XML 164 R133.htm IDEA: XBRL DOCUMENT v3.22.0.1
Variable Interest Entities and Securitization Activities - Transfers of Assets with Continuing Involvement (Details) - USD ($)
$ in Millions
Dec. 31, 2021
Dec. 31, 2020
Variable Interest Entity    
Derivative assets $ 38,154 $ 37,850
Derivative liabilities 34,568 44,938
SPE    
Variable Interest Entity    
Interests purchased in the secondary market 264 356
Derivative assets 891 400
Derivative liabilities 284 436
SPE | Investment grade    
Variable Interest Entity    
Interests purchased in the secondary market 169 212
SPE | Non-investment grade    
Variable Interest Entity    
Interests purchased in the secondary market 95 144
SPE | RML    
Variable Interest Entity    
SPE assets (UPB) 6,802 7,515
Retained interests 91 65
Interests purchased in the secondary market 56 43
Derivative assets 0 0
Derivative liabilities 0 0
SPE | RML | Investment grade    
Variable Interest Entity    
Retained interests 72 49
Interests purchased in the secondary market 18 0
SPE | RML | Non-investment grade    
Variable Interest Entity    
Retained interests 19 16
Interests purchased in the secondary market 38 43
SPE | CML    
Variable Interest Entity    
SPE assets (UPB) 94,276 84,674
Retained interests 1,224 1,017
Interests purchased in the secondary market 171 176
Derivative assets 0 0
Derivative liabilities 0 0
SPE | CML | Investment grade    
Variable Interest Entity    
Retained interests 638 822
Interests purchased in the secondary market 118 96
SPE | CML | Non-investment grade    
Variable Interest Entity    
Retained interests 586 195
Interests purchased in the secondary market 53 80
SPE | Agency CMBS    
Variable Interest Entity    
SPE assets (UPB) 28,697 21,061
Retained interests 465 615
Interests purchased in the secondary market 33 116
Derivative assets 0 0
Derivative liabilities 0 0
SPE | Agency CMBS | Investment grade    
Variable Interest Entity    
Retained interests 465 615
Interests purchased in the secondary market 33 116
SPE | Agency CMBS | Non-investment grade    
Variable Interest Entity    
Retained interests 0 0
Interests purchased in the secondary market 0 0
SPE | CLN and Other    
Variable Interest Entity    
SPE assets (UPB) 13,121 12,978
Retained interests 69 114
Interests purchased in the secondary market 4 21
Derivative assets 891 400
Derivative liabilities 284 436
SPE | CLN and Other | Investment grade    
Variable Interest Entity    
Retained interests 0 0
Interests purchased in the secondary market 0 0
SPE | CLN and Other | Non-investment grade    
Variable Interest Entity    
Retained interests 69 114
Interests purchased in the secondary market $ 4 $ 21