The following table presents the components of AOCI / (loss), net of related tax, for the periods indicated. | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Total Other
Comprehensive Income/(Loss) | | Total Accumulated Other Comprehensive Loss | | | | Three months ended September 30, 2026 | | June 30, 2026 | | | | September 30, 2026 | | (in millions) | | Pre-tax
Activity | | Tax
Effect | | Net Activity | | Beginning
Balance | | Net
Activity | | Ending
Balance | | Change in AOCI on cash flow hedge derivative financial instruments | | | $ | (126) | | | $ | (29) | | | $ | (155) | | | | | | | | Reclassification adjustment for net losses/(gains) on cash flow hedge derivative financial instruments (1) | | | (2) | | | — | | | (2) | | | | | | | | | Net unrealized (losses)/gains on cash flow hedge derivative financial instruments | | | (128) | | | (29) | | | (157) | | | $ | (42) | | | $ | (157) | | | $ | (199) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Change in unrealized (losses)/gains on investments in debt securities | | | (357) | | | 43 | | | (314) | | | | | | | | Reclassification adjustment for net (gains)/losses included in net income/(expense) on debt securities AFS (2) | | | 147 | | | (33) | | | 114 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Net unrealized (losses)/gains on investments in debt securities | | | (210) | | | 10 | | | (200) | | | (566) | | | (200) | | | (766) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | As of September 30, 2026 | | | $ | (338) | | | $ | (19) | | | $ | (357) | | | $ | (608) | | | $ | (357) | | | $ | (965) | |
(1) Net gains/(losses) reclassified into Interest on borrowings and other debt obligations in the Condensed Consolidated Statements of Operations for settlements of interest rate swap contracts designated as cash flow hedges. (2) Net (gains)/losses reclassified into Securities (losses) / gains, net in the Condensed Consolidated Statements of Operations for the sale of debt securities.
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Total Other
Comprehensive Income/(Loss) | | Total Accumulated Other Comprehensive Loss | | | Three months ended September 30, 2025 | | June 30, 2025 | | | | September 30, 2025 | | (in millions) | | Pre-tax
Activity | | Tax
Effect | | Net Activity | | Beginning
Balance | | Net
Activity | | Ending
Balance | | Change in AOCI on cash flow hedge derivative financial instruments | | $ | 31 | | | $ | (8) | | | $ | 23 | | | | | | | | Reclassification adjustment for net (gains)/losses on cash flow hedge derivative financial instruments (1) | | (4) | | | 1 | | | (3) | | | | | | | | | Net unrealized gains/(losses) on cash flow hedge derivative financial instruments | | 27 | | | (7) | | | 20 | | | $ | (3) | | | $ | 20 | | | $ | 17 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Net unrealized gains/(losses) on investments in debt securities (2) | | 56 | | | (14) | | | 42 | | | (656) | | | 42 | | | (614) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | As of September 30, 2025 | | $ | 83 | | | $ | (21) | | | $ | 62 | | | $ | (659) | | | $ | 62 | | | $ | (597) | |
(1) Net gains/(losses) reclassified into Interest on borrowings and other debt obligations in the Condensed Consolidated Statements of Operations for settlements of interest rate swap contracts designated as cash flow hedges. (2) Net (gains)/losses reclassified into Securities (losses) / gains, net in the Condensed Consolidated Statements of Operations for the sale of debt securities. | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Total Other
Comprehensive Income/(Loss) | | Total Accumulated Other Comprehensive Income/(Loss) | | | | Nine months ended September 30, 2026 | | December 31, 2025 | | | | September 30, 2026 | | (in millions) | | Pre-tax
Activity | | Tax
Effect | | Net Activity | | Beginning
Balance | | Net
Activity | | Ending
Balance | | Change in AOCI on cash flow hedge derivative financial instruments | | | $ | (228) | | | $ | (1) | | | $ | (229) | | | | | | | | Reclassification adjustment for net losses/(gains) on cash flow hedge derivative financial instruments (1) | | | (8) | | | 2 | | | (6) | | | | | | | | | Net unrealized (losses)/gains on cash flow hedge derivative financial instruments | | | (236) | | | 1 | | | (235) | | | $ | 36 | | | $ | (235) | | | $ | (199) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Change in unrealized (losses)/gains on investments in debt securities | | | (350) | | | 41 | | | (309) | | | | | | | | Reclassification adjustment for net losses/(gains) included in net income/(expense) on debt securities AFS (2) | | | 145 | | | (33) | | | 112 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Net unrealized (losses)/gains on investments in debt securities | | | (205) | | | 8 | | | (197) | | | (569) | | | (197) | | | (766) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | As of September 30, 2026 | | | $ | (441) | | | $ | 9 | | | $ | (432) | | | $ | (533) | | | $ | (432) | | | $ | (965) | |
(1) Net gains/(losses) reclassified into Interest on borrowings and other debt obligations in the Condensed Consolidated Statements of Operations for settlements of interest rate swap contracts designated as cash flow hedges. (2) Net (gains)/losses reclassified into Securities (losses) / gains, net in the Condensed Consolidated Statements of Operations for the sale of debt securities.
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Total Other
Comprehensive Income/(Loss) | | Total Accumulated Other Comprehensive Income/(Loss) | | | Nine months ended September 30, 2025 | | December 31, 2024 | | | | September 30, 2025 | | (in millions) | | Pre-tax
Activity | | Tax
Effect | | Net Activity | | Beginning
Balance | | Net
Activity | | Ending
Balance | | Change in AOCI on cash flow hedge derivative financial instruments | | $ | 128 | | | $ | (31) | | | $ | 97 | | | | | | | | Reclassification adjustment for net (gains)/losses on cash flow hedge derivative financial instruments (1) | | (11) | | | 3 | | | (8) | | | | | | | | | Net unrealized gains/(losses) on cash flow hedge derivative financial instruments | | 117 | | | (28) | | | 89 | | | $ | (72) | | | $ | 89 | | | $ | 17 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Net unrealized gains/(losses) on investments in debt securities (2) | | 25 | | | (9) | | | 16 | | | (630) | | | 16 | | | (614) | | | | | | | | | | | | | | | | | | | | | | | | | | | | Other(3) | | 21 | | | (5) | | | 16 | | | (16) | | | 16 | | | — | | | | | | | | | | | | | | | | | | | | | | | | | | | | As of September 30, 2025 | | $ | 163 | | | $ | (42) | | | $ | 121 | | | $ | (718) | | | $ | 121 | | | $ | (597) | |
(1) Net gains/(losses) reclassified into Interest on borrowings and other debt obligations in the Condensed Consolidated Statements of Operations for settlements of interest rate swap contracts designated as cash flow hedges. (2) Net (gains)/losses reclassified into Securities (losses) / gains, net in the Condensed Consolidated Statements of Operations for the sale of debt securities. (3) Including the computation of net periodic pension costs.
|