XML 97 R83.htm IDEA: XBRL DOCUMENT v3.25.2
Fair Value Measurement - Level 3 Recurring Fair Value Rollforward (Details) - USD ($)
$ in Millions
3 Months Ended 6 Months Ended
Jun. 30, 2025
Jun. 30, 2024
Jun. 30, 2025
Jun. 30, 2024
Dec. 31, 2024
Derivative, Fair Value, Net [Abstract]          
Derivative assets, gross amount $ 2,419   $ 2,419   $ 2,232
Derivative liabilities, gross amount 2,462   2,462   2,032
Recurring | Level 3          
Derivative, Fair Value, Net [Abstract]          
Beginning balance     69    
Ending balance 108   108    
Net unrealized gains (losses) included in OCI related to assets and liabilities still held 4 $ (2) 4 $ (9)  
Derivative assets, gross amount 518 909 518 909 683
Derivative liabilities, gross amount 410 840 410 840 $ 614
Total RMBS | Recurring | Level 3          
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]          
Beginning balance 143 309 116 146  
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 2 2 4 4  
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 0 (3) 3 (3)  
Purchases 0 0 0 0  
Sales 0 0 0 0  
Issuances 0 0 0 0  
Settlements (4) (2) (7) (5)  
Transfers Into Level 3 1 3 26 185  
Transfers Out of Level 3 0 (5) 0 (23)  
Ending balance 142 304 142 304  
Derivative, Fair Value, Net [Abstract]          
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 2 2 4 4  
CMBS | Recurring | Level 3          
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]          
Beginning balance 2 129 2 132  
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 0 0 0 0  
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 0 (1) 0 (3)  
Purchases 0 0 0 0  
Sales (1) 0 (1) 0  
Issuances 0 0 0 0  
Settlements (1) (2) (1) (3)  
Transfers Into Level 3 0 0 0 0  
Transfers Out of Level 3 0 (124) 0 (124)  
Ending balance 0 2 0 2  
Derivative, Fair Value, Net [Abstract]          
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 0 0 0 0  
Total securities available for sale | Recurring | Level 3          
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]          
Beginning balance 145 438 118 278  
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 2 2 4 4  
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 0 (4) 3 (6)  
Purchases 0 0 0 0  
Sales (1) 0 (1) 0  
Issuances 0 0 0 0  
Settlements (5) (4) (8) (8)  
Transfers Into Level 3 1 3 26 185  
Transfers Out of Level 3 0 (129) 0 (147)  
Ending balance 142 306 142 306  
Derivative, Fair Value, Net [Abstract]          
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held 2 2 4 4  
Retained interests in securitizations | Recurring | Level 3          
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]          
Beginning balance 32 35 34 35  
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income (3) (1) (5) (1)  
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 29 34 29 34  
Derivative, Fair Value, Net [Abstract]          
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held (2) (1) (5) (1)  
Net derivative assets (liabilities) | Recurring | Level 3          
Derivative, Fair Value, Net [Abstract]          
Beginning balance 89 54 69 58  
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income 3 (3) 16 3  
Total Gains or (Losses) (Realized/Unrealized), Included in OCI 0 0 0 0  
Purchases 0 0 0 0  
Sales 0 0 0 0  
Issuances 10 2 24 (3)  
Settlements 6 16 (1) 11  
Transfers Into Level 3 0 0 0 0  
Transfers Out of Level 3 0 0 0 0  
Ending balance 108 69 108 69  
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held $ 3 $ 0 $ 14 $ 1