XML 92 R80.htm IDEA: XBRL DOCUMENT v3.24.1.u1
Fair Value Measurement - Quantitative Information about Level 3 Fair Value Measurements (Details)
$ in Millions
Mar. 31, 2024
USD ($)
Dec. 31, 2023
USD ($)
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value $ 78,398 $ 79,117
Recurring    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value 78,398 79,117
Recurring | Level 3    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value 438 278
Retained interests in securitizations 35 35
Net derivative assets (liabilities) 54 58
Total RMBS    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value 62,398 63,638
Total RMBS | Recurring    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value 62,398 63,638
Total RMBS | Recurring | Level 3    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value 309 146
CMBS | Recurring    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value 8,193 8,323
CMBS | Recurring | Level 3    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value $ 129 $ 132
Yield | Total RMBS | Recurring | Level 3 | Discounted cash flows | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Securities available-for-sale, measurement input 0.05 0.02
Yield | Total RMBS | Recurring | Level 3 | Discounted cash flows | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Securities available-for-sale, measurement input 0.14 0.19
Yield | Total RMBS | Recurring | Level 3 | Discounted cash flows | Weighted average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Securities available-for-sale, measurement input 0.06 0.07
Yield | CMBS | Recurring | Level 3 | Discounted cash flows | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Securities available-for-sale, measurement input 0.06 0.05
Yield | CMBS | Recurring | Level 3 | Discounted cash flows | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Securities available-for-sale, measurement input 0.07 0.07
Yield | CMBS | Recurring | Level 3 | Discounted cash flows | Weighted average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Securities available-for-sale, measurement input 0.06 0.05
Life of receivables (months) | Recurring | Level 3 | Discounted cash flows | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Retained interests, measurement input, life of receivables 31 months 33 months
Life of receivables (months) | Recurring | Level 3 | Discounted cash flows | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Retained interests, measurement input, life of receivables 73 months 69 months
Voluntary prepayment rate | Recurring | Level 3 | Discounted cash flows | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Retained interests, measurement input 0.09 0.09
Voluntary prepayment rate | Recurring | Level 3 | Discounted cash flows | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Retained interests, measurement input 0.09 0.09
Voluntary prepayment rate | Total RMBS | Recurring | Level 3 | Discounted cash flows | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Securities available-for-sale, measurement input 0 0
Voluntary prepayment rate | Total RMBS | Recurring | Level 3 | Discounted cash flows | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Securities available-for-sale, measurement input 0.12 0.12
Voluntary prepayment rate | Total RMBS | Recurring | Level 3 | Discounted cash flows | Weighted average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Securities available-for-sale, measurement input 0.07 0.07
Discount rate | Recurring | Level 3 | Discounted cash flows | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Retained interests, measurement input 0.05 0.05
Discount rate | Recurring | Level 3 | Discounted cash flows | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Retained interests, measurement input 0.13 0.14
Default rate | Recurring | Level 3 | Discounted cash flows | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Retained interests, measurement input 0.01 0.02
Default rate | Recurring | Level 3 | Discounted cash flows | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Retained interests, measurement input 0.01 0.02
Default rate | Total RMBS | Recurring | Level 3 | Discounted cash flows | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Securities available-for-sale, measurement input 0 0
Default rate | Total RMBS | Recurring | Level 3 | Discounted cash flows | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Securities available-for-sale, measurement input 0.10 0.10
Default rate | Total RMBS | Recurring | Level 3 | Discounted cash flows | Weighted average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Securities available-for-sale, measurement input 0.02 0.01
Loss severity | Recurring | Level 3 | Discounted cash flows | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Retained interests, measurement input 0.54 0.53
Loss severity | Recurring | Level 3 | Discounted cash flows | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Retained interests, measurement input 1.55 1.63
Loss severity | Total RMBS | Recurring | Level 3 | Discounted cash flows | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Securities available-for-sale, measurement input 0.30 0.30
Loss severity | Total RMBS | Recurring | Level 3 | Discounted cash flows | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Securities available-for-sale, measurement input 0.80 0.80
Loss severity | Total RMBS | Recurring | Level 3 | Discounted cash flows | Weighted average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Securities available-for-sale, measurement input 0.61 0.61
Swap rates | Recurring | Level 3 | Discounted cash flows | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Net derivative assets (liabilities), measurement input 0.04 0.03
Swap rates | Recurring | Level 3 | Discounted cash flows | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Net derivative assets (liabilities), measurement input 0.05 0.05
Swap rates | Recurring | Level 3 | Discounted cash flows | Weighted average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Net derivative assets (liabilities), measurement input 0.04 0.04