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Fair Value Measurement - Level 3 Recurring Fair Value Rollforward (Details) - USD ($)
$ in Millions
3 Months Ended 9 Months Ended
Sep. 30, 2021
Sep. 30, 2020
Sep. 30, 2021
Sep. 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 $ 4,904   $ 4,904   $ 3,415  
Derivative liabilities, gross amount 3,463   3,463   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 0 $ 5 3 $ (16)    
Derivative, Fair Value, Net [Abstract]            
Beginning balance 19 34 31 26    
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income (31) 8 (41) 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 44 13 66 39    
Settlements 6 (2) (23) (30)    
Transfers Into Level 3 0 0 6 0    
Transfers Out of Level 3 1 (9) 0 (11)    
Ending balance 39 44 39 44    
Derivative assets, gross amount 191 153 191 153 141  
Derivative liabilities, gross amount 152 109 152 109 $ 110  
RMBS | Recurring | Level 3            
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]            
Beginning balance 289 474 328 433    
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 4 10 15 19    
Total Gains or (Losses) (Realized/Unrealized), Included in OCI (1) 3 3 (21)    
Purchases 0 0 0 0    
Sales 0 0 0 0    
Issuances 0 0 0 0    
Settlements (23) (22) (74) (55)    
Transfers Into Level 3 4 56 88 196    
Transfers Out of Level 3 (20) (47) (107) (98)    
Ending balance 253 474 253 474    
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 4 10 11 20    
CMBS | Recurring | Level 3            
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]            
Beginning balance 9 282 111 13    
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 0 (1) 0 (1)    
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 1 1 (1) 0    
Purchases 0 0 0 0    
Sales 0 0 0 0    
Issuances 0 0 0 0    
Settlements (1) (8) (7) (11)    
Transfers Into Level 3 0 98 0 371    
Transfers Out of Level 3 0 0 (94) 0    
Ending balance 9 372 9 372    
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 0 (1) 0 (4)    
Available-for-sale securities | Recurring | Level 3            
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]            
Beginning balance 298 756 439 446    
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 4 9 15 18    
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 0 4 2 (21)    
Purchases 0 0 0 0    
Sales 0 0 0 0    
Issuances 0 0 0 0    
Settlements (24) (30) (81) (66)    
Transfers Into Level 3 4 154 88 567    
Transfers Out of Level 3 (20) (47) (201) (98)    
Ending balance 262 846 262 846    
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 4 9 11 16    
Retained interest in securitizations | Recurring | Level 3            
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]            
Beginning balance 46 56 55 66    
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income (3) 0 (12) (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 43 56 43 56    
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held (3) 0 (12) (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 $ (29) $ 0 $ (32) $ 18