Annual report pursuant to Section 13 and 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 ($)
 12 Months Ended
Dec. 31, 2016
Dec. 31, 2015
Dec. 31, 2014
On-balance sheet assets      
Trading account assets $ 180,209,000,000 $ 176,527,000,000  
Debt securities carried at fair value 313,660,000,000 322,380,000,000  
Held-to-maturity securities 117,071,000,000 84,508,000,000  
Loans and leases 906,683,000,000 896,983,000,000  
All other assets 120,709,000,000 114,688,000,000  
Total assets 2,187,702,000,000 2,144,287,000,000  
On-balance sheet liabilities      
Long-term debt 216,823,000,000 236,764,000,000  
Total liabilities 1,920,862,000,000 1,888,111,000,000  
Other than temporary impairment losses recorded on debt securities 19,000,000 81,000,000 $ 16,000,000
Unpaid principal balance of mortgage loans eligible for repurchase 189,000,000 222,000,000  
Principal amount that would be payable to the securitization vehicles 189,000,000 222,000,000  
Unconsolidated VIEs | Agency      
Variable Interest Entity [Line Items]      
Maximum loss exposure 22,661,000,000 28,192,000,000  
On-balance sheet assets      
Residual interests held 0 0  
All other assets 12,000,000 15,000,000  
Total assets 22,661,000,000 28,192,000,000  
Principal balance outstanding 265,332,000,000 313,613,000,000  
Unconsolidated VIEs | Agency | Senior Lien      
On-balance sheet assets      
Trading account assets 1,399,000,000 1,297,000,000  
Debt securities carried at fair value 17,620,000,000 24,369,000,000  
Held-to-maturity securities 3,630,000,000 2,511,000,000  
Unconsolidated VIEs | Agency | Junior Lien      
On-balance sheet assets      
Trading account assets 0 0  
Debt securities carried at fair value 0 0  
Held-to-maturity securities 0 0  
Unconsolidated VIEs | Non-agency | Prime      
Variable Interest Entity [Line Items]      
Maximum loss exposure 757,000,000 1,027,000,000  
On-balance sheet assets      
Residual interests held 0 0  
All other assets 28,000,000 40,000,000  
Total assets 498,000,000 708,000,000  
Principal balance outstanding 16,280,000,000 20,366,000,000  
Unconsolidated VIEs | Non-agency | Prime | Senior Lien      
On-balance sheet assets      
Trading account assets 20,000,000 42,000,000  
Debt securities carried at fair value 441,000,000 613,000,000  
Held-to-maturity securities 0 0  
Unconsolidated VIEs | Non-agency | Prime | Junior Lien      
On-balance sheet assets      
Trading account assets 1,000,000 1,000,000  
Debt securities carried at fair value 8,000,000 12,000,000  
Held-to-maturity securities 0 0  
Unconsolidated VIEs | Non-agency | Subprime      
Variable Interest Entity [Line Items]      
Maximum loss exposure 2,750,000,000 2,905,000,000  
On-balance sheet assets      
Residual interests held 0 0  
All other assets 0 0  
Total assets 2,372,000,000 2,613,000,000  
Principal balance outstanding 19,373,000,000 27,854,000,000  
Unconsolidated VIEs | Non-agency | Subprime | Senior Lien      
On-balance sheet assets      
Trading account assets 112,000,000 94,000,000  
Debt securities carried at fair value 2,235,000,000 2,479,000,000  
Held-to-maturity securities 0 0  
Unconsolidated VIEs | Non-agency | Subprime | Junior Lien      
On-balance sheet assets      
Trading account assets 23,000,000 37,000,000  
Debt securities carried at fair value 2,000,000 3,000,000  
Held-to-maturity securities 0 0  
Unconsolidated VIEs | Non-agency | Alt-A      
Variable Interest Entity [Line Items]      
Maximum loss exposure 560,000,000 622,000,000  
On-balance sheet assets      
Residual interests held 0 0  
All other assets 113,000,000 153,000,000  
Total assets 560,000,000 622,000,000  
Principal balance outstanding 35,788,000,000 44,055,000,000  
Unconsolidated VIEs | Non-agency | Alt-A | Senior Lien      
On-balance sheet assets      
Trading account assets 118,000,000 99,000,000  
Debt securities carried at fair value 305,000,000 340,000,000  
Held-to-maturity securities 0 0  
Unconsolidated VIEs | Non-agency | Alt-A | Junior Lien      
On-balance sheet assets      
Trading account assets 1,000,000 2,000,000  
Debt securities carried at fair value 23,000,000 28,000,000  
Held-to-maturity securities 0 0  
Unconsolidated VIEs | Commercial Mortgage      
Variable Interest Entity [Line Items]      
Maximum loss exposure 344,000,000 326,000,000  
On-balance sheet assets      
Residual interests held 25,000,000 48,000,000  
All other assets 0 0  
Total assets 221,000,000 233,000,000  
Principal balance outstanding 23,826,000,000 34,243,000,000  
Unconsolidated VIEs | Commercial Mortgage | Senior Lien      
On-balance sheet assets      
Trading account assets 51,000,000 59,000,000  
Debt securities carried at fair value 0 0  
Held-to-maturity securities 64,000,000 37,000,000  
Unconsolidated VIEs | Commercial Mortgage | Junior Lien      
On-balance sheet assets      
Trading account assets 14,000,000 22,000,000  
Debt securities carried at fair value 54,000,000 54,000,000  
Held-to-maturity securities 13,000,000 13,000,000  
Unconsolidated VIEs | First Lien Mortgage Securitization Trusts      
On-balance sheet liabilities      
Other than temporary impairment losses recorded on held-to-maturity securities 0 0  
Unconsolidated VIEs | First Lien Mortgage Securitization Trusts | Available-for-sale Securities      
On-balance sheet liabilities      
Other than temporary impairment losses recorded on debt securities 7,000,000 34,000,000  
Consolidated VIEs | Agency      
Variable Interest Entity [Line Items]      
Maximum loss exposure 18,084,000,000 26,878,000,000  
On-balance sheet assets      
Trading account assets 434,000,000 1,101,000,000  
Loans and leases 17,223,000,000 25,328,000,000  
All other assets 427,000,000 449,000,000  
Total assets 18,084,000,000 26,878,000,000  
On-balance sheet liabilities      
Long-term debt 0 0  
All other liabilities 4,000,000 1,000,000  
Total liabilities 4,000,000 1,000,000  
Consolidated VIEs | Non-agency | Prime      
Variable Interest Entity [Line Items]      
Maximum loss exposure 0 65,000,000  
On-balance sheet assets      
Trading account assets 0 0  
Loans and leases 0 111,000,000  
All other assets 0 0  
Total assets 0 111,000,000  
On-balance sheet liabilities      
Long-term debt 0 46,000,000  
All other liabilities 0 0  
Total liabilities 0 46,000,000  
Consolidated VIEs | Non-agency | Subprime      
Variable Interest Entity [Line Items]      
Maximum loss exposure 0 232,000,000  
On-balance sheet assets      
Trading account assets 0 188,000,000  
Loans and leases 0 675,000,000  
All other assets 0 54,000,000  
Total assets 0 917,000,000  
On-balance sheet liabilities      
Long-term debt 0 840,000,000  
All other liabilities 0 0  
Total liabilities 0 840,000,000  
Consolidated VIEs | Non-agency | Alt-A      
Variable Interest Entity [Line Items]      
Maximum loss exposure 25,000,000 0  
On-balance sheet assets      
Trading account assets 99,000,000 0  
Loans and leases 0 0  
All other assets 0 0  
Total assets 99,000,000 0  
On-balance sheet liabilities      
Long-term debt 74,000,000 0  
All other liabilities 0 0  
Total liabilities 74,000,000 0  
Consolidated VIEs | Commercial Mortgage      
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  
On-balance sheet liabilities      
Long-term debt 0 0  
All other liabilities 0 0  
Total liabilities $ 0 $ 0