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v3.21.2

Offsetting Assets and Liabilities (Tables) | 9 Months Ended
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Sep. 30, 2021
Offsetting [Abstract] |
Schedule of gross and net information about assets subject to master netting arrangements |
| September 30, 2021
Gross Amounts of Recognized Assets |  | Gross Amounts Offset in the Consolidated Balance Sheets |  | Amounts of Assets Presented in the Consolidated Balance Sheets |  | Gross Amounts Not Offset in the Consolidated Balance Sheets |  | Net Amount
Financial Instruments (1) |  | Cash Collateral |  | Securities Collateral
(in millions)
Derivatives: |  |  |  |  |  |  |  |  |  |  |  |  |
OTC | $ | 5,310 |  |  | $ | — |  |  | $ | 5,310 |  |  | $ | (3,479) |  |  | $ | (1,369) |  |  | $ | (404) |  |  | $ | 58 |
OTC cleared | 25 |  |  | — |  |  | 25 |  |  | (15) |  |  | — |  |  | — |  |  | 10 |
Exchange-traded | 352 |  |  | — |  |  | 352 |  |  | (110) |  |  | (213) |  |  | — |  |  | 29 |
Total derivatives | 5,687 |  |  | — |  |  | 5,687 |  |  | (3,604) |  |  | (1,582) |  |  | (404) |  |  | 97 |
Securities borrowed | 63 |  |  | — |  |  | 63 |  |  | (16) |  |  | — |  |  | (45) |  |  | 2 |
Total | $ | 5,750 |  |  | $ | — |  |  | $ | 5,750 |  |  | $ | (3,620) |  |  | $ | (1,582) |  |  | $ | (449) |  |  | $ | 99 |
| December 31, 2020
Gross Amounts of Recognized Assets |  | Gross Amounts Offset in the Consolidated Balance Sheets |  | Amounts of Assets Presented in the Consolidated Balance Sheets |  | Gross Amounts Not Offset in the Consolidated Balance Sheets |  | Net Amount
Financial Instruments (1) |  | Cash Collateral |  | Securities Collateral
(in millions)
Derivatives: |  |  |  |  |  |  |  |  |  |  |  |  |
OTC | $ | 5,501 |  | $ | — |  | $ | 5,501 |  | $ | (3,862) |  | $ | (1,287) |  | $ | (315) |  | $ | 37
OTC cleared | 58 |  | — |  | 58 |  | (25) |  | — |  | — |  | 33
Exchange-traded | 311 |  | — |  | 311 |  | (91) |  | (165) |  | — |  | 55
Total derivatives | 5,870 |  | — |  | 5,870 |  | (3,978) |  | (1,452) |  | (315) |  | 125
Securities borrowed | 147 |  | — |  | 147 |  | (43) |  | — |  | (103) |  | 1
Total | $ | 6,017 |  | $ | — |  | $ | 6,017 |  | $ | (4,021) |  | $ | (1,452) |  | $ | (418) |  | $ | 126
(1) Represents the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar arrangements that management elects not to offset on the Consolidated Balance Sheets.
Schedule of gross and net information about liabilities subject to master netting arrangements |
| September 30, 2021
Gross Amounts of Recognized Liabilities |  | Gross Amounts Offset in the Consolidated Balance Sheets |  | Amounts of Liabilities Presented in the Consolidated Balance Sheets |  | Gross Amounts Not Offset in the Consolidated Balance Sheets |  | Net Amount
Financial Instruments (1) |  | Cash Collateral |  | Securities Collateral
(in millions)
Derivatives: |  |  |  |  |  |  |  |  |  |  |  |  |
OTC | $ | 3,987 |  | $ | — |  | $ | 3,987 |  | $ | (3,479) |  | $ | (195) |  | $ | (293) |  | $ | 20
OTC cleared | 15 |  | — |  | 15 |  | (15) |  | — |  | — |  | —
Exchange-traded | 112 |  | — |  | 112 |  | (110) |  | — |  | — |  | 2
Total derivatives | 4,114 |  | — |  | 4,114 |  | (3,604) |  | (195) |  | (293) |  | 22
Securities loaned | 111 |  | — |  | 111 |  | (16) |  | — |  | (91) |  | 4
Total | $ | 4,225 |  | $ | — |  | $ | 4,225 |  | $ | (3,620) |  | $ | (195) |  | $ | (384) |  | $ | 26
| December 31, 2020
Gross Amounts of Recognized Liabilities |  | Gross Amounts Offset in the Consolidated Balance Sheets |  | Amounts of Liabilities Presented in the Consolidated Balance Sheets |  | Gross Amounts Not Offset in the Consolidated Balance Sheets |  | Net Amount
Financial Instruments (1) |  | Cash Collateral |  | Securities Collateral
(in millions)
Derivatives: |  |  |  |  |  |  |  |  |  |  |  |  |
OTC | $ | 4,192 |  | $ | — |  | $ | 4,192 |  | $ | (3,862) |  | $ | (1) |  | $ | (327) |  | $ | 2
OTC cleared | 25 |  | — |  | 25 |  | (25) |  | — |  | — |  | —
Exchange-traded | 95 |  | — |  | 95 |  | (91) |  | — |  | — |  | 4
Total derivatives | 4,312 |  | — |  | 4,312 |  | (3,978) |  | (1) |  | (327) |  | 6
Securities loaned | 205 |  | — |  | 205 |  | (43) |  | — |  | (157) |  | 5
Total | $ | 4,517 |  | $ | — |  | $ | 4,517 |  | $ | (4,021) |  | $ | (1) |  | $ | (484) |  | $ | 11
(1) Represents the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar arrangements that management elects not to offset on the Consolidated Balance Sheets.

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