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 ($)
$ in Millions
Jun. 30, 2022
Dec. 31, 2021
Jun. 30, 2021
On-balance sheet assets      
Trading account assets $ 294,027 $ 247,080  
Debt securities carried at fair value 274,665 308,073  
Held-to-maturity securities 658,284 674,591  
Other assets 159,971 163,869  
Loans and leases 1,030,766 979,124  
Total assets 3,111,606 3,169,495 $ 3,029,894
Total liabilities 2,842,488 2,899,429  
Consolidated VIEs      
On-balance sheet assets      
Trading account assets 2,294 5,004  
Other assets 177 189  
Loans and leases 16,170 17,135  
Total assets 17,809 21,370  
Total liabilities 4,686 3,841  
Agency | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 9,881 11,600  
On-balance sheet assets      
Other assets 0 0  
Total assets 9,881 11,600  
Principal balance outstanding 85,819 93,142  
Agency | Consolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 1,648 1,644  
On-balance sheet assets      
Trading account assets 1,648 1,644  
Loans and leases 0 0  
Total assets 1,648 1,644  
Total liabilities 0 0  
Agency | Senior securities: | Unconsolidated VIEs      
On-balance sheet assets      
Trading account assets 213 175  
Debt securities carried at fair value 3,542 5,009  
Held-to-maturity securities 6,126 6,416  
Non-agency | Prime | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 108 121  
On-balance sheet assets      
Other assets 3 3  
Total assets 6 11  
Principal balance outstanding 4,251 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 807 908  
On-balance sheet assets      
Other assets 34 29  
Total assets 526 610  
Principal balance outstanding 5,471 6,179  
Non-agency | Subprime | Consolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 89 0  
On-balance sheet assets      
Trading account assets 89 0  
Loans and leases 0 0  
Total assets 89 0  
Total liabilities 0 0  
Non-agency | Subprime | Senior securities: | Unconsolidated VIEs      
On-balance sheet assets      
Trading account assets 37 44  
Debt securities carried at fair value 455 537  
Held-to-maturity securities 0 0  
Non-agency | Alt-A | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 15 14  
On-balance sheet assets      
Other assets 2 2  
Total assets 15 14  
Principal balance outstanding 12,279 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 13 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 12,572    
Commercial Mortgage | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 1,496 1,445  
On-balance sheet assets      
Other assets 59 93  
Total assets 1,352 1,271  
Principal balance outstanding 84,991 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 25 21  
Debt securities carried at fair value 0 0  
Held-to-maturity securities $ 1,268 $ 1,157