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FAIR VALUE (Quantitative Information) (Details) (USD $)
 9 Months Ended
Sep. 30, 2014
Dec. 31, 2013
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Available-for-sale at fair value 15,062,469,000us-gaap_AvailableForSaleSecurities $ 11,646,240,000us-gaap_AvailableForSaleSecurities
Retail installment contracts held for investment 1,026,512,000us-gaap_LoansReceivableFairValueDisclosure 0us-gaap_LoansReceivableFairValueDisclosure
Mortgage servicing rights 131,791,000us-gaap_ServicingAssetAtFairValueAmount 141,787,000us-gaap_ServicingAssetAtFairValueAmount
Derivative assets at fair value 273,089,000us-gaap_DerivativeAssets 222,491,000us-gaap_DerivativeAssets
Level 3 [Member]    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Available-for-sale at fair value 1,174,459,000us-gaap_AvailableForSaleSecurities
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member		 52,940,000us-gaap_AvailableForSaleSecurities
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
Mortgage servicing rights 131,791,000us-gaap_ServicingAssetAtFairValueAmount
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member		 141,787,000us-gaap_ServicingAssetAtFairValueAmount
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
Derivative assets at fair value 2,073,000us-gaap_DerivativeAssets
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member		 561,000us-gaap_DerivativeAssets
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
Recurring [Member]    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Available-for-sale at fair value 15,062,469,000us-gaap_AvailableForSaleSecurities
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember		 11,646,240,000us-gaap_AvailableForSaleSecurities
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
Retail installment contracts held for investment 1,026,512,000us-gaap_LoansReceivableFairValueDisclosure
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember		  
Mortgage servicing rights 131,791,000us-gaap_ServicingAssetAtFairValueAmount
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember		 141,787,000us-gaap_ServicingAssetAtFairValueAmount
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
Recurring [Member] | Mortgage banking interest rate lock commitments [Member]    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Derivative assets at fair value 2,065,000us-gaap_DerivativeAssets
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember		 547,000us-gaap_DerivativeAssets
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
Recurring [Member] | Level 3 [Member]    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Available-for-sale at fair value 1,174,459,000us-gaap_AvailableForSaleSecurities
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember		 52,940,000us-gaap_AvailableForSaleSecurities
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
Retail installment contracts held for investment 1,026,512,000us-gaap_LoansReceivableFairValueDisclosure
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember		  
Mortgage servicing rights 131,791,000us-gaap_ServicingAssetAtFairValueAmount
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember		 141,787,000us-gaap_ServicingAssetAtFairValueAmount
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
Recurring [Member] | Level 3 [Member] | Discounted Cash Flow [Member]    
Fair Value Inputs [Abstract]    
Prepayment rate (CPR) 11.00%us-gaap_FairValueInputsPrepaymentRate
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
/ us-gaap_ValuationTechniqueAxis
= sov_DiscountedCashFlowMember		 [1]  
Recurring [Member] | Level 3 [Member] | Mortgage banking interest rate lock commitments [Member]    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Derivative assets at fair value 2,065,000us-gaap_DerivativeAssets
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember		 547,000us-gaap_DerivativeAssets
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
Recurring [Member] | Level 3 [Member] | Mortgage banking interest rate lock commitments [Member] | Discounted Cash Flow [Member]    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Derivative assets at fair value 2,065,000us-gaap_DerivativeAssets
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
/ us-gaap_ValuationTechniqueAxis
= sov_DiscountedCashFlowMember		  
Fair Value Inputs [Abstract]    
Pull through percentage 72.79%sov_FairValueInputsPullThroughRate
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
/ us-gaap_ValuationTechniqueAxis
= sov_DiscountedCashFlowMember		 [2]  
Recurring [Member] | Level 3 [Member] | Mortgage banking interest rate lock commitments [Member] | Discounted Cash Flow [Member] | Minimum [Member]    
Fair Value Inputs [Abstract]    
MSR value 0.68%sov_FairValueInputsMortgageServicingRightValue
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= sov_DiscountedCashFlowMember		 [3]  
Recurring [Member] | Level 3 [Member] | Mortgage banking interest rate lock commitments [Member] | Discounted Cash Flow [Member] | Maximum [Member]    
Fair Value Inputs [Abstract]    
MSR value 0.99%sov_FairValueInputsMortgageServicingRightValue
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= sov_DiscountedCashFlowMember		 [3]  
Recurring [Member] | Level 3 [Member] | Mortgage banking interest rate lock commitments [Member] | Discounted Cash Flow [Member] | Weighted average [Member]    
Fair Value Inputs [Abstract]    
MSR value 0.94%sov_FairValueInputsMortgageServicingRightValue
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateLockCommitmentsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= sov_DiscountedCashFlowMember		 [3]  
Recurring [Member] | Level 3 [Member] | Financing bonds [Member] | Discounted Cash Flow [Member]    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Financing bonds 1,121,661,000us-gaap_HeldToMaturitySecuritiesFairValue
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_BondsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
/ us-gaap_ValuationTechniqueAxis
= sov_DiscountedCashFlowMember		  
Recurring [Member] | Level 3 [Member] | Financing bonds [Member] | Discounted Cash Flow [Member] | Minimum [Member]    
Fair Value Inputs [Abstract]    
Discount rate 0.62%us-gaap_FairValueInputsDiscountRate
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_BondsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= sov_DiscountedCashFlowMember		 [4]  
Recurring [Member] | Level 3 [Member] | Financing bonds [Member] | Discounted Cash Flow [Member] | Maximum [Member]    
Fair Value Inputs [Abstract]    
Discount rate 2.15%us-gaap_FairValueInputsDiscountRate
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_BondsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= sov_DiscountedCashFlowMember		 [4]  
Recurring [Member] | Level 3 [Member] | Financing bonds [Member] | Discounted Cash Flow [Member] | Weighted average [Member]    
Fair Value Inputs [Abstract]    
Discount rate 1.26%us-gaap_FairValueInputsDiscountRate
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_BondsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= sov_DiscountedCashFlowMember		 [4]  
Recurring [Member] | Level 3 [Member] | Sale-lease back securities [Member] | Consensus Pricing [Member]    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Available-for-sale at fair value 52,798,000us-gaap_AvailableForSaleSecurities
/ us-gaap_FairValueByAssetClassAxis
= sov_SaleLeasebackSecuritiesMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
/ us-gaap_ValuationTechniqueAxis
= sov_ConsensusPricingMember		 [5]  
Fair Value Inputs [Abstract]    
Offered quotes 133.77%sov_FairValueInputsOfferedQuotesAsPercentageOfFaceValue
/ us-gaap_FairValueByAssetClassAxis
= sov_SaleLeasebackSecuritiesMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
/ us-gaap_ValuationTechniqueAxis
= sov_ConsensusPricingMember		 [6]  
Recurring [Member] | Level 3 [Member] | Retail installment contracts held for investment [Member] | Discounted Cash Flow [Member]    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Retail installment contracts held for investment 1,026,512,000us-gaap_LoansReceivableFairValueDisclosure
/ us-gaap_FairValueByAssetClassAxis
= sov_RetailInstallmentContractsHeldforinvestmentMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
/ us-gaap_ValuationTechniqueAxis
= sov_DiscountedCashFlowMember		  
Fair Value Inputs [Abstract]    
ABS 0.40%sov_FairValueInputsABSRate
/ us-gaap_FairValueByAssetClassAxis
= sov_RetailInstallmentContractsHeldforinvestmentMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
/ us-gaap_ValuationTechniqueAxis
= sov_DiscountedCashFlowMember		 [7]  
Recurring [Member] | Level 3 [Member] | Retail installment contracts held for investment [Member] | Discounted Cash Flow [Member] | Minimum [Member]    
Fair Value Inputs [Abstract]    
Discount rate 5.36%us-gaap_FairValueInputsDiscountRate
/ us-gaap_FairValueByAssetClassAxis
= sov_RetailInstallmentContractsHeldforinvestmentMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= sov_DiscountedCashFlowMember		 [8]  
Recovery rate 25.00%sov_FairValueInputsRecoveryRate
/ us-gaap_FairValueByAssetClassAxis
= sov_RetailInstallmentContractsHeldforinvestmentMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= sov_DiscountedCashFlowMember		 [9]  
Recurring [Member] | Level 3 [Member] | Retail installment contracts held for investment [Member] | Discounted Cash Flow [Member] | Maximum [Member]    
Fair Value Inputs [Abstract]    
Discount rate 12.00%us-gaap_FairValueInputsDiscountRate
/ us-gaap_FairValueByAssetClassAxis
= sov_RetailInstallmentContractsHeldforinvestmentMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= sov_DiscountedCashFlowMember		 [8]  
Recovery rate 45.00%sov_FairValueInputsRecoveryRate
/ us-gaap_FairValueByAssetClassAxis
= sov_RetailInstallmentContractsHeldforinvestmentMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= sov_DiscountedCashFlowMember		 [9]  
Recurring [Member] | Level 3 [Member] | Retail installment contracts held for investment [Member] | Discounted Cash Flow [Member] | Weighted average [Member]    
Fair Value Inputs [Abstract]    
Discount rate 8.40%us-gaap_FairValueInputsDiscountRate
/ us-gaap_FairValueByAssetClassAxis
= sov_RetailInstallmentContractsHeldforinvestmentMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= sov_DiscountedCashFlowMember		 [8]  
Recovery rate 39.49%sov_FairValueInputsRecoveryRate
/ us-gaap_FairValueByAssetClassAxis
= sov_RetailInstallmentContractsHeldforinvestmentMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= sov_DiscountedCashFlowMember		 [9]  
Recurring [Member] | Level 3 [Member] | Mortgage servicing rights [Member] | Discounted Cash Flow [Member]    
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]    
Mortgage servicing rights 131,791,000us-gaap_ServicingAssetAtFairValueAmount
/ us-gaap_FairValueByAssetClassAxis
= sov_ServicingAssetsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
/ us-gaap_ValuationTechniqueAxis
= sov_DiscountedCashFlowMember		  
Fair Value Inputs [Abstract]    
Discount rate 9.55%us-gaap_FairValueInputsDiscountRate
/ us-gaap_FairValueByAssetClassAxis
= sov_ServicingAssetsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
/ us-gaap_ValuationTechniqueAxis
= sov_DiscountedCashFlowMember		 [10]  
Recurring [Member] | Level 3 [Member] | Mortgage servicing rights [Member] | Discounted Cash Flow [Member] | Minimum [Member]    
Fair Value Inputs [Abstract]    
Prepayment rate (CPR) 0.24%us-gaap_FairValueInputsPrepaymentRate
/ us-gaap_FairValueByAssetClassAxis
= sov_ServicingAssetsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= sov_DiscountedCashFlowMember		 [11]  
Recurring [Member] | Level 3 [Member] | Mortgage servicing rights [Member] | Discounted Cash Flow [Member] | Maximum [Member]    
Fair Value Inputs [Abstract]    
Prepayment rate (CPR) 40.21%us-gaap_FairValueInputsPrepaymentRate
/ us-gaap_FairValueByAssetClassAxis
= sov_ServicingAssetsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= sov_DiscountedCashFlowMember		 [11]  
Recurring [Member] | Level 3 [Member] | Mortgage servicing rights [Member] | Discounted Cash Flow [Member] | Weighted average [Member]    
Fair Value Inputs [Abstract]    
Prepayment rate (CPR) 10.71%us-gaap_FairValueInputsPrepaymentRate
/ us-gaap_FairValueByAssetClassAxis
= sov_ServicingAssetsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_FairValueByMeasurementFrequencyAxis
= us-gaap_FairValueMeasurementsRecurringMember
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= sov_DiscountedCashFlowMember		 [11]  
[1] Based on the analysis of available data from a comparable market securitization of similar assets.
[2] Historical weighted average based on principal balance calculated as the percentage of loans originated for sale divided by total commitments less outstanding commitments.
[3] MSR value is the estimated value of the servicing right embedded in the underlying loan, expressed in basis points of outstanding unpaid principal balance.
[4] Based on the applicable term and discount index.
[5] Consensus pricing refers to fair value estimates that are generally developed using information such as dealer quotes or other third-party valuations or comparable asset prices.
[6] Based on the nature of the input, a range or weighted average does not exist. For sale-lease back securities, the Company owns one security.
[7] Based on the historical default rate and adjustments to reflect voluntary prepayments.
[8] Based on the cost of funding of debt issuance and recent historical equity yields.
[9] Based on the average severity utilizing reported severity rates and loss severity utilizing available market data from a comparable securitized pool.
[10] Based on the nature of the input, a range or weighted average does not exist.
[11] Average CPR projected from collateral stratified by loan type, note rate and maturity.