XML 51 R40.htm IDEA: XBRL DOCUMENT v3.23.2
Investment Securities - Investment Available for Sale (Details) - USD ($)
$ in Millions
Jun. 30, 2023
Dec. 31, 2022
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost $ 88,445 $ 87,047
Allowance for Credit Losses (4) (3)
Gross Unrealized Gains 143 154
Gross Unrealized Losses (10,172) (10,279)
Securities available for sale (amortized cost of $88.4 billion and $87.0 billion and allowance for credit losses of $4 million and $3 million as of June 30, 2023 and December 31, 2022, respectively) 78,412 76,919
U.S. Treasury securities    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 5,197 5,129
Allowance for Credit Losses 0 0
Gross Unrealized Gains 0 2
Gross Unrealized Losses (87) (90)
Securities available for sale (amortized cost of $88.4 billion and $87.0 billion and allowance for credit losses of $4 million and $3 million as of June 30, 2023 and December 31, 2022, respectively) 5,110 5,041
RMBS, Agency    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 72,085 71,212
Allowance for Credit Losses 0 0
Gross Unrealized Gains 41 53
Gross Unrealized Losses (9,322) (9,413)
Securities available for sale (amortized cost of $88.4 billion and $87.0 billion and allowance for credit losses of $4 million and $3 million as of June 30, 2023 and December 31, 2022, respectively) 62,804 61,852
RMBS, Non-agency    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 631 653
Allowance for Credit Losses (4) (3)
Gross Unrealized Gains 92 93
Gross Unrealized Losses (5) (6)
Securities available for sale (amortized cost of $88.4 billion and $87.0 billion and allowance for credit losses of $4 million and $3 million as of June 30, 2023 and December 31, 2022, respectively) 714 737
RMBS    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 72,716 71,865
Allowance for Credit Losses (4) (3)
Gross Unrealized Gains 133 146
Gross Unrealized Losses (9,327) (9,419)
Securities available for sale (amortized cost of $88.4 billion and $87.0 billion and allowance for credit losses of $4 million and $3 million as of June 30, 2023 and December 31, 2022, respectively) 63,518 62,589
CMBS, Agency    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 8,757 8,626
Allowance for Credit Losses 0 0
Gross Unrealized Gains 7 4
Gross Unrealized Losses (752) (760)
Securities available for sale (amortized cost of $88.4 billion and $87.0 billion and allowance for credit losses of $4 million and $3 million as of June 30, 2023 and December 31, 2022, respectively) 8,012 7,870
Other securities    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 1,775 1,427
Allowance for Credit Losses 0 0
Gross Unrealized Gains 3 2
Gross Unrealized Losses (6) (10)
Securities available for sale (amortized cost of $88.4 billion and $87.0 billion and allowance for credit losses of $4 million and $3 million as of June 30, 2023 and December 31, 2022, respectively) 1,772 1,419
Asset-backed Securities    
Debt Securities, Available-for-sale [Line Items]    
Securities available for sale (amortized cost of $88.4 billion and $87.0 billion and allowance for credit losses of $4 million and $3 million as of June 30, 2023 and December 31, 2022, respectively) $ 1,100 $ 707
US Treasury and Agency securities | Available-for-sale securities | Government Contracts Concentration Risk    
Debt Securities, Available-for-sale [Line Items]    
Percentage of portfolio 97.00% 97.00%