XML 183 R116.htm IDEA: XBRL DOCUMENT v3.20.1
SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Mortgage Servicing Rights (Details) - USD ($)
3 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Dec. 31, 2019
Mortgage servicing rights      
Classification of Securitizations      
Fair value of capitalized mortgage servicing rights $ 367,000,000 $ 551,000,000  
Principal amount of loans and other financial instruments 59,000,000,000 61,000,000,000  
Capitalized MSRs      
Balance, at beginning of period 495,000,000 584,000,000  
Originations 32,000,000 12,000,000  
Changes in fair value of MSRs due to changes in inputs and assumptions (143,000,000) (27,000,000)  
Other changes (17,000,000) (18,000,000)  
Sale of MSRs 0 0  
Balance, as of March 31 367,000,000 551,000,000  
MSR fees      
Servicing fees 39,000,000 41,000,000  
Late fees 2,000,000 2,000,000  
Ancillary fees 0 1,000,000  
Total MSR fees 41,000,000 44,000,000  
Mortgage securitizations - Non-agency-sponsored      
Re-securitizations      
Fair value of re-securitizations deals in which the entity holds a retained interest 0    
U.S. government-sponsored agency guaranteed      
Re-securitizations      
Fair value of re-securitizations deals in which the entity holds a retained interest 1,600,000,000   $ 2,200,000,000
Securities transferred to re-securitization entities 7,400,000,000 $ 7,600,000,000  
Market value of retained interest related to re-securitization transaction 631,000,000.0   1,300,000,000
Original fair value of re-securitizations deals in which the entity holds a retained interest $ 65,800,000,000   $ 73,500,000,000