XML 138 R119.htm IDEA: XBRL DOCUMENT v3.22.1
SECURITIZATIONS AND VARIABLE INTEREST ENTITIES - Mortgage Servicing Rights (Details) - USD ($)
3 Months Ended
Mar. 31, 2022
Mar. 31, 2021
Dec. 31, 2021
Mortgage servicing rights      
Classification of Securitizations      
Fair value of capitalized mortgage servicing rights $ 520,000,000 $ 433,000,000  
Principal amount of loans and other financial instruments 58,000,000,000 52,000,000,000  
Capitalized MSRs      
Balance, at beginning of period 404,000,000 336,000,000  
Originations 34,000,000 43,000,000  
Changes in fair value of MSRs due to changes in inputs and assumptions 98,000,000 73,000,000  
Other changes (17,000,000) (19,000,000)  
Sale of MSRs 0 0  
Balance, as of March 31 520,000,000 433,000,000  
MSR fees      
Servicing fees 29,000,000 31,000,000  
Late fees 1,000,000 1,000,000  
Ancillary fees 0 0  
Total MSR fees 30,000,000 32,000,000  
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   1,200,000,000
Securities transferred to re-securitization entities 9,300,000,000 $ 13,100,000,000  
Market value of retained interest related to re-securitization transaction 300,000,000   641,000,000
Original fair value of re-securitizations deals in which the entity holds a retained interest $ 80,300,000,000   $ 78,400,000,000