XML 97 R66.htm IDEA: XBRL DOCUMENT v3.21.1
Netting Arrangements (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2021
Mar. 31, 2020
Dec. 31, 2020
Offsetting Assets [Line Items]      
Fair Value of Securities Received as Collateral that Have Been Resold or Repledged $ 0   $ 0
Derivative Liability, Not Subject to Master Netting Arrangement 46   49
Assets:      
Derivative assets, gross amount 3,266   1,951
Derivative assets, gross amount offset (655)   (905)
Derivative assets, net amount presented in our condensed consolidated balance sheets 2,611   1,046
Derivative assets, under master netting arrangements, amounts not offset in our condensed consolidated balance sheets, financial instruments (801)   (406)
Derivative assets, under master netting arrangements, amounts not offset in our condensed consolidated balance sheets, collateral (85)   (53)
Derivative assets, net amount 1,725   587
Securities purchased under agreements to resell or similar arrangements, gross amount 66,437   46,644
Securities purchased under agreements to resell or similar arrangements, gross amount offset 0   0
Securities Purchased under Agreements to Resell, Not Subject to Master Netting Arrangement 66,437   46,644
Securities purchased under agreements to resell or similar arrangements, under master netting arrangements, amounts not offset in our condensed consolidated balance sheets, financial instruments 0   0
Securities purchased under agreements to resell or similar arrangements, under master netting arrangements, amounts not offset in our condensed consolidated balance sheets, collateral (66,437)   (46,644)
Securities purchased under agreements to resell or similar arrangements, net amount 0   0
Total assets, gross amount 69,703   48,595
Total assets, gross amount offset (655)   (905)
Total assets, net amount presented in our condensed consolidated balance sheets 69,048   47,690
Total assets, under master netting arrangements, amounts not offset in our condensed consolidated balance sheets, financial instruments (801)   (406)
Total assets, under master netting arrangements, amounts not offset in our condensed consolidated balance sheets, collateral (66,522)   (46,697)
Total assets, net amount 1,725   587
Liabilities:      
Derivative liabilities, gross amount (3,692)   (2,441)
Derivative liabilities, gross amount offset 1,632   995
Derivative liabilities, net amount presented in our condensed consolidated balance sheets (2,060)   (1,446)
Derivative liabilities, under master netting arrangements, amounts not offset in our condensed consolidated balance sheets, financial instruments 801   406
Derivative liabilities, under master netting arrangements, amounts not offset in our condensed consolidated balance sheets, collateral 173   1,019
Derivative liabilities, net amount (1,086)   (21)
Total liabilities, gross amount (3,692)   (2,441)
Total liabilities, gross amount offset 1,632   995
Total liabilities, net amount presented in our condensed consolidated balance sheets (2,060)   (1,446)
Total liabilities, under master netting arrangements, amounts not offset in our condensed consolidated balance sheets, financial instruments 801   406
Total liabilities, under master netting arrangements, amounts not offset in our condensed consolidated balance sheets, collateral 173   1,019
Total liabilities, net amount (1,086)   (21)
Fair value of non-cash collateral we pledged 4,700   4,700
Cash and Cash Equivalents [Member]      
Liabilities:      
Securities purchased under agreements to resell 6,100   18,400
Restricted Cash and Cash Equivalent      
Liabilities:      
Securities purchased under agreements to resell 5,400    
Single-family [Member]      
Liabilities:      
Loans and Leases Receivable, Impaired, Interest Lost on Nonaccrual Loans 307 $ 182  
Risk Management Derivatives      
Assets:      
Derivative assets, gross amount offset (655)   (905)
Liabilities:      
Derivative liabilities, gross amount offset 1,632   995
Mortgage commitment derivatives      
Assets:      
Derivative assets, gross amount 2,596   989
Derivative assets, gross amount offset 0   0
Derivative assets, net amount presented in our condensed consolidated balance sheets 2,596   989
Derivative assets, under master netting arrangements, amounts not offset in our condensed consolidated balance sheets, financial instruments (801)   (406)
Derivative assets, under master netting arrangements, amounts not offset in our condensed consolidated balance sheets, collateral (85)   (53)
Derivative assets, net amount 1,710   530
Liabilities:      
Derivative liabilities, gross amount (1,972)   (1,426)
Derivative liabilities, gross amount offset 0   0
Derivative liabilities, net amount presented in our condensed consolidated balance sheets (1,972)   (1,426)
Derivative liabilities, under master netting arrangements, amounts not offset in our condensed consolidated balance sheets, financial instruments 801   406
Derivative liabilities, under master netting arrangements, amounts not offset in our condensed consolidated balance sheets, collateral 159   1,017
Derivative liabilities, net amount (1,012)   (3)
Over the Counter [Member] | Risk Management Derivatives      
Assets:      
Derivative assets, gross amount 670   962
Derivative assets, gross amount offset (661)   (952)
Derivative assets, net amount presented in our condensed consolidated balance sheets 9   10
Derivative assets, under master netting arrangements, amounts not offset in our condensed consolidated balance sheets, financial instruments 0   0
Derivative assets, under master netting arrangements, amounts not offset in our condensed consolidated balance sheets, collateral 0   0
Derivative assets, net amount 9   10
Liabilities:      
Derivative liabilities, gross amount (1,720)   (1,015)
Derivative liabilities, gross amount offset 1,646   999
Derivative liabilities, net amount presented in our condensed consolidated balance sheets (74)   (16)
Derivative liabilities, under master netting arrangements, amounts not offset in our condensed consolidated balance sheets, financial instruments 0   0
Derivative liabilities, under master netting arrangements, amounts not offset in our condensed consolidated balance sheets, collateral 0   0
Derivative liabilities, net amount (74)   (16)
Exchange Cleared [Member] | Risk Management Derivatives      
Assets:      
Derivative assets, gross amount 0   0
Derivative assets, gross amount offset 6   47
Derivative assets, net amount presented in our condensed consolidated balance sheets 6   47
Derivative assets, under master netting arrangements, amounts not offset in our condensed consolidated balance sheets, financial instruments 0   0
Derivative assets, under master netting arrangements, amounts not offset in our condensed consolidated balance sheets, collateral 0   0
Derivative assets, net amount 6   47
Liabilities:      
Derivative liabilities, gross amount 0   0
Derivative liabilities, gross amount offset (14)   (4)
Derivative liabilities, net amount presented in our condensed consolidated balance sheets (14)   (4)
Derivative liabilities, under master netting arrangements, amounts not offset in our condensed consolidated balance sheets, financial instruments 0   0
Derivative liabilities, under master netting arrangements, amounts not offset in our condensed consolidated balance sheets, collateral 14   2
Derivative liabilities, net amount $ 0   $ (2)