Wells Fargo 2011 Annual Report Download - page 164
Download and view the complete annual report
Please find page 164 of the 2011 Wells Fargo annual report below. You can navigate through the pages in the report by either clicking on the pages listed below, or by using the keyword search tool below to find specific information within the annual report.-
1 -
2
-
3
-
4
-
5
-
6
-
7
-
8
-
9
-
10
-
11
-
12
-
13
-
14
-
15
-
16
-
17
-
18
-
19
-
20
-
21
-
22
-
23
-
24
-
25
-
26
-
27
-
28
-
29
-
30
-
31
-
32
-
33
-
34
-
35
-
36
-
37
-
38
-
39
-
40
-
41
-
42
-
43
-
44
-
45
-
46
-
47
-
48
-
49
-
50
-
51
-
52
-
53
-
54
-
55
-
56
-
57
-
58
-
59
-
60
-
61
-
62
-
63
-
64
-
65
-
66
-
67
-
68
-
69
-
70
-
71
-
72
-
73
-
74
-
75
-
76
-
77
-
78
-
79
-
80
-
81
-
82
-
83
-
84
-
85
-
86
-
87
-
88
-
89
-
90
-
91
-
92
-
93
-
94
-
95
-
96
-
97
-
98
-
99
-
100
-
101
-
102
-
103
-
104
-
105
-
106
-
107
-
108
-
109
-
110
-
111
-
112
-
113
-
114
-
115
-
116
-
117
-
118
-
119
-
120
-
121
-
122
-
123
-
124
-
125
-
126
-
127
-
128
-
129
-
130
-
131
-
132
-
133
-
134
-
135
-
136
-
137
-
138
-
139
-
140
-
141
-
142
-
143
-
144
-
145
-
146
-
147
-
148
-
149
-
150
-
151
-
152
-
153
-
154 -
155 -
156 -
157 -
158 -
159 -
160 -
161 -
162 -
163 -
164 -
165 -
166 -
167 -
168 -
169 -
170 -
171 -
172 -
173 -
174 -
175
-
176
-
177
-
178
-
179
-
180
-
181
-
182
-
183
-
184
-
185
-
186
-
187
-
188
-
189
-
190
-
191
-
192
-
193
-
194
-
195
-
196
-
197
-
198
-
199
-
200
-
201
-
202
-
203
-
204
-
205
-
206
-
207
-
208
-
209
-
210
-
211
-
212
-
213
-
214
-
215
-
216
-
217
-
218
-
219
-
220
-
221
-
222
-
223
-
224
-
225
-
226
-
227
-
228
-
229
-
230
-
231
-
232
-
233
-
234
-
235
-
236
-
237
-
238
-
239
-
240
 |
 |
Note 8: Securitizations and Variable Interest Entities (continued)
agreements, written options and servicing of collateral to be
other forms of involvement that may be significant. We have
excluded certain transactions with unconsolidated VIEs from the
balances presented in the table below where we have determined
that our continuing involvement is not significant due to the
temporary nature and size of our variable interests, because we
were not the transferor or because we were not involved in the
design or operations of the unconsolidated VIEs.
Other
Total
Debt and
commitments
VIE
equity
Servicing
and
Net
(in millions)
assets
interests (1)
assets
Derivatives
guarantees
assets
December 31, 2011
Carrying value - asset (liability)
Residential mortgage loan
securitizations:
Conforming
$
1,135,629
4,682
11,070
-
(975)
14,777
Other/nonconforming
61,461
2,460
353
1
(48)
2,766
Commercial mortgage loan securitizations
179,007
7,063
623
349
-
8,035
Collateralized debt obligations:
Debt securities
11,240
1,107
-
193
-
1,300
Loans (2)
9,757
9,511
-
-
-
9,511
Asset-based finance structures
9,606
6,942
-
(130)
-
6,812
Tax credit structures
19,257
4,119
-
-
(1,439)
2,680
Collateralized loan obligations
12,191
2,019
-
40
-
2,059
Investment funds
6,318
-
-
-
-
-
Other (3)
18,717
1,896
34
190
(1)
2,119
Total
$
1,463,183
39,799
12,080
643
(2,463)
50,059
Maximum exposure to loss
Residential mortgage loan
securitizations:
Conforming
$
4,682
11,070
-
3,657
19,409
Other/nonconforming
2,460
353
1
295
3,109
Commercial mortgage loan securitizations
7,063
623
538
-
8,224
Collateralized debt obligations:
Debt securities
1,107
-
874
-
1,981
Loans (2)
9,511
-
-
-
9,511
Asset-based finance structures
6,942
-
130
1,504
8,576
Tax credit structures
4,119
-
-
-
4,119
Collateralized loan obligations
2,019
-
41
523
2,583
Investment funds
-
-
-
41
41
Other (3)
1,896
34
903
150
2,983
Total
$
39,799
12,080
2,487
6,170
60,536
(continued on following page)
162