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Fair Value Measurement - Level 3 Recurring Fair Value Rollfoward (Details) - USD ($)
$ in Millions
3 Months Ended 6 Months Ended
Jun. 30, 2020
Jun. 30, 2019
Jun. 30, 2020
Jun. 30, 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 $ 4,835   $ 4,835     $ 1,729
Derivative liabilities, gross amount 2,214   2,214     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 36 $ 3 (23) $ 13    
Derivative, Fair Value, Net [Abstract]            
Beginning balance 66 6 26 (10)    
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income (8) 0 12 5    
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 (7) 26 (13)    
Settlements (26) 8 (28) 27    
Transfers Into Level 3 0 0 0 0    
Transfers Out of Level 3 0 (1) (2) (3)    
Ending balance 34 6 34 6    
Derivative assets, gross amount 151 70 151 70   77
Derivative liabilities, gross amount 117 64 117 64   $ 51
RMBS | Recurring | Level 3            
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]            
Beginning balance 373 434 433 433    
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 6 9 9 17    
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 29 2 (24) 13    
Purchases 0 0 0 0    
Sales 0 0 0 0    
Issuances 0 0 0 0    
Settlements (16) (13) (33) (25)    
Transfers Into Level 3 131 97 140 114    
Transfers Out of Level 3 (49) (14) (51) (37)    
Ending balance 474 515 474 515    
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 7 10 10 20    
CMBS | Recurring | Level 3            
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]            
Beginning balance 36 9 13 10    
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 0 0 0 0    
Total Gains or (Losses) (Realized/Unrealized), Included in OCI (1) 0 (1) 0    
Purchases 0 0 0 0    
Sales 0 0 0 0    
Issuances 0 0 0 0    
Settlements (3) 0 (3) (1)    
Transfers Into Level 3 250 0 273 0    
Transfers Out of Level 3 0 0 0 0    
Ending balance 282 9 282 9    
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held (3) 0 (3) 0    
Available-for-sale securities | Recurring | Level 3            
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]            
Beginning balance 409 443 446 443    
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 6 9 9 17    
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 28 2 (25) 13    
Purchases 0 0 0 0    
Sales 0 0 0 0    
Issuances 0 0 0 0    
Settlements (19) (13) (36) (26)    
Transfers Into Level 3 381 97 413 114    
Transfers Out of Level 3 (49) (14) (51) (37)    
Ending balance 756 524 756 524    
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 4 10 7 20    
Retained interest in securitizations | Recurring | Level 3            
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]            
Beginning balance 59 155 66 158    
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income (3) 22 (10) 19    
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 56 177 56 177    
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held (3) 22 (10) 19    
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 $ 0 $ (2) $ 18 $ 4