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Fair Value - Level III (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Total realized and unrealized gains (losses):    
Included in earnings: Net accretion $ 2,783 $ 2,755
Level III    
Changes in financial assets classified as Level III    
Balance at the beginning of the period 61,317,478 52,931,064
Total realized and unrealized gains (losses):    
Included in earnings: Change in fair value / gain on sale (3,371,299) 338,506
Included in earnings: Net accretion 2,661 2,503
Included in OCI (15,048) (387)
Purchases / Originations 746,880 740,296
Sales (759,686) (564,930)
Issuances (24,376) (33,678)
Cash repayments / receipts (83,233) (26,392)
Transfers into Level III (101,265) (665,392)
Transfers out of Level III 1,090,325 136,592
Consolidations of VIEs 2,406,327 3,176,756
Deconsolidations of VIEs   (1,986)
Balance at the end of the period 61,208,764 56,032,952
Amount of total (losses) gains included in earnings attributable to assets still held at period end (3,397,959) 332,640
Amount of total (losses) gains included in OCI attributable to assets still held at period end (15,048)  
Loans held-for-sale | Level III    
Changes in financial assets classified as Level III    
Balance at the beginning of the period 1,436,194 671,282
Total realized and unrealized gains (losses):    
Included in earnings: Change in fair value / gain on sale (16,134) 11,266
Purchases / Originations 746,880 740,296
Sales (751,746) (561,702)
Cash repayments / receipts (67,397) (19,455)
Balance at the end of the period 1,347,797 841,687
Amount of total (losses) gains included in earnings attributable to assets still held at period end (39,070) 3,169
RMBS | Level III    
Changes in financial assets classified as Level III    
Balance at the beginning of the period 189,576 209,079
Total realized and unrealized gains (losses):    
Included in earnings: Net accretion 2,661 2,503
Included in OCI (15,048) (387)
Cash repayments / receipts (6,549) (6,360)
Balance at the end of the period 170,640 204,835
Amount of total (losses) gains included in earnings attributable to assets still held at period end 2,661 2,503
Amount of total (losses) gains included in OCI attributable to assets still held at period end (15,048)  
CMBS | Level III    
Changes in financial assets classified as Level III    
Balance at the beginning of the period 25,008 25,228
Total realized and unrealized gains (losses):    
Included in earnings: Change in fair value / gain on sale 5,738 (295)
Sales (7,940) (3,228)
Cash repayments / receipts (371) (188)
Transfers into Level III   5,350
Deconsolidations of VIEs   11,468
Balance at the end of the period 22,435 38,335
Amount of total (losses) gains included in earnings attributable to assets still held at period end (647) (567)
Domestic Servicing Rights | Level III    
Changes in financial assets classified as Level III    
Balance at the beginning of the period 16,917 20,557
Total realized and unrealized gains (losses):    
Included in earnings: Change in fair value / gain on sale (393) (767)
Balance at the end of the period 16,524 19,790
Amount of total (losses) gains included in earnings attributable to assets still held at period end (393) (767)
VIE Assets | Level III    
Changes in financial assets classified as Level III    
Balance at the beginning of the period 62,187,175 53,446,364
Total realized and unrealized gains (losses):    
Included in earnings: Change in fair value / gain on sale (3,506,792) 294,345
Consolidations of VIEs 2,477,422 3,280,065
Deconsolidations of VIEs   (45,910)
Balance at the end of the period 61,157,805 56,974,864
Amount of total (losses) gains included in earnings attributable to assets still held at period end (3,506,792) 294,345
VIE liabilities | Level III    
Changes in financial assets classified as Level III    
Balance at the beginning of the period (2,537,392) (1,441,446)
Total realized and unrealized gains (losses):    
Included in earnings: Change in fair value / gain on sale 146,282 33,957
Issuances (24,376) (33,678)
Cash repayments / receipts (8,916) (389)
Transfers into Level III (101,265) (670,742)
Transfers out of Level III 1,090,325 136,592
Consolidations of VIEs (71,095) (103,309)
Deconsolidations of VIEs   32,456
Balance at the end of the period (1,506,437) (2,046,559)
Amount of total (losses) gains included in earnings attributable to assets still held at period end $ 146,282 $ 33,957