v3.25.4
Derivative Instruments and Hedging Activities (Tables)
12 Months Ended
Dec. 31, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Gross Fair Values of Derivatives
The table below presents the gross fair values of the Company’s interest rate swaps designated as hedging instruments on the consolidated balance sheets:
December 31, 2025December 31, 2024
AssetsLiabilitiesAssetsLiabilities
Interest rate swaps (1,2)
$$$— $— 
(1) Derivative assets are included in other assets and derivative liabilities are included in accrued expenses and other liabilities on the consolidated balance sheets. Derivative assets and liabilities were less than $500 thousand as of December 31, 2024.
(2) Includes reductions related to variation margin settlements. Settlements on derivative positions cleared through CCPs are reflected as reductions to the associated derivative asset and liability balances. As of December 31, 2025, there was a $93 million reduction of derivative assets and a $21 million reduction of derivative liabilities related to variation margin settlements. At December 31, 2024, there was a $295 million reduction of derivative assets and a $10 million reduction of derivative liabilities related to variation margin settlements.
Fair Value Hedge Derivatives
The following amounts are included on the consolidated balance sheets related to fair value hedges:
Carrying Amount of the Hedged
Assets (Liabilities)
Cumulative Fair Value Hedging Adjustment Included in the Carrying Amount of the Hedged
Assets and Liabilities
December 31,2025202420252024
Line item in which the hedged item is included:
Available for sale securities (1,2)
$12,249 $15,686 $(16)$(292)
Long-term debt (3)
(20,726)(14,908)(6)
(1) Includes the amortized cost basis of AFS securities included in PLM hedging relationships. At December 31, 2025 and 2024, the amortized cost basis of the closed portfolios used in these hedging relationships was $1.1 billion and $2.5 billion, respectively, of which $771 million and $2.0 billion, respectively, was designated in a portfolio layer hedging relationship. The cumulative basis adjustments associated with these hedging relationships were an increase of $2 million and a reduction of $47 million of the amortized cost basis of the closed portfolios at December 31, 2025 and 2024, respectively.
(2) Excludes the amortized cost and fair value hedging adjustment of AFS securities for which hedge accounting has been discontinued. The cumulative amount of fair value hedging adjustments remaining for these securities was a reduction of the amortized cost basis of $26 million and $2 million at December 31, 2025 and December 31, 2024, respectively, which are recorded in AFS securities on the consolidated balance sheets and amortized to interest revenue as a yield adjustment over the lives of the securities.
(3) Excludes the carrying amount and fair value hedging adjustment of long-term debt for which hedge accounting has been discontinued. The cumulative amount of fair value hedging adjustments remaining for long-term debt was an increase of the carrying amount of $5 million at December 31, 2025, which is recorded in long-term debt on the consolidated balance sheets and amortized to interest expense over the lives of the borrowings.

The table below presents the effect of the Company’s interest rate swaps on the consolidated statements of income:
Location and Amount of Gain (Loss) Recognized in Income
Interest Revenue
Interest Expense
Year Ended December 31,202520242023202520242023
Gain (loss) on fair value hedging relationships:
Hedged items$235 $(207)$(85)$(18)$$— 
Derivatives designated as hedging instruments (1)
(235)206 85 20 (7)— 
(1) Interest revenue excludes net gain (loss) from periodic interest accruals and receipts (payments) of $36 million, $55 million, and $2 million for the years ended December 31, 2025, 2024, and 2023, respectively. Interest expense excludes net gain (loss) from periodic interest accruals and receipts (payments) of $(57) million for the year ended December 31, 2025. We began designating swaps as fair value hedges of Senior Notes in 2024. As such, there was no impact to interest expense from periodic interest accruals and receipts (payments) for 2023.
Effects of Cash Flow Hedge Accounting
The table below presents the effect of the Company’s interest rate swaps designated as cash flow hedges on AOCI (pre-tax) and the consolidated statements of income:
Year Ended December 31,2025
Gain (loss) recognized in other comprehensive income (1)
$(17)
Less: Realized gains (losses) reclassified from AOCI to interest revenue(66)
Net change in AOCI related to cash flow hedges$49 
(1) Included in net unrealized gain (loss) on derivatives designated as cash flow hedging instruments on the consolidated statements of comprehensive income.