Annual report pursuant to Section 13 and 15(d)

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

v3.19.3.a.u2
Securitizations and Other Variable Interest Entities - First Lien Mortgages VIE (Details) - USD ($)
$ in Millions
Dec. 31, 2019
Dec. 31, 2018
On-balance sheet assets    
Trading account assets $ 229,826 $ 214,348
Debt securities carried at fair value 256,467 238,101
Held-to-maturity securities 215,730 203,652
Loans and leases 983,426 946,895
Other assets 129,690 116,320
Total assets 2,434,079 2,354,507
Total liabilities 2,169,269 2,089,182
Commercial Mortgage    
On-balance sheet assets    
Debt securities carried at fair value 15,034  
Unconsolidated VIEs | Agency    
Variable Interest Entity [Line Items]    
Maximum loss exposure 12,554 16,011
On-balance sheet assets    
Other assets 0 0
Total assets 12,554 16,011
Principal balance outstanding 160,226 187,512
Unconsolidated VIEs | Agency | Senior Lien    
On-balance sheet assets    
Trading account assets 627 460
Debt securities carried at fair value 6,392 9,381
Held-to-maturity securities 5,535 6,170
Unconsolidated VIEs | Non-agency | Prime    
Variable Interest Entity [Line Items]    
Maximum loss exposure 340 448
On-balance sheet assets    
Other assets 2 3
Total assets 200 279
Principal balance outstanding 7,268 8,954
Unconsolidated VIEs | Non-agency | Prime | Senior Lien    
On-balance sheet assets    
Trading account assets 5 30
Debt securities carried at fair value 193 246
Held-to-maturity securities 0 0
Unconsolidated VIEs | Non-agency | Subprime    
Variable Interest Entity [Line Items]    
Maximum loss exposure 1,622 1,897
On-balance sheet assets    
Other assets 49 37
Total assets 1,281 1,543
Principal balance outstanding 8,594 8,719
Unconsolidated VIEs | Non-agency | Subprime | Senior Lien    
On-balance sheet assets    
Trading account assets 54 36
Debt securities carried at fair value 1,178 1,470
Held-to-maturity securities 0 0
Unconsolidated VIEs | Non-agency | Alt-A    
Variable Interest Entity [Line Items]    
Maximum loss exposure 98 217
On-balance sheet assets    
Other assets 2 2
Total assets 98 217
Principal balance outstanding 19,878 23,467
Unconsolidated VIEs | Non-agency | Alt-A | Senior Lien    
On-balance sheet assets    
Trading account assets 24 90
Debt securities carried at fair value 72 125
Held-to-maturity securities 0 0
Unconsolidated VIEs | Commercial Mortgage    
Variable Interest Entity [Line Items]    
Maximum loss exposure 1,036 767
On-balance sheet assets    
Other assets 38 40
Total assets 912 665
Principal balance outstanding 60,129 43,593
Unconsolidated VIEs | Commercial Mortgage | Senior Lien    
On-balance sheet assets    
Trading account assets 65 97
Debt securities carried at fair value 0 0
Held-to-maturity securities 809 528
Consolidated VIEs    
On-balance sheet assets    
Trading account assets 5,811 5,798
Loans and leases 38,837 43,850
Other assets 540 337
Total assets 44,381 49,073
Total liabilities 10,915 11,716
Consolidated VIEs | Agency    
Variable Interest Entity [Line Items]    
Maximum loss exposure 10,857 13,296
On-balance sheet assets    
Trading account assets 780 1,318
Loans and leases 9,917 11,858
Other assets 161 143
Total assets 10,858 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 116 150
Loans and leases 0 0
Other assets 0 0
Total assets 116 150
Total liabilities 111 143
Consolidated VIEs | Non-agency | Subprime    
Variable Interest Entity [Line Items]    
Maximum loss exposure 44 0
On-balance sheet assets    
Trading account assets 149 0
Loans and leases 0 0
Other assets 0 0
Total assets 149 0
Total liabilities 105 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
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
Other assets 0 0
Total assets 0 76
Total liabilities $ 0 $ 0