Annual report pursuant to Section 13 and 15(d)

Securities - Debt Securities (Details)

v3.22.4
Securities - Debt Securities (Details) - USD ($)
$ in Millions
Dec. 31, 2022
Dec. 31, 2021
Available-for-sale debt securities    
Amortized Cost $ 225,485 $ 295,892
Gross Unrealized Gains 90 3,969
Gross Unrealized Losses (4,787) (683)
Fair Value 220,788 299,178
Other Debt Securities, Carried at Fair Value:    
Amortized Cost 8,986 8,873
Gross Unrealized Gains 376 105
Gross Unrealized Losses (156) (83)
Fair Value 9,206 8,895
Debt securities carried at fair value:    
Amortized Cost 234,471 304,765
Gross Unrealized Gains 466 4,074
Gross Unrealized Losses (4,943) (766)
Fair Value 229,994 308,073
Held-to-maturity Securities:    
Amortized Cost 632,863 674,591
Gross Unrealized Gains 0 4,256
Gross Unrealized Losses (108,596) (12,957)
Fair Value 524,267 665,890
Debt securities:    
Amortized Cost 867,334 979,356
Gross Unrealized Gains 466 8,330
Gross Unrealized Losses (113,539) (13,723)
Fair Value 754,261 973,963
Securities, pledged as collateral 104,500 111,900
FNMA    
Debt securities carried at fair value:    
Amortized Cost 290,500 345,300
Fair Value 239,600 342,500
FHLMC    
Debt securities carried at fair value:    
Amortized Cost 176,700 205,300
Fair Value 144,600 202,400
Mortgage-backed securities    
Available-for-sale debt securities    
Amortized Cost 35,011 68,226
Gross Unrealized Gains 48 2,003
Gross Unrealized Losses (2,603) (323)
Fair Value 32,456 69,906
Debt securities carried at fair value:    
Fair Value 32,834  
Agency    
Available-for-sale debt securities    
Amortized Cost 25,204 45,268
Gross Unrealized Gains 5 1,257
Gross Unrealized Losses (1,767) (186)
Fair Value 23,442 46,339
Debt securities carried at fair value:    
Fair Value 23,442  
Held-to-maturity Securities:    
Amortized Cost 503,233 553,721
Gross Unrealized Gains 0 3,855
Gross Unrealized Losses (87,319) (10,366)
Fair Value 415,914 547,210
Agency-collateralized mortgage obligations    
Available-for-sale debt securities    
Amortized Cost 2,452 3,331
Gross Unrealized Gains 0 74
Gross Unrealized Losses (231) (25)
Fair Value 2,221 3,380
Debt securities carried at fair value:    
Fair Value 2,221  
Commercial    
Available-for-sale debt securities    
Amortized Cost 6,894 19,036
Gross Unrealized Gains 28 647
Gross Unrealized Losses (515) (79)
Fair Value 6,407 19,604
Debt securities carried at fair value:    
Fair Value 6,418  
Non-agency residential    
Available-for-sale debt securities    
Amortized Cost 461 591
Gross Unrealized Gains 15 25
Gross Unrealized Losses (90) (33)
Fair Value 386 $ 583
Debt securities carried at fair value:    
Fair Value $ 753  
Non-agency residential | Prime    
Debt securities:    
Available-for-sale securities, percent held by rating 17.00% 21.00%
Non-agency residential | Subprime    
Debt securities:    
Available-for-sale securities, percent held by rating 83.00% 79.00%
U.S. Treasury and government agencies    
Available-for-sale debt securities    
Amortized Cost $ 160,773 $ 197,853
Gross Unrealized Gains 18 1,610
Gross Unrealized Losses (1,769) (318)
Fair Value 159,022 199,145
Debt securities carried at fair value:    
Fair Value 159,583  
Held-to-maturity Securities:    
Amortized Cost 121,597 111,859
Gross Unrealized Gains 0 254
Gross Unrealized Losses (20,259) (2,395)
Fair Value 101,338 109,718
Non-U.S. securities    
Available-for-sale debt securities    
Amortized Cost 13,455 11,933
Gross Unrealized Gains 4 0
Gross Unrealized Losses (52) 0
Fair Value 13,407 11,933
Debt securities carried at fair value:    
Fair Value 21,671  
Other taxable securities    
Available-for-sale debt securities    
Amortized Cost 4,728 2,725
Gross Unrealized Gains 1 39
Gross Unrealized Losses (84) (3)
Fair Value 4,645 2,761
Debt securities carried at fair value:    
Fair Value 4,648  
Held-to-maturity Securities:    
Amortized Cost 8,033 9,011
Gross Unrealized Gains 0 147
Gross Unrealized Losses (1,018) (196)
Fair Value 7,015 8,962
Tax-exempt securities    
Available-for-sale debt securities    
Amortized Cost 11,518 15,155
Gross Unrealized Gains 19 317
Gross Unrealized Losses (279) (39)
Fair Value 11,258 $ 15,433
Debt securities carried at fair value:    
Fair Value $ 11,258