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
Jun. 30, 2023
Dec. 31, 2022
Jun. 30, 2022
On-balance sheet assets      
Trading account assets $ 311,400 $ 296,108  
Debt securities carried at fair value 142,040 229,994  
Held-to-maturity securities 614,149 632,863  
All other assets 151,619 150,759  
Loans and leases 1,051,224 1,045,747  
Total assets 3,123,198 3,051,375 $ 3,111,606
Total liabilities 2,839,879 2,778,178  
Consolidated VIEs      
On-balance sheet assets      
Trading account assets 4,610 2,816  
All other assets 126 116  
Loans and leases 15,884 16,738  
Total assets 19,824 18,873  
Total liabilities 7,588 4,635  
Agency | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 8,549 9,112  
On-balance sheet assets      
All other assets 0 0  
Total assets 8,549 9,112  
Principal balance outstanding 78,522 81,644  
Agency | Consolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 1,909 1,735  
On-balance sheet assets      
Trading account assets 1,909 1,735  
Loans and leases 0 0  
Total assets 1,909 1,735  
Total liabilities 0 0  
Agency | Senior securities: | Unconsolidated VIEs      
On-balance sheet assets      
Trading account assets 230 232  
Debt securities carried at fair value 2,687 3,027  
Held-to-maturity securities 5,632 5,853  
Non-agency | Prime | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 88 91  
On-balance sheet assets      
All other assets 3 3  
Total assets 7 6  
Principal balance outstanding 3,737 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 4 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 680 735  
On-balance sheet assets      
All other assets 21 25  
Total assets 403 460  
Principal balance outstanding 4,772 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 22 25  
Debt securities carried at fair value 360 410  
Held-to-maturity securities 0 0  
Non-agency | Alt-A | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 6 28  
On-balance sheet assets      
All other assets 2 2  
Total assets 6 28  
Principal balance outstanding 10,943 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 4 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 6,492    
Commercial Mortgage | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 1,460 1,594  
On-balance sheet assets      
All other assets 52 101  
Total assets 1,339 1,460  
Principal balance outstanding 83,386 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 24 91  
Debt securities carried at fair value 0 0  
Held-to-maturity securities $ 1,263 $ 1,268