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FINANCIAL INSTRUMENTS (Tables) | 9 Months Ended
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Sep. 30, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Schedule of Estimated Fair Value of Assets and Liabilities | The following table provides information about assets and liabilities not carried at fair value and excludes finance leases, equity securities without readily determinable fair value and non-financial assets and liabilities. Substantially all of these assets are considered Level 3 and substantially all these liabilities’ fair value are considered Level 2.
|  | September 30, 2025 |  | December 31, 2024
|  | Carrying amount (net) | Estimated fair value |  | Carrying amount (net) | Estimated fair value
Assets | Loans and other receivables(a) | $ | 2,186 |  | $ | 2,142 |  |  | $ | 2,261 |  | $ | 1,981 |
Liabilities | Borrowings (Note 10) | 20,838 |  | 20,873 |  |  | 19,273 |  | 18,805 |
| Investment contracts(a) | 1,171 |  | 1,240 |  |  | 1,375 |  | 1,432 |
(a) Primarily related to our run-off insurance operations. See Note 12 for further information.
Schedule of Fair Value of Derivative Assets |
FAIR VALUE OF DERIVATIVES | September 30, 2025 |  | December 31, 2024
| Gross Notional | Fair Value - Assets | Fair Value - Liabilities |  | Gross Notional | Fair Value - Assets | Fair Value - Liabilities
Qualifying currency exchange contracts | $ | 1,170 |  | $ | 54 |  | $ | — |  |  | $ | 1,873 |  | $ | 36 |  | $ | 40 |
Qualifying cross currency interest rate swaps(a) | 3,533 |  | — |  | 119 |  |  | 416 |  | 8 |  | — |
Non-qualifying currency exchange contracts and other(b) | 4,554 |  | 161 |  | 39 |  |  | 6,759 |  | 199 |  | 91 |
Gross derivatives | $ | 9,257 |  | $ | 215 |  | $ | 159 |  |  | $ | 9,047 |  | $ | 243 |  | $ | 131 |
Netting and credit adjustments |  | $ | (64) |  | $ | (64) |  |  |  | $ | (55) |  | $ | (54) |
Net derivatives recognized in statement of financial position |  | $ | 152 |  | $ | 95 |  |  |  | $ | 188 |  | $ | 77 |
(a) The fair values for cross-currency interest rate swaps are components of All other assets and All other Liabilities. All other derivatives included in the table are components of All other current assets and All other current liabilities in the Statement of Financial Position. (b) Gains (losses) included in our Statement of Operations were $(22) million and $175 million for the three months ended September 30, 2025 and 2024, and $194 million and $237 million for nine months ended September 30, 2025 and 2024, respectively, primarily in SG&A, driven by hedges of foreign currency exchange and deferred employee compensation. Substantially all of these amounts are offset by the remeasurement of the underlying exposure through income.
Schedule of Fair Value of Derivative Liabilities |
FAIR VALUE OF DERIVATIVES | September 30, 2025 |  | December 31, 2024
| Gross Notional | Fair Value - Assets | Fair Value - Liabilities |  | Gross Notional | Fair Value - Assets | Fair Value - Liabilities
Qualifying currency exchange contracts | $ | 1,170 |  | $ | 54 |  | $ | — |  |  | $ | 1,873 |  | $ | 36 |  | $ | 40 |
Qualifying cross currency interest rate swaps(a) | 3,533 |  | — |  | 119 |  |  | 416 |  | 8 |  | — |
Non-qualifying currency exchange contracts and other(b) | 4,554 |  | 161 |  | 39 |  |  | 6,759 |  | 199 |  | 91 |
Gross derivatives | $ | 9,257 |  | $ | 215 |  | $ | 159 |  |  | $ | 9,047 |  | $ | 243 |  | $ | 131 |
Netting and credit adjustments |  | $ | (64) |  | $ | (64) |  |  |  | $ | (55) |  | $ | (54) |
Net derivatives recognized in statement of financial position |  | $ | 152 |  | $ | 95 |  |  |  | $ | 188 |  | $ | 77 |
(a) The fair values for cross-currency interest rate swaps are components of All other assets and All other Liabilities. All other derivatives included in the table are components of All other current assets and All other current liabilities in the Statement of Financial Position. (b) Gains (losses) included in our Statement of Operations were $(22) million and $175 million for the three months ended September 30, 2025 and 2024, and $194 million and $237 million for nine months ended September 30, 2025 and 2024, respectively, primarily in SG&A, driven by hedges of foreign currency exchange and deferred employee compensation. Substantially all of these amounts are offset by the remeasurement of the underlying exposure through income.
Schedule of Effects of Derivatives on AOCI | CASH FLOW HEDGES AND NET INVESTMENT HEDGES
| Amount of Gain (Loss) Recognized in Other Comprehensive Income (Loss) on Derivatives |  |  | Amount of Gain (Loss) Reclassified from AOCI into Net Income
| Three months ended September 30 | Nine months ended September 30 |  | Three months ended September 30 | Nine months ended September 30
| 2025 | 2024 | 2025 | 2024 |  |  | 2025 | 2024 | 2025 | 2024
Cash flow hedges(a) | $ | (27) |  | $ | 17 |  | $ | 82 |  | $ | (4) |  |  |  | $ | 29 |  | $ | 2 |  | $ | 33 |  | $ | 14 |
Net investment hedges | (68) |  | (258) |  | (760) |  | (108) |  |  |  | — |  | — |  | — |  | — |
(a) Primarily currency exchange contracts, and recognized in SG&A and Costs of equipment or services sold in our Statement of Operations.

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