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, 2022
Dec. 31, 2021
Dec. 31, 2020
On-balance sheet assets      
Trading account assets $ 296,108 $ 247,080  
Debt securities carried at fair value 229,994 308,073  
Held-to-maturity securities 632,863 674,591  
All other assets 150,759 163,869  
Loans and leases 1,045,747 979,124  
Total assets 3,051,375 3,169,495
Total liabilities 2,778,178 2,899,429  
Consolidated VIEs      
On-balance sheet assets      
Trading account assets 2,816 5,004  
All other assets 116 189  
Loans and leases 16,738 17,135  
Total assets 18,873 21,370  
Total liabilities 4,636 3,841  
Agency | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 9,112 11,600  
On-balance sheet assets      
All other assets 0 0  
Total assets 9,112 11,600  
Principal balance outstanding 81,644 93,142  
Agency | Consolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 1,735 1,644  
On-balance sheet assets      
Trading account assets 1,735 1,644  
Loans and leases 0 0  
Total assets 1,735 1,644  
Total liabilities 0 0  
Agency | Senior securities: | Unconsolidated VIEs      
On-balance sheet assets      
Trading account assets 232 175  
Debt securities carried at fair value 3,027 5,009  
Held-to-maturity securities 5,853 6,416  
Non-agency | Prime | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 91 121  
On-balance sheet assets      
All other assets 3 3  
Total assets 6 11  
Principal balance outstanding 3,973 4,710  
Non-agency | Prime | Consolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 0 49  
On-balance sheet assets      
Trading account assets 0 0  
Loans and leases 0 58  
Total assets 0 58  
Total liabilities 0 9  
Non-agency | Prime | Senior securities: | Unconsolidated VIEs      
On-balance sheet assets      
Trading account assets 3 8  
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 735 908  
On-balance sheet assets      
All other assets 25 29  
Total assets 460 610  
Principal balance outstanding 5,034 6,179  
Non-agency | Subprime | Consolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 78 0  
On-balance sheet assets      
Trading account assets 78 0  
Loans and leases 0 0  
Total assets 78 0  
Total liabilities 0 0  
Non-agency | Subprime | Senior securities: | Unconsolidated VIEs      
On-balance sheet assets      
Trading account assets 25 44  
Debt securities carried at fair value 410 537  
Held-to-maturity securities 0 0  
Non-agency | Alt-A | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 28 14  
On-balance sheet assets      
All other assets 2 2  
Total assets 28 14  
Principal balance outstanding 11,568 13,627  
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 26 12  
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 6,418    
Commercial Mortgage | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 1,594 1,445  
On-balance sheet assets      
All other assets 101 93  
Total assets 1,460 1,271  
Principal balance outstanding 85,101 85,540  
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 91 21  
Debt securities carried at fair value 0 0  
Held-to-maturity securities $ 1,268 $ 1,157