XML 84 R73.htm IDEA: XBRL DOCUMENT v3.21.1
Fair Value Measurement - Assets and Liabilities Measured at Fair Value on Recurring Basis (Details) - USD ($)
$ in Millions
3 Months Ended 12 Months Ended
Mar. 31, 2021
Dec. 31, 2020
Mar. 31, 2020
Assets:      
Securities available for sale (amortized cost of $97.8 billion and $97.6 billion and allowance for credit losses of $2 million and $1 million as of March 31, 2021 and December 31, 2020, respectively) $ 99,165 $ 100,445  
Loans held for sale 908 596  
Derivative assets, gross amount 2,869 3,415  
Derivative asset, netting adjustments (844) (1,148)  
Derivative asset 2,025 2,267  
Liabilities:      
Derivative liabilities, gross amount 1,651 1,518  
Derivative liability, netting adjustments (679) (739)  
Derivative liability 972 779  
Net valuation allowance 26 31  
Level 1      
Assets:      
Loans held for sale 0 0  
Level 2      
Assets:      
Loans held for sale 2,082 2,214  
Level 3      
Assets:      
Loans held for sale 0 0  
Recurring      
Assets:      
Securities available for sale (amortized cost of $97.8 billion and $97.6 billion and allowance for credit losses of $2 million and $1 million as of March 31, 2021 and December 31, 2020, respectively) 99,165 100,445  
Loans held for sale 908 596  
Derivative asset 2,025 2,267  
Other assets 676 1,037  
Total assets 102,774 104,345  
Liabilities:      
Derivative liability 972 779  
Recurring | Level 1      
Assets:      
Securities available for sale (amortized cost of $97.8 billion and $97.6 billion and allowance for credit losses of $2 million and $1 million as of March 31, 2021 and December 31, 2020, respectively) 9,447 9,460  
Loans held for sale 0 0  
Derivative assets, gross amount 463 268  
Other assets 624 430  
Total assets 10,534 10,158  
Other assets:      
Deferred compensation plan assets 449 414  
Liabilities:      
Derivative liabilities, gross amount 528 271  
Recurring | Level 2      
Assets:      
Securities available for sale (amortized cost of $97.8 billion and $97.6 billion and allowance for credit losses of $2 million and $1 million as of March 31, 2021 and December 31, 2020, respectively) 89,382 90,546  
Loans held for sale 908 596  
Derivative assets, gross amount 2,249 3,006  
Other assets 2 552  
Total assets 92,541 94,700  
Liabilities:      
Derivative liabilities, gross amount 1,000 1,137  
Recurring | Level 3      
Assets:      
Securities available for sale (amortized cost of $97.8 billion and $97.6 billion and allowance for credit losses of $2 million and $1 million as of March 31, 2021 and December 31, 2020, respectively) 336 439  
Loans held for sale 0 0  
Derivative assets, gross amount 157 141 $ 147
Other assets 50 55  
Total assets 543 635  
Other assets:      
Retained interests in securitizations 50 55  
Liabilities:      
Derivative liabilities, gross amount 123 110 $ 81
Recurring | Fair Value Inputs Level 1 And Level 2 [Member]      
Other assets:      
Equity securities 177 568  
Liabilities:      
Debt and Equity Securities, Unrealized Gain (Loss) (38) 535  
U.S. Treasury securities      
Assets:      
Securities available for sale (amortized cost of $97.8 billion and $97.6 billion and allowance for credit losses of $2 million and $1 million as of March 31, 2021 and December 31, 2020, respectively) 9,248 9,318  
U.S. Treasury securities | Recurring      
Assets:      
Securities available for sale (amortized cost of $97.8 billion and $97.6 billion and allowance for credit losses of $2 million and $1 million as of March 31, 2021 and December 31, 2020, respectively) 9,248 9,318  
U.S. Treasury securities | Recurring | Level 1      
Assets:      
Securities available for sale (amortized cost of $97.8 billion and $97.6 billion and allowance for credit losses of $2 million and $1 million as of March 31, 2021 and December 31, 2020, respectively) 9,248 9,318  
U.S. Treasury securities | Recurring | Level 2      
Assets:      
Securities available for sale (amortized cost of $97.8 billion and $97.6 billion and allowance for credit losses of $2 million and $1 million as of March 31, 2021 and December 31, 2020, respectively) 0 0  
U.S. Treasury securities | Recurring | Level 3      
Assets:      
Securities available for sale (amortized cost of $97.8 billion and $97.6 billion and allowance for credit losses of $2 million and $1 million as of March 31, 2021 and December 31, 2020, respectively) 0 0  
RMBS      
Assets:      
Securities available for sale (amortized cost of $97.8 billion and $97.6 billion and allowance for credit losses of $2 million and $1 million as of March 31, 2021 and December 31, 2020, respectively) 75,622 76,703  
RMBS | Recurring      
Assets:      
Securities available for sale (amortized cost of $97.8 billion and $97.6 billion and allowance for credit losses of $2 million and $1 million as of March 31, 2021 and December 31, 2020, respectively) 75,622 76,703  
RMBS | Recurring | Level 1      
Assets:      
Securities available for sale (amortized cost of $97.8 billion and $97.6 billion and allowance for credit losses of $2 million and $1 million as of March 31, 2021 and December 31, 2020, respectively) 0 0  
RMBS | Recurring | Level 2      
Assets:      
Securities available for sale (amortized cost of $97.8 billion and $97.6 billion and allowance for credit losses of $2 million and $1 million as of March 31, 2021 and December 31, 2020, respectively) 75,296 76,375  
RMBS | Recurring | Level 3      
Assets:      
Securities available for sale (amortized cost of $97.8 billion and $97.6 billion and allowance for credit losses of $2 million and $1 million as of March 31, 2021 and December 31, 2020, respectively) 326 328  
CMBS | Recurring      
Assets:      
Securities available for sale (amortized cost of $97.8 billion and $97.6 billion and allowance for credit losses of $2 million and $1 million as of March 31, 2021 and December 31, 2020, respectively) 11,274 11,735  
CMBS | Recurring | Level 1      
Assets:      
Securities available for sale (amortized cost of $97.8 billion and $97.6 billion and allowance for credit losses of $2 million and $1 million as of March 31, 2021 and December 31, 2020, respectively) 0 0  
CMBS | Recurring | Level 2      
Assets:      
Securities available for sale (amortized cost of $97.8 billion and $97.6 billion and allowance for credit losses of $2 million and $1 million as of March 31, 2021 and December 31, 2020, respectively) 11,264 11,624  
CMBS | Recurring | Level 3      
Assets:      
Securities available for sale (amortized cost of $97.8 billion and $97.6 billion and allowance for credit losses of $2 million and $1 million as of March 31, 2021 and December 31, 2020, respectively) 10 111  
Other securities      
Assets:      
Securities available for sale (amortized cost of $97.8 billion and $97.6 billion and allowance for credit losses of $2 million and $1 million as of March 31, 2021 and December 31, 2020, respectively) 3,021 2,689  
Other securities | Recurring      
Assets:      
Securities available for sale (amortized cost of $97.8 billion and $97.6 billion and allowance for credit losses of $2 million and $1 million as of March 31, 2021 and December 31, 2020, respectively) 3,021 2,689  
Other securities | Recurring | Level 1      
Assets:      
Securities available for sale (amortized cost of $97.8 billion and $97.6 billion and allowance for credit losses of $2 million and $1 million as of March 31, 2021 and December 31, 2020, respectively) 199 142  
Other securities | Recurring | Level 2      
Assets:      
Securities available for sale (amortized cost of $97.8 billion and $97.6 billion and allowance for credit losses of $2 million and $1 million as of March 31, 2021 and December 31, 2020, respectively) 2,822 2,547  
Other securities | Recurring | Level 3      
Assets:      
Securities available for sale (amortized cost of $97.8 billion and $97.6 billion and allowance for credit losses of $2 million and $1 million as of March 31, 2021 and December 31, 2020, respectively) $ 0 $ 0