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Fair Value - Level III (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2019
Jun. 30, 2018
Jun. 30, 2019
Jun. 30, 2018
Total realized and unrealized gains (losses):        
Included in earnings: Net accretion     $ 7,857 $ 9,583
Level III        
Changes in financial assets classified as Level III        
Balance at the beginning of the period $ 56,032,952 $ 48,041,073 52,931,064 49,904,651
Total realized and unrealized gains (losses):        
Included in earnings: Change in fair value / gain on sale 152,072 (1,456,318) 490,578 (3,243,895)
Included in earnings: Net accretion 2,535 2,622 5,038 5,441
Included in OCI (79) 1,023 (466) 2,186
Purchases / Originations 911,938 634,896 1,652,234 912,155
Sales (367,795) (215,940) (932,725) (482,572)
Issuances (25,045)   (58,723) (7,948)
Cash repayments / receipts (50,773) (117,550) (77,165) (181,547)
Transfers into Level III (594,399) (160,071) (1,259,791) (690,959)
Transfers out of Level III 294,227 (85,918) 430,819 122,340
Consolidations of VIEs 819,529 725,189 3,996,285 1,815,070
Deconsolidations of VIEs (255,129) (145,801) (257,115) (931,717)
Balance at the end of the period 56,920,033 47,223,205 56,920,033 47,223,205
Amount of total (losses) gains included in earnings attributable to assets still held at period end 137,657 (1,466,598) 466,726 (3,259,799)
Loans held-for-sale | Level III        
Changes in financial assets classified as Level III        
Balance at the beginning of the period 841,687 723,733 671,282 745,743
Total realized and unrealized gains (losses):        
Included in earnings: Change in fair value / gain on sale 21,891 14,833 33,157 22,633
Purchases / Originations 911,938 633,433 1,652,234 910,692
Sales (367,045) (215,133) (928,747) (481,765)
Cash repayments / receipts (36,073) (64,097) (55,528) (104,534)
Transfers out of Level III   (195,510)   (195,510)
Balance at the end of the period 1,372,398 897,259 1,372,398 897,259
Amount of total (losses) gains included in earnings attributable to assets still held at period end 5,547 2,071 5,145 1,482
RMBS | Level III        
Changes in financial assets classified as Level III        
Balance at the beginning of the period 204,835 240,853 209,079 247,021
Total realized and unrealized gains (losses):        
Included in earnings: Change in fair value / gain on sale   141   141
Included in earnings: Net accretion 2,535 2,622 5,038 5,441
Included in OCI (79) 1,023 (466) 2,186
Sales   (807)   (807)
Cash repayments / receipts (6,417) (8,036) (12,777) (18,186)
Balance at the end of the period 200,874 235,796 200,874 235,796
Amount of total (losses) gains included in earnings attributable to assets still held at period end 2,535 2,623 5,038 5,388
CMBS | Level III        
Changes in financial assets classified as Level III        
Balance at the beginning of the period 38,335 23,969 25,228 24,191
Total realized and unrealized gains (losses):        
Included in earnings: Change in fair value / gain on sale 1,016 (542) 721 13
Purchases / Originations   1,463   1,463
Sales (750)   (3,978)  
Cash repayments / receipts (5,402) (240) (5,590) (1,017)
Transfers into Level III     5,350  
Deconsolidations of VIEs 1,084   12,552  
Balance at the end of the period 34,283 24,650 34,283 24,650
Amount of total (losses) gains included in earnings attributable to assets still held at period end 410 (542) (157) 13
Domestic Servicing Rights | Level III        
Changes in financial assets classified as Level III        
Balance at the beginning of the period 19,790 24,945 20,557 30,759
Total realized and unrealized gains (losses):        
Included in earnings: Change in fair value / gain on sale (916) (2,203) (1,683) (8,017)
Balance at the end of the period 18,874 22,742 18,874 22,742
Amount of total (losses) gains included in earnings attributable to assets still held at period end (916) (2,203) (1,683) (8,017)
VIE Assets | Level III        
Changes in financial assets classified as Level III        
Balance at the beginning of the period 56,974,864 49,233,307 53,446,364 51,045,874
Total realized and unrealized gains (losses):        
Included in earnings: Change in fair value / gain on sale 126,589 (1,766,507) 420,934 (3,793,715)
Consolidations of VIEs 824,070 725,189 4,104,135 1,815,070
Deconsolidations of VIEs (257,917) (147,116) (303,827) (1,022,356)
Balance at the end of the period 57,667,606 48,044,873 57,667,606 48,044,873
Amount of total (losses) gains included in earnings attributable to assets still held at period end 126,589 (1,766,507) 420,934 (3,793,715)
VIE liabilities | Level III        
Changes in financial assets classified as Level III        
Balance at the beginning of the period (2,046,559) (2,205,734) (1,441,446) (2,188,937)
Total realized and unrealized gains (losses):        
Included in earnings: Change in fair value / gain on sale 3,492 297,960 37,449 535,050
Issuances (25,045)   (58,723) (7,948)
Cash repayments / receipts (2,881) (45,177) (3,270) (57,810)
Transfers into Level III (594,399) (160,071) (1,265,141) (690,959)
Transfers out of Level III 294,227 109,592 430,819 317,850
Consolidations of VIEs (4,541)   (107,850)  
Deconsolidations of VIEs 1,704 1,315 34,160 90,639
Balance at the end of the period (2,374,002) (2,002,115) (2,374,002) (2,002,115)
Amount of total (losses) gains included in earnings attributable to assets still held at period end $ 3,492 $ 297,960 $ 37,449 $ 535,050