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Fair Value - Significant unobservable inputs (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2017
Dec. 31, 2016
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Carrying Value $ 70,478,741 $ 77,256,266
Carrying Value 65,935,386 $ 72,696,193
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 $ 2,161,295  
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) 578.70% 960.40%
Duration 11 years 9 months 18 days 12 years
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Minimum    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Duration 1 year 8 months 12 days  
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Maximum    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Duration 11 years 3 months 18 days  
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 $ 340,266  
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) 4.70% 5.00%
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) 5.50% 5.70%
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 $ 249,419  
Portfolio percentage 86.00% 57.00%
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) 2.30% 2.80%
Constant default rate (as a percent) 1.00% 1.10%
Loss severity (as a percent) 23.00% 12.00%
Delinquency rate (as a percent) 4.00% 2.00%
Servicer advances (as a percent) 18.00% 23.00%
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) 20.10% 17.00%
Constant default rate (as a percent) 7.30% 8.10%
Loss severity (as a percent) 83.00% 79.00%
Delinquency rate (as a percent) 32.00% 29.00%
Servicer advances (as a percent) 83.00% 94.00%
Annual coupon deterioration (as a percent) 0.80% 0.60%
Putback amount per projected total collateral loss (as a percent) 15.00% 15.00%
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    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Carrying Value $ 15,472  
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) 147.90% 172.00%
Duration 8 years 10 months 24 days 18 years 8 months 12 days
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 $ 46,649  
Yield (as a percent) 7.75% 7.75%
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 $ 60,185,851  
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) 578.70% 960.40%
Duration 11 years 9 months 18 days 12 years