XML 50 R40.htm IDEA: XBRL DOCUMENT v3.23.3
Investment Securities - Investment Available for Sale (Details) - USD ($)
$ in Millions
Sep. 30, 2023
Dec. 31, 2022
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost $ 87,650 $ 87,047
Allowance for Credit Losses (4) (3)
Gross Unrealized Gains 101 154
Gross Unrealized Losses (12,910) (10,279)
Securities available for sale (amortized cost of $87.7 billion and $87.0 billion and allowance for credit losses of $4 million and $3 million as of September 30, 2023 and December 31, 2022, respectively) 74,837 76,919
U.S. Treasury securities    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 5,279 5,129
Allowance for Credit Losses 0 0
Gross Unrealized Gains 1 2
Gross Unrealized Losses (75) (90)
Securities available for sale (amortized cost of $87.7 billion and $87.0 billion and allowance for credit losses of $4 million and $3 million as of September 30, 2023 and December 31, 2022, respectively) 5,205 5,041
RMBS, Agency    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 71,122 71,212
Allowance for Credit Losses 0 0
Gross Unrealized Gains 15 53
Gross Unrealized Losses (11,945) (9,413)
Securities available for sale (amortized cost of $87.7 billion and $87.0 billion and allowance for credit losses of $4 million and $3 million as of September 30, 2023 and December 31, 2022, respectively) 59,192 61,852
RMBS, Non-agency    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 620 653
Allowance for Credit Losses (4) (3)
Gross Unrealized Gains 81 93
Gross Unrealized Losses (7) (6)
Securities available for sale (amortized cost of $87.7 billion and $87.0 billion and allowance for credit losses of $4 million and $3 million as of September 30, 2023 and December 31, 2022, respectively) 690 737
RMBS    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 71,742 71,865
Allowance for Credit Losses (4) (3)
Gross Unrealized Gains 96 146
Gross Unrealized Losses (11,952) (9,419)
Securities available for sale (amortized cost of $87.7 billion and $87.0 billion and allowance for credit losses of $4 million and $3 million as of September 30, 2023 and December 31, 2022, respectively) 59,882 62,589
CMBS, Agency    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 8,718 8,626
Allowance for Credit Losses 0 0
Gross Unrealized Gains 1 4
Gross Unrealized Losses (880) (760)
Securities available for sale (amortized cost of $87.7 billion and $87.0 billion and allowance for credit losses of $4 million and $3 million as of September 30, 2023 and December 31, 2022, respectively) 7,839 7,870
Other securities    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 1,911 1,427
Allowance for Credit Losses 0 0
Gross Unrealized Gains 3 2
Gross Unrealized Losses (3) (10)
Securities available for sale (amortized cost of $87.7 billion and $87.0 billion and allowance for credit losses of $4 million and $3 million as of September 30, 2023 and December 31, 2022, respectively) 1,911 1,419
Asset-backed Securities    
Debt Securities, Available-for-sale [Line Items]    
Securities available for sale (amortized cost of $87.7 billion and $87.0 billion and allowance for credit losses of $4 million and $3 million as of September 30, 2023 and December 31, 2022, respectively) $ 1,200 $ 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%