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, 2017
Dec. 31, 2016
Dec. 31, 2015
On-balance sheet assets      
Trading account assets $ 209,358,000,000 $ 180,209,000,000  
Debt securities carried at fair value 315,117,000,000 313,660,000,000  
Held-to-maturity securities 125,013,000,000 117,071,000,000  
Securities 440,130,000,000 430,731,000,000  
Loans and leases 936,749,000,000 906,683,000,000  
All other assets 132,741,000,000 123,996,000,000  
Total assets 2,281,234,000,000 2,188,067,000,000  
On-balance sheet liabilities      
Long-term debt 227,402,000,000 216,823,000,000  
Total liabilities 2,014,088,000,000 1,921,872,000,000  
Other than temporary impairment losses recorded on debt securities 0 0 $ 0
Unpaid principal balance of mortgage loans eligible for repurchase 148,000,000 189,000,000  
Principal amount that would be payable to the securitization vehicles 148,000,000 189,000,000  
Unconsolidated VIEs | Residential Mortgage - Agency      
Variable Interest Entity [Line Items]      
Maximum loss exposure 19,110,000,000 22,661,000,000  
On-balance sheet assets      
Residual interests 0 0  
All other assets 10,000,000 12,000,000  
Total assets 19,110,000,000 22,661,000,000  
Principal balance outstanding 232,761,000,000 265,332,000,000  
Unconsolidated VIEs | Residential Mortgage - Agency | Senior Lien      
On-balance sheet assets      
Trading account assets 716,000,000 1,399,000,000  
Debt securities carried at fair value 15,036,000,000 17,620,000,000  
Held-to-maturity securities 3,348,000,000 3,630,000,000  
Unconsolidated VIEs | Residential Mortgage - Agency | Junior Lien      
On-balance sheet assets      
Securities 0 0  
Unconsolidated VIEs | Non-agency | Prime      
Variable Interest Entity [Line Items]      
Maximum loss exposure 689,000,000 757,000,000  
On-balance sheet assets      
Residual interests 0 0  
All other assets 0 28,000,000  
Total assets 488,000,000 498,000,000  
Principal balance outstanding 10,549,000,000 16,280,000,000  
Unconsolidated VIEs | Non-agency | Prime | Senior Lien      
On-balance sheet assets      
Trading account assets 6,000,000 20,000,000  
Debt securities carried at fair value 477,000,000 441,000,000  
Held-to-maturity securities 0 0  
Unconsolidated VIEs | Non-agency | Prime | Junior Lien      
On-balance sheet assets      
Securities 5,000,000 9,000,000  
Unconsolidated VIEs | Non-agency | Subprime      
Variable Interest Entity [Line Items]      
Maximum loss exposure 2,643,000,000 2,750,000,000  
On-balance sheet assets      
Residual interests 0 0  
All other assets 0 0  
Total assets 2,269,000,000 2,372,000,000  
Principal balance outstanding 10,254,000,000 19,373,000,000  
Unconsolidated VIEs | Non-agency | Subprime | Senior Lien      
On-balance sheet assets      
Trading account assets 10,000,000 112,000,000  
Debt securities carried at fair value 2,221,000,000 2,235,000,000  
Held-to-maturity securities 0 0  
Unconsolidated VIEs | Non-agency | Subprime | Junior Lien      
On-balance sheet assets      
Securities 38,000,000 25,000,000  
Unconsolidated VIEs | Non-agency | Alt-A      
Variable Interest Entity [Line Items]      
Maximum loss exposure 403,000,000 560,000,000  
On-balance sheet assets      
Residual interests 0 0  
All other assets 0 113,000,000  
Total assets 403,000,000 560,000,000  
Principal balance outstanding 28,129,000,000 35,788,000,000  
Unconsolidated VIEs | Non-agency | Alt-A | Senior Lien      
On-balance sheet assets      
Trading account assets 50,000,000 118,000,000  
Debt securities carried at fair value 351,000,000 305,000,000  
Held-to-maturity securities 0 0  
Unconsolidated VIEs | Non-agency | Alt-A | Junior Lien      
On-balance sheet assets      
Securities 2,000,000 24,000,000  
Unconsolidated VIEs | Commercial Mortgage      
Variable Interest Entity [Line Items]      
Maximum loss exposure 585,000,000 344,000,000  
On-balance sheet assets      
Residual interests 19,000,000 25,000,000  
All other assets 0 0  
Total assets 470,000,000 221,000,000  
Principal balance outstanding 26,504,000,000 23,826,000,000  
Unconsolidated VIEs | Commercial Mortgage | Senior Lien      
On-balance sheet assets      
Trading account assets 108,000,000 51,000,000  
Debt securities carried at fair value 0 0  
Held-to-maturity securities 274,000,000 64,000,000  
Unconsolidated VIEs | Commercial Mortgage | Junior Lien      
On-balance sheet assets      
Securities 69,000,000 81,000,000  
Unconsolidated VIEs | First Lien Mortgage Securitization Trusts      
On-balance sheet liabilities      
Other than temporary impairment losses recorded on held-to-maturity securities   0 $ 0
Consolidated VIEs      
On-balance sheet assets      
Trading account assets 6,521,000,000 5,773,000,000  
Loans and leases 48,929,000,000 56,001,000,000  
All other assets 1,694,000,000 1,596,000,000  
Total assets 56,155,000,000 62,526,000,000  
On-balance sheet liabilities      
Long-term debt 9,873,000,000 10,646,000,000  
All other liabilities 37,000,000 41,000,000  
Total liabilities 10,222,000,000 11,035,000,000  
Consolidated VIEs | Residential Mortgage - Agency      
Variable Interest Entity [Line Items]      
Maximum loss exposure 14,502,000,000 18,084,000,000  
On-balance sheet assets      
Trading account assets 232,000,000 434,000,000  
Loans and leases 14,030,000,000 17,223,000,000  
All other assets 240,000,000 427,000,000  
Total assets 14,502,000,000 18,084,000,000  
On-balance sheet liabilities      
Long-term debt 0 0  
All other liabilities 3,000,000 4,000,000  
Total liabilities 3,000,000 4,000,000  
Consolidated VIEs | Non-agency | Prime      
Variable Interest Entity [Line Items]      
Maximum loss exposure 571,000,000 0  
On-balance sheet assets      
Trading account assets 571,000,000 0  
Loans and leases 0 0  
All other assets 0 0  
Total assets 571,000,000 0  
On-balance sheet liabilities      
Long-term debt 0 0  
All other liabilities 0 0  
Total liabilities 0 0  
Consolidated VIEs | Non-agency | Subprime      
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  
Consolidated VIEs | Non-agency | Alt-A      
Variable Interest Entity [Line Items]      
Maximum loss exposure 0 25,000,000  
On-balance sheet assets      
Trading account assets 0 99,000,000  
Loans and leases 0 0  
All other assets 0 0  
Total assets 0 99,000,000  
On-balance sheet liabilities      
Long-term debt 0 74,000,000  
All other liabilities 0 0  
Total liabilities 0 74,000,000  
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