XML 137 R111.htm IDEA: XBRL DOCUMENT v2.4.0.8
SECURITIZATIONS AND VARIABLE INTEREST ENTITIES (Details 7) (USD $)
3 Months Ended 9 Months Ended
Sep. 30, 2013
Sep. 30, 2012
Sep. 30, 2013
Sep. 30, 2012
Dec. 31, 2012
Re-securitizations          
Balance at beginning of period         $ 1,942,000,000
Balance at end of period 2,580,000,000   2,580,000,000   1,942,000,000
Mortgage servicing rights
         
Classification of Securitizations          
Fair value of capitalized mortgage servicing rights 2,600,000,000 1,900,000,000 2,600,000,000 1,900,000,000  
Principal amount of loans and other financial instruments 295,000,000,000 347,000,000,000 295,000,000,000 347,000,000,000  
Re-securitizations          
Balance at beginning of period 2,524,000,000 2,117,000,000 1,942,000,000 2,569,000,000  
Originations 167,000,000 101,000,000 543,000,000 324,000,000  
Changes in fair value of MSRs due to changes in inputs and assumptions 11,000,000 (118,000,000) 481,000,000 (289,000,000)  
Other changes (121,000,000) (180,000,000) (384,000,000) (684,000,000)  
Sale of MSRs (1,000,000)   (2,000,000)    
Balance at end of period 2,580,000,000 1,920,000,000 2,580,000,000 1,920,000,000  
Servicing fees 196,000,000 236,000,000 611,000,000 757,000,000  
Late fees 12,000,000 16,000,000 31,000,000 49,000,000  
Ancillary fees 27,000,000 37,000,000 79,000,000 90,000,000  
Total MSR fees 235,000,000 289,000,000 721,000,000 896,000,000  
Non-agency-sponsored mortgages
         
Re-securitizations          
Original par value of securities transferred to re-securitization entities 284,000,000 541,000,000 680,000,000 1,300,000,000  
Original par value of re-securitizations deals in which the entity holds a retained interest 6,000,000,000   6,000,000,000   7,100,000,000
Fair value of re-securitizations deals in which the entity holds a retained interest 376,000,000   376,000,000   380,000,000
Market value of retained interest related to re-securitization transaction in 2013 70,000,000   70,000,000   128,000,000
Senior interests
         
Re-securitizations          
Fair value of re-securitizations deals in which the entity holds a retained interest 19,000,000   19,000,000   11,000,000
Subordinated interests
         
Re-securitizations          
Fair value of re-securitizations deals in which the entity holds a retained interest 357,000,000   357,000,000   369,000,000
U.S. government-sponsored agency guaranteed
         
Re-securitizations          
Fair value of re-securitizations deals in which the entity holds a retained interest 1,500,000,000   1,500,000,000   1,700,000,000
Market value of retained interest related to re-securitization transaction in 2013 1,100,000,000   1,100,000,000   1,100,000,000
Original fair value of re-securitizations deals in which the entity holds a retained interest 77,700,000,000   77,700,000,000   71,200,000,000
Securities transferred to re-securitization entities $ 5,300,000,000 $ 7,500,000,000 $ 20,100,000,000 $ 22,100,000,000