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Fair Value Measurement - Level 3 Recurring Fair Value Rollfoward (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Jan. 01, 2020
Dec. 31, 2019
Derivative, Fair Value, Net [Abstract]        
Fair value of RMBS, cumulative effects from the CECL adoption     $ 4  
Derivative assets, gross amount $ 6,617     $ 1,729
Derivative liabilities, gross amount 3,884     1,197
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 (52) $ 10    
Derivative, Fair Value, Net [Abstract]        
Beginning balance 26 (10)    
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 20 5    
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 0 0    
Purchases 0 0    
Sales 0 0    
Issuances 24 (6)    
Settlements (2) 19    
Transfers Into Level 3 0 0    
Transfers Out of Level 3 (2) (2)    
Ending balance 66 6    
Derivative assets, gross amount 147 42   77
Derivative liabilities, gross amount 81 36   $ 51
RMBS | Recurring | Level 3        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 433 433    
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 3 8    
Total Gains or (Losses) (Realized/Unrealized), Included in OCI (53) 11    
Purchases 0 0    
Sales 0 0    
Issuances 0 0    
Settlements (17) (12)    
Transfers Into Level 3 9 17    
Transfers Out of Level 3 (2) (23)    
Ending balance 373 434    
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 3 8    
CMBS | Recurring | Level 3        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 13 10    
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 0 0    
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 0 0    
Purchases 0 0    
Sales 0 0    
Issuances 0 0    
Settlements (1) (1)    
Transfers Into Level 3 24 0    
Transfers Out of Level 3 0 0    
Ending balance 36 9    
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 0 0    
Available-for-sale securities | Recurring | Level 3        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 446 443    
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 3 8    
Total Gains or (Losses) (Realized/Unrealized), Included in OCI (53) 11    
Purchases 0 0    
Sales 0 0    
Issuances 0 0    
Settlements (18) (13)    
Transfers Into Level 3 33 17    
Transfers Out of Level 3 (2) (23)    
Ending balance 409 443    
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 3 8    
Retained interest in securitizations | Recurring | Level 3        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 66 158    
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income (7) (3)    
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 0 0    
Purchases 0 0    
Sales 0 0    
Issuances 0 0    
Settlements 0 0    
Transfers Into Level 3 0 0    
Transfers Out of Level 3 0 0    
Ending balance 59 155    
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held (7) (3)    
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 $ 18 $ 6