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Fair Value Measurements - Significant Unobservable Inputs Securities (Details) $ in Millions | 3 Months Ended |
--- | --- | ---
Mar. 31, 2020 USD ($) | Mar. 31, 2019 | Dec. 31, 2019 USD ($)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Debt Securities, Available-for-sale | $ 40,205 |  | $ 42,148
CMBS |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Debt Securities, Available-for-sale | 4,302 |  | 4,338
Corporate |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Debt Securities, Available-for-sale | 16,798 |  | 17,396
RMBS |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Debt Securities, Available-for-sale | 4,086 |  | 4,869
Significant Unobservable Inputs (Level 3) |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Debt Securities, Available-for-sale | 1,319 |  | 1,414
Significant Unobservable Inputs (Level 3) | CMBS |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Debt Securities, Available-for-sale | 18 |  | 9
Significant Unobservable Inputs (Level 3) | Corporate |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Debt Securities, Available-for-sale | 709 |  | 732
Significant Unobservable Inputs (Level 3) | RMBS |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Debt Securities, Available-for-sale | 487 |  | 560
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Collateralized Loan Obligations [Member] |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Debt Securities, Available-for-sale | $ 83 |  | $ 95
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Collateralized Loan Obligations [Member] | Measurement Input, Credit Spread [Member] | Minimum |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Servicing Asset, Measurement Input | 6.84 |  | 2.46
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Collateralized Loan Obligations [Member] | Measurement Input, Credit Spread [Member] | Maximum |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Servicing Asset, Measurement Input | 6.84 |  | 2.46
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Collateralized Loan Obligations [Member] | Measurement Input, Credit Spread [Member] | Weighted Average [Member] |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Servicing Asset, Measurement Input | 6.84 |  | 2.46
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | CMBS |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Debt Securities, Available-for-sale |  |  | $ 1
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | CMBS | Measurement Input, Credit Spread [Member] | Minimum |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Servicing Asset, Measurement Input |  |  | 0.09
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | CMBS | Measurement Input, Credit Spread [Member] | Maximum |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Servicing Asset, Measurement Input |  |  | 18.32
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | CMBS | Measurement Input, Credit Spread [Member] | Weighted Average [Member] |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Servicing Asset, Measurement Input |  |  | 1.61
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Corporate |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Debt Securities, Available-for-sale | $ 594 |  | $ 633
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Corporate | Measurement Input, Credit Spread [Member] | Minimum |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Servicing Asset, Measurement Input | 1.12 |  | 0.93
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Corporate | Measurement Input, Credit Spread [Member] | Maximum |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Servicing Asset, Measurement Input | 12.19 |  | 7.88
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Corporate | Measurement Input, Credit Spread [Member] | Weighted Average [Member] |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Servicing Asset, Measurement Input | 3.71 |  | 2.36
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Debt Securities, Available-for-sale | $ 487 |  | $ 560
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Credit Spread [Member] | Minimum |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Servicing Asset, Measurement Input | 1.94 |  | 0.05
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Credit Spread [Member] | Maximum |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Servicing Asset, Measurement Input | 9.75 |  | 2.33
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Credit Spread [Member] | Weighted Average [Member] |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Servicing Asset, Measurement Input | 3.24 |  | 0.79
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Constant Prepayment Rate [Member] | Minimum |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Constant prepayment rate [6] | 0.00% | 0.00% |
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Constant Prepayment Rate [Member] | Maximum |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Constant prepayment rate [6] | 11.00% | 11.00% |
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Constant Prepayment Rate [Member] | Weighted Average [Member] |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Constant prepayment rate [6] | 6.00% | 6.00% |
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Default Rate [Member] | Minimum |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Constant default rate [6] | 1.00% | 1.00% |
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Default Rate [Member] | Maximum |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Constant default rate [6] | 7.00% | 6.00% |
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Default Rate [Member] | Weighted Average [Member] |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Constant default rate [6] | 3.00% | 3.00% |
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Loss Severity [Member] | Minimum |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Constant default rate [6] | 0.00% | 0.00% |
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Loss Severity [Member] | Maximum |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Constant default rate [6] | 100.00% | 100.00% |
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | RMBS | Measurement Input, Loss Severity [Member] | Weighted Average [Member] |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |  |  |
Constant default rate [6] | 74.00% | 70.00% |

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