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Fair Value - Level III (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2017
Mar. 31, 2016
Total realized and unrealized gains (losses):    
Included in earnings: Net accretion $ 4,257 $ 3,373
Level III    
Changes in financial assets classified as Level III    
Balance at the beginning of the period 64,941,714 74,836,009
Total realized and unrealized gains (losses):    
Included in earnings: Change in fair value / gain on sale (6,151,427) (3,852,259)
Included in earnings: Net accretion 3,886 3,415
Included in OCI 1,846 (3,400)
Purchases / Originations 445,887 275,213
Sales (189,730) (256,964)
Issuances (4,759) (596)
Cash repayments / receipts (46,987) (13,401)
Transfers into Level III (63,970) (415,044)
Transfers out of Level III 129,452 110,965
Consolidations of VIEs 1,127,952 14,534,280
Deconsolidations of VIEs (1,517,502) (2,583,751)
Balance at the end of the period 58,676,362 82,634,467
Amount of total (losses) gains included in earnings attributable to assets still held at period end (6,156,640) (3,853,041)
VIE liabilities | Level III    
Changes in financial assets classified as Level III    
Balance at the beginning of the period (2,585,369) (2,552,448)
Total realized and unrealized gains (losses):    
Included in earnings: Change in fair value / gain on sale 384,981 236,123
Issuances (4,759) (596)
Cash repayments / receipts (30,796) 5,850
Transfers into Level III (63,970) (415,044)
Transfers out of Level III 129,452 110,965
Consolidations of VIEs   (430,653)
Deconsolidations of VIEs 9,166 7,269
Balance at the end of the period (2,161,295) (3,038,534)
Amount of total (losses) gains included in earnings attributable to assets still held at period end 384,981 236,123
Loans held-for-sale | Level III    
Changes in financial assets classified as Level III    
Balance at the beginning of the period 63,279 203,865
Total realized and unrealized gains (losses):    
Included in earnings: Change in fair value / gain on sale 10,593 6,891
Purchases / Originations 445,887 200,570
Sales (179,296) (256,964)
Cash repayments / receipts (197) (137)
Balance at the end of the period 340,266 154,225
Amount of total (losses) gains included in earnings attributable to assets still held at period end (6) 2,162
RMBS | Level III    
Changes in financial assets classified as Level III    
Balance at the beginning of the period 253,915 176,224
Total realized and unrealized gains (losses):    
Included in earnings: Net accretion 3,886 3,415
Included in OCI 1,846 (3,400)
Purchases / Originations   41,470
Cash repayments / receipts (10,228) (6,811)
Balance at the end of the period 249,419 210,898
Amount of total (losses) gains included in earnings attributable to assets still held at period end 3,795 3,415
CMBS | Level III    
Changes in financial assets classified as Level III    
Balance at the beginning of the period 31,546 212,981
Total realized and unrealized gains (losses):    
Included in earnings: Change in fair value / gain on sale (1,343) 967
Purchases / Originations   33,173
Sales (10,434)  
Cash repayments / receipts (5,766) (12,303)
Consolidations of VIEs   (138,342)
Deconsolidations of VIEs 1,469 248
Balance at the end of the period 15,472 96,724
Amount of total (losses) gains included in earnings attributable to assets still held at period end 248 1,499
Domestic servicing rights | Level III    
Changes in financial assets classified as Level III    
Balance at the beginning of the period 55,082 119,698
Impact of ASU 2015-02 Adoption   (17,467)
Total realized and unrealized gains (losses):    
Included in earnings: Change in fair value / gain on sale (8,433) (6,739)
Balance at the end of the period 46,649 95,492
Amount of total (losses) gains included in earnings attributable to assets still held at period end (8,433) (6,739)
VIE Assets | Level III    
Changes in financial assets classified as Level III    
Balance at the beginning of the period 67,123,261 76,675,689
Impact of ASU 2015-02 Adoption   17,467
Total realized and unrealized gains (losses):    
Included in earnings: Change in fair value / gain on sale (6,537,225) (4,089,501)
Consolidations of VIEs 1,127,952 15,103,275
Deconsolidations of VIEs (1,528,137) (2,591,268)
Balance at the end of the period 60,185,851 85,115,662
Amount of total (losses) gains included in earnings attributable to assets still held at period end $ (6,537,225) $ (4,089,501)