XML 58 R47.htm IDEA: XBRL DOCUMENT v3.20.2
Fair Value - Schedule of Fair Value Measurements, Assets, Using Significant Unobservable Inputs (Details) - USD ($)
$ in Millions
3 Months Ended 9 Months Ended
Sep. 30, 2020
Sep. 30, 2019
Sep. 30, 2020
Sep. 30, 2019
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Fair value, beginning of period $ 2,792 $ 2,123 $ 2,756 $ 1,288
Total realized and unrealized gain (losses) recorded in revenue (2) (1) (7) (2)
Total realized and unrealized gain (losses) recorded in other comprehensive income 61 (29) 27 (30)
Purchases 672 104 861 914
Sales (34) 0 (95) 0
Settlements (30) (98) (83) (275)
Transfers into Level 3 50 230 50 446
Transfers out of Level 3 0 (162) 0 (174)
Fair value, end of period 3,509 2,167 3,509 2,167
Change in unrealized gains (losses) related to financial instruments held (4) 0 (4) 0
Derivative instruments, assets        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Fair value, beginning of period 2 11 4 4
Total realized and unrealized gain (losses) recorded in revenue (2) (1) (7) (3)
Total realized and unrealized gain (losses) recorded in other comprehensive income 0 0 0 0
Purchases 9 5 10 14
Sales 0 0 0 0
Settlements (3) (1) (1) (1)
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Fair value, end of period 6 14 6 14
Change in unrealized gains (losses) related to financial instruments held (4) 0 (4) 0
Foreign exchange contracts        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Fair value, beginning of period 2 11 4 4
Total realized and unrealized gain (losses) recorded in revenue (2) (1) (7) (3)
Total realized and unrealized gain (losses) recorded in other comprehensive income 0 0 0 0
Purchases 9 5 10 14
Sales 0 0 0 0
Settlements (3) (1) (1) (1)
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Fair value, end of period 6 14 6 14
Change in unrealized gains (losses) related to financial instruments held (4) 0 (4) 0
US Treasury and federal agencies, mortgage-backed securities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Fair value, beginning of period   123   0
Total realized and unrealized gain (losses) recorded in revenue   0   0
Total realized and unrealized gain (losses) recorded in other comprehensive income   0   0
Purchases   0   123
Sales   0   0
Settlements   0   0
Transfers into Level 3   0   0
Transfers out of Level 3   (123)   (123)
Fair value, end of period   0   0
Asset-backed securities, collateralized loan obligations        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Fair value, beginning of period 1,869 1,222 1,820 593
Total realized and unrealized gain (losses) recorded in revenue 0 0 0 1
Total realized and unrealized gain (losses) recorded in other comprehensive income 14 0 (10) 0
Purchases 663 33 850 620
Sales (34) 0 (95) 0
Settlements (24) (97) (77) (272)
Transfers into Level 3 50 230 50 446
Transfers out of Level 3 0 0 0 0
Fair value, end of period 2,538 1,388 2,538 1,388
Asset-backed securities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Fair value, beginning of period 1,869 1,222 1,820 593
Total realized and unrealized gain (losses) recorded in revenue 0 0 0 1
Total realized and unrealized gain (losses) recorded in other comprehensive income 14 0 (10) 0
Purchases 663 33 850 620
Sales (34) 0 (95) 0
Settlements (24) (97) (77) (272)
Transfers into Level 3 50 230 50 446
Transfers out of Level 3 0 0 0 0
Fair value, end of period 2,538 1,388 2,538 1,388
Non-U.S. debt securities, asset-backed securities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Fair value, beginning of period 876 721 887 631
Total realized and unrealized gain (losses) recorded in revenue 0 0 0 0
Total realized and unrealized gain (losses) recorded in other comprehensive income 45 (27) 35 (28)
Purchases 0 66 1 157
Sales 0 0 0 0
Settlements (3) 0 (5) 0
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 (39) 0 (39)
Fair value, end of period 918 721 918 721
Non-U.S. debt securities, other        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Fair value, beginning of period 45 46 45 58
Total realized and unrealized gain (losses) recorded in revenue 0 0 0 0
Total realized and unrealized gain (losses) recorded in other comprehensive income 2 (2) 2 (2)
Purchases 0 0 0 0
Sales 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 (12)
Fair value, end of period 47 44 47 44
Total non-U.S. debt securities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Fair value, beginning of period 921 767 932 689
Total realized and unrealized gain (losses) recorded in revenue 0 0 0 0
Total realized and unrealized gain (losses) recorded in other comprehensive income 47 (29) 37 (30)
Purchases 0 66 1 157
Sales 0 0 0 0
Settlements (3) 0 (5) 0
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 (39) 0 (51)
Fair value, end of period 965 765 965 765
Collateralized mortgage obligations        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Fair value, beginning of period       2
Total realized and unrealized gain (losses) recorded in revenue       0
Total realized and unrealized gain (losses) recorded in other comprehensive income       0
Purchases       0
Sales       0
Settlements       (2)
Transfers into Level 3       0
Transfers out of Level 3       0
Fair value, end of period   0   0
Investment securities available-for-sale        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Fair value, beginning of period 2,790 2,112 2,752 1,284
Total realized and unrealized gain (losses) recorded in revenue 0 0 0 1
Total realized and unrealized gain (losses) recorded in other comprehensive income 61 (29) 27 (30)
Purchases 663 99 851 900
Sales (34) 0 (95) 0
Settlements (27) (97) (82) (274)
Transfers into Level 3 50 230 50 446
Transfers out of Level 3 0 (162) 0 (174)
Fair value, end of period $ 3,503 $ 2,153 $ 3,503 $ 2,153