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Fair Value - Significant unobservable inputs (Details) - USD ($)
$ in Thousands
9 Months Ended 12 Months Ended
Sep. 30, 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 $ 62,706,268 $ 77,256,266
Carrying Value 58,166,534 $ 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 $ 2,259,783  
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) 813.90% 960.40%
Duration 11 years 7 months 6 days 12 years
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 $ 608,624  
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) 4.30% 5.00%
Duration 3 years 3 months 18 days  
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) 5.90% 5.70%
Duration 12 years 9 months 18 days  
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 $ 253,252  
Portfolio percentage 81.00% 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) 2.40% 2.80%
Constant default rate (as a percent) 0.80% 1.10%
Loss severity (as a percent) 16.00% 12.00%
Delinquency rate (as a percent) 4.00% 2.00%
Servicer advances (as a percent) 20.00% 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) 19.40% 17.00%
Constant default rate (as a percent) 5.80% 8.10%
Loss severity (as a percent) 79.00% 79.00%
Delinquency rate (as a percent) 34.00% 29.00%
Servicer advances (as a percent) 84.00% 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 $ 23,841  
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) 167.10% 172.00%
Duration 9 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 $ 33,781  
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 $ 51,197,981  
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) 813.90% 960.40%
Duration 11 years 7 months 6 days 12 years