XML 63 R52.htm IDEA: XBRL DOCUMENT v3.20.2
Fair Value Measurements (Details) - USD ($)
$ in Millions
6 Months Ended
Jun. 30, 2020
Dec. 31, 2019
Future [Member] | Fair Value, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | US Treasury Securities [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
TBA securities $ 0 $ 14
Derivative Liability 3 0
Interest Rate Swaption [Member] | Fair Value, Inputs, Level 2 [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Interest rate swaps 6 126
Interest Rate Swap [Member] | Fair Value, Inputs, Level 2 [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Interest rate swaps 0 21
Interest Rate Swap [Member] | Derivative liabilities, at fair value [Member] | Fair Value, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Interest Rate Swap [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Interest rate swaps 0 2
Purchases Of TBAs And Forward Settling Agency Securities [Member] | Fair Value, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | TBA and Forward Settling Agency Securities [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
TBA securities (130) (29)
Securities Sold under Agreements to Repurchase $ 69,685 89,182
Transfers between hierarchy levels no  
Agency securities $ 75,488 98,516
Non-Agency Securities, at Fair Value 599 579
Financial Instruments, Owned, Other, at Fair Value 712 976
U.S. Treasury securities 1,181 97
TBA securities (140) (190)
Derivative Liability 3 6
Debt of consolidated variable interest entities, at fair value 204 228
Interest rate swaps 140 190
Fair Value, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets 1,181 111
Total liabilities 7,932 9,543
Fair Value, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Total assets 77,283 100,618
Total liabilities 204 234
Fair Value, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Sale Of TBA And Forward Settling Agency Securities [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative Liability $ 0 $ 4