XML 143 R115.htm IDEA: XBRL DOCUMENT v3.21.1
SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Mortgage Servicing Rights (Details) - USD ($)
3 Months Ended
Mar. 31, 2021
Mar. 31, 2020
Dec. 31, 2020
Mortgage servicing rights      
Classification of Securitizations      
Fair value of capitalized mortgage servicing rights $ 433,000,000 $ 367,000,000  
Principal amount of loans and other financial instruments 52,000,000,000 59,000,000,000  
Capitalized MSRs      
Balance, at beginning of period 336,000,000 495,000,000  
Originations 43,000,000 32,000,000  
Changes in fair value of MSRs due to changes in inputs and assumptions 73,000,000 (143,000,000)  
Other changes (19,000,000) (17,000,000)  
Sale of MSRs 0 0  
Balance, as of March 31 433,000,000 367,000,000  
MSR fees      
Servicing fees 31,000,000 39,000,000  
Late fees 1,000,000 2,000,000  
Ancillary fees 0 0  
Total MSR fees 32,000,000 41,000,000  
Mortgage securitizations - Non-agency-sponsored      
Re-securitizations      
Fair value of re-securitizations deals in which the entity holds a retained interest 0   $ 0
Mortgage securitizations - U.S. agency-sponsored      
Re-securitizations      
Fair value of re-securitizations deals in which the entity holds a retained interest 1,200,000,000   1,600,000,000
Securities transferred to re-securitization entities 13,100,000,000 $ 7,400,000,000  
Market value of retained interest related to re-securitization transaction 335,000,000.0   916,000,000.0
Original fair value of re-securitizations deals in which the entity holds a retained interest $ 76,200,000,000   $ 83,600,000,000