XML 73 R56.htm IDEA: XBRL DOCUMENT v3.22.0.1
Investment Securities - Investment Available for Sale (Details) - USD ($)
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2021
Dec. 31, 2020
Debt Securities, Available-for-sale [Line Items]        
Amortized Cost $ 94,871,000,000 $ 97,569,000,000 $ 94,871,000,000 $ 97,569,000,000
Allowance for Credit Losses (1,000,000) (1,000,000) (1,000,000) (1,000,000)
Gross Unrealized Gains 1,387,000,000 2,997,000,000 1,387,000,000 2,997,000,000
Gross Unrealized Losses (996,000,000) (120,000,000) (996,000,000) (120,000,000)
Fair Value 95,261,000,000 100,445,000,000 95,261,000,000 100,445,000,000
Accrued interest receivable     207,000,000 230,000,000
Security Owned and Pledged as Collateral, Fair Value 20,800,000,000 16,500,000,000 20,800,000,000 16,500,000,000
Securities Received as Collateral 1,000,000 1,000,000 1,000,000 1,000,000
U.S. Treasury securities        
Debt Securities, Available-for-sale [Line Items]        
Amortized Cost 9,419,000,000 9,302,000,000 9,419,000,000 9,302,000,000
Allowance for Credit Losses 0 0 0 0
Gross Unrealized Gains 23,000,000 16,000,000 23,000,000 16,000,000
Gross Unrealized Losses 0 0 0 0
Fair Value 9,442,000,000 9,318,000,000 9,442,000,000 9,318,000,000
RMBS, Agency        
Debt Securities, Available-for-sale [Line Items]        
Amortized Cost 72,593,000,000 73,248,000,000 72,593,000,000 73,248,000,000
Allowance for Credit Losses 0 0 0 0
Gross Unrealized Gains 958,000,000 2,326,000,000 958,000,000 2,326,000,000
Gross Unrealized Losses (931,000,000) (108,000,000) (931,000,000) (108,000,000)
Fair Value 72,620,000,000 75,466,000,000 72,620,000,000 75,466,000,000
RMBS, Non-agency        
Debt Securities, Available-for-sale [Line Items]        
Amortized Cost 792,000,000 1,035,000,000 792,000,000 1,035,000,000
Allowance for Credit Losses (1,000,000) (1,000,000) (1,000,000) (1,000,000)
Gross Unrealized Gains 205,000,000 204,000,000 205,000,000 204,000,000
Gross Unrealized Losses 0 (1,000,000) 0 (1,000,000)
Fair Value 996,000,000 1,237,000,000 996,000,000 1,237,000,000
RMBS        
Debt Securities, Available-for-sale [Line Items]        
Amortized Cost 73,385,000,000 74,283,000,000 73,385,000,000 74,283,000,000
Allowance for Credit Losses (1,000,000) (1,000,000) (1,000,000) (1,000,000)
Gross Unrealized Gains 1,163,000,000 2,530,000,000 1,163,000,000 2,530,000,000
Gross Unrealized Losses (931,000,000) (109,000,000) (931,000,000) (109,000,000)
Fair Value 73,616,000,000 76,703,000,000 73,616,000,000 76,703,000,000
CMBS, Agency        
Debt Securities, Available-for-sale [Line Items]        
Amortized Cost 9,237,000,000 11,298,000,000 9,237,000,000 11,298,000,000
Allowance for Credit Losses 0 0 0 0
Gross Unrealized Gains 195,000,000 448,000,000 195,000,000 448,000,000
Gross Unrealized Losses (63,000,000) (11,000,000) (63,000,000) (11,000,000)
Fair Value 9,369,000,000 11,735,000,000 9,369,000,000 11,735,000,000
Other securities        
Debt Securities, Available-for-sale [Line Items]        
Amortized Cost 2,830,000,000 2,686,000,000 2,830,000,000 2,686,000,000
Allowance for Credit Losses 0 0 0 0
Gross Unrealized Gains 6,000,000 3,000,000 6,000,000 3,000,000
Gross Unrealized Losses (2,000,000) 0 (2,000,000) 0
Fair Value 2,834,000,000 2,689,000,000 2,834,000,000 2,689,000,000
Asset-backed Securities        
Debt Securities, Available-for-sale [Line Items]        
Fair Value $ 2,000,000,000 $ 1,800,000,000 $ 2,000,000,000 $ 1,800,000,000
US Treasury and Agency securities | Available-for-sale securities | Government Contracts Concentration Risk        
Debt Securities, Available-for-sale [Line Items]        
Percentage of portfolio 96.00% 96.00%