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
Sep. 30, 2023
Dec. 31, 2022
Sep. 30, 2022
On-balance sheet assets      
Trading account assets $ 306,409 $ 296,108  
Debt securities carried at fair value 175,540 229,994  
Held-to-maturity securities 603,365 632,863  
All other assets 152,732 150,759  
Loans and leases 1,049,149 1,045,747  
Total assets 3,153,090 3,051,375 $ 3,072,953
Total liabilities 2,866,026 2,778,178  
Consolidated VIEs      
On-balance sheet assets      
Trading account assets 4,654 2,816  
All other assets 222 116  
Loans and leases 16,902 16,738  
Total assets 20,969 18,873  
Total liabilities 8,637 4,635  
Agency | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 8,280 9,112  
On-balance sheet assets      
All other assets 0 0  
Total assets 8,280 9,112  
Principal balance outstanding 76,572 81,644  
Agency | Consolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 1,914 1,735  
On-balance sheet assets      
Trading account assets 1,914 1,735  
Loans and leases 0 0  
Total assets 1,914 1,735  
Total liabilities 0 0  
Agency | Senior securities: | Unconsolidated VIEs      
On-balance sheet assets      
Trading account assets 284 232  
Debt securities carried at fair value 2,482 3,027  
Held-to-maturity securities 5,514 5,853  
Non-agency | Prime | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 83 91  
On-balance sheet assets      
All other assets 2 3  
Total assets 6 6  
Principal balance outstanding 3,589 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 655 735  
On-balance sheet assets      
All other assets 22 25  
Total assets 384 460  
Principal balance outstanding 4,600 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 20 25  
Debt securities carried at fair value 342 410  
Held-to-maturity securities 0 0  
Non-agency | Alt-A | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 9 28  
On-balance sheet assets      
All other assets 2 2  
Total assets 9 28  
Principal balance outstanding 10,650 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 7 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 6,752    
Commercial Mortgage | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 1,461 1,594  
On-balance sheet assets      
All other assets 45 101  
Total assets 1,355 1,460  
Principal balance outstanding 81,080 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 17 91  
Debt securities carried at fair value 0 0  
Held-to-maturity securities $ 1,293 $ 1,268