XML 28 R89.htm IDEA: XBRL DOCUMENT v3.3.0.814
Fair Value Measurement Fair Value Measurement - Schedule of Level 3 Inputs Reconciliation for Assets (Details) - USD ($)
$ in Millions
3 Months Ended 9 Months Ended
Sep. 30, 2015
Sep. 30, 2014
Sep. 30, 2015
Sep. 30, 2014
Available-for-sale Securities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance $ 745 $ 2,219 $ 1,205 $ 3,330
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 10 11 29 51
Total Gains or (Losses) (Realized/Unrealized), Included in OCI (1) 7 2 73
Purchases 28 200 114 1,214
Sales (36) (91) (204) (203)
Issuances 0 0 0 0
Settlements (37) (81) (111) (284)
Transfers Into Level 3 93 88 285 384
Transfers Out of Level 3 (123) (887) (641) (3,099)
Ending balance 679 1,466 679 1,466
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 10 15 29 55
Corporate debt securities guaranteed by U.S. government agencies        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 91 739 333 927
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 1 (5) 0 (5)
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 1 3 6 18
Purchases 0 0 0 0
Sales (36) (91) (184) (203)
Issuances 0 0 0 0
Settlements (2) (16) (12) (55)
Transfers Into Level 3 0 0 0 64
Transfers Out of Level 3 (12) (246) (100) (362)
Ending balance 43 384 43 384
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 0 (1) 0 (1)
RMBS        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 459 836 561 1,304
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 9 16 28 53
Total Gains or (Losses) (Realized/Unrealized), Included in OCI (1) 3 (2) 39
Purchases 0 42 0 1,022
Sales 0 0 0 0
Issuances 0 0 0 0
Settlements (19) (24) (46) (156)
Transfers Into Level 3 93 79 285 199
Transfers Out of Level 3 (22) (295) (307) (1,804)
Ending balance 519 657 519 657
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 10 16 29 53
CMBS        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 170 449 228 739
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 0 0 0 0
Total Gains or (Losses) (Realized/Unrealized), Included in OCI (1) (2) 0 3
Purchases 28 158 114 192
Sales 0 0 0 0
Issuances 0 0 0 0
Settlements (10) (34) (47) (64)
Transfers Into Level 3 0 0 0 66
Transfers Out of Level 3 (82) (268) (190) (633)
Ending balance 105 303 105 303
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 7 175 65 343
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 0 1 1 4
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 0 3 (2) 13
Purchases 0 0 0 0
Sales 0 0 (20) 0
Issuances 0 0 0 0
Settlements 0 0 0 (2)
Transfers Into Level 3 0 9 0 52
Transfers Out of Level 3 (7) (78) (44) (300)
Ending balance 0 110 0 110
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 0 1 0 4
Other securities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 18 20 18 17
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 0 (1) 0 (1)
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 0 0 0 0
Purchases 0 0   0
Sales 0 0 0 0
Issuances 0 0 0 0
Settlements (6) (7) (6) (7)
Transfers Into Level 3 0 0 0 3
Transfers Out of Level 3 0 0 0 0
Ending balance 12 12 12 12
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 0 (1) 0 (1)
Consumer MSRs        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 65 57 53 69
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income (7) (2) (2) (19)
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Issuances 7 4 17 11
Settlements (2) (1) (5) (3)
Transfers Into Level 3 0 0 0 0
Transfers Out of Level 3 0 0 0 0
Ending balance 63 58 63 58
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held (7) (2) (2) (19)
Derivative assets        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 61 50 66 50
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 16 2 17 5
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Issuances 13 6 40 13
Settlements (18) (8) (46) (14)
Transfers Into Level 3 0 0 0 0
Transfers Out of Level 3 (7) 1 (12) (3)
Ending balance 65 51 65 51
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 16 2 17 5
Retained interest in securitizations        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 220 195 221 199
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income (6) 8 (7) 4
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 214 203 214 203
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held $ (6) $ 8 $ (7) $ 4