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Fair Value Measurement - Level 3 Recurring Fair Value Rollforward (Details) - USD ($)
$ in Millions
3 Months Ended 6 Months Ended
Jun. 30, 2021
Jun. 30, 2020
Jun. 30, 2021
Jun. 30, 2020
Dec. 31, 2020
Jan. 01, 2020
Derivative, Fair Value, Net [Abstract]            
Fair value of RMBS, cumulative effects from the CECL adoption           $ 4
Derivative assets, gross amount $ 3,716   $ 3,716   $ 3,415  
Derivative liabilities, gross amount 2,410   2,410   1,518  
Recurring | Level 3            
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]            
Net Unrealized Gains (Losses) Included in OCI Related to Assets and Liabilities Still Held (1) $ 36 2 $ (23)    
Derivative, Fair Value, Net [Abstract]            
Beginning balance 34 66 31 26    
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 11 (8) (10) 12    
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 0 0 0 0    
Purchases 0 0 0 0    
Sales 0 0 0 0    
Issuances (16) 2 22 26    
Settlements (15) (26) (29) (28)    
Transfers Into Level 3 6 0 6 0    
Transfers Out of Level 3 (1) 0 (1) (2)    
Ending balance 19 34 19 34    
Derivative assets, gross amount 129 151 129 151 141  
Derivative liabilities, gross amount 110 117 110 117 $ 110  
RMBS | Recurring | Level 3            
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]            
Beginning balance 326 373 328 433    
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 4 6 11 9    
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 2 29 4 (24)    
Purchases 0 0 0 0    
Sales 0 0 0 0    
Issuances 0 0 0 0    
Settlements (25) (16) (51) (33)    
Transfers Into Level 3 45 131 84 140    
Transfers Out of Level 3 (63) (49) (87) (51)    
Ending balance 289 474 289 474    
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 4 7 8 10    
CMBS | Recurring | Level 3            
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]            
Beginning balance 10 36 111 13    
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 0 0 0 0    
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 0 (1) (2) (1)    
Purchases 0 0 0 0    
Sales 0 0 0 0    
Issuances 0 0 0 0    
Settlements 0 (3) (6) (3)    
Transfers Into Level 3 0 250 0 273    
Transfers Out of Level 3 (1) 0 (94) 0    
Ending balance 9 282 9 282    
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 0 (3) 0 (3)    
Available-for-sale securities | Recurring | Level 3            
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]            
Beginning balance 336 409 439 446    
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 4 6 11 9    
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 2 28 2 (25)    
Purchases 0 0 0 0    
Sales 0 0 0 0    
Issuances 0 0 0 0    
Settlements (25) (19) (57) (36)    
Transfers Into Level 3 45 381 84 413    
Transfers Out of Level 3 (64) (49) (181) (51)    
Ending balance 298 756 298 756    
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 4 4 8 7    
Retained interest in securitizations | Recurring | Level 3            
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]            
Beginning balance 50 59 55 66    
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income (4) (3) (9) (10)    
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 46 56 46 56    
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held (4) (3) (9) (10)    
Net derivative assets (liabilities) | Recurring | Level 3            
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]            
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held $ 11 $ 0 $ 8 $ 18