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
Sep. 30, 2022
Dec. 31, 2021
Sep. 30, 2021
On-balance sheet assets      
Trading account assets $ 293,458 $ 247,080  
Debt securities carried at fair value 236,245 308,073  
Held-to-maturity securities 643,743 674,591  
Other assets 155,766 163,869  
Loans and leases 1,032,466 979,124  
Total assets 3,072,953 3,169,495 $ 3,085,446
Total liabilities 2,803,429 2,899,429  
Consolidated VIEs      
On-balance sheet assets      
Trading account assets 2,794 5,004  
Other assets 93 189  
Loans and leases 16,073 17,135  
Total assets 18,158 21,370  
Total liabilities 3,331 3,841  
Agency | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 9,465 11,600  
On-balance sheet assets      
Other assets 0 0  
Total assets 9,465 11,600  
Principal balance outstanding 83,659 93,142  
Agency | Consolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 1,961 1,644  
On-balance sheet assets      
Trading account assets 1,961 1,644  
Loans and leases 0 0  
Total assets 1,961 1,644  
Total liabilities 0 0  
Agency | Senior securities: | Unconsolidated VIEs      
On-balance sheet assets      
Trading account assets 347 175  
Debt securities carried at fair value 3,142 5,009  
Held-to-maturity securities 5,976 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 4,123 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 757 908  
On-balance sheet assets      
Other assets 25 29  
Total assets 483 610  
Principal balance outstanding 5,110 6,179  
Non-agency | Subprime | Consolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 83 0  
On-balance sheet assets      
Trading account assets 83 0  
Loans and leases 0 0  
Total assets 83 0  
Total liabilities 0 0  
Non-agency | Subprime | Senior securities: | Unconsolidated VIEs      
On-balance sheet assets      
Trading account assets 28 44  
Debt securities carried at fair value 430 537  
Held-to-maturity securities 0 0  
Non-agency | Alt-A | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 12 14  
On-balance sheet assets      
Other assets 2 2  
Total assets 12 14  
Principal balance outstanding 11,856 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 10 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 5,783    
Commercial Mortgage | Unconsolidated VIEs      
Variable Interest Entity [Line Items]      
Maximum loss exposure 1,560 1,445  
On-balance sheet assets      
Other assets 102 93  
Total assets 1,428 1,271  
Principal balance outstanding 83,475 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 58 21  
Debt securities carried at fair value 0 0  
Held-to-maturity securities $ 1,268 $ 1,157