XML 92 R79.htm IDEA: XBRL DOCUMENT v3.24.2.u1
Fair Value Measurement - Level 3 Recurring Fair Value Rollforward (Details) - USD ($)
$ in Millions
3 Months Ended 6 Months Ended
Jun. 30, 2024
Jun. 30, 2023
Jun. 30, 2024
Jun. 30, 2023
Dec. 31, 2023
Derivative, Fair Value, Net [Abstract]          
Fair Value, Net Derivative Asset (Liability), Recurring Basis, Unobservable Input Reconciliation, Gain (Loss), Statement of Income or Comprehensive Income [Extensible Enumeration]     Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent    
Derivative assets, gross amount $ 2,456   $ 2,456   $ 2,675
Derivative liabilities, gross amount 2,773   2,773   2,932
Recurring | Level 3          
Derivative, Fair Value, Net [Abstract]          
Beginning balance     58    
Ending balance 69   69    
Net unrealized gains (losses) included in OCI related to assets and liabilities still held (2) $ (13) (9) $ (5)  
Derivative assets, gross amount 909 1,200 909 1,200 886
Derivative liabilities, gross amount 840 1,100 840 1,100 $ 828
Total RMBS | Recurring | Level 3          
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]          
Beginning balance 309 247 146 236  
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 2 3 4 4  
Total Gains or (Losses) (Realized/Unrealized), Included in OCI (3) (2) (3) 1  
Purchases 0 0 0 0  
Sales 0 0 0 0  
Issuances 0 0 0 0  
Settlements (2) (6) (5) (11)  
Transfers Into Level 3 3 11 185 45  
Transfers Out of Level 3 (5) (47) (23) (69)  
Ending balance 304 206 304 206  
Derivative, Fair Value, Net [Abstract]          
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 2 2 4 4  
CMBS | Recurring | Level 3          
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]          
Beginning balance 129 145 132 142  
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 0 0 0 0  
Total Gains or (Losses) (Realized/Unrealized), Included in OCI (1) (11) (3) (6)  
Purchases 0 0 0 0  
Sales 0 0 0 0  
Issuances 0 0 0 0  
Settlements (2) (1) (3) (3)  
Transfers Into Level 3 0 0 0 0  
Transfers Out of Level 3 (124) 0 (124) 0  
Ending balance 2 133 2 133  
Derivative, Fair Value, Net [Abstract]          
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 0 0 0 0  
Total securities available for sale | Recurring | Level 3          
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]          
Beginning balance 438 392 278 378  
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 2 3 4 4  
Total Gains or (Losses) (Realized/Unrealized), Included in OCI (4) (13) (6) (5)  
Purchases 0 0 0 0  
Sales 0 0 0 0  
Issuances 0 0 0 0  
Settlements (4) (7) (8) (14)  
Transfers Into Level 3 3 11 185 45  
Transfers Out of Level 3 (129) (47) (147) (69)  
Ending balance 306 339 306 339  
Derivative, Fair Value, Net [Abstract]          
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 2 2 4 4  
Retained interests in securitizations | Recurring | Level 3          
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]          
Beginning balance 35 36 35 36  
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 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 34 36 34 36  
Derivative, Fair Value, Net [Abstract]          
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held (1) 0 (1) 0  
Net derivative assets (liabilities) | Recurring | Level 3          
Derivative, Fair Value, Net [Abstract]          
Beginning balance 54 18 58 5  
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income (3) (13) 3 (18)  
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 0 0 0 0  
Purchases 0 0 0 0  
Sales 0 0 0 0  
Issuances 2 69 (3) 173  
Settlements 16 45 11 57  
Transfers Into Level 3 0 (55) 0 (152)  
Transfers Out of Level 3 0 0 0 (1)  
Ending balance 69 64 69 64  
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held $ 0 $ 6 $ 1 $ 51