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Financial Instruments and Fair Value Measures (Tables)

9 Months Ended

Sep. 30, 2025

Fair Value Disclosures [Abstract]

Summary of amounts and location of derivatives on the condensed consolidated balance sheets

The following table summarizes the amounts and location of AbbVie’s derivative instruments on the condensed consolidated balance sheets:

			Fair value – Derivatives in asset position												Fair value – Derivatives in liability position
(in millions)			Balance sheet caption			September 30, 2025			December 31, 2024						Balance sheet caption			September 30, 2025			December 31, 2024
Foreign currency forward exchange contracts
Designated as cash flow hedges			Prepaid expenses and other			$	29		$	119					Accounts payable and accrued liabilities			$	73		$	5
Designated as cash flow hedges			Other assets			—			—						Other long-term liabilities			1			—
Designated as net investment hedges			Prepaid expenses and other			—			4						Accounts payable and accrued liabilities			165			—
Designated as net investment hedges			Other assets			—			148						Other long-term liabilities			326			—
Not designated as hedges			Prepaid expenses and other			29			42						Accounts payable and accrued liabilities			19			30
Interest rate swap contracts
Designated as fair value hedges			Other assets			67			—						Other long-term liabilities			106			231
Total derivatives						$	125		$	313								$	690		$	266

Schedule of pre-tax amounts of derivatives designated as cash flow hedges recognized in other comprehensive income (loss)

The following table presents the pre-tax amounts of gains (losses) from derivative instruments recognized in other comprehensive income (loss):

						Three months ended September 30,												Nine months ended September 30,
(in millions)						2025						2024						2025						2024
Foreign currency forward exchange contracts
Designated as cash flow hedges						$	46					$	(45)					$	(108)					$	30
Designated as net investment hedges						53						(238)						(710)						(16)

Schedule of pre-tax amounts of derivatives designated as net investment hedges recognized in other comprehensive income (loss)

The following table presents the pre-tax amounts of gains (losses) from derivative instruments recognized in other comprehensive income (loss):

						Three months ended September 30,												Nine months ended September 30,
(in millions)						2025						2024						2025						2024
Foreign currency forward exchange contracts
Designated as cash flow hedges						$	46					$	(45)					$	(108)					$	30
Designated as net investment hedges						53						(238)						(710)						(16)

Summary of pre-tax amounts and location of derivatives recognized in the condensed consolidated statements of earnings

The following table summarizes the pre-tax amounts and location of derivative instrument net gains (losses) recognized in the condensed consolidated statements of earnings, including the net gains (losses) reclassified out of AOCI into net earnings. See Note 10 for the amount of net gains (losses) reclassified out of AOCI.

									Three months ended September 30,												Nine months ended September 30,
(in millions)			Statement of earnings caption						2025						2024						2025						2024
Foreign currency forward exchange contracts
Designated as cash flow hedges			Cost of products sold						$	41					$	19					$	69					$	41
Designated as net investment hedges			Interest expense, net						37						32						108						90
Not designated as hedges			Net foreign exchange loss (gain)						(1)						(30)						(47)						(14)
Interest rate swap contracts
Designated as fair value hedges			Interest expense, net						6						60						108						49
Debt designated as hedged item in fair value hedges			Interest expense, net						(6)						(60)						(108)						(49)
Other			Interest expense, net						5						6						15						18

Summary of bases used to measure assets and liabilities carried at fair value on a recurring basis

The following table summarizes the bases used to measure certain assets and liabilities carried at fair value on a recurring basis on the condensed consolidated balance sheet as of September 30, 2025:

									Basis of fair value measurement
(in millions)			Total						Quoted prices in active markets for identical assets (Level 1)						Significant other observable inputs (Level 2)						Significant unobservable inputs (Level 3)
Assets
Cash and equivalents			$	5,629					$	5,283					$	346					$	—
Money market funds and time deposits			10						—						10						—
Debt securities			34						—						34						—
Equity securities			117						81						36						—
Interest rate swap contracts			67						—						67						—
Foreign currency contracts			58						—						58						—
Total assets			$	5,915					$	5,364					$	551					$	—
Liabilities
Interest rate swap contracts			$	106					$	—					$	106					$	—
Foreign currency contracts			584						—						584						—
Financing liability			365						—						—						365
Contingent consideration			24,649						—						—						24,649
Total liabilities			$	25,704					$	—					$	690					$	25,014

The following table summarizes the bases used to measure certain assets and liabilities carried at fair value on a recurring basis on the condensed consolidated balance sheet as of December 31, 2024:

									Basis of fair value measurement
(in millions)			Total						Quoted prices in active markets for identical assets (Level 1)						Significant other observable inputs (Level 2)						Significant unobservable inputs (Level 3)
Assets
Cash and equivalents			$	5,524					$	5,179					$	345					$	—
Money market funds and time deposits			10						—						10						—
Debt securities			33						—						33						—
Equity securities			98						70						28						—
Foreign currency contracts			313						—						313						—
Total assets			$	5,978					$	5,249					$	729					$	—
Liabilities
Interest rate swap contracts			$	231					$	—					$	231					$	—
Foreign currency contracts			35						—						35						—
Financing liability			328						—						—						328
Contingent consideration			21,666						—						—						21,666
Total liabilities			$	22,260					$	—					$	266					$	21,994

Summary of significant level 3 unobservable inputs

The fair value of the company's contingent consideration liabilities was calculated using the following significant unobservable inputs:

			September 30, 2025									December 31, 2024
			Range			Weighted average(a)						Range			Weighted average(a)
Discount rate			3.8% - 4.6%			4.1%						4.6% - 5.2%			4.8%
Probability of payment for royalties by indication			100%			100%						100%			100%
Projected year of payments			2025 - 2034			2029						2025 - 2034			2029

(a) Unobservable inputs were weighted by the relative fair value of the contingent consideration liabilities.

Schedule of changes in fair value of Level 3 inputs

The following table presents the changes in fair value of total contingent consideration liabilities which are measured using Level 3 inputs:

						Nine months ended September 30,
(in millions)						2025						2024
Beginning balance						$	21,666					$	19,890
Additions(a)						78						—
Change in fair value recognized in net earnings						5,089						3,492
Payments						(2,184)						(1,456)
Ending balance						$	24,649					$	21,926

(a) Additions during the nine months ended September 30, 2025, represent contingent consideration liabilities related to the Nimble acquisition.

Schedule of book values, approximate fair values and bases used to measure certain financial instruments

The book values, approximate fair values and bases used to measure the approximate fair values of certain financial instruments as of September 30, 2025 are shown in the table below:

												Basis of fair value measurement
(in millions)			Book value			Approximate fair value						Quoted prices in active markets for identical assets (Level 1)						Significant other  observable inputs (Level 2)						Significant unobservable inputs (Level 3)
Liabilities
Short-term borrowings			$	3,790		$	3,785					$	—					$	3,785					$	—
Current portion of long-term debt and finance lease obligations, excluding fair value hedges			2,017			2,010						1,991						19						—
Long-term debt and finance lease obligations, excluding fair value hedges and financing liability			62,645			60,084						57,647						2,437						—
Total liabilities			$	68,452		$	65,879					$	59,638					$	6,241					$	—

The book values, approximate fair values and bases used to measure the approximate fair values of certain financial instruments as of December 31, 2024 are shown in the table below:

												Basis of fair value measurement
(in millions)			Book value			Approximate fair value						Quoted prices in active markets for identical assets (Level 1)						Significant other  observable inputs (Level 2)						Significant unobservable inputs (Level 3)
Liabilities
Current portion of long-term debt and finance lease obligations, excluding fair value hedges			$	6,797		$	6,767					$	6,620					$	147					$	—
Long-term debt and finance lease obligations, excluding fair value hedges and financing liability			60,243			55,836						53,441						2,395						—
Total liabilities			$	67,040		$	62,603					$	60,061					$	2,542					$	—

Schedule of Long-Term Debt Instruments

In February 2025, the company issued $4.0 billion aggregate principal amount of unsecured senior notes. The following table summarizes the issued debt:

(in millions)
Senior Notes
			4.65% Senior Notes due 2028									$	1,250
			4.875% Senior Notes due 2030									1,000
			5.20% Senior Notes due 2035									1,000
			5.60% Senior Notes due 2055									750
Total debt issued												$	4,000

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