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Fair Value - Significant unobservable inputs (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 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 $ 77,256,266 $ 85,698,354
Carrying Value 72,696,193 $ 81,527,411
VIE liabilities    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Carrying Value 2,585,369  
Loans held-for-sale    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Carrying Value 63,279  
RMBS    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Carrying Value 253,915  
CMBS    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Carrying Value 31,546  
Domestic servicing rights    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Carrying Value 55,082  
VIE Assets    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Carrying Value $ 67,123,261  
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) 960.40% 920.20%
Duration 12 years 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    
Duration 10 years  
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) 5.00% 4.80%
Duration   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) 5.70% 5.30%
Duration   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    
Portfolio percentage 57.00% 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) 2.80% 2.60%
Constant default rate (as a percent) 1.10% 1.00%
Loss severity (as a percent) 12.00% 10.00%
Delinquency rate (as a percent) 2.00% 2.00%
Servicer advances (as a percent) 23.00% 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% 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) 17.00% 17.80%
Constant default rate (as a percent) 8.10% 8.90%
Loss severity (as a percent) 79.00% 79.00%
Delinquency rate (as a percent) 29.00% 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% 80.00%
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) 172.00% 435.80%
Duration 18 years 8 months 12 days 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    
Yield (as a percent) 7.75% 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 | 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) 960.40% 920.20%
Duration 12 years 17 years 6 months