Securities - Significant Assumptions (Details) - Non-agency residential	Sep. 30, 2019
Weighted Average
Significant Assumptions:
Prepayment speed	16.20%
Loss severity	15.50%
Life default rate	12.60%
Weighted Average | Prime
Significant Assumptions:
Loss severity	12.50%
Life default rate	8.80%
Weighted Average | Alt-A
Significant Assumptions:
Loss severity	11.50%
Life default rate	11.30%
Weighted Average | Subprime
Significant Assumptions:
Loss severity	20.20%
Life default rate	15.40%
10th Percentile
Significant Assumptions:
Prepayment speed	4.90%
Loss severity	8.00%
Life default rate	0.80%
90th Percentile
Significant Assumptions:
Prepayment speed	28.10%
Loss severity	32.30%
Life default rate	41.10%