XML 61 R48.htm IDEA: XBRL DOCUMENT v3.4.0.3
Securities - Amortized Cost, Gross Unrealized Gains and Losses and Fair Value of Securities (Detail) - USD ($)
$ in Millions
Mar. 31, 2016
Dec. 31, 2015
Gain (Loss) on Investments [Line Items]    
Amortized cost $ 116,563 $ 118,422
Gross unrealized Gains 2,370 1,461
Gross unrealized Losses 408 812
Fair value 118,525 119,071
AOCI, transfers from AFS to HTM Securities, gross unrealized gains 78 84
AOCI, transfers from AFS to HTM Securities, gross unrealized losses 234 248
Available-for-sale    
Gain (Loss) on Investments [Line Items]    
Amortized cost 74,846 [1] 75,110 [2]
Gross unrealized Gains 1,828 [1] 1,274 [2]
Gross unrealized Losses 380 [1],[3] 517 [2],[4]
Fair value 76,294 [1] 75,867 [2]
Available-for-sale | U.S. Treasury    
Gain (Loss) on Investments [Line Items]    
Amortized cost 12,476 12,693
Gross unrealized Gains 500 175
Gross unrealized Losses 4 36
Fair value 12,972 12,832
Available-for-sale | U.S. Government agencies    
Gain (Loss) on Investments [Line Items]    
Amortized cost 402 386
Gross unrealized Gains 8 2
Gross unrealized Losses 0 1
Fair value 410 387
Available-for-sale | State and political subdivisions    
Gain (Loss) on Investments [Line Items]    
Amortized cost 3,631 3,968
Gross unrealized Gains 104 91
Gross unrealized Losses 14 13
Fair value 3,721 4,046
Available-for-sale | Agency RMBS    
Gain (Loss) on Investments [Line Items]    
Amortized cost 23,721 23,549
Gross unrealized Gains 318 239
Gross unrealized Losses 243 287
Fair value 23,796 23,501
Available-for-sale | Non-agency RMBS    
Gain (Loss) on Investments [Line Items]    
Amortized cost 746 782
Gross unrealized Gains 26 31
Gross unrealized Losses 23 20
Fair value 749 793
Available-for-sale | Other RMBS    
Gain (Loss) on Investments [Line Items]    
Amortized cost 993 1,072
Gross unrealized Gains 8 10
Gross unrealized Losses 21 21
Fair value 980 1,061
Available-for-sale | Commercial MBS    
Gain (Loss) on Investments [Line Items]    
Amortized cost 1,258 1,400
Gross unrealized Gains 17 8
Gross unrealized Losses 10 16
Fair value 1,265 1,392
Available-for-sale | Agency commercial MBS    
Gain (Loss) on Investments [Line Items]    
Amortized cost 4,225 4,031
Gross unrealized Gains 81 24
Gross unrealized Losses 11 35
Fair value 4,295 4,020
Available-for-sale | CLOs    
Gain (Loss) on Investments [Line Items]    
Amortized cost 2,441 2,363
Gross unrealized Gains 2 1
Gross unrealized Losses 19 13
Fair value 2,424 2,351
Available-for-sale | Other asset-backed securities    
Gain (Loss) on Investments [Line Items]    
Amortized cost 2,420 2,909
Gross unrealized Gains 3 1
Gross unrealized Losses 15 17
Fair value 2,408 2,893
Available-for-sale | Foreign covered bonds    
Gain (Loss) on Investments [Line Items]    
Amortized cost 2,164 2,125
Gross unrealized Gains 42 46
Gross unrealized Losses 1 3
Fair value 2,205 2,168
Available-for-sale | Corporate bonds    
Gain (Loss) on Investments [Line Items]    
Amortized cost 1,690 1,740
Gross unrealized Gains 49 26
Gross unrealized Losses 2 14
Fair value 1,737 1,752
Available-for-sale | Sovereign debt/sovereign guaranteed    
Gain (Loss) on Investments [Line Items]    
Amortized cost 13,494 13,036
Gross unrealized Gains 293 211
Gross unrealized Losses 5 30
Fair value 13,782 13,217
Available-for-sale | Other debt securities    
Gain (Loss) on Investments [Line Items]    
Amortized cost 2,947 2,732
Gross unrealized Gains 55 46
Gross unrealized Losses 1 3
Fair value 3,001 2,775
Available-for-sale | Equity securities    
Gain (Loss) on Investments [Line Items]    
Amortized cost 2 3
Gross unrealized Gains 0 1
Gross unrealized Losses 0 0
Fair value 2 4
Available-for-sale | Money market funds    
Gain (Loss) on Investments [Line Items]    
Amortized cost 862 886
Gross unrealized Gains 0 0
Gross unrealized Losses 0 0
Fair value 862 886
Available-for-sale | Non-agency RMBS    
Gain (Loss) on Investments [Line Items]    
Amortized cost 1,374 [5] 1,435 [6]
Gross unrealized Gains 322 [5] 362 [6]
Gross unrealized Losses 11 [5],[7] 8 [6],[8]
Fair value 1,685 [5] 1,789 [6]
Held-to-maturity    
Gain (Loss) on Investments [Line Items]    
Amortized cost 41,717 43,312
Gross unrealized Gains 542 187
Gross unrealized Losses 28 295
Fair value 42,231 43,204
Held-to-maturity | U.S. Treasury    
Gain (Loss) on Investments [Line Items]    
Amortized cost 11,327 11,326
Gross unrealized Gains 141 25
Gross unrealized Losses 0 51
Fair value 11,468 11,300
Held-to-maturity | U.S. Government agencies    
Gain (Loss) on Investments [Line Items]    
Amortized cost 1,488 1,431
Gross unrealized Gains 2 0
Gross unrealized Losses 0 6
Fair value 1,490 1,425
Held-to-maturity | State and political subdivisions    
Gain (Loss) on Investments [Line Items]    
Amortized cost 20 20
Gross unrealized Gains 0 0
Gross unrealized Losses 1 1
Fair value 19 19
Held-to-maturity | Agency RMBS    
Gain (Loss) on Investments [Line Items]    
Amortized cost 25,747 26,036
Gross unrealized Gains 338 134
Gross unrealized Losses 11 205
Fair value 26,074 25,965
Held-to-maturity | Non-agency RMBS    
Gain (Loss) on Investments [Line Items]    
Amortized cost 112 118
Gross unrealized Gains 4 5
Gross unrealized Losses 3 2
Fair value 113 121
Held-to-maturity | Other RMBS    
Gain (Loss) on Investments [Line Items]    
Amortized cost 210 224
Gross unrealized Gains 0 1
Gross unrealized Losses 13 10
Fair value 197 215
Held-to-maturity | Commercial MBS    
Gain (Loss) on Investments [Line Items]    
Amortized cost 9 9
Gross unrealized Gains 0 0
Gross unrealized Losses 0 0
Fair value 9 9
Held-to-maturity | Agency commercial MBS    
Gain (Loss) on Investments [Line Items]    
Amortized cost 562 503
Gross unrealized Gains 10 0
Gross unrealized Losses 0 9
Fair value 572 494
Held-to-maturity | Foreign covered bonds    
Gain (Loss) on Investments [Line Items]    
Amortized cost 80 76
Gross unrealized Gains 1 0
Gross unrealized Losses 0 0
Fair value 81 76
Held-to-maturity | Sovereign debt/sovereign guaranteed    
Gain (Loss) on Investments [Line Items]    
Amortized cost 2,132 3,538
Gross unrealized Gains 46 22
Gross unrealized Losses 0 11
Fair value 2,178 3,549
Held-to-maturity | Other debt securities    
Gain (Loss) on Investments [Line Items]    
Amortized cost 30 31
Gross unrealized Gains 0 0
Gross unrealized Losses 0 0
Fair value $ 30 $ 31
[1] Includes gross unrealized gains of $78 million and gross unrealized losses of $234 million recorded in accumulated other comprehensive income related to investment securities that were transferred from available-for-sale to held-to-maturity. The unrealized gains and losses primarily are related to Agency RMBS and will be amortized into net interest revenue over the estimated lives of the securities.
[2] Includes gross unrealized gains of $84 million and gross unrealized losses of $248 million recorded in accumulated other comprehensive income related to investment securities that were transferred from available-for-sale to held-to-maturity. The unrealized gains and losses are primarily related to Agency RMBS and will be amortized into net interest revenue over the estimated lives of the securities.
[3] There were no gross unrealized losses for less than 12 months and gross unrealized losses for 12 months or more of $234 million recorded in accumulated other comprehensive income related to investment securities that were transferred from available-for-sale to held-to-maturity. The unrealized losses primarily related to Agency RMBS and will be amortized into net interest revenue over the estimated lives of the securities.
[4] Includes gross unrealized losses for less than 12 months of $8 million and gross unrealized losses for 12 months or more of $240 million recorded in accumulated other comprehensive income related to investment securities that were transferred from available-for-sale to held-to-maturity. The unrealized losses primarily related to Agency RMBS and will be amortized into net interest revenue over the estimated lives of the securities.
[5] Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
[6] Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
[7] Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.
[8] Previously included in the Grantor Trust. The Grantor Trust was dissolved in 2011.