      
Included in earnings: Change in fair value / gain on sale 1,385,108 3,980,376  
Issuances (35,728) (9,132)  
Cash repayments / receipts 53,107 304,816  
Transfers into Level III (1,101,416) (2,920,033)  
Transfers out of Level III 268,915 1,290,497  
Consolidations of VIEs (648,352) (363,008)  
Deconsolidations of VIEs 45,445 57,156  
Balance at the end of the period (2,585,369) (2,552,448) (4,893,120)
Amount of total (losses) gains included in earnings attributable to assets still held at period end 1,385,108 3,980,376  
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 74,251 64,320  
Purchases / Originations 1,670,966 1,848,879  
Sales (1,884,380) (2,100,216)  
Cash repayments / receipts (1,423) (738)  
Balance at the end of the period 63,279 203,865 391,620
Amount of total (losses) gains included in earnings attributable to assets still held at period end 214 155  
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 15,479 20,625  
Included in OCI 7,622 (16,210)  
Purchases / Originations 98,035    
Cash repayments / receipts (43,445) (35,244)  
Balance at the end of the period 253,915 176,224 207,053
Amount of total (losses) gains included in earnings attributable to assets still held at period end 15,479 15,131  
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 (1,421) (3,093)  
Included in OCI   (2,363)  
Purchases / Originations 57,576 14,653  
Sales (18,725) (6,410)  
Cash repayments / receipts (58,435) (100,738)  
Consolidations of VIEs (162,745) (24,309)  
Deconsolidations of VIEs 2,315 1,161  
Balance at the end of the period 31,546 212,981 334,080
Amount of total (losses) gains included in earnings attributable to assets still held at period end (1,205) 3,134  
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 (47,149) (12,605)  
Balance at the end of the period 55,082 119,698 132,303
Amount of total (losses) gains included in earnings attributable to assets still held at period end (47,149) (12,605)  
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 (25,141,786) (35,365,585)  
Consolidations of VIEs 21,289,873 12,050,421  
Deconsolidations of VIEs (5,717,982) (7,825,212)  
Balance at the end of the period 67,123,261 76,675,689 $ 107,816,065
Amount of total (losses) gains included in earnings attributable to assets still held at period end $ (25,141,786) $ (35,365,585)