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 ($)
$ in Millions
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
On-balance sheet assets      
Trading account assets $ 247,080 $ 198,854  
Loans and leases 979,124 927,861  
Debt securities carried at fair value 308,073 246,601  
Held-to-maturity securities 674,591 438,279  
Other assets 163,869 135,203  
Total assets 3,169,495 2,819,627
Total liabilities 2,899,429 2,546,703  
Consolidated VIEs      
On-balance sheet assets      
Trading account assets 5,004 5,225  
Loans and leases 17,135 23,636  
Other assets 189 1,387  
Total assets 21,370 28,555  
Total liabilities 3,841 7,523  
Agency | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 11,600 13,477  
On-balance sheet assets      
Other assets 0 0  
Total assets 11,600 13,477  
Principal balance outstanding 93,142 133,497  
Agency | Consolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 1,644 1,328  
On-balance sheet assets      
Trading account assets 1,644 1,328  
Loans and leases 0 0  
Total assets 1,644 1,328  
Total liabilities 0 0  
Agency | Senior securities: | Unconsolidated VIEs      
On-balance sheet assets      
Trading account assets 175 152  
Debt securities carried at fair value 5,009 7,588  
Held-to-maturity securities 6,416 5,737  
Non-agency | Prime | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 121 250  
On-balance sheet assets      
Other assets 3 6  
Total assets 11 111  
Principal balance outstanding 4,710 6,081  
Non-agency | Prime | Consolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 49 66  
On-balance sheet assets      
Trading account assets 0 350  
Loans and leases 58 0  
Total assets 58 350  
Total liabilities 9 284  
Non-agency | Prime | Senior securities: | Unconsolidated VIEs      
On-balance sheet assets      
Trading account assets 8 2  
Debt securities carried at fair value 0 103  
Held-to-maturity securities 0 0  
Non-agency | Subprime | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 908 1,031  
On-balance sheet assets      
Other assets 29 26  
Total assets 610 710  
Principal balance outstanding 6,179 6,691  
Non-agency | Subprime | Consolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 0 53  
On-balance sheet assets      
Trading account assets 0 260  
Loans and leases 0 0  
Total assets 0 260  
Total liabilities 0 207  
Non-agency | Subprime | Senior securities: | Unconsolidated VIEs      
On-balance sheet assets      
Trading account assets 44 8  
Debt securities carried at fair value 537 676  
Held-to-maturity securities 0 0  
Non-agency | Alt-A | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 14 46  
On-balance sheet assets      
Other assets 2 1  
Total assets 14 46  
Principal balance outstanding 13,627 16,554  
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 12 12  
Debt securities carried at fair value 0 33  
Held-to-maturity securities 0 0  
Commercial Mortgage      
On-balance sheet assets      
Debt securities carried at fair value 19,617    
Commercial Mortgage | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 1,445 1,169  
On-balance sheet assets      
Other assets 93 50  
Total assets 1,271 1,035  
Principal balance outstanding 85,540 59,268  
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 21 60  
Debt securities carried at fair value 0 0  
Held-to-maturity securities $ 1,157 $ 925