Quarterly report pursuant to Section 13 or 15(d)

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

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Securitizations and Other Variable Interest Entities - First Lien Mortgages VIE (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Mar. 31, 2022
On-balance sheet assets      
Trading account assets $ 314,978 $ 296,108  
Debt securities carried at fair value 172,510 229,994  
Held-to-maturity securities 624,528 632,863  
All other assets 154,461 150,759  
Loans and leases 1,046,406 1,045,747  
Total assets 3,194,657 3,051,375 $ 3,238,223
Total liabilities 2,914,461 2,778,178  
Consolidated VIEs      
On-balance sheet assets      
Trading account assets 4,276 2,816  
All other assets 129 116  
Loans and leases 15,754 16,738  
Total assets 19,362 18,873  
Total liabilities 6,229 4,635  
Agency | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 8,848 9,112  
On-balance sheet assets      
All other assets 0 0  
Total assets 8,848 9,112  
Principal balance outstanding 80,077 81,644  
Agency | Consolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 1,886 1,735  
On-balance sheet assets      
Trading account assets 1,886 1,735  
Loans and leases 0 0  
Total assets 1,886 1,735  
Total liabilities 0 0  
Agency | Senior securities: | Unconsolidated VIEs      
On-balance sheet assets      
Trading account assets 197 232  
Debt securities carried at fair value 2,893 3,027  
Held-to-maturity securities 5,758 5,853  
Non-agency | Prime | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 90 91  
On-balance sheet assets      
All other assets 3 3  
Total assets 6 6  
Principal balance outstanding 3,872 3,973  
Non-agency | Prime | Consolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 0 0  
On-balance sheet assets      
Trading account assets 0 0  
Loans and leases 0 0  
Total assets 0 0  
Total liabilities 0 0  
Non-agency | Prime | Senior securities: | Unconsolidated VIEs      
On-balance sheet assets      
Trading account assets 3 3  
Debt securities carried at fair value 0 0  
Held-to-maturity securities 0 0  
Non-agency | Subprime | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 683 735  
On-balance sheet assets      
All other assets 22 25  
Total assets 409 460  
Principal balance outstanding 4,929 5,034  
Non-agency | Subprime | Consolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 0 78  
On-balance sheet assets      
Trading account assets 0 78  
Loans and leases 0 0  
Total assets 0 78  
Total liabilities 0 0  
Non-agency | Subprime | Senior securities: | Unconsolidated VIEs      
On-balance sheet assets      
Trading account assets 26 25  
Debt securities carried at fair value 361 410  
Held-to-maturity securities 0 0  
Non-agency | Alt-A | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 8 28  
On-balance sheet assets      
All other assets 2 2  
Total assets 8 28  
Principal balance outstanding 11,259 11,568  
Non-agency | Alt-A | Consolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 0 0  
On-balance sheet assets      
Trading account assets 0 0  
Loans and leases 0 0  
Total assets 0 0  
Total liabilities 0 0  
Non-agency | Alt-A | Senior securities: | Unconsolidated VIEs      
On-balance sheet assets      
Trading account assets 6 26  
Debt securities carried at fair value 0 0  
Held-to-maturity securities 0 0  
Commercial Mortgage      
On-balance sheet assets      
Debt securities carried at fair value 6,452    
Commercial Mortgage | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 1,490 1,594  
On-balance sheet assets      
All other assets 59 101  
Total assets 1,363 1,460  
Principal balance outstanding 80,157 85,101  
Commercial Mortgage | Consolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 0 0  
On-balance sheet assets      
Trading account assets 0 0  
Loans and leases 0 0  
Total assets 0 0  
Total liabilities 0 0  
Commercial Mortgage | Senior securities: | Unconsolidated VIEs      
On-balance sheet assets      
Trading account assets 32 91  
Debt securities carried at fair value 0 0  
Held-to-maturity securities $ 1,272 $ 1,268