XML 82 R93.htm IDEA: XBRL DOCUMENT v2.4.0.8
Fair Value of Financial Instruments Fair Value of Financial Instruments - Schedule of Level 3 Inputs Reconciliation for Assets (Details) (USD $)
In Millions, unless otherwise specified
3 Months Ended 9 Months Ended
Sep. 30, 2014
Sep. 30, 2013
Sep. 30, 2014
Sep. 30, 2013
Available-for-sale Securities
       
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance $ 2,219 $ 2,953 $ 3,330 $ 2,689
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 11 (6) 51 (17)
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 7 65 73 73
Purchases 200 401 1,214 1,391
Sales (91) 0 (203) (51)
Issuances 0 0 0 0
Settlements (81) (101) (284) (303)
Transfers Into Level 3 88 331 384 1,073
Transfers Out of Level 3 (887) (741) (3,099) (1,953)
Ending balance 1,466 2,902 1,466 2,902
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 15 (5) 55 (22)
Corporate debt securities guaranteed by U.S. government agencies
       
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 739 832 927 650
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income (5) 0 (5) 0
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 3 4 18 (31)
Purchases 0 61 0 272
Sales (91) 0 (203) 0
Issuances 0 0 0 0
Settlements (16) (19) (55) (47)
Transfers Into Level 3 0 47 64 125
Transfers Out of Level 3 (246) 1 (362) (43)
Ending balance 384 926 384 926
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held (1) 0 (1) 0
RMBS
       
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 836 1,535 1,304 1,335
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 16 (6) 53 (16)
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 3 57 39 141
Purchases 42 85 1,022 277
Sales 0 0 0 0
Issuances 0 0 0 0
Settlements (24) (72) (156) (217)
Transfers Into Level 3 79 152 199 681
Transfers Out of Level 3 (295) (430) (1,804) (880)
Ending balance 657 1,321 657 1,321
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 16 (5) 53 (21)
CMBS
       
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 449 461 739 587
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 0 0 0 0
Total Gains or (Losses) (Realized/Unrealized), Included in OCI (2) (2) 3 (49)
Purchases 158 96 192 643
Sales 0 0 0 (10)
Issuances 0 0 0 0
Settlements (34) (4) (64) (31)
Transfers Into Level 3 0 48 66 168
Transfers Out of Level 3 (268) (295) (633) (1,004)
Ending balance 303 304 303 304
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 0 0 0 0
Other ABS
       
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 175 109 343 102
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 1 0 4 (1)
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 3 6 13 12
Purchases 0 129 0 169
Sales 0 0 0 (41)
Issuances 0 0 0 0
Settlements 0 0 (2) (2)
Transfers Into Level 3 9 84 52 98
Transfers Out of Level 3 (78) (15) (300) (24)
Ending balance 110 313 110 313
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 1 0 4 (1)
Other securities
       
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 20 16 17 15
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income (1) 0 (1) 0
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 0 0 0 0
Purchases 0 30 0 30
Sales 0 0 0 0
Issuances 0 0 0 0
Settlements (7) (6) (7) (6)
Transfers Into Level 3 0 0 3 1
Transfers Out of Level 3 0 (2) 0 (2)
Ending balance 12 38 12 38
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held (1) 0 (1) 0
Consumer MSRs
       
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 57 61 69 55
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income (2) (5) (19) 25
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Issuances 4 4 11 9
Settlements (1) (2) (3) (5)
Transfers Into Level 3 0 0 0 0
Transfers Out of Level 3 0 0 0 (26)
Ending balance 58 58 58 58
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held (2) (5) (19) 25
Derivative assets
       
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 50 72 50 90
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 2 (13) 5 (20)
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Issuances 6 4 13 8
Settlements (8) (3) (14) (15)
Transfers Into Level 3 0 0 0 0
Transfers Out of Level 3 1 (6) (3) (9)
Ending balance 51 54 51 54
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 2 (13) 5 (20)
Retained interest in securitizations
       
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 195 198 199 204
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 8 3 4 (3)
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Issuances 0 0 0 0
Settlements 0 0 0 0
Transfers Into Level 3 0 0 0 0
Transfers Out of Level 3 0 0 0 0
Ending balance 203 201 203 201
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held $ 8 $ 3 $ 4 $ (3)