Quarterly report pursuant to Section 13 or 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 ($)
 3 Months Ended 9 Months Ended
Sep. 30, 2017
Sep. 30, 2016
Sep. 30, 2017
Sep. 30, 2016
Dec. 31, 2016
On-balance sheet assets          
Trading account assets $ 210,319,000,000   $ 210,319,000,000   $ 180,209,000,000
Debt securities carried at fair value 316,864,000,000   316,864,000,000   313,660,000,000
Held-to-maturity securities 122,345,000,000   122,345,000,000   117,071,000,000
Loans and leases 927,117,000,000   927,117,000,000   906,683,000,000
All other assets 128,569,000,000   128,569,000,000   120,709,000,000
Total assets 2,283,896,000,000 $ 2,195,314,000,000 2,283,896,000,000 $ 2,195,314,000,000 2,187,702,000,000
On-balance sheet liabilities          
Long-term debt 228,666,000,000   228,666,000,000   216,823,000,000
Total liabilities 2,011,437,000,000   2,011,437,000,000   1,920,862,000,000
Other than temporary impairment losses recorded on debt securities 2,000,000   14,000,000    
Unpaid principal balance of mortgage loans eligible for repurchase 147,000,000   147,000,000   189,000,000
Principal amount that would be payable to the securitization vehicles 147,000,000   147,000,000   189,000,000
Unconsolidated VIEs | Residential Mortgage - Agency          
Variable Interest Entity [Line Items]          
Maximum loss exposure 19,585,000,000   19,585,000,000   22,661,000,000
On-balance sheet assets          
Residual interests held 0   0   0
All other assets 11,000,000   11,000,000   12,000,000
Total assets 19,585,000,000   19,585,000,000   22,661,000,000
Principal balance outstanding 242,353,000,000   242,353,000,000   265,332,000,000
Unconsolidated VIEs | Residential Mortgage - Agency | Senior Lien          
On-balance sheet assets          
Trading account assets 300,000,000   300,000,000   1,399,000,000
Debt securities carried at fair value 15,827,000,000   15,827,000,000   17,620,000,000
Held-to-maturity securities 3,447,000,000   3,447,000,000   3,630,000,000
Unconsolidated VIEs | Residential Mortgage - Agency | Junior Lien          
On-balance sheet assets          
Trading account assets 0   0   0
Debt securities carried at fair value 0   0   0
Held-to-maturity securities 0   0   0
Unconsolidated VIEs | Non-agency | Prime          
Variable Interest Entity [Line Items]          
Maximum loss exposure 623,000,000   623,000,000   757,000,000
On-balance sheet assets          
Residual interests held 0   0   0
All other assets 23,000,000   23,000,000   28,000,000
Total assets 407,000,000   407,000,000   498,000,000
Principal balance outstanding 11,152,000,000   11,152,000,000   16,280,000,000
Unconsolidated VIEs | Non-agency | Prime | Senior Lien          
On-balance sheet assets          
Trading account assets 18,000,000   18,000,000   20,000,000
Debt securities carried at fair value 359,000,000   359,000,000   441,000,000
Held-to-maturity securities 0   0   0
Unconsolidated VIEs | Non-agency | Prime | Junior Lien          
On-balance sheet assets          
Trading account assets 1,000,000   1,000,000   1,000,000
Debt securities carried at fair value 6,000,000   6,000,000   8,000,000
Held-to-maturity securities 0   0   0
Unconsolidated VIEs | Non-agency | Subprime          
Variable Interest Entity [Line Items]          
Maximum loss exposure 2,677,000,000   2,677,000,000   2,750,000,000
On-balance sheet assets          
Residual interests held 0   0   0
All other assets 0   0   0
Total assets 2,301,000,000   2,301,000,000   2,372,000,000
Principal balance outstanding 10,993,000,000   10,993,000,000   19,373,000,000
Unconsolidated VIEs | Non-agency | Subprime | Senior Lien          
On-balance sheet assets          
Trading account assets 51,000,000   51,000,000   112,000,000
Debt securities carried at fair value 2,226,000,000   2,226,000,000   2,235,000,000
Held-to-maturity securities 0   0   0
Unconsolidated VIEs | Non-agency | Subprime | Junior Lien          
On-balance sheet assets          
Trading account assets 22,000,000   22,000,000   23,000,000
Debt securities carried at fair value 2,000,000   2,000,000   2,000,000
Held-to-maturity securities 0   0   0
Unconsolidated VIEs | Non-agency | Alt-A          
Variable Interest Entity [Line Items]          
Maximum loss exposure 464,000,000   464,000,000   560,000,000
On-balance sheet assets          
Residual interests held 0   0   0
All other assets 90,000,000   90,000,000   113,000,000
Total assets 464,000,000   464,000,000   560,000,000
Principal balance outstanding 29,550,000,000   29,550,000,000   35,788,000,000
Unconsolidated VIEs | Non-agency | Alt-A | Senior Lien          
On-balance sheet assets          
Trading account assets 35,000,000   35,000,000   118,000,000
Debt securities carried at fair value 318,000,000   318,000,000   305,000,000
Held-to-maturity securities 0   0   0
Unconsolidated VIEs | Non-agency | Alt-A | Junior Lien          
On-balance sheet assets          
Trading account assets 1,000,000   1,000,000   1,000,000
Debt securities carried at fair value 20,000,000   20,000,000   23,000,000
Held-to-maturity securities 0   0   0
Unconsolidated VIEs | Commercial Mortgage          
Variable Interest Entity [Line Items]          
Maximum loss exposure 420,000,000   420,000,000   344,000,000
On-balance sheet assets          
Residual interests held 25,000,000   25,000,000   25,000,000
All other assets 0   0   0
Total assets 302,000,000   302,000,000   221,000,000
Principal balance outstanding 24,945,000,000   24,945,000,000   23,826,000,000
Unconsolidated VIEs | Commercial Mortgage | Senior Lien          
On-balance sheet assets          
Trading account assets 58,000,000   58,000,000   51,000,000
Debt securities carried at fair value 0   0   0
Held-to-maturity securities 160,000,000   160,000,000   64,000,000
Unconsolidated VIEs | Commercial Mortgage | Junior Lien          
On-balance sheet assets          
Trading account assets 11,000,000   11,000,000   14,000,000
Debt securities carried at fair value 48,000,000   48,000,000   54,000,000
Held-to-maturity securities 0   0   13,000,000
Unconsolidated VIEs | First Lien Mortgage Securitization Trusts          
On-balance sheet liabilities          
Other than temporary impairment losses recorded on debt securities 0 16,000,000 1,000,000 5,000,000  
Other than temporary impairment losses recorded on held-to-maturity securities   $ 0 0 $ 0  
Consolidated VIEs          
On-balance sheet assets          
Trading account assets 5,142,000,000   5,142,000,000   5,773,000,000
Loans and leases 50,022,000,000   50,022,000,000   56,001,000,000
All other assets 662,000,000   662,000,000   1,596,000,000
Total assets 54,869,000,000   54,869,000,000   62,526,000,000
On-balance sheet liabilities          
Long-term debt 9,457,000,000   9,457,000,000   10,646,000,000
All other liabilities 54,000,000   54,000,000   41,000,000
Total liabilities 9,633,000,000   9,633,000,000   11,035,000,000
Consolidated VIEs | Residential Mortgage - Agency          
Variable Interest Entity [Line Items]          
Maximum loss exposure 15,040,000,000   15,040,000,000   18,084,000,000
On-balance sheet assets          
Trading account assets 37,000,000   37,000,000   434,000,000
Loans and leases 14,762,000,000   14,762,000,000   17,223,000,000
All other assets 241,000,000   241,000,000   427,000,000
Total assets 15,040,000,000   15,040,000,000   18,084,000,000
On-balance sheet liabilities          
Long-term debt 0   0   0
All other liabilities 2,000,000   2,000,000   4,000,000
Total liabilities 2,000,000   2,000,000   4,000,000
Consolidated VIEs | Non-agency | Prime          
Variable Interest Entity [Line Items]          
Maximum loss exposure 337,000,000   337,000,000   0
On-balance sheet assets          
Trading account assets 330,000,000   330,000,000   0
Loans and leases 0   0   0
All other assets 7,000,000   7,000,000   0
Total assets 337,000,000   337,000,000   0
On-balance sheet liabilities          
Long-term debt 0   0   0
All other liabilities 0   0   0
Total liabilities 0   0   0
Consolidated VIEs | Non-agency | Subprime          
Variable Interest Entity [Line Items]          
Maximum loss exposure 0   0   0
On-balance sheet assets          
Trading account assets 0   0   0
Loans and leases 0   0   0
All other assets 0   0   0
Total assets 0   0   0
On-balance sheet liabilities          
Long-term debt 0   0   0
All other liabilities 0   0   0
Total liabilities 0   0   0
Consolidated VIEs | Non-agency | Alt-A          
Variable Interest Entity [Line Items]          
Maximum loss exposure 0   0   25,000,000
On-balance sheet assets          
Trading account assets 0   0   99,000,000
Loans and leases 0   0   0
All other assets 0   0   0
Total assets 0   0   99,000,000
On-balance sheet liabilities          
Long-term debt 0   0   74,000,000
All other liabilities 0   0   0
Total liabilities 0   0   74,000,000
Consolidated VIEs | Commercial Mortgage          
Variable Interest Entity [Line Items]          
Maximum loss exposure 0   0   0
On-balance sheet assets          
Trading account assets 0   0   0
Loans and leases 0   0   0
All other assets 0   0   0
Total assets 0   0   0
On-balance sheet liabilities          
Long-term debt 0   0   0
All other liabilities 0   0   0
Total liabilities $ 0   $ 0   $ 0