Quarterly report pursuant to Section 13 or 15(d)

Securitizations and Other Variable Interest Entities - First Lien Mortgages VIE (Details)

v3.19.3
Securitizations and Other Variable Interest Entities - First Lien Mortgages VIE (Details) - USD ($)
$ in Millions
Sep. 30, 2019
Dec. 31, 2018
Sep. 30, 2018
On-balance sheet assets      
Trading account assets $ 263,684 $ 214,348  
Debt securities carried at fair value 254,342 238,101  
Held-to-maturity securities 190,252 203,652  
Loans and leases 972,910 946,895  
All other assets 131,391 116,320  
Total assets 2,426,330 2,354,507 $ 2,338,833
Total liabilities 2,157,943 2,089,182  
Commercial Mortgage      
On-balance sheet assets      
Debt securities carried at fair value 14,690    
Unconsolidated VIEs | Agency      
Variable Interest Entity [Line Items]      
Maximum loss exposure 15,446 16,011  
On-balance sheet assets      
All other assets 0 0  
Total assets 15,446 16,011  
Principal balance outstanding 167,502 187,512  
Unconsolidated VIEs | Agency | Senior Lien      
On-balance sheet assets      
Trading account assets 1,221 460  
Debt securities carried at fair value 8,608 9,381  
Held-to-maturity securities 5,617 6,170  
Unconsolidated VIEs | Non-agency | Prime      
Variable Interest Entity [Line Items]      
Maximum loss exposure 362 448  
On-balance sheet assets      
All other assets 3 3  
Total assets 218 279  
Principal balance outstanding 7,696 8,954  
Unconsolidated VIEs | Non-agency | Prime | Senior Lien      
On-balance sheet assets      
Trading account assets 8 30  
Debt securities carried at fair value 207 246  
Held-to-maturity securities 0 0  
Unconsolidated VIEs | Non-agency | Subprime      
Variable Interest Entity [Line Items]      
Maximum loss exposure 1,825 1,897  
On-balance sheet assets      
All other assets 34 37  
Total assets 1,487 1,543  
Principal balance outstanding 8,512 8,719  
Unconsolidated VIEs | Non-agency | Subprime | Senior Lien      
On-balance sheet assets      
Trading account assets 56 36  
Debt securities carried at fair value 1,397 1,470  
Held-to-maturity securities 0 0  
Unconsolidated VIEs | Non-agency | Alt-A      
Variable Interest Entity [Line Items]      
Maximum loss exposure 150 217  
On-balance sheet assets      
All other assets 2 2  
Total assets 150 217  
Principal balance outstanding 20,769 23,467  
Unconsolidated VIEs | Non-agency | Alt-A | Senior Lien      
On-balance sheet assets      
Trading account assets 30 90  
Debt securities carried at fair value 118 125  
Held-to-maturity securities 0 0  
Unconsolidated VIEs | Commercial Mortgage      
Variable Interest Entity [Line Items]      
Maximum loss exposure 959 767  
On-balance sheet assets      
All other assets 56 40  
Total assets 839 665  
Principal balance outstanding 50,128 43,593  
Unconsolidated VIEs | Commercial Mortgage | Senior Lien      
On-balance sheet assets      
Trading account assets 141 97  
Debt securities carried at fair value 0 0  
Held-to-maturity securities 642 528  
Consolidated VIEs      
On-balance sheet assets      
Trading account assets 5,758 5,798  
Loans and leases 39,387 43,850  
All other assets 555 337  
Total assets 44,865 49,073  
Total liabilities 10,860 11,716  
Consolidated VIEs | Agency      
Variable Interest Entity [Line Items]      
Maximum loss exposure 11,321 13,296  
On-balance sheet assets      
Trading account assets 718 1,318  
Loans and leases 10,426 11,858  
All other assets 178 143  
Total assets 11,322 13,319  
Total liabilities 4 26  
Consolidated VIEs | Non-agency | Prime      
Variable Interest Entity [Line Items]      
Maximum loss exposure 5 7  
On-balance sheet assets      
Trading account assets 126 150  
Loans and leases 0 0  
All other assets 0 0  
Total assets 126 150  
Total liabilities 121 143  
Consolidated VIEs | Non-agency | Subprime      
Variable Interest Entity [Line Items]      
Maximum loss exposure 0 0  
On-balance sheet assets      
Trading account assets 0 0  
Loans and leases 0 0  
All other assets 0 0  
Total assets 0 0  
Total liabilities 0 0  
Consolidated VIEs | Non-agency | Alt-A      
Variable Interest Entity [Line Items]      
Maximum loss exposure 0 0  
On-balance sheet assets      
Trading account assets 0 0  
Loans and leases 0 0  
All other assets 0 0  
Total assets 0 0  
Total liabilities 0 0  
Consolidated VIEs | Commercial Mortgage      
Variable Interest Entity [Line Items]      
Maximum loss exposure 0 76  
On-balance sheet assets      
Trading account assets 0 76  
Loans and leases 0 0  
All other assets 0 0  
Total assets 0 76  
Total liabilities $ 0 $ 0