AGNC Investment (AGNC) 10-Q 7 Nov 13 2013 Q3 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	9 Months Ended
	Sep. 30, 2013	Oct. 31, 2013
Entity Information [Line Items]	'	'
Document Type	'10-Q	'
Amendment Flag	'false	'
Document Period End Date	30-Sep-13	'
Document Fiscal Year Focus	'2013	'
Document Fiscal Period Focus	'Q3	'
Entity Registrant Name	'American Capital Agency Corp	'
Entity Central Index Key	'0001423689	'
Entity Filer Category	'Large Accelerated Filer	'
Current Fiscal Year End Date	'--12-31	'
Entity Common Stock, Shares Outstanding	'	396,451,470
Trading Symbol	'AGNC	'
Entity Well-known Seasoned Issuer	'Yes	'
Entity Voluntary Filers	'No	'
Entity Current Reporting Status	'Yes	'

Consolidated_Balance_Sheets

Consolidated Balance Sheets (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Assets:	'	'
Agency securities, at fair value	$83,805	$83,710
Agency securities transferred to consolidated variable interest entities, at fair value	1,204	1,535
U.S. Treasury securities, at fair value	4,823	0
Cash and cash equivalents	2,129	2,430
Restricted cash	77	399
Derivative assets, at fair value	1,246	301
Receivable for agency securities sold	1,807	0
Receivable under reverse repurchase agreements	1,808	11,818
Other assets	372	260
Total assets	97,271	100,453
Liabilities:	'	'
Repurchase agreements	82,473	74,478
Other debt	736	937
Payable for agency securities purchased	979	556
Derivative liabilities, at fair value	1,015	1,264
Dividend payable	311	427
Obligation to return securities borrowed under reverse repurchase agreements, at fair value	1,801	11,763
Accounts payable and other accrued liabilities	71	132
Total liabilities	87,386	89,557
Stockholders' equity:	'	'
Preferred stock	167	167
Common stock	4	3
Additional paid-in capital	10,992	9,460
Retained earnings (deficit)	-160	-289
Accumulated other comprehensive income	-1,118	1,555
Total stockholders' equity	9,885	10,896
Total liabilities and stockholders' equity	$97,271	$100,453

Consolidated_Balance_Sheets_Pa

Consolidated Balance Sheets (Parentheticals) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, except Per Share data, unless otherwise specified
Available-for-sale Securities Pledged as Collateral	$80,721	$79,966
Trading Securities Pledged as Collateral	4,710	'
Assets Pledged included in Receivable for Securities Sold	1,417	0
Preferred Stock, Par or Stated Value Per Share	$0.01	$0.01
Preferred Stock, Shares Issued	6.9	6.9
Preferred Stock, Shares Outstanding	6.9	6.9
Pref'd Stock Liquidation Preference	$173	$173
Common Stock, Par or Stated Value Per Share	$0.01	$0.01
Common Stock, Shares Authorized	600	600
Common Stock, Shares, Issued	384.3	338.9
Common Stock, Shares, Outstanding	384.3	338.9

Consolidated_Statements_Of_Com

Consolidated Statements Of Comprehensive Income (USD $)	3 Months Ended		9 Months Ended
In Millions, except Per Share data, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Interest income:	'	'	'	'
Interest income	$558	$520	$1,650	$1,538
Interest expense	145	139	416	365
Net interest income	413	381	1,234	1,173
Other income, net:	'	'	'	'
Gain on sale of agency securities, net	-733	210	-742	843
(Loss) gain on derivative instruments and other securities, net	-339	-460	1,007	-1,442
Total other income, net	-1,072	-250	265	-599
Expenses:	'	'	'	'
Management fees	35	32	105	82
General and administrative expenses	7	8	25	22
Total expenses	42	40	130	104
Income before income tax	-701	91	1,369	470
Income tax benefit, net	0	5	10	4
Dividend on preferred stock	3	3	10	6
Net income	-701	86	1,359	466
Net (loss) income (attributable) available to common shareholders	-704	83	1,349	460
Other comprehensive income (loss):	'	'	'	'
Unrealized gain (loss) on available-for-sale securities, net	833	1,190	-2,817	1,773
Unrealized (loss) gain on derivative instruments, net	47	51	144	155
Other comprehensive income (loss)	880	1,241	-2,673	1,928
Comprehensive income	179	1,327	-1,314	2,394
Dividend on preferred stock	3	3	10	6
Comprehensive income available to common shareholders	$176	$1,324	($1,324)	$2,388
Weighted average number of common shares outstanding-basic and diluted	390.6	332.8	381.2	291.6
Net income per common share - basic and diluted	($1.80)	$0.25	$3.54	$1.58
Comprehensive income per share - basic and diluted	$0.45	$3.98	($3.47)	$8.19
Dividends declared per common share	$0.80	$1.25	$3.10	$3.75

Consolidated_Statement_of_Stoc

Consolidated Statement of Stockholders' Equity (USD $)	Total	Preferred Stock [Member]	Common Stock [Member]	Additional Paid-in Capital [Member]	Retained Earnings (Accumulated Deficit) [Member]	Accumulated Other Comprehensive Income (Loss) [Member]	Interest Rate Swap [Member]
In Millions, unless otherwise specified
Balance, value at Dec. 31, 2012	$10,896	$167	$3	$9,460	($289)	$1,555	'
Balance, Common Stock, shares at Dec. 31, 2012	338.9	'	338.9	'	'	'	'
Balance, Preferred Stock, shares at Dec. 31, 2012	6.9	6.9	'	'	'	'	'
Net income	1,359	'	'	'	1,359	'	'
Other comprehensive income (loss):	'	'	'	'	'	'	'
Unrealized gain (loss) on available-for-sale securities, net	-2,817	'	'	'	'	-2,817	'
Unrealized (loss) gain on derivative instruments, net	144	'	'	'	'	144	'
Unrealized (loss) gain on derivative instruments, net (Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member])	144	'	'	'	'	'	144
Issuance of common stock, value	1,803	'	1	1,802	'	'	'
Stock Repurchased During Period, Shares	-12.1	'	'	'	'	'	'
Payments for Repurchase of Common Stock	270	'	'	'	'	'	'
Dividends, Preferred Stock, Cash	'	'	'	'	-10	'	'
Stock Repurchased During Period, Value	-270	'	'	'	'	'	'
Issuance of common stock, shares	57.5	'	57.5	'	'	'	'
Common dividends declared	1,220	'	'	'	'	'	'
Balance, value at Sep. 30, 2013	9,885	167	4	10,992	-160	-1,118	'
Balance, Common Stock, shares at Sep. 30, 2013	384.3	'	384.3	'	'	'	'
Balance, Preferred Stock, shares at Sep. 30, 2013	6.9	6.9	'	'	'	'	'
Balance, value at Jun. 30, 2013	'	'	'	'	'	'	'
Net income	-701	'	'	'	'	'	'
Other comprehensive income (loss):	'	'	'	'	'	'	'
Unrealized gain (loss) on available-for-sale securities, net	833	'	'	'	'	'	'
Unrealized (loss) gain on derivative instruments, net	47	'	'	'	'	'	'
Unrealized (loss) gain on derivative instruments, net (Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member])	47	'	'	'	'	'	47
Stock Repurchased During Period, Shares	-11.9	'	'	'	'	'	'
Stock Repurchased During Period, Value	-263	'	'	'	'	'	'
Balance, value at Sep. 30, 2013	$9,885	$167	'	'	'	'	'
Balance, Common Stock, shares at Sep. 30, 2013	384.3	'	'	'	'	'	'
Balance, Preferred Stock, shares at Sep. 30, 2013	6.9	6.9	'	'	'	'	'

Consolidated_Statements_Of_Cas

Consolidated Statements Of Cash Flows (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012
Operating activities:	'	'
Net income (loss)	$1,359	$466
Adjustments to reconcile net income to net cash provided by operating activities:	'	'
Amortization of agency securities premiums and discounts, net	400	515
Amortization of accumulated other comprehensive loss on interest rate swaps de-designated as qualifying hedges	144	155
Gain on sale of agency securities, net	742	-843
Loss (gain) on derivative instruments and other securities, net	-1,007	1,442
Increase in other assets	-54	-79
Increase in accounts payable and other accrued liabilities	-112	25
Accretion of discounts on debt of consolidated variable interest entities	12	2
Net cash provided by operating activities	1,484	1,683
Investing activities:	'	'
Purchases of agency securities	-71,313	-86,435
Proceeds from sale of agency securities	57,992	44,218
Principal collections on agency securities	8,201	6,906
Purchases of U.S. Treasury securities	-59,799	-25,894
Proceeds from sale of U.S. Treasury securities	45,496	32,243
Proceeds from reverse repurchase agreements	10,010	-5,946
Net (payments) receipts on other derivative instruments not designated as qualifying hedges	-696	-816
Decrease in restricted cash	322	-33
Net cash used in investing activities	-9,787	-35,757
Financing activities:	'	'
Proceeds from repurchase arrangements, net	421,185	310,225
Payments made on repurchase agreements	-413,190	-278,652
Proceeds from other debt	0	1,000
Repayments on other debt	-180	-80
Proceeds from Issuance of Preferred Stock and Preference Stock	0	167
Net proceeds from common stock issuances	1,803	3,600
Payments made on common stock repurchases	-270	0
Cash dividends paid	-1,346	-984
Net cash provided by financing activities	8,002	35,276
Net change in cash and cash equivalents	-301	1,202
Cash and cash equivalents at beginning of period	2,430	1,367
Cash and cash equivalents at end of period	$2,129	$2,569

Unaudited_Interim_Consolidated

Unaudited Interim Consolidated Financial Statements	9 Months Ended
	Sep. 30, 2013
Unaudited Interim Financials [Abstract]	'
Unaudited Interim Consolidated Financial Statements	'
	Unaudited Interim Consolidated Financial Statements
	The unaudited interim consolidated financial statements of American Capital Agency Corp. (referred throughout this report as the "Company", "we", "us" and "our") are prepared in accordance with U.S. generally accepted accounting principles ("GAAP") for interim financial information and pursuant to the requirements for reporting on Form 10-Q and Article 10 of Regulation S-X. The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of income and expenses during the reporting period. Actual results could differ from those estimates.
	Our unaudited interim consolidated financial statements include the accounts of our wholly-owned subsidiary, American Capital Agency TRS, LLC, and variable interest entities for which the Company is the primary beneficiary. Significant intercompany accounts and transactions have been eliminated. In the opinion of management, all adjustments, consisting solely of normal recurring accruals, necessary for the fair presentation of financial statements for the interim period have been included. The current period’s results of operations are not necessarily indicative of results that ultimately may be achieved for the year.

Organization

Organization	9 Months Ended
	Sep. 30, 2013
Organization [Abstract]	'
Organization	'
	Organization
	We were organized in Delaware on January 7, 2008, and commenced operations on May 20, 2008 following the completion of our initial public offering ("IPO"). Our common stock is traded on The NASDAQ Global Select Market under the symbol "AGNC".
	We are externally managed by American Capital AGNC Management, LLC (our "Manager"), an affiliate of American Capital, Ltd. ("American Capital").
	We operate so as to qualify to be taxed as a real estate investment trust ("REIT") under the Internal Revenue Code of 1986, as amended (the "Internal Revenue Code"). As a REIT, we are required to distribute annually 90% of our taxable net income. As long as we continue to qualify as a REIT, we will generally not be subject to U.S. federal or state corporate taxes on our taxable net income to the extent that we distribute all of our annual taxable net income to our stockholders. It is our intention to distribute 100% of our taxable net income, after application of available tax attributes, within the limits prescribed by the Internal Revenue Code, which may extend into the subsequent taxable year.
	We earn income primarily from investing on a leveraged basis in agency mortgage-backed securities ("agency MBS"). These investments consist of residential mortgage pass-through securities and collateralized mortgage obligations ("CMOs") for which the principal and interest payments are guaranteed by a government-sponsored enterprise, such as the Federal National Mortgage Association ("Fannie Mae") and the Federal Home Loan Mortgage Corporation ("Freddie Mac"), or by a U.S. Government agency, such as the Government National Mortgage Association ("Ginnie Mae") (collectively referred to as "GSEs"). We may also invest in agency debenture securities issued by Freddie Mac, Fannie Mae or the Federal Home Loan Bank ("FHLB"). We refer to agency MBS and agency debenture securities collectively as "investment securities" and we refer to the specific investment securities in which we invest as our "investment portfolio."
	Our principal objective is to preserve our net asset value (also referred to as "net book value", "NAV" and "stockholders' equity") while generating attractive risk-adjusted returns for distribution to our stockholders through regular quarterly dividends from the combination of our net interest income and net realized gains and losses on our investments and hedging activities. We fund our investments primarily through short-term borrowings structured as repurchase agreements.

Summary_of_Significant_Account

Summary of Significant Accounting Policies	9 Months Ended
	Sep. 30, 2013
Accounting Policies [Abstract]	'
Summary of Significant Accounting Policies	'
	Summary of Significant Accounting Policies
	Investment Securities
	ASC Topic 320, Investments—Debt and Equity Securities ("ASC 320"), requires that at the time of purchase, we designate a security as held-to-maturity, available-for-sale or trading, depending on our ability and intent to hold such security to maturity. Securities classified as trading and available-for-sale are reported at fair value, while securities classified as held-to-maturity are reported at amortized cost. We may, from time to time, sell any of our investment securities as part of our overall management of our investment portfolio. Accordingly, we typically designate our investment securities as available-for-sale. All securities classified as available-for-sale are reported at fair value, with unrealized gains and losses reported in accumulated other comprehensive income (loss) ("OCI"), a separate component of stockholders’ equity. Upon the sale of a security, we determine the cost of the security and the amount of unrealized gains or losses to reclassify out of accumulated OCI into earnings based on the specific identification method.
	Interest-only securities and inverse interest-only securities (collectively referred to as "interest-only securities") represent our right to receive a specified proportion of the contractual interest flows of specific agency CMO securities. Principal-only securities represent our right to receive the contractual principal flows of specific agency CMO securities. Interest-only and principal-only securities are measured at fair value through earnings in gain (loss) on derivative instruments and other securities, net in our consolidated statements of comprehensive income. Our investments in interest-only and principal-only securities are included in agency securities, at fair value on the accompanying consolidated balance sheets.
	We estimate the fair value of our investment securities based on a market approach using Level 2 inputs from third-party pricing services and non-binding dealer quotes derived from common market pricing methods. Such methods incorporate, but are not limited to, reported trades and executable bid and asked prices for similar securities, bench mark interest rate curves, such as the spread to the U.S. Treasury rate and interest rate swap curves, convexity, duration and the underlying characteristics of the particular security, including coupon, periodic and life caps, rate reset period, issuer, additional credit support and expected life of the security. Refer to Note 8 for further discussion of fair value measurements.
	We evaluate individual securities for other-than-temporary impairment ("OTTI") on at least a quarterly basis. The determination of whether a security is other-than-temporarily impaired may involve judgments and assumptions based on subjective and objective factors. When a security is impaired, an OTTI is considered to have occurred if any one of the following three conditions exist as of the financial reporting date: (i) we intend to sell the security (that is, a decision has been made to sell the security), (ii) it is more likely than not that we will be required to sell the security before recovery of its amortized cost basis or (iii) we do not expect to recover the security's amortized cost basis, even if we do not intend to sell the security and it is not more likely than not that we will be required to sell the security. A general allowance for unidentified impairments in a portfolio of securities is not permitted.
	If either of the first two conditions exists as of the financial reporting date, the entire amount of the impairment loss, if any, is recognized in earnings as a realized loss and the cost basis of the security is adjusted to its fair value. If the third condition exists, the OTTI is separated into (i) the amount relating to credit loss (the "credit component") and (ii) the amount relating to all other factors (the "non-credit components"). Only the credit component is recognized in earnings, with the non-credit components recognized in OCI. However, in evaluating if the third condition exists, our investments in agency securities typically would not have a credit component since the principal and interest are guaranteed by a GSE and, therefore, any unrealized loss is not the result of a credit loss. In addition, since we designate our agency securities as available-for-sale securities with unrealized gains and losses already recognized in OCI, any impairment loss for non-credit components is already recognized in OCI.
	The liquidity of the agency securities market allows us to obtain competitive bids and execute on a sale transaction typically within a day of making the decision to sell a security and, therefore, we generally do not make decisions to sell specific agency securities until shortly prior to initiating a sell order. In some instances, we may sell specific agency securities by delivering such securities into existing short to-be-announced ("TBA") contracts. TBA market conventions require the identification of the specific securities to be delivered no later than 48 hours prior to settlement. If we settle a short TBA contract through the delivery of securities, we will generally identify the specific securities to be delivered within one to two days of the 48-hour deadline.
	Interest Income
	Interest income is accrued based on the outstanding principal amount of the investment securities and their contractual terms. Premiums or discounts associated with the purchase of investment securities are amortized or accreted into interest income, respectively, over the projected lives of the securities, including contractual payments and estimated prepayments using the interest method in accordance with ASC Subtopic 310-20, Receivables—Nonrefundable Fees and Other Costs ("ASC 310-20").
	We estimate long-term prepayment speeds of our agency securities using a third-party service and market data. The third-party service estimates prepayment speeds using models that incorporate the forward yield curve, current mortgage rates and mortgage rates of the outstanding loans, age and size of the outstanding loans, loan-to-value ratios, volatility and other factors. We review the prepayment speeds estimated by the third-party service and compare the results to market consensus prepayment speeds, if available. We also consider historical prepayment speeds and current market conditions to validate the reasonableness of the prepayment speeds estimated by the third-party service and, based on our Manager’s judgment, we may make adjustments to its estimates. Actual and anticipated prepayment experience is reviewed quarterly and effective yields are recalculated when differences arise between (i) our previously estimated future prepayments and (ii) actual prepayments to date plus currently estimated future prepayments. If the actual and estimated future prepayment experience differs from our prior estimate of prepayments, we are required to record an adjustment in the current period to the amortization or accretion of premiums and discounts for the cumulative difference in the effective yield through the reporting date.
	Derivative Instruments
	We use a variety of derivative instruments to economically hedge a portion of our exposure to market risks, including interest rate risk, prepayment risk and extension risk. The objective of our risk management strategy is to reduce fluctuations in net book value over a range of interest rate scenarios. In particular, we attempt to mitigate the risk of the cost of our variable rate liabilities increasing during a period of rising interest rates. The principal instruments that we use are interest rate swaps and options to enter into interest rate swaps ("interest rate swaptions"). We also utilize forward contracts for the purchase or sale of agency MBS securities on a generic pool, or a TBA contract, basis and on a non-generic specified pool basis, and we utilize U.S. Treasury securities and U.S. Treasury futures contracts, primarily through short sales. We may also purchase or write put or call options on TBA securities and we may invest in other types of mortgage derivatives, such as interest-only securities, and synthetic total return swaps, such as the Markit IOS Synthetic Total Return Swap Index ("Markit IOS Index").
	We may also enter into TBA contracts as a means of investing in and financing agency securities (thereby increasing our "at risk" leverage) or as a means of disposing of or reducing our exposure to agency securities (thereby reducing our "at risk" leverage). Pursuant to TBA contracts, we agree to purchase or sell, for future delivery, agency securities with certain principal and interest terms and certain types of collateral, but the particular agency securities to be delivered are not identified until shortly before the TBA settlement date. We also may choose, prior to settlement, to move the settlement of these securities out to a later date by entering into an offsetting short or long position (referred to as a "pair off"), net settling the paired off positions for cash, and simultaneously purchasing or selling a similar TBA contract for a later settlement date. This transaction is commonly referred to as a "dollar roll." The agency securities purchased or sold for a forward settlement date are typically priced at a discount to agency securities for settlement in the current month. This difference (or discount) is referred to as the "price drop." The price drop is the economic equivalent of net interest carry income on the underlying agency securities over the roll period (interest income less implied financing cost) and is commonly referred to as "dollar roll income/loss." Consequently, forward purchases of agency securities and dollar roll transactions represent a form of off-balance sheet financing.
	We account for derivative instruments in accordance with ASC Topic 815, Derivatives and Hedging ("ASC 815"). ASC 815 requires an entity to recognize all derivatives as either assets or liabilities in the balance sheet and to measure those instruments at fair value.
	Our derivative agreements generally contain provisions that allow for netting or setting off derivative assets and liabilities with each counterparty; however, we report related assets and liabilities on a gross basis in our consolidated balance sheets. Derivative instruments in a gain position are reported as derivative assets at fair value and derivative instruments in a loss position are reported as derivative liabilities at fair value in our consolidated balance sheets. Changes in fair value of derivative instruments and periodic settlements related to our derivative instruments are recorded in gain (loss) on derivative instruments and other securities, net in our consolidated statements of comprehensive income. Cash receipts and payments related to derivative instruments are classified in our consolidated statements of cash flows according to the underlying nature or purpose of the derivative transaction, generally in the investing section.
	The use of derivatives creates exposure to credit risk relating to potential losses that could be recognized in the event that the counterparties to these instruments fail to perform their obligations under the contracts. We attempt to minimize this risk by limiting our counterparties to major financial institutions with acceptable credit ratings, monitoring positions with individual counterparties and adjusting posted collateral as required.
	Discontinuation of hedge accounting for interest rate swap agreements
	Prior to September 30, 2011, we entered into interest rate swap agreements typically with the intention of qualifying for hedge accounting under ASC 815. However, as of September 30, 2011, we elected to discontinue hedge accounting for our interest rate swaps. Upon discontinuation of hedge accounting, the net deferred loss related to our de-designated interest rate swaps remained in accumulated OCI and is being reclassified from accumulated OCI into interest expense on a straight-line basis over the remaining term of each interest rate swap.
	Interest rate swap agreements
	We use interest rate swaps to economically hedge the variable cash flows associated with borrowings made under our repurchase agreement facilities. Under our interest rate swap agreements, we typically pay a fixed rate and receive a floating rate based on one, three or six-month LIBOR ("payer swaps") with terms up to 20 years. The floating rate we receive under our swap agreements has the effect of offsetting the repricing characteristics of our repurchase agreements and cash flows on such liabilities. Our swap agreements are privately negotiated in the over−the−counter ("OTC") market and may be centrally cleared through a registered commodities exchange ("centrally cleared swaps").
	We estimate the fair value of our centrally cleared swaps using the daily settlement price determined by the respective exchange. Centrally cleared swaps are valued by the exchange using a pricing model that references the underlying rates including the overnight index swap rate and LIBOR forward rate to produce the daily settlement price.
	We estimate the fair value of our "non-centrally cleared" swaps using a combination of inputs from counterparty and third-party pricing models to estimate the net present value of the future cash flows using a forward interest rate yield curve in effect as of the end of the measurement period. We also incorporate both our own and our counterparties’ nonperformance risk in estimating the fair value of our interest rate swaps. In considering the effect of nonperformance risk, we consider the impact of netting and credit enhancements, such as collateral postings and guarantees, and have concluded that our own and our counterparty risk is not significant to the overall valuation of these agreements.
	Interest rate swaptions
	We purchase interest rate swaptions to help mitigate the potential impact of larger increases or decreases in interest rates on the performance of our investment portfolio (referred to as "convexity risk"). The interest rate swaptions provide us the option to enter into an interest rate swap agreement for a predetermined notional amount, stated term and pay and receive interest rates in the future. Our swaption agreements typically provide us the option to enter into a pay fixed rate interest rate swap, which we refer as "payer swaptions". We may also enter into swaption agreements that provide us the option to enter into a receive fixed interest rate swap, which we refer to as "receiver swaptions". The premium paid for interest rate swaptions is reported as an asset in our consolidated balance sheets. The premium is valued at an amount equal to the fair value of the swaption that would have the effect of closing the position adjusted for nonperformance risk, if any. The difference between the premium and the fair value of the swaption is reported in gain (loss) on derivative instruments and other securities, net in our consolidated statements of comprehensive income. If a swaption expires unexercised, the realized loss on the swaption would be equal to the premium paid. If we sell or exercise a swaption, the realized gain or loss on the swaption would be equal to the difference between the cash or the fair value of the underlying interest rate swap received and the premium paid.
	Our interest rates swaption agreements are privately negotiated in the OTC market and are not subject to central clearing. We estimate the fair value of interest rate swaptions using a combination of inputs from counterparty and third-party pricing models based on the fair value of the future interest rate swap that we have the option to enter into as well as the remaining length of time that we have to exercise the option, adjusted for non-performance risk, if any.
	TBA securities
	A TBA security is a forward contract for the purchase ("long position") or sale ("short position") of agency MBS at a predetermined price, face amount, issuer, coupon and stated maturity on an agreed-upon future date. The specific agency MBS delivered into the contract upon the settlement date, published each month by the Securities Industry and Financial Markets Association, are not known at the time of the transaction. We may enter into TBA contracts as a means of hedging against short-term changes in interest rates. We may also enter into TBA contracts as a means of acquiring or disposing of agency securities and we may from time to time utilize TBA dollar roll transactions to finance agency MBS purchases.
	We account for TBA contracts as derivative instruments since we cannot assert that it is probable at inception and throughout the term of the TBA contract that we will take physical delivery of the agency security upon settlement of the contract. We account for TBA dollar roll transactions as a series of derivative transactions. Gains, losses and dollar roll income associated with our TBA contracts and dollar roll transactions are recognized in our consolidated statements of comprehensive income in gain (loss) on derivative instruments and other securities, net.
	We estimate the fair value of TBA securities based on similar methods used to value our agency MBS securities.
	Forward commitments to purchase or sell specified agency MBS
	We enter into forward commitments to purchase or sell specified agency MBS from time to time as a means of acquiring assets or as a hedge against short-term changes in interest rates. Such forward commitments typically require physical settlement. We account for such forward commitments as derivatives if the delivery of the specified agency MBS and settlement extend beyond established market conventions. Realized and unrealized gains and losses associated with forward commitments accounted for as derivatives are recognized in our consolidated statements of comprehensive income in gain (loss) on derivative instruments and other securities, net.
	We estimate the fair value of forward commitments to purchase or sell specified agency MBS based on similar methods used to value agency MBS, as well as the remaining length of time of the forward commitment.
	U.S. Treasury securities
	We purchase or sell short U.S. Treasury securities and U.S. Treasury futures contracts to help mitigate the potential impact of changes in interest rates on the performance of our portfolio. We borrow securities to cover short sales of U.S. Treasury securities under reverse repurchase agreements. We account for these as securities borrowing transactions and recognize an obligation to return the borrowed securities at fair value on the balance sheet based on the value of the underlying borrowed securities as of the reporting date. Gains and losses associated with purchases and short sales of U.S. Treasury securities and U.S. Treasury futures contracts are recognized in gain (loss) on derivative instruments and other securities, net in our consolidated statements of comprehensive income.

Investment_Securities

Investment Securities	9 Months Ended
	Sep. 30, 2013
Available-for-sale Securities [Abstract]	'
Investment Securities	'
	Investment Securities
	As of September 30, 2013, we had agency MBS at fair value of $85.0 billion, with a total cost basis of $85.8 billion. The net unamortized premium balance on our investment portfolio as of September 30, 2013 was $3.8 billion, including interest-only and principal-only strips. The following tables summarize our investments in agency MBS as of September 30, 2013 (dollars in millions):
			30-Sep-13
	Agency MBS		Fannie Mae			Freddie Mac				Ginnie Mae				Total
	Available-for-sale agency MBS:
	Agency MBS, par		$	63,884		$	17,604			$	237			$	81,725
	Unamortized discount		(44		)	(20		)		—				(64		)
	Unamortized premium		2,882			795				8				3,685
	Amortized cost		66,722			18,379				245				85,346
	Gross unrealized gains		452			118				4				574
	Gross unrealized losses		(923		)	(428		)		—				(1,351		)
	Total available-for-sale agency MBS, at fair value		66,251			18,069				249				84,569
	Agency MBS remeasured at fair value through earnings:
	Interest-only and principal-only strips, amortized cost (1)		409			34				—				443
	Gross unrealized gains		9			2				—				11
	Gross unrealized losses		(10		)	(4		)		—				(14		)
	Total agency MBS remeasured at fair value through earnings		408			32				—				440
	Total agency MBS, at fair value		$	66,659		$	18,101			$	249			$	85,009
	Weighted average coupon as of September 30, 2013 (2)		3.52		%	3.65		%		3.57		%		3.54		%
	Weighted average yield as of September 30, 2013 (3)		2.66		%	2.86		%		1.12		%		2.7		%
	Weighted average yield for the three months ended September 30, 2013 (3)		2.57		%	2.62		%		1.17		%		2.59		%
	Weighted average yield for the nine months ended September 30, 2013 (3)		2.73		%	2.83		%		1.28		%		2.75		%
	________________________
	1	The underlying unamortized principal balance ("UPB" or "par value") of our interest-only agency MBS strips was $1.3 billion and the weighted average contractual interest we are entitled to receive was 5.80% of this amount as of September 30, 2013. The par value of our principal-only agency MBS strips was $278 million as of September 30, 2013.
	2	The weighted average coupon includes the interest cash flows from our interest-only agency MBS strips taken together with the interest cash flows from our fixed-rate, adjustable-rate and CMO agency MBS as a percentage of the par value of our agency MBS (excluding the UPB of our interest-only securities) as of September 30, 2013.
	3	Incorporates a weighted average future constant prepayment rate assumption of 8% based on forward rates as of September 30, 2013.
			30-Sep-13
	Agency MBS		Amortized			Gross				Gross				Fair Value
			Cost			Unrealized				Unrealized
						Gain				Loss
	Fixed-Rate		$	83,114		$	547			$	(1,351	)		$	82,310
	Adjustable-Rate		998			17				—				1,015
	CMO		1,234			10				—				1,244
	Interest-only and principal-only strips		443			11				(14		)		440
	Total agency MBS		$	85,789		$	585			$	(1,365	)		$	85,009
	As of December 31, 2012, we had agency MBS at fair value of $85.2 billion, with a total cost basis of $83.2 billion. The net unamortized premium balance on our investment portfolio as of December 31, 2012 was $4.4 billion, including interest-only and principal-only strips. The following tables summarize our investments in agency MBS as of December 31, 2012 (dollars in millions):
			December 31, 2012
	Agency MBS		Fannie Mae			Freddie Mac				Ginnie Mae				Total
	Available-for-sale agency MBS:
	Agency MBS, par		$	58,912		$	19,336			$	238			$	78,486
	Unamortized premium		3,208			948				10				4,166
	Amortized cost		62,120			20,284				248				82,652
	Gross unrealized gains		1,585			481				6				2,072
	Gross unrealized losses		(18		)	(7		)		—				(25		)
	Total available-for-sale agency MBS, at fair value		63,687			20,758				254				84,699
	Agency MBS remeasured at fair value through earnings:
	Interest-only and principal-only strips, amortized cost (1)		486			55				—				541
	Gross unrealized gains		26			1				—				27
	Gross unrealized losses		(9		)	(13		)		—				(22		)
	Total agency MBS remeasured at fair value through earnings		503			43				—				546
	Total agency MBS, at fair value		$	64,190		$	20,801			$	254			$	85,245
	Weighted average coupon as of December 31, 2012 (2)		3.7		%	3.67		%		3.77		%		3.69		%
	Weighted average yield as of December 31, 2012 (3)		2.62		%	2.61		%		1.6		%		2.61		%
	Weighted average yield for the year ended December 31, 2012 (3)		2.83		%	2.83		%		1.63		%		2.82		%
	________________________
	1	The UPB of our interest-only securities was $1.7 billion and the weighted average contractual interest we are entitled to receive was 5.78% of this amount as of December 31, 2012. The par value of our principal-only agency MBS strips was $302 million as of December 31, 2012.
	2	The weighted average coupon includes the interest cash flows from our interest-only securities taken together with the interest cash flows from our fixed-rate, adjustable-rate and CMO securities as a percentage of the par value of our agency securities (excluding the UPB of our interest-only securities) as of December 31, 2012.
	3	Incorporates a weighted average future constant prepayment rate assumption of 11% based on forward rates as of December 31, 2012.
			December 31, 2012
	Agency MBS		Amortized			Gross				Gross				Fair Value
			Cost			Unrealized				Unrealized
						Gain				Loss
	Fixed-Rate		$	81,617		$	2,043			$	(25	)		$	83,635
Adjustable-Rate		865			26				—				891
CMO		170			3				—				173
Interest-only and principal-only strips		541			27				(22		)		546
Total agency MBS		$	83,193		$	2,099			$	(47	)		$	85,245
As of September 30, 2013 and December 31, 2012, we did not have investments in agency debenture securities.
The actual maturities of our agency MBS securities are generally shorter than the stated contractual maturities. Actual maturities are affected by the contractual lives of the underlying mortgages, periodic contractual principal payments and principal prepayments. As of September 30, 2013 and December 31, 2012, our weighted average expected constant prepayment rate ("CPR") over the remaining life of our aggregate agency MBS portfolio was 8% and 11%, respectively. Our estimates differ materially for different types of securities and thus individual holdings have a wide range of projected CPRs. We estimate long-term prepayment assumptions for different securities using a third-party service and market data. The third-party service estimates prepayment speeds using models that incorporate the forward yield curve, current mortgage rates and mortgage rates of the outstanding loans, age and size of the outstanding loans, loan-to-value ratios, volatility and other factors. We review the prepayment speeds estimated by the third-party service and compare the results to market consensus prepayment speeds, if available. We also consider historical prepayment speeds and current market conditions to validate reasonableness. As market conditions may change rapidly, we may make adjustments for different securities based on our Manager's judgment. Various market participants could use materially different assumptions.
The following table summarizes our agency MBS classified as available-for-sale as of September 30, 2013 and December 31, 2012 according to their estimated weighted average life classification (dollars in millions):
		30-Sep-13											December 31, 2012
Estimated Weighted Average Life of Agency MBS Classified as Available-for-Sale (1)		Fair Value			Amortized				Weighted		Weighted		Fair Value			Amortized		Weighted		Weighted
					Cost				Average		Average					Cost		Average		Average
									Coupon		Yield							Coupon		Yield
≤ 3 years		$	588		$	577			3.89%		2.11%		$	1,119		$	1,108	4.18%		2.14%
> 3 years and ≤ 5 years		26,492			26,146				3.60%		2.56%		27,448			26,750		3.36%		2.29%
> 5 years and ≤10 years		48,453			49,212				3.45%		2.73%		54,054			52,735		3.69%		2.75%
> 10 years		9,036			9,411				3.19%		2.81%		2,078			2,059		3.44%		2.65%
Total		$	84,569		$	85,346			3.46%		2.68%		$	84,699		$	82,652	3.59%		2.59%
_______________________
1	Excludes interest and principal-only strips.
The weighted average life of our interest-only strips was 6.3 and 5.7 years as of September 30, 2013 and December 31, 2012, respectively. The weighted average life of our principal-only strips was 8.4 and 6.4 years as of September 30, 2013 and December 31, 2012, respectively.
Our agency securities classified as available-for-sale are reported at fair value, with unrealized gains and losses excluded from earnings and reported in accumulated OCI. The following table summarizes changes in accumulated OCI, a separate component of stockholders' equity, for our available-for-sale securities for the three and nine months ended September 30, 2013 and 2012 (in millions):
Agency Securities Classified as		Beginning Accumulated OCI			Unrealized Gains			Reversal of			Ending
Available-for-Sale		Balance			and (Losses), Net			Unrealized			Accumulated OCI
								(Gains) and Losses,			Balance
								Net on Realization
Three months ended September 30, 2013		$	(1,610	)	100			733			$	(777	)
Three months ended September 30, 2012		$	1,585		1,400			(210	)		$	2,775
Nine months ended September 30, 2013		$	2,040		(3,559	)		742			$	(777	)
Nine months ended September 30, 2012		$	1,002		2,616			(843	)		$	2,775
The following table presents the gross unrealized loss and fair values of our available-for-sale agency securities by length of time that such securities have been in a continuous unrealized loss position as of September 30, 2013 and December 31, 2012 (in millions):
		Unrealized Loss Position For
		Less than 12 Months							12 Months or More							Total
Agency Securities Classified as		Estimated Fair			Unrealized				Estimated				Unrealized			Estimated Fair		Unrealized
Available-for-Sale		Value			Loss				Fair Value				Loss			Value		Loss
September 30, 2013		$	43,570		$	(1,340	)		$	296			$	(11	)	$	43,866	$	(1,351	)
December 31, 2012		$	8,430		$	(25	)		$	—			$	—		$	8,430	$	(25	)
As of September 30, 2013 and December 31, 2012, a decision had not been made to sell any of these agency securities and we do not believe it is more likely than not we will be required to sell the agency securities before recovery of their amortized cost basis. The unrealized losses on these agency securities are not due to credit losses given the GSE guarantees, but are rather due to changes in interest rates and prepayment expectations. Accordingly, we did not recognize any OTTI charges on our investment securities for the three and nine months ended September 30, 2013 and 2012. However, as we continue to actively manage our portfolio, we may recognize additional realized losses on our agency securities upon selecting specific securities to sell.
Gains and Losses
The following table is a summary of our net gain (loss) from the sale of agency MBS for the three and nine months ended September 30, 2013 and 2012 (in millions):
		Three Months Ended							Nine Months Ended
Agency MBS		30-Sep-13			September 30, 2012				30-Sep-13				September 30, 2012
Agency MBS sold, at cost		$	(25,147	)	$	(10,172	)		$	(60,541	)		$	(45,258	)
Proceeds from agency MBS sold (1)		24,414			10,382				59,799				46,101
Net (loss) gain on sale of agency MBS		$	(733	)	$	210			$	(742	)		$	843
Gross gain on sale of agency MBS		$	2		$	210			$	183			$	855
Gross loss on sale of agency MBS		(735		)	—				(925		)		(12		)
Net (loss) gain on sale of agency MBS		$	(733	)	$	210			$	(742	)		$	843
________________________
1	Proceeds include cash received during the period, plus receivable for agency MBS sold during the period as of period end.
For the three and nine months ended September 30, 2013, we recognized an unrealized gain of $14 million and an unrealized loss of $8 million, respectively, and for the three and nine months ended September 30, 2012, we recognized an unrealized gain of $20 million and $19 million, respectively, in gain (loss) on derivative instruments and other securities, net in our consolidated statements of comprehensive income for the change in value of investments in interest-only and principal-only strips, net of prior period reversals. For the three and nine months ended September 30, 2013 and 2012, we did not recognize any realized gains or losses on our interest-only or principal-only securities.
Pledged Assets
The following tables summarize our assets pledged as collateral under repurchase agreements, debt of consolidated variable interest entities ("VIEs"), derivative agreements and prime broker agreements by type, including securities pledged related to securities sold but not yet settled, as of September 30, 2013 and December 31, 2012 (in millions):
		September 30, 2013
Assets Pledged		Repurchase Agreements			Debt of Consolidated VIEs				Derivative Agreements				Prime Broker Agreements			Total
Agency MBS - fair value		$	81,745		$	1,204			$	51			$	342		$	83,342
U. S. Treasury securities - fair value		4,648			—				62				—			4,710
Accrued interest on pledged securities		237			4				—				1			242
Restricted cash (1)		43			—				290				73			406
Total		$	86,673		$	1,208			$	403			$	416		$	88,700
________________________
1	Restricted cash in the table above excludes net cash received from counterparties recorded as a contra-asset within restricted cash.
		December 31, 2012
Assets Pledged		Repurchase Agreements			Debt of Consolidated VIEs				Derivative Agreements				Prime Broker Agreements			Total
Agency MBS - fair value		$	78,400		$	1,535			$	1,065			$	501		$	81,501
Accrued interest on pledged securities		217			5				3				1			226
Restricted cash		—			—				249				150			399
Total		$	78,617		$	1,540			$	1,317			$	652		$	82,126
The following table summarizes our securities pledged as collateral under repurchase agreements and debt of consolidated VIEs by remaining maturity, including securities pledged related to sold but not yet settled securities, as of September 30, 2013 and December 31, 2012 (in millions):
		September 30, 2013											December 31, 2012
Agency Securities Pledged by Remaining Maturity of Repurchase Agreements and Debt of Consolidated VIEs		Fair Value of Pledged Securities			Amortized				Accrued				Fair Value of Pledged Securities			Amortized		Accrued
					Cost of Pledged Securities				Interest on							Cost of Pledged Securities		Interest on
									Pledged									Pledged
									Securities									Securities
Agency MBS:
≤ 30 days		$	31,931		$	32,277			$	89			$	29,284		$	28,525	$	82
> 30 and ≤ 60 days		20,926			21,120				57				21,716			21,251		58
> 60 and ≤ 90 days		15,684			15,857				43				16,188			15,780		45
> 90 days		14,408			14,587				40				12,747			12,447		37
Total agency MBS		82,949			83,841				229				79,935			78,003		222
U.S. Treasury securities:
1 day		4,648			4,596				12				—			—		—
Total		$	87,597		$	88,437			$	241			$	79,935		$	78,003	$	222
As of September 30, 2013 and December 31, 2012, none of our repurchase agreement borrowings backed by agency MBS were due on demand or mature overnight.
Securitizations and Variable Interest Entities
As of September 30, 2013 and December 31, 2012, we held investments in CMO trusts, which are VIEs. We have consolidated certain of these CMO trusts in our consolidated financial statements where we have determined we are the primary beneficiary of the trusts. All of our CMO securities are backed by fixed or adjustable-rate agency MBS. Fannie Mae or Freddie Mac guarantees the payment of interest and principal and acts as the trustee and administrator of their respective securitization trusts. Accordingly, we are not required to provide the beneficial interest holders of the CMO securities any financial or other support. Our maximum exposure to loss related to our involvement with CMO trusts is the fair value of the CMO securities and interest and principal-only securities held by us, less principal amounts guaranteed by Fannie Mae and Freddie Mac.
In connection with our consolidated CMO trusts, as of September 30, 2013 and December 31, 2012, we recognized agency securities with a total fair value of $1.2 billion and $1.5 billion, respectively, and debt, at fair value, of $736 million and $937 million, respectively, in our accompanying consolidated balance sheets. As of September 30, 2013 and December 31, 2012, such agency securities had an aggregate unpaid principal balance of $1.1 billion and $1.4 billion, respectively, and such debt had an aggregate unpaid principal balance of $729 million and $908 million, respectively. We re-measure our consolidated debt at fair value through earnings in gain (loss) on derivative instruments and other securities, net in our consolidated statements of comprehensive income. For the three months ended September 30, 2013, we did not recognize any gain or loss through earnings associated with our consolidated debt. For the nine months ended September 30, 2013, we recognized a net gain of $33 million in earnings associated with our consolidated debt. For the three and nine months ended September 30, 2012, we recognized a net loss of $24 million and $32 million, respectively. Our involvement with the consolidated trusts is limited to the agency securities transferred by us upon the formation of the trusts and the CMO securities subsequently held by us. There are no arrangements that could require us to provide financial support to the trusts.
As of September 30, 2013 and December 31, 2012, the fair value of our CMO securities and interest and principal-only securities, excluding the consolidated CMO trusts discussed above, was $1.7 billion and $719 million, respectively, or $2.2 billion and $1.3 billion, respectively, including the net asset value of our consolidated CMO trusts discussed above. Our maximum exposure to loss related to our CMO securities and interest and principal-only securities, including our consolidated CMO trusts, was $259 million and $343 million as of September 30, 2013 and December 31, 2012, respectively.

Repurchase_Agreements_And_Othe

Repurchase Agreements And Other Debt	9 Months Ended
	Sep. 30, 2013
Disclosure of Repurchase Agreements [Abstract]	'
Repurchase Agreements And Other Debt	'
	Repurchase Agreements and Other Debt
	We pledge certain of our securities as collateral under repurchase arrangements with financial institutions, the terms and conditions of which are negotiated on a transaction-by-transaction basis. Interest rates on these borrowings are generally based on LIBOR plus or minus a margin and amounts available to be borrowed are dependent upon the fair value of the securities pledged as collateral, which fluctuates with changes in interest rates, type of security and liquidity conditions within the banking, mortgage finance and real estate industries. In response to declines in fair value of pledged securities, lenders may require us to post additional collateral or pay down borrowings to re-establish agreed upon collateral requirements, referred to as margin calls. As of September 30, 2013 and December 31, 2012, we have met all margin call requirements.
	The following table summarizes our borrowings under repurchase arrangements and weighted average interest rates classified by remaining maturities as of September 30, 2013 and December 31, 2012 (dollars in millions):
		30-Sep-13					December 31, 2012
	Remaining Maturity	Repurchase Agreements		Weighted		Weighted	Repurchase Agreements		Weighted		Weighted
				Average		Average Days			Average		Average Days
				Interest		to Maturity			Interest		to Maturity
				Rate					Rate
	Agency MBS:
	≤ 1 month	$	30,902	0.41	%	15	$	25,473	0.48	%	17
	> 1 to ≤ 3 months	26,291		0.42	%	58	30,402		0.49	%	57
	> 3 to ≤ 6 months	11,993		0.47	%	137	7,208		0.53	%	128
	> 6 to ≤ 9 months	1,943		0.5	%	233	4,509		0.57	%	234
	> 9 to ≤ 12 months	2,089		0.54	%	322	2,149		0.6	%	312
	> 12 to ≤ 24 months	2,338		0.61	%	543	2,142		0.65	%	591
	> 24 to ≤ 36 months	2,221		0.64	%	815	2,492		0.69	%	1,002
	> 36 months	604		0.69	%	1,560	102		0.73	%	1,751
	Total agency MBS	78,381		0.44	%	112	74,477		0.51	%	118
	U.S. Treasury securities:
	1 day	4,092		0.1	%	1	$	—	—	%	—
	Total / Weighted Average	$	82,473	0.42	%	106	$	74,477	0.51	%	118
	As of September 30, 2013 and December 31, 2012, we did not have an amount at risk with any repurchase agreement counterparty greater than 4% of our stockholders’ equity.
	As of September 30, 2013 and December 31, 2012, debt of consolidated VIEs, at fair value ("other debt") was $736 million and $937 million, respectively. As of September 30, 2013 and December 31, 2012, our other debt had a weighted average interest rate of LIBOR plus 42 and 43 basis points, respectively, and a principal balance of $729 million and $908 million, respectively. The actual maturities of our other debt are generally shorter than the stated contractual maturities. The actual maturities are affected by the contractual lives of the underlying agency MBS securitizing our other debt and periodic principal prepayments of such underlying securities. The estimated weighted average life of our other debt as of September 30, 2013 was 6.6 years.
	As of September 30, 2013 and December 31, 2012, we also had outstanding forward commitments to purchase and sell agency securities, including TBA dollar roll transactions, (see Notes 3 and 6). These transactions represent a form of off-balance sheet financing and serve to either increase, in the case of forward purchases, or decrease, in the case of forward sales, our "at risk" leverage. However, pursuant to ASC 815, we typically account for such transactions as one or more series of derivative transactions and, consequently, they are not included in our on-balance sheet debt or measurement of commensurate leverage ratios.

Derivative_and_Other_Hedging_I

Derivative and Other Hedging Instruments	9 Months Ended
	Sep. 30, 2013
Derivative Asset, Fair Value, Amount Not Offset Against Collateral [Abstract]	'
Derivative and Other Hedging Instruments	'
	Derivative and Other Hedging Instruments
	In connection with our risk management strategy, we hedge a portion of our interest rate risk by entering into derivative and other hedging instrument contracts. We may enter into agreements for interest rate swaps, interest rate swaptions, interest rate cap or floor contracts and futures or forward contracts. We may also purchase or short TBA and U.S. Treasury securities, purchase or write put or call options on TBA securities or we may invest in other types of mortgage derivative securities, such as interest-only securities, and synthetic total return swaps, such as the Markit IOS Index. Our risk management strategy attempts to manage the overall risk of the portfolio, reduce fluctuations in book value and generate additional income distributable to stockholders. For additional information regarding our derivative instruments and our overall risk management strategy, please refer to the discussion of derivative and other hedging instruments in Note 3.
	Prior to September 30, 2011, our interest rate swaps were typically designated as cash flow hedges under ASC 815; however, as of September 30, 2011, we elected to discontinue hedge accounting for our interest rate swaps in order to increase our funding flexibility. For the three and nine months ended September 30, 2013 we reclassified $47 million and $144 million, respectively, and for the three and nine months ended September 30, 2012, we reclassified $51 million and $155 million, respectively, of net deferred losses from accumulated OCI into interest expense related to our de-designated interest rate swaps and recognized an equal, but offsetting, amount in other comprehensive income. Our total net periodic interest costs on our swap portfolio was $178 million and $464 million for the three and nine months ended September 30, 2013, respectively, and $125 million and $330 million for the three and nine months ended September 30, 2012, respectively. The difference of $131 million and $320 million for the three and nine months ended September 30, 2013, respectively, and $74 million and $175 million for the three and nine months ended September 30, 2012, respectively, is reported in our accompanying consolidated statements of comprehensive income in gain (loss) on derivative instruments and other securities, net. As of September 30, 2013, the remaining net deferred loss in accumulated OCI related to de-designated interest rate swaps was $341 million and will be reclassified from OCI into interest expense over a remaining weighted average period of 2.3 years. The net deferred loss expected to be reclassified from OCI into interest expense over the next twelve months is $167 million as of September 30, 2013.
	For the current and prior years periods presented below, none of our derivative instruments were designated as cash flow hedges under ASC 815.
	Derivative Assets (Liabilities), at Fair Value
	The table below summarizes fair value information about our derivative assets and liabilities as of September 30, 2013 and December 31, 2012 (in millions):
	Derivatives Instruments		Balance Sheet Location		September 30, 2013				December 31, 2012
	Interest rate swaps		Derivative assets, at fair value		$	738			$	14
	Payer swaptions		Derivative assets, at fair value		374				171
	Purchase of TBA and forward settling agency securities		Derivative assets, at fair value		127				116
	Sale of TBA and forward settling agency securities		Derivative assets, at fair value		7				—
					$	1,246			$	301
	Interest rate swaps		Derivative liabilities, at fair value		$	(652	)		$	(1,243	)
	Purchase of TBA and forward settling agency securities		Derivative liabilities, at fair value		(10		)		(1		)
	Sale of TBA and forward settling agency securities		Derivative liabilities, at fair value		(320		)		(20		)
	U.S. Treasury futures - short		Derivative liabilities, at fair value		(32		)		—
	Put option		Derivative liabilities, at fair value		(1		)		—
					$	(1,015	)		$	(1,264	)
	Additionally, as of September 30, 2013 and December 31, 2012, we had obligations to return U.S. Treasury securities borrowed under reverse repurchase agreements accounted for as securities borrowing transactions at a fair value of $1.8 billion and $11.8 billion, respectively. The borrowed securities were used to cover short sales of U.S. Treasury securities from which we received total proceeds of $1.8 billion and $11.7 billion, respectively. The change in fair value of the borrowed securities is recorded in gain (loss) on derivative instruments and other securities, net in our consolidated statements of comprehensive income.
	The following tables summarize our interest rate swap agreements outstanding as of September 30, 2013 and December 31, 2012 (dollars in millions):
			30-Sep-13
	Interest Rate Swaps		Notional				Average			Average			Net				Average
			Amount				Fixed			Receive			Estimated				Maturity
							Pay Rate			Rate			Fair Value				(Years)
	≤ 3 years		$	18,050			1.5	%		0.2	%		$	(416	)		1.8
	> 3 to ≤ 5 years		13,500				1.19	%		0.26	%		(9		)		4.1
	> 5 to ≤ 7 years		5,450				1.71	%		0.28	%		30				5.9
	> 7 to ≤ 10 years		10,450				2.16	%		0.27	%		373				9.3
	> 10 years		2,750				2.91	%		0.26	%		108				15.2
	Total Payer Interest Rate Swaps		$	50,200			1.65	%		0.24	%		$	86			5.2
			December 31, 2012
	Interest Rate Swaps (1)		Notional				Average		Average		Net				Average
			Amount				Fixed		Receive		Estimated				Maturity
							Pay Rate		Rate		Fair Value				(Years)
	≤ 3 years		$	14,600			1.23%		0.26%		$	(294	)		2
	> 3 to ≤ 5 years		20,250				1.48%		0.29%		(666		)		4.1
	> 5 to ≤ 7 years		5,600				1.53%		0.34%		(163		)		6.1
	> 7 to ≤ 10 years		5,200				1.89%		0.35%		(113		)		9.2
	> 10 years		1,200				1.79%		0.31%		7				10.2
	Total Payer Interest Rate Swaps		$	46,850			1.46%		0.29%		$	(1,229	)		4.4
	________________________
	1	Amounts include forward starting swaps of $1.7 billion ranging up to four months from December 31, 2012.
	The following tables summarize our interest rate swaption agreements outstanding as of September 30, 2013 and December 31, 2012 (dollars in millions):
			September 30, 2013
			Option										Underlying Swap
	Payer Swaptions		Cost				Fair				Average		Notional				Average Fixed Pay		Average		Average
							Value				Months to		Amount				Rate		Receive		Term
											Expiration								Rate		(Years)
																			(LIBOR)
	≤ 1 year		$	240			$	169			6		$	13,150			2.71%		3M		7.7
	> 1 to ≤ 2 years		123				117				21		4,850				3.17%		3M		5.7
	> 2 to ≤ 3 years		47				62				32		1,600				3.60%		3M		6.1
	> 3 to ≤ 4 years		7				12				41		300				3.27%		3M		5
	> 4 to ≤ 5 years		8				14				51		300				3.76%		3M		5.7
	Total/Wtd Avg		$	425			$374				13		$	20,200			2.92%		3M		7
			December 31, 2012
			Option										Underlying Swap
	Payer Swaptions		Cost				Fair				Average		Notional				Average Fixed Pay		Average		Average
							Value				Months to		Amount				Rate		Receive		Term
											Expiration								Rate		(Years)
																			(LIBOR)
	≤ 1 year		$	76			$	15			4		$	5,150			2.65%		1M / 3M		8.6
	> 1 to ≤ 2 years		65				34				19		4,050				2.82%		3M		6.7
> 2 to ≤ 3 years		97				87				33		3,900				3.51%		3M		8.6
> 3 to ≤ 4 years		12				11				46		450				3.20%		3M		6.1
> 4 to ≤ 5 years		24				24				59		900				3.33%		3M		5
Total/Wtd Avg		$	274			$	171			21		$	14,450			2.99%		1M / 3M		7.8
The following table summarizes our contracts to purchase and sell TBA and specified agency securities on a forward basis as of September 30, 2013 and December 31, 2012 (in millions):
		30-Sep-13																December 31, 2012
Purchase and Sale Contracts for TBAs and Forward Settling Securities		Notional				Cost Basis (2)				Market Value (3)				Net Carrying Value (4)				Notional			Cost Basis (2)			Market Value (3)			Net Carrying Value (4)
		Amount (1)																Amount (1)
TBA securities:
Purchase contracts		$	4,816			$	4,885			$	5,002			$	117			$	21,705		$	22,603		$	22,719		$	116
Sale contracts		(12,142		)		(11,945		)		(12,258		)		(313		)		(9,378		)	(9,991		)	(10,011		)	(20		)
TBA securities, net (5)		(7,326		)		(7,060		)		(7,256		)		(196		)		12,327			12,612			12,708			96
Forward settling securities:
Purchase contracts		—				—				—				—				150			163			162			(1		)
Forward settling securities, net (6)		—				—				—				—				150			163			162			(1		)
Total TBA and forward settling securities, net		$	(7,326	)		$	(7,060	)		$	(7,256	)		$	(196	)		$	12,477		$	12,775		$	12,870		$	95
________________________
1	Notional amount represents the par value (or principal balance) of the underlying agency security.
2	Cost basis represents the forward price to be paid/(received) for the underlying agency security.
3	Market value represents the current market value of the TBA contract (or of the underlying agency security) as of period-end.
4	Net carrying value represents the difference between the market value of the TBA contract as of period-end and the cost basis and is reported in derivative assets / (liabilities), at fair value in our consolidated balance sheets.
5	Includes 15-year and 30-year TBA securities of varying coupons
6	Includes 30-year fixed securities of varying coupons
Gain (Loss) From Derivative Instruments and Other Securities, Net
The tables below summarize the effect of derivative instruments on our consolidated statements of comprehensive income for the three and nine months ended September 30, 2013 and 2012 (in millions):
		Three Months Ended September 30, 2013
Derivative and Other Hedging Instruments		Notional Amount				Additions			Settlement, Termination,			Notional Amount Long/(Short)September 30, 2013				Amount of
		Long/(Short)							Expiration or							Gain/(Loss)
		30-Jun-13							Exercise							Recognized in
																Income on
																Derivatives(1)
Net TBA and forward settling agency securities		$	14,408			(33,697	)		11,963			$	(7,326	)		$	(82	)
Interest rate swaps		$	(55,650	)		(850	)		6,300			$	(50,200	)		(222		)
Payer swaptions		$	(23,750	)		(9,450	)		13,000			$	(20,200	)		(134		)
U.S. Treasury securities - short position		$	(10,477	)		(11,266	)		19,833			$	(1,910	)		90
U.S. Treasury securities - long position		$	3,750			12,350			(11,249	)		$	4,851			46
U.S. Treasury futures contracts - short position		$	(2,430	)		(3,730	)		4,430			$	(1,730	)		(49		)
TBA put option		$	—			(50	)		—			$	(50	)		—
																$	(351	)
________________________________
1	Excludes a net gain of $14 million from interest-only and principal-only securities re-measured at fair value through earnings and other miscellaneous net losses of $2 million recognized in gain (loss) on derivative instruments and other securities, net in our consolidated statements of comprehensive income.
		Three Months Ended September 30, 2012
Derivative and Other Hedging Instruments		Notional Amount				Additions			Settlement, Termination,			Notional Amount Long/(Short)September 30, 2012				Amount of
		Long/(Short)							Expiration or							Gain/(Loss)
		30-Jun-12							Exercise							Recognized in
																Income on
																Derivatives (1)
Net TBA and forward settling agency securities		$	(3,404	)		(16,362	)		23,540			$	3,774			$	49
Interest rate swaps		$	(48,550	)		(3,450	)		3,150			$	(48,850	)		(438		)
Payer swaptions		$	(8,800	)		(2,000	)		2,250			$	(8,550	)		(25		)
U.S. Treasury securities - short position		$	(1,250	)		(11,550	)		5,505			$	(7,295	)		(15		)
US Treasury futures contracts - short position		$	(1,919	)		—			1,919			$	—			(27		)
Markit IOS total return swaps, net		$	(144	)		—			144			$	—			—
																$	(456	)
______________________
1	Excludes a net gain of $20 million on interest-only and principal-only securities re-measured at fair value through earnings and a net loss of $24 million from debt of consolidated VIEs re-measured at fair value through earnings recognized in gain (loss) on derivative instruments and other securities, net in our consolidated statements of comprehensive income.
		Nine Months Ended September 30, 2013
Derivative and Other Hedging Instruments		Notional Amount				Additions			Settlement, Termination,			Notional Amount Long/(Short) September 30, 2013				Amount of
		Long/(Short) December 31, 2012							Expiration or							Gain/(Loss)
									Exercise							Recognized in
																Income on
																Derivatives (1)
Net TBA and forward settling agency securities		$	12,477			74,996			(94,799	)		$	(7,326	)		$	(756	)
Interest rate swaps		$	(46,850	)		(16,700	)		13,350			$	(50,200	)		967
Payer swaptions		$	(14,450	)		(23,800	)		18,050			$	(20,200	)		276
U.S. Treasury securities - short position		$	(11,835	)		(31,408	)		41,333			$	(1,910	)		434
U.S. Treasury securities - long position		$	—			19,654			(14,803	)		$	4,851			50
U.S. Treasury futures contracts - short position		$	—			(7,359	)		5,629			$	(1,730	)		14
TBA put option		$	—			(50	)		—			$	(50	)		—
																$	985
________________________________
1	Excludes a net loss of $8 million from interest-only and principal-only securities, a net gain of $33 million from debt of consolidated VIEs re-measured at fair value through earnings and other miscellaneous net losses of $3 million recognized in gain (loss) on derivative instruments and other securities, net in our consolidated statements of comprehensive income.
		Nine Months Ended September 30, 2012
Derivative and Other Hedging Instruments		Notional Amount				Additions			Settlement, Termination,			Notional Amount Long/(Short) September 30, 2012				Amount of
		Long/(Short) December 31, 2011							Expiration or							Gain/(Loss)
									Exercise							Recognized in
																Income on
																Derivatives (1)
Net TBA and forward settling agency securities		$	(104	)		(40,532	)		44,410			$	3,774			$	(59	)
Interest rate swaps		$	(30,250	)		(23,300	)		4,700			$	(48,850	)		(1,067		)
Payer swaptions		$	(3,200	)		(12,150	)		6,800			$	(8,550	)		(96		)
U.S. Treasury securities - short position		$	(880	)		(30,480	)		24,065			$	(7,295	)		(115		)
U.S. Treasury securities - long position		$	100			2,446			(2,546	)		$	—			(1		)
US Treasury futures contracts - short position		$	(783	)		(3,838	)		4,621			$	—			(91		)
Markit IOS total return swaps, net		$	(165	)		—			165			$	—			—
																$	(1,429	)
______________________
1	Excludes a net gain of $19 million on interest-only and principal-only securities and a net loss of $32 million from debt of consolidated VIEs re-measured at fair value through earnings recognized in gain (loss) on derivative instruments and other securities, net in our consolidated statements of comprehensive income.
Credit Risk-Related Contingent Features
The use of derivatives creates exposure to credit risk relating to potential losses that could be recognized in the event that the counterparties to these instruments fail to perform their obligations under the contracts. We minimize this risk by limiting our counterparties for instruments which are not centrally cleared on a registered exchange to major financial institutions with acceptable credit ratings and monitoring positions with individual counterparties. In addition, we may be required to pledge assets as collateral for our derivatives, whose amounts vary over time based on the market value, notional amount and remaining term of the derivative contract. In the event of a default by a counterparty we may not receive payments provided for under the terms of our derivative agreements, and may have difficulty obtaining our assets pledged as collateral for our derivatives. The cash and cash equivalents and agency securities pledged as collateral for our derivative instruments are included in restricted cash and agency securities, at fair value, respectively, on our consolidated balance sheets.
Each of our International Swaps and Derivatives Association ("ISDA") Master Agreements and central clearing exchange agreements contains provisions under which we are required to fully collateralize our obligations under our interest rate swap agreements if at any point the fair value of the swap represents a liability greater than the minimum transfer amount contained within our agreements. We were also required to post initial collateral upon execution of certain of our swap transactions. If we breach any of these provisions, we will be required to settle our obligations under the agreements at their termination values.
Further, each of our ISDA Master Agreements also contains a cross default provision under which a default under certain of our other indebtedness in excess of a certain threshold causes an event of default under the agreement. Threshold amounts vary by lender. Following an event of default, we could be required to settle our obligations under the agreements at their termination values. Additionally, under certain of our ISDA Master Agreements, we could be required to settle our obligations under the agreements at their termination values if we fail to maintain certain minimum shareholders’ equity thresholds or our REIT status or if we fail to comply with limits on our leverage above certain specified levels.
Excluding centrally cleared swaps, as of September 30, 2013, our amount at risk with any counterparty related to our interest rate swap and swaption agreements was less than 1% of our stockholders’ equity.
In the case of centrally cleared interest rate swap contracts, we could be exposed to credit risk if the central clearing agency or a clearing member defaults on its respective obligation to perform under the contract. However, we believe that the risk is minimal due to the exchange's initial and daily mark to market margin requirements and a clearinghouse guarantee fund and other resources that are available in the event of a clearing member default.

Offsetting_Assets_and_Liabilit

Offsetting Assets and Liabilities (Notes)	9 Months Ended
	Sep. 30, 2013
Offsetting Assets and Liabilities [Abstract]	'
Offsetting Assets and Liabilities [Text Block]	'
	Offsetting Assets and Liabilities
	Certain of our repurchase agreements and derivative transactions are governed by underlying agreements that generally provide for a right of setoff under master netting arrangements (or similar agreements), including in the event of default or in the event of bankruptcy of either party to the transactions. We present our assets and liabilities subject to such arrangements on a gross basis in our consolidated balance sheets. The following tables present information about our assets and liabilities that are subject to such arrangements and can potentially be offset on our consolidated balance sheets as of September 30, 2013 and December 31, 2012 (in millions):
	Offsetting of Financial Assets and Derivative Assets:
			Gross Amounts of Recognized Assets		Gross Amounts Offset in the Consolidated Balance Sheets		Net Amounts of Assets Presented in the Consolidated Balance Sheets		Gross Amounts Not Offset						Net Amount
									in the
									Consolidated Balance Sheets
									Financial Instruments			Collateral Received (2)
	30-Sep-13
	Interest rate swap and swaption agreements, at fair value (1)		$	1,112	$	—	$	1,112	$	(531	)	$	(581	)	$	—
	Receivable under reverse repurchase agreements		1,808		—		1,808		(1,808		)	—			—
	Total derivative, other hedging instruments and other assets		$	2,920	$	—	$	2,920	$	(2,339	)	$	(581	)	$	—
	31-Dec-12
	Interest rate swap and swaption agreements, at fair value (1)		$	185	$	—	$	185	$	(185	)	$	—		$	—
	Receivable under reverse repurchase agreements		11,818		—		11,818		(10,482		)	(1,157		)	179
	Total derivative, other hedging instruments and other assets		$	12,003	$	—	$	12,003	$	(10,667	)	$	(1,157	)	$	179
	Offsetting of Financial Liabilities and Derivative Liabilities:
			Gross Amounts of Recognized Liabilities		Gross Amounts Offset in the Consolidated Balance Sheets		Net Amounts of Liabilities Presented in the Consolidated Balance Sheets		Gross Amounts Not Offset						Net Amount
									in the
									Consolidated Balance Sheets
									Financial Instruments			Collateral Pledged (2)
	30-Sep-13
	Interest rate swap agreements, at fair value (1)		$	652	$	—	$	652	$	(531	)	$	(121	)	$	—
	Repurchase agreements		82,473		—		82,473		(1,808		)	(80,665		)	—
	Total derivative, other hedging instruments and other liabilities		$	83,125	$	—	$	83,125	$	(2,339	)	$	(80,786	)	$	—
	31-Dec-12
	Interest rate swap agreements, at fair value (1)		$	1,243	$	—	$	1,243	$	(185	)	$	(1,058	)	$	—
	Repurchase agreements		74,478		—		74,478		(10,482		)	(63,996		)	—
	Total derivative, other hedging instruments and other liabilities		$	75,721	$	—	$	75,721	$	(10,667	)	$	(65,054	)	$	—
	_______________________
	1	Reported under derivative assets / liabilities, at fair value in the accompanying consolidated balance sheets. Refer to Note 6 for a reconciliation of derivative assets / liabilities, at fair value to their sub-components.
	2	Includes cash and securities received / pledged as collateral, at fair value. Amounts presented are limited to collateral pledged sufficient to reduce the net amount to zero for individual counterparties, as applicable. Refer to Note 4 for additional information regarding assets pledged as collateral.

Fair_Value_Measurements

Fair Value Measurements	9 Months Ended
	Sep. 30, 2013
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Fair Value Disclosures [Text Block]	'
	We determine the fair value of our agency securities and debt of consolidated VIEs based upon fair value estimates obtained from multiple third party pricing services and dealers.  In determining fair value, third party pricing sources use various valuation approaches, including market and income approaches.  Factors used by third party sources in estimating the fair value of an instrument may include observable inputs such as coupons, primary and secondary mortgage rates, pricing information, credit data, volatility statistics, and other market data that are current as of the measurement date. The availability of observable inputs can vary by instrument and is affected by a wide variety of factors, including the type of instrument, whether the instrument is new and not yet established in the marketplace and other characteristics particular to the instrument.  Third party pricing sources may also use certain unobservable inputs, such as assumptions of future levels of prepayment, defaults and foreclosures, especially when estimating fair values for securities with lower levels of recent trading activity. We make inquiries of third party pricing sources to understand the significant inputs and assumptions they used to determine their prices. For further information regarding valuation of our derivative instruments, please refer to the discussion of derivative and other hedging instruments in Note 3.
	We review the various third party fair value estimates and perform procedures to validate their reasonableness, including an analysis of the range of third party estimates for each position, comparison to recent trade activity for similar securities, and management review for consistency with market conditions observed as of the measurement date. While we do not adjust prices we obtain from third party pricing sources, we will exclude third party prices for securities from our determination of fair value if we determine (based on our validation procedures and our market knowledge and expertise) that the price is significantly different than observable market data would indicate and we cannot obtain an understanding from the third party source as to the significant inputs used to determine the price.
	The validation procedures described above also influence our determination of the appropriate fair value measurement classification.  We utilize a three-level valuation hierarchy for disclosure of fair value measurement. The valuation hierarchy is based upon the transparency of inputs to the valuation of an asset or liability as of the measurement date. A financial instrument's categorization within the hierarchy is based upon the lowest level of input that is significant to the fair value measurement. There were no transfers between hierarchy levels during the three and nine months ended September 30, 2013. The three levels of hierarchy are defined as follows:
	•	Level 1 Inputs —Quoted prices (unadjusted) for identical unrestricted assets and liabilities in active markets that are accessible at the measurement date.
	•	Level 2 Inputs —Quoted prices for similar assets and liabilities in active markets; quoted prices for identical or similar instruments in markets that are not active; and model-derived valuations whose inputs are observable or whose significant value drivers are observable.
	•	Level 3 Inputs —Instruments with primarily unobservable market data that cannot be corroborated.
	The following table provides a summary of our assets and liabilities that are measured at fair value on a recurring basis as of September 30, 2013 and December 31, 2012 (dollars in millions):
		Fair Value Hierarchy
		Level 1		Level 2		Level 3
	September 30, 2013
	Assets:
	Agency securities	$	—	$	85,009	$	—
	U.S. Treasury securities	4,823		—		—
	Interest rate swaps	—		738		—
	Payer swaptions	—		374		—
	Net TBA and forward settling agency securities	—		134		—
	Total	$	4,823	$	86,255	$	—
	Liabilities:
	Debt of consolidated VIEs	$	—	$	736	$	—
	Obligation to return U.S. Treasury securities borrowed under reverse repurchase agreements	1,801		—		—
	Interest rate swaps	—		652		—
	Net TBA and forward settling agency securities	—		330		—
	U.S. Treasury futures	32		—		—
	Put options	—		1		—
	Total	$	1,833	$	1,719	$	—
	December 31, 2012
	Assets:
	Agency securities	$	—	$	85,245	$	—
	Interest rate swaps	—		14		—
	Payer swaptions	—		171		—
	Net TBA and forward settling agency securities	—		116		—
	Total	$	—	$	85,546	$	—
	Liabilities:
	Debt of consolidated VIEs	$	—	$	937	$	—
	Obligation to return U.S. Treasury securities borrowed under reverse repurchase agreements	11,763		—		—
	Interest rate swaps	—		1,243		—
	Net TBA and forward settling agency securities	—		21		—
	Total	$	11,763	$	2,201	$	—
	We elected the option to account for debt of consolidated VIEs at fair value with changes in fair value reflected in earnings during the period in which they occur, because we believe this election more appropriately reflects our financial position as both the consolidated agency securities and consolidated debt are presented in a consistent manner, at fair value, on our consolidated balance sheets. We estimate the fair value of the consolidated debt based on a market approach using Level 2 inputs from third-party pricing services and dealer quotes.

Stockholders_Equity

Stockholders' Equity	9 Months Ended
	Sep. 30, 2013
Stockholders' Equity Note [Abstract]	'
Stockholders' Equity	'
	Stockholders' Equity
	Stock Repurchase Program
	In October 2012, our Board of Directors adopted a program that may provide for stock repurchases of up to $500 million of our outstanding shares of common stock through December 31, 2013.  In September 2013, our Board of Directors increased the authorized amount to up to $1 billion of our outstanding shares of common stock and extended its authorization through December 31, 2014. Shares of our common stock may be purchased in the open market, including through block purchases, or through privately negotiated transactions, or pursuant to any trading plan that may be adopted in accordance with Rule 10b5-1 of the Securities Exchange Act of 1934, as amended.  The timing, manner, price and amount of any repurchases will be determined at our discretion and the program may be suspended, terminated or modified at any time for any reason.  We intend to repurchase shares only when the purchase price is less than our estimate of our current net asset value per share of our common stock. Generally, when we repurchase our common stock at a discount to our net asset value, the net asset value of our remaining shares of common stock outstanding increases. In addition, we do not intend to repurchase any shares from directors, officers or other affiliates. The program does not obligate us to acquire any specific number of shares, and all repurchases will be made in accordance with Rule 10b-18, which sets certain restrictions on the method, timing, price and volume of stock repurchases.
	During the three months ended September 30, 2013, we repurchased 11.9 million shares of our common stock at an average repurchase price of $22.16 per share, including expenses, totaling $263 million. During the nine months ended September 30, 2013, we repurchased 12.1 million shares of our common stock at an average repurchase price of $22.24 per share, including expenses, totaling $270 million. As of September 30, 2013, the total remaining amount authorized for repurchases of our common stock was $653 million.
	Follow-On Equity Offering
	In March 2013, we completed a public offering in which 57.5 million shares of our common stock were sold to the underwriters at a price of $31.34 per share.  Upon completion of the March offering, we received proceeds, net of offering expenses, of approximately $1.8 billion. The underwriters in the offering sold the shares of our common stock in one or more transactions on the NASDAQ Global Select Market, in the over-the-counter market, through negotiated transactions or otherwise at market prices prevailing at the time of sale.
	At-the-Market Offering Program
	We have entered into sales agreements with sales agents to publicly offer and sell shares of our common stock in privately negotiated and/or at-the-market transactions from time to time. During the nine months ended September 30, 2013, we had no sales under this program. As of September 30, 2013, 16.7 million shares remain available for issuance under these sales agreements. The sales agreements will remain in effect until all of the shares are sold under the agreements, subject to early termination rights.
	Dividend Reinvestment and Direct Stock Purchase Plan
	We sponsor a dividend reinvestment and direct stock purchase plan through which stockholders may purchase additional shares of our common stock by reinvesting some or all of the cash dividends received on shares of our common stock. Stockholders may also make optional cash purchases of shares of our common stock subject to certain limitations detailed in the plan prospectus. During the nine months ended September 30, 2013, there were no shares issued under the plan. As of September 30, 2013, 21.7 million shares remain available for issuance under the plan.
	Accumulated Other Comprehensive Income (Loss)
	The following tables summarize changes to accumulated OCI for the three and nine months ended September 30, 2013 (in millions):
		Three Months Ended September 30, 2013
	Accumulated Other Comprehensive Income (Loss)	Net Unrealized Gain (Loss) on Available-for-Sale MBS			Net Unrealized Gain (Loss) on Swaps			Total Accumulated OCI
								Balance
	Balance as of June 30, 2013	$	(1,610	)	$	(388	)	$	(1,998	)
	OCI before reclassifications	100			—			100
	Amounts reclassified from accumulated OCI	733			47			780
	Net current period OCI	833			47			880
	Balance as of September 30, 2013	$	(777	)	$	(341	)	$	(1,118	)
		Nine Months Ended September 30, 2013
	Accumulated Other Comprehensive Income (Loss)	Net Unrealized Gain (Loss) on Available-for-Sale MBS			Net Unrealized Gain (Loss) on Swaps			Total Accumulated OCI
								Balance
	Balance as of December 31, 2012	$	2,040		$	(485	)	$	1,555
	OCI before reclassifications	(3,559		)	—			(3,559		)
	Amounts reclassified from accumulated OCI	742			144			886
	Net current period OCI	(2,817		)	144			(2,673		)
	Balance as of September 30, 2013	$	(777	)	$	(341	)	$	(1,118	)
	The following table summarizes reclassifications out of accumulated OCI for the three and nine months ended September 30, 2013 (in millions):
	Amounts Reclassified from Accumulated OCI	Three Months Ended September 30, 2013			Nine Months Ended September 30, 2013			Line Item in the Consolidated Statements of Comprehensive Income Where Net Income is Presented
	(Gain) loss amounts reclassified from accumulated OCI for available-for-sale MBS	$	733		$	742		Gain (loss) on sale of agency securities, net
	Periodic interest costs of interest rate swaps previously designated as hedges under GAAP, net	47			144			Interest expense
	Total reclassifications	$	780		$	886

Summary_of_Significant_Account1

Summary of Significant Accounting Policies (Policy)	9 Months Ended
	Sep. 30, 2013
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'
Investment Securities	'
	Investment Securities
	ASC Topic 320, Investments—Debt and Equity Securities ("ASC 320"), requires that at the time of purchase, we designate a security as held-to-maturity, available-for-sale or trading, depending on our ability and intent to hold such security to maturity. Securities classified as trading and available-for-sale are reported at fair value, while securities classified as held-to-maturity are reported at amortized cost. We may, from time to time, sell any of our investment securities as part of our overall management of our investment portfolio. Accordingly, we typically designate our investment securities as available-for-sale. All securities classified as available-for-sale are reported at fair value, with unrealized gains and losses reported in accumulated other comprehensive income (loss) ("OCI"), a separate component of stockholders’ equity. Upon the sale of a security, we determine the cost of the security and the amount of unrealized gains or losses to reclassify out of accumulated OCI into earnings based on the specific identification method.
	Interest-only securities and inverse interest-only securities (collectively referred to as "interest-only securities") represent our right to receive a specified proportion of the contractual interest flows of specific agency CMO securities. Principal-only securities represent our right to receive the contractual principal flows of specific agency CMO securities. Interest-only and principal-only securities are measured at fair value through earnings in gain (loss) on derivative instruments and other securities, net in our consolidated statements of comprehensive income. Our investments in interest-only and principal-only securities are included in agency securities, at fair value on the accompanying consolidated balance sheets.
	We estimate the fair value of our investment securities based on a market approach using Level 2 inputs from third-party pricing services and non-binding dealer quotes derived from common market pricing methods. Such methods incorporate, but are not limited to, reported trades and executable bid and asked prices for similar securities, bench mark interest rate curves, such as the spread to the U.S. Treasury rate and interest rate swap curves, convexity, duration and the underlying characteristics of the particular security, including coupon, periodic and life caps, rate reset period, issuer, additional credit support and expected life of the security. Refer to Note 8 for further discussion of fair value measurements.
	We evaluate individual securities for other-than-temporary impairment ("OTTI") on at least a quarterly basis. The determination of whether a security is other-than-temporarily impaired may involve judgments and assumptions based on subjective and objective factors. When a security is impaired, an OTTI is considered to have occurred if any one of the following three conditions exist as of the financial reporting date: (i) we intend to sell the security (that is, a decision has been made to sell the security), (ii) it is more likely than not that we will be required to sell the security before recovery of its amortized cost basis or (iii) we do not expect to recover the security's amortized cost basis, even if we do not intend to sell the security and it is not more likely than not that we will be required to sell the security. A general allowance for unidentified impairments in a portfolio of securities is not permitted.
	If either of the first two conditions exists as of the financial reporting date, the entire amount of the impairment loss, if any, is recognized in earnings as a realized loss and the cost basis of the security is adjusted to its fair value. If the third condition exists, the OTTI is separated into (i) the amount relating to credit loss (the "credit component") and (ii) the amount relating to all other factors (the "non-credit components"). Only the credit component is recognized in earnings, with the non-credit components recognized in OCI. However, in evaluating if the third condition exists, our investments in agency securities typically would not have a credit component since the principal and interest are guaranteed by a GSE and, therefore, any unrealized loss is not the result of a credit loss. In addition, since we designate our agency securities as available-for-sale securities with unrealized gains and losses already recognized in OCI, any impairment loss for non-credit components is already recognized in OCI.
	The liquidity of the agency securities market allows us to obtain competitive bids and execute on a sale transaction typically within a day of making the decision to sell a security and, therefore, we generally do not make decisions to sell specific agency securities until shortly prior to initiating a sell order. In some instances, we may sell specific agency securities by delivering such securities into existing short to-be-announced ("TBA") contracts. TBA market conventions require the identification of the specific securities to be delivered no later than 48 hours prior to settlement. If we settle a short TBA contract through the delivery of securities, we will generally identify the specific securities to be delivered within one to two days of the 48-hour deadline.
Interest Income	'
	Interest Income
	Interest income is accrued based on the outstanding principal amount of the investment securities and their contractual terms. Premiums or discounts associated with the purchase of investment securities are amortized or accreted into interest income, respectively, over the projected lives of the securities, including contractual payments and estimated prepayments using the interest method in accordance with ASC Subtopic 310-20, Receivables—Nonrefundable Fees and Other Costs ("ASC 310-20").
	We estimate long-term prepayment speeds of our agency securities using a third-party service and market data. The third-party service estimates prepayment speeds using models that incorporate the forward yield curve, current mortgage rates and mortgage rates of the outstanding loans, age and size of the outstanding loans, loan-to-value ratios, volatility and other factors. We review the prepayment speeds estimated by the third-party service and compare the results to market consensus prepayment speeds, if available. We also consider historical prepayment speeds and current market conditions to validate the reasonableness of the prepayment speeds estimated by the third-party service and, based on our Manager’s judgment, we may make adjustments to its estimates. Actual and anticipated prepayment experience is reviewed quarterly and effective yields are recalculated when differences arise between (i) our previously estimated future prepayments and (ii) actual prepayments to date plus currently estimated future prepayments. If the actual and estimated future prepayment experience differs from our prior estimate of prepayments, we are required to record an adjustment in the current period to the amortization or accretion of premiums and discounts for the cumulative difference in the effective yield through the reporting date.
Derivative and other Hedging Instruments	'
	Interest rate swap agreements
	We use interest rate swaps to economically hedge the variable cash flows associated with borrowings made under our repurchase agreement facilities. Under our interest rate swap agreements, we typically pay a fixed rate and receive a floating rate based on one, three or six-month LIBOR ("payer swaps") with terms up to 20 years. The floating rate we receive under our swap agreements has the effect of offsetting the repricing characteristics of our repurchase agreements and cash flows on such liabilities. Our swap agreements are privately negotiated in the over−the−counter ("OTC") market and may be centrally cleared through a registered commodities exchange ("centrally cleared swaps").
	We estimate the fair value of our centrally cleared swaps using the daily settlement price determined by the respective exchange. Centrally cleared swaps are valued by the exchange using a pricing model that references the underlying rates including the overnight index swap rate and LIBOR forward rate to produce the daily settlement price.
	We estimate the fair value of our "non-centrally cleared" swaps using a combination of inputs from counterparty and third-party pricing models to estimate the net present value of the future cash flows using a forward interest rate yield curve in effect as of the end of the measurement period. We also incorporate both our own and our counterparties’ nonperformance risk in estimating the fair value of our interest rate swaps. In considering the effect of nonperformance risk, we consider the impact of netting and credit enhancements, such as collateral postings and guarantees, and have concluded that our own and our counterparty risk is not significant to the overall valuation of these agreements.
	Interest rate swaptions
	We purchase interest rate swaptions to help mitigate the potential impact of larger increases or decreases in interest rates on the performance of our investment portfolio (referred to as "convexity risk"). The interest rate swaptions provide us the option to enter into an interest rate swap agreement for a predetermined notional amount, stated term and pay and receive interest rates in the future. Our swaption agreements typically provide us the option to enter into a pay fixed rate interest rate swap, which we refer as "payer swaptions". We may also enter into swaption agreements that provide us the option to enter into a receive fixed interest rate swap, which we refer to as "receiver swaptions". The premium paid for interest rate swaptions is reported as an asset in our consolidated balance sheets. The premium is valued at an amount equal to the fair value of the swaption that would have the effect of closing the position adjusted for nonperformance risk, if any. The difference between the premium and the fair value of the swaption is reported in gain (loss) on derivative instruments and other securities, net in our consolidated statements of comprehensive income. If a swaption expires unexercised, the realized loss on the swaption would be equal to the premium paid. If we sell or exercise a swaption, the realized gain or loss on the swaption would be equal to the difference between the cash or the fair value of the underlying interest rate swap received and the premium paid.
	Our interest rates swaption agreements are privately negotiated in the OTC market and are not subject to central clearing. We estimate the fair value of interest rate swaptions using a combination of inputs from counterparty and third-party pricing models based on the fair value of the future interest rate swap that we have the option to enter into as well as the remaining length of time that we have to exercise the option, adjusted for non-performance risk, if any.
	TBA securities
	A TBA security is a forward contract for the purchase ("long position") or sale ("short position") of agency MBS at a predetermined price, face amount, issuer, coupon and stated maturity on an agreed-upon future date. The specific agency MBS delivered into the contract upon the settlement date, published each month by the Securities Industry and Financial Markets Association, are not known at the time of the transaction. We may enter into TBA contracts as a means of hedging against short-term changes in interest rates. We may also enter into TBA contracts as a means of acquiring or disposing of agency securities and we may from time to time utilize TBA dollar roll transactions to finance agency MBS purchases.
	We account for TBA contracts as derivative instruments since we cannot assert that it is probable at inception and throughout the term of the TBA contract that we will take physical delivery of the agency security upon settlement of the contract. We account for TBA dollar roll transactions as a series of derivative transactions. Gains, losses and dollar roll income associated with our TBA contracts and dollar roll transactions are recognized in our consolidated statements of comprehensive income in gain (loss) on derivative instruments and other securities, net.
	We estimate the fair value of TBA securities based on similar methods used to value our agency MBS securities.
	Forward commitments to purchase or sell specified agency MBS
	We enter into forward commitments to purchase or sell specified agency MBS from time to time as a means of acquiring assets or as a hedge against short-term changes in interest rates. Such forward commitments typically require physical settlement. We account for such forward commitments as derivatives if the delivery of the specified agency MBS and settlement extend beyond established market conventions. Realized and unrealized gains and losses associated with forward commitments accounted for as derivatives are recognized in our consolidated statements of comprehensive income in gain (loss) on derivative instruments and other securities, net.
	We estimate the fair value of forward commitments to purchase or sell specified agency MBS based on similar methods used to value agency MBS, as well as the remaining length of time of the forward commitment.
	U.S. Treasury securities
	We purchase or sell short U.S. Treasury securities and U.S. Treasury futures contracts to help mitigate the potential impact of changes in interest rates on the performance of our portfolio. We borrow securities to cover short sales of U.S. Treasury securities under reverse repurchase agreements. We account for these as securities borrowing transactions and recognize an obligation to return the borrowed securities at fair value on the balance sheet based on the value of the underlying borrowed securities as of the reporting date. Gains and losses associated with purchases and short sales of U.S. Treasury securities and U.S. Treasury futures contracts are recognized in gain (loss) on derivative instruments and other securities, net in our consolidated statements of comprehensive income.
	Derivative Instruments
	We use a variety of derivative instruments to economically hedge a portion of our exposure to market risks, including interest rate risk, prepayment risk and extension risk. The objective of our risk management strategy is to reduce fluctuations in net book value over a range of interest rate scenarios. In particular, we attempt to mitigate the risk of the cost of our variable rate liabilities increasing during a period of rising interest rates. The principal instruments that we use are interest rate swaps and options to enter into interest rate swaps ("interest rate swaptions"). We also utilize forward contracts for the purchase or sale of agency MBS securities on a generic pool, or a TBA contract, basis and on a non-generic specified pool basis, and we utilize U.S. Treasury securities and U.S. Treasury futures contracts, primarily through short sales. We may also purchase or write put or call options on TBA securities and we may invest in other types of mortgage derivatives, such as interest-only securities, and synthetic total return swaps, such as the Markit IOS Synthetic Total Return Swap Index ("Markit IOS Index").
	We may also enter into TBA contracts as a means of investing in and financing agency securities (thereby increasing our "at risk" leverage) or as a means of disposing of or reducing our exposure to agency securities (thereby reducing our "at risk" leverage). Pursuant to TBA contracts, we agree to purchase or sell, for future delivery, agency securities with certain principal and interest terms and certain types of collateral, but the particular agency securities to be delivered are not identified until shortly before the TBA settlement date. We also may choose, prior to settlement, to move the settlement of these securities out to a later date by entering into an offsetting short or long position (referred to as a "pair off"), net settling the paired off positions for cash, and simultaneously purchasing or selling a similar TBA contract for a later settlement date. This transaction is commonly referred to as a "dollar roll." The agency securities purchased or sold for a forward settlement date are typically priced at a discount to agency securities for settlement in the current month. This difference (or discount) is referred to as the "price drop." The price drop is the economic equivalent of net interest carry income on the underlying agency securities over the roll period (interest income less implied financing cost) and is commonly referred to as "dollar roll income/loss." Consequently, forward purchases of agency securities and dollar roll transactions represent a form of off-balance sheet financing.
	We account for derivative instruments in accordance with ASC Topic 815, Derivatives and Hedging ("ASC 815"). ASC 815 requires an entity to recognize all derivatives as either assets or liabilities in the balance sheet and to measure those instruments at fair value.
	Our derivative agreements generally contain provisions that allow for netting or setting off derivative assets and liabilities with each counterparty; however, we report related assets and liabilities on a gross basis in our consolidated balance sheets. Derivative instruments in a gain position are reported as derivative assets at fair value and derivative instruments in a loss position are reported as derivative liabilities at fair value in our consolidated balance sheets. Changes in fair value of derivative instruments and periodic settlements related to our derivative instruments are recorded in gain (loss) on derivative instruments and other securities, net in our consolidated statements of comprehensive income. Cash receipts and payments related to derivative instruments are classified in our consolidated statements of cash flows according to the underlying nature or purpose of the derivative transaction, generally in the investing section.
	The use of derivatives creates exposure to credit risk relating to potential losses that could be recognized in the event that the counterparties to these instruments fail to perform their obligations under the contracts. We attempt to minimize this risk by limiting our counterparties to major financial institutions with acceptable credit ratings, monitoring positions with individual counterparties and adjusting posted collateral as required.
Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]	'
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'
Derivative and other Hedging Instruments	'
	Discontinuation of hedge accounting for interest rate swap agreements
	Prior to September 30, 2011, we entered into interest rate swap agreements typically with the intention of qualifying for hedge accounting under ASC 815. However, as of September 30, 2011, we elected to discontinue hedge accounting for our interest rate swaps. Upon discontinuation of hedge accounting, the net deferred loss related to our de-designated interest rate swaps remained in accumulated OCI and is being reclassified from accumulated OCI into interest expense on a straight-line basis over the remaining term of each interest rate swap.

Investment_Securities_Tables

Investment Securities (Tables)	9 Months Ended
	Sep. 30, 2013
Available-for-sale Securities [Abstract]	'
Agency Securities [Table Text Block]	'
	The following tables summarize our investments in agency MBS as of December 31, 2012 (dollars in millions):
			December 31, 2012
	Agency MBS		Fannie Mae			Freddie Mac				Ginnie Mae				Total
	Available-for-sale agency MBS:
	Agency MBS, par		$	58,912		$	19,336			$	238			$	78,486
	Unamortized premium		3,208			948				10				4,166
	Amortized cost		62,120			20,284				248				82,652
	Gross unrealized gains		1,585			481				6				2,072
	Gross unrealized losses		(18		)	(7		)		—				(25		)
	Total available-for-sale agency MBS, at fair value		63,687			20,758				254				84,699
	Agency MBS remeasured at fair value through earnings:
	Interest-only and principal-only strips, amortized cost (1)		486			55				—				541
	Gross unrealized gains		26			1				—				27
	Gross unrealized losses		(9		)	(13		)		—				(22		)
	Total agency MBS remeasured at fair value through earnings		503			43				—				546
	Total agency MBS, at fair value		$	64,190		$	20,801			$	254			$	85,245
	Weighted average coupon as of December 31, 2012 (2)		3.7		%	3.67		%		3.77		%		3.69		%
	Weighted average yield as of December 31, 2012 (3)		2.62		%	2.61		%		1.6		%		2.61		%
	Weighted average yield for the year ended December 31, 2012 (3)		2.83		%	2.83		%		1.63		%		2.82		%
	________________________
	1	The UPB of our interest-only securities was $1.7 billion and the weighted average contractual interest we are entitled to receive was 5.78% of this amount as of December 31, 2012. The par value of our principal-only agency MBS strips was $302 million as of December 31, 2012.
	2	The weighted average coupon includes the interest cash flows from our interest-only securities taken together with the interest cash flows from our fixed-rate, adjustable-rate and CMO securities as a percentage of the par value of our agency securities (excluding the UPB of our interest-only securities) as of December 31, 2012.
	3	Incorporates a weighted average future constant prepayment rate assumption of 11% based on forward rates as of December 31, 2012.
			December 31, 2012
	Agency MBS		Amortized			Gross				Gross				Fair Value
			Cost			Unrealized				Unrealized
						Gain				Loss
	Fixed-Rate		$	81,617		$	2,043			$	(25	)		$	83,635
	Adjustable-Rate		865			26				—				891
	CMO		170			3				—				173
	Interest-only and principal-only strips		541			27				(22		)		546
	Total agency MBS		$	83,193		$	2,099			$	(47	)		$	85,245
	The following tables summarize our investments in agency MBS as of September 30, 2013 (dollars in millions):
			30-Sep-13
	Agency MBS		Fannie Mae			Freddie Mac				Ginnie Mae				Total
	Available-for-sale agency MBS:
	Agency MBS, par		$	63,884		$	17,604			$	237			$	81,725
	Unamortized discount		(44		)	(20		)		—				(64		)
	Unamortized premium		2,882			795				8				3,685
	Amortized cost		66,722			18,379				245				85,346
	Gross unrealized gains		452			118				4				574
	Gross unrealized losses		(923		)	(428		)		—				(1,351		)
	Total available-for-sale agency MBS, at fair value		66,251			18,069				249				84,569
	Agency MBS remeasured at fair value through earnings:
	Interest-only and principal-only strips, amortized cost (1)		409			34				—				443
	Gross unrealized gains		9			2				—				11
	Gross unrealized losses		(10		)	(4		)		—				(14		)
	Total agency MBS remeasured at fair value through earnings		408			32				—				440
	Total agency MBS, at fair value		$	66,659		$	18,101			$	249			$	85,009
	Weighted average coupon as of September 30, 2013 (2)		3.52		%	3.65		%		3.57		%		3.54		%
	Weighted average yield as of September 30, 2013 (3)		2.66		%	2.86		%		1.12		%		2.7		%
	Weighted average yield for the three months ended September 30, 2013 (3)		2.57		%	2.62		%		1.17		%		2.59		%
	Weighted average yield for the nine months ended September 30, 2013 (3)		2.73		%	2.83		%		1.28		%		2.75		%
	________________________
	1	The underlying unamortized principal balance ("UPB" or "par value") of our interest-only agency MBS strips was $1.3 billion and the weighted average contractual interest we are entitled to receive was 5.80% of this amount as of September 30, 2013. The par value of our principal-only agency MBS strips was $278 million as of September 30, 2013.
	2	The weighted average coupon includes the interest cash flows from our interest-only agency MBS strips taken together with the interest cash flows from our fixed-rate, adjustable-rate and CMO agency MBS as a percentage of the par value of our agency MBS (excluding the UPB of our interest-only securities) as of September 30, 2013.
	3	Incorporates a weighted average future constant prepayment rate assumption of 8% based on forward rates as of September 30, 2013
Summary Of Agency Securities Estimated Weighted Average Life Classifications	'
	The following table summarizes our agency MBS classified as available-for-sale as of September 30, 2013 and December 31, 2012 according to their estimated weighted average life classification (dollars in millions):
			30-Sep-13											December 31, 2012
	Estimated Weighted Average Life of Agency MBS Classified as Available-for-Sale (1)		Fair Value			Amortized				Weighted		Weighted		Fair Value			Amortized		Weighted		Weighted
						Cost				Average		Average					Cost		Average		Average
										Coupon		Yield							Coupon		Yield
	≤ 3 years		$	588		$	577			3.89%		2.11%		$	1,119		$	1,108	4.18%		2.14%
	> 3 years and ≤ 5 years		26,492			26,146				3.60%		2.56%		27,448			26,750		3.36%		2.29%
	> 5 years and ≤10 years		48,453			49,212				3.45%		2.73%		54,054			52,735		3.69%		2.75%
	> 10 years		9,036			9,411				3.19%		2.81%		2,078			2,059		3.44%		2.65%
	Total		$	84,569		$	85,346			3.46%		2.68%		$	84,699		$	82,652	3.59%		2.59%
	_______________________
	1	Excludes interest and principal-only strips.
Summary Of Agency Securities Pledged As Collateral Under Repurchase Agreements by Remaining Maturity	'
	The following table summarizes our securities pledged as collateral under repurchase agreements and debt of consolidated VIEs by remaining maturity, including securities pledged related to sold but not yet settled securities, as of September 30, 2013 and December 31, 2012 (in millions):
			September 30, 2013											December 31, 2012
	Agency Securities Pledged by Remaining Maturity of Repurchase Agreements and Debt of Consolidated VIEs		Fair Value of Pledged Securities			Amortized				Accrued				Fair Value of Pledged Securities			Amortized		Accrued
						Cost of Pledged Securities				Interest on							Cost of Pledged Securities		Interest on
										Pledged									Pledged
										Securities									Securities
	Agency MBS:
	≤ 30 days		$	31,931		$	32,277			$	89			$	29,284		$	28,525	$	82
	> 30 and ≤ 60 days		20,926			21,120				57				21,716			21,251		58
	> 60 and ≤ 90 days		15,684			15,857				43				16,188			15,780		45
	> 90 days		14,408			14,587				40				12,747			12,447		37
	Total agency MBS		82,949			83,841				229				79,935			78,003		222
	U.S. Treasury securities:
	1 day		4,648			4,596				12				—			—		—
	Total		$	87,597		$	88,437			$	241			$	79,935		$	78,003	$	222
Schedule of Investments Owned and Pledged as Collateral [Table Text Block]	'
	The following tables summarize our assets pledged as collateral under repurchase agreements, debt of consolidated variable interest entities ("VIEs"), derivative agreements and prime broker agreements by type, including securities pledged related to securities sold but not yet settled, as of September 30, 2013 and December 31, 2012 (in millions):
			September 30, 2013
	Assets Pledged		Repurchase Agreements			Debt of Consolidated VIEs				Derivative Agreements				Prime Broker Agreements			Total
	Agency MBS - fair value		$	81,745		$	1,204			$	51			$	342		$	83,342
	U. S. Treasury securities - fair value		4,648			—				62				—			4,710
	Accrued interest on pledged securities		237			4				—				1			242
	Restricted cash (1)		43			—				290				73			406
	Total		$	86,673		$	1,208			$	403			$	416		$	88,700
	________________________
	1	Restricted cash in the table above excludes net cash received from counterparties recorded as a contra-asset within restricted cash.
			December 31, 2012
	Assets Pledged		Repurchase Agreements			Debt of Consolidated VIEs				Derivative Agreements				Prime Broker Agreements			Total
	Agency MBS - fair value		$	78,400		$	1,535			$	1,065			$	501		$	81,501
	Accrued interest on pledged securities		217			5				3				1			226
	Restricted cash		—			—				249				150			399
	Total		$	78,617		$	1,540			$	1,317			$	652		$	82,126
Summary of Changes in Accumulated OCI for Agency Securitie [Table Text Block]	'
	The following table summarizes changes in accumulated OCI, a separate component of stockholders' equity, for our available-for-sale securities for the three and nine months ended September 30, 2013 and 2012 (in millions):
	Agency Securities Classified as		Beginning Accumulated OCI			Unrealized Gains			Reversal of			Ending
	Available-for-Sale		Balance			and (Losses), Net			Unrealized			Accumulated OCI
									(Gains) and Losses,			Balance
									Net on Realization
	Three months ended September 30, 2013		$	(1,610	)	100			733			$	(777	)
	Three months ended September 30, 2012		$	1,585		1,400			(210	)		$	2,775
	Nine months ended September 30, 2013		$	2,040		(3,559	)		742			$	(777	)
	Nine months ended September 30, 2012		$	1,002		2,616			(843	)		$	2,775
Components of Investment Securities [Table Text Block]	'
			December 31, 2012
	Agency MBS		Amortized			Gross				Gross				Fair Value
			Cost			Unrealized				Unrealized
						Gain				Loss
	Fixed-Rate		$	81,617		$	2,043			$	(25	)		$	83,635
	Adjustable-Rate		865			26				—				891
	CMO		170			3				—				173
	Interest-only and principal-only strips		541			27				(22		)		546
	Total agency MBS		$	83,193		$	2,099			$	(47	)		$	85,245
			30-Sep-13
	Agency MBS		Amortized			Gross				Gross				Fair Value
			Cost			Unrealized				Unrealized
						Gain				Loss
	Fixed-Rate		$	83,114		$	547			$	(1,351	)		$	82,310
	Adjustable-Rate		998			17				—				1,015
	CMO		1,234			10				—				1,244
	Interest-only and principal-only strips		443			11				(14		)		440
	Total agency MBS		$	85,789		$	585			$	(1,365	)		$	85,009
Summary of Continuous Unrealized Loss Position of Available for Sale Securities [Table Text Block]	'
	The following table presents the gross unrealized loss and fair values of our available-for-sale agency securities by length of time that such securities have been in a continuous unrealized loss position as of September 30, 2013 and December 31, 2012 (in millions):
			Unrealized Loss Position For
			Less than 12 Months							12 Months or More							Total
	Agency Securities Classified as		Estimated Fair			Unrealized				Estimated				Unrealized			Estimated Fair		Unrealized
	Available-for-Sale		Value			Loss				Fair Value				Loss			Value		Loss
	September 30, 2013		$	43,570		$	(1,340	)		$	296			$	(11	)	$	43,866	$	(1,351	)
	December 31, 2012		$	8,430		$	(25	)		$	—			$	—		$	8,430	$	(25	)
Summary of Net Gain from Sale of Agency Securities [Table Text Block]	'
	The following table is a summary of our net gain (loss) from the sale of agency MBS for the three and nine months ended September 30, 2013 and 2012 (in millions):
			Three Months Ended							Nine Months Ended
	Agency MBS		30-Sep-13			September 30, 2012				30-Sep-13				September 30, 2012
	Agency MBS sold, at cost		$	(25,147	)	$	(10,172	)		$	(60,541	)		$	(45,258	)
	Proceeds from agency MBS sold (1)		24,414			10,382				59,799				46,101
	Net (loss) gain on sale of agency MBS		$	(733	)	$	210			$	(742	)		$	843
	Gross gain on sale of agency MBS		$	2		$	210			$	183			$	855
	Gross loss on sale of agency MBS		(735		)	—				(925		)		(12		)
	Net (loss) gain on sale of agency MBS		$	(733	)	$	210			$	(742	)		$	843
	________________________
	1	Proceeds include cash received during the period, plus receivable for agency MBS sold during the period as of period end.

Recovered_Sheet1

Repurchase Agreements and Other Debt (Tables)	9 Months Ended
	Sep. 30, 2013
Disclosure of Repurchase Agreements [Abstract]	'
Schedule of Borrowings under Repurchase Agreements and Weighted Average Interest Rates [Table Text Block]	'
	The following table summarizes our borrowings under repurchase arrangements and weighted average interest rates classified by remaining maturities as of September 30, 2013 and December 31, 2012 (dollars in millions):
		30-Sep-13					December 31, 2012
	Remaining Maturity	Repurchase Agreements		Weighted		Weighted	Repurchase Agreements		Weighted		Weighted
				Average		Average Days			Average		Average Days
				Interest		to Maturity			Interest		to Maturity
				Rate					Rate
	Agency MBS:
	≤ 1 month	$	30,902	0.41	%	15	$	25,473	0.48	%	17
	> 1 to ≤ 3 months	26,291		0.42	%	58	30,402		0.49	%	57
	> 3 to ≤ 6 months	11,993		0.47	%	137	7,208		0.53	%	128
	> 6 to ≤ 9 months	1,943		0.5	%	233	4,509		0.57	%	234
	> 9 to ≤ 12 months	2,089		0.54	%	322	2,149		0.6	%	312
	> 12 to ≤ 24 months	2,338		0.61	%	543	2,142		0.65	%	591
	> 24 to ≤ 36 months	2,221		0.64	%	815	2,492		0.69	%	1,002
	> 36 months	604		0.69	%	1,560	102		0.73	%	1,751
	Total agency MBS	78,381		0.44	%	112	74,477		0.51	%	118
	U.S. Treasury securities:
	1 day	4,092		0.1	%	1	$	—	—	%	—
	Total / Weighted Average	$	82,473	0.42	%	106	$	74,477	0.51	%	118

Derivative_and_Other_Hedging_I1

Derivative and Other Hedging Instruments (Tables)	9 Months Ended
	Sep. 30, 2013
Derivative [Line Items]	'
Schedule of Interest Rate Swaption Agreements Outstandin [Table Text Block]	'
	The following tables summarize our interest rate swaption agreements outstanding as of September 30, 2013 and December 31, 2012 (dollars in millions):
			September 30, 2013
			Option										Underlying Swap
	Payer Swaptions		Cost				Fair				Average		Notional				Average Fixed Pay		Average		Average
							Value				Months to		Amount				Rate		Receive		Term
											Expiration								Rate		(Years)
																			(LIBOR)
	≤ 1 year		$	240			$	169			6		$	13,150			2.71%		3M		7.7
	> 1 to ≤ 2 years		123				117				21		4,850				3.17%		3M		5.7
	> 2 to ≤ 3 years		47				62				32		1,600				3.60%		3M		6.1
	> 3 to ≤ 4 years		7				12				41		300				3.27%		3M		5
	> 4 to ≤ 5 years		8				14				51		300				3.76%		3M		5.7
	Total/Wtd Avg		$	425			$374				13		$	20,200			2.92%		3M		7
			December 31, 2012
			Option										Underlying Swap
	Payer Swaptions		Cost				Fair				Average		Notional				Average Fixed Pay		Average		Average
							Value				Months to		Amount				Rate		Receive		Term
											Expiration								Rate		(Years)
																			(LIBOR)
	≤ 1 year		$	76			$	15			4		$	5,150			2.65%		1M / 3M		8.6
	> 1 to ≤ 2 years		65				34				19		4,050				2.82%		3M		6.7
	> 2 to ≤ 3 years		97				87				33		3,900				3.51%		3M		8.6
	> 3 to ≤ 4 years		12				11				46		450				3.20%		3M		6.1
	> 4 to ≤ 5 years		24				24				59		900				3.33%		3M		5
	Total/Wtd Avg		$	274			$	171			21		$	14,450			2.99%		1M / 3M		7.8
Summary of Long and Short Position of Derivative Instruments	'
	The following table summarizes our contracts to purchase and sell TBA and specified agency securities on a forward basis as of September 30, 2013 and December 31, 2012 (in millions):
			30-Sep-13																December 31, 2012
	Purchase and Sale Contracts for TBAs and Forward Settling Securities		Notional				Cost Basis (2)				Market Value (3)				Net Carrying Value (4)				Notional			Cost Basis (2)			Market Value (3)			Net Carrying Value (4)
			Amount (1)																Amount (1)
	TBA securities:
	Purchase contracts		$	4,816			$	4,885			$	5,002			$	117			$	21,705		$	22,603		$	22,719		$	116
	Sale contracts		(12,142		)		(11,945		)		(12,258		)		(313		)		(9,378		)	(9,991		)	(10,011		)	(20		)
	TBA securities, net (5)		(7,326		)		(7,060		)		(7,256		)		(196		)		12,327			12,612			12,708			96
	Forward settling securities:
	Purchase contracts		—				—				—				—				150			163			162			(1		)
	Forward settling securities, net (6)		—				—				—				—				150			163			162			(1		)
	Total TBA and forward settling securities, net		$	(7,326	)		$	(7,060	)		$	(7,256	)		$	(196	)		$	12,477		$	12,775		$	12,870		$	95
	________________________
	1	Notional amount represents the par value (or principal balance) of the underlying agency security.
	2	Cost basis represents the forward price to be paid/(received) for the underlying agency security.
	3	Market value represents the current market value of the TBA contract (or of the underlying agency security) as of period-end.
	4	Net carrying value represents the difference between the market value of the TBA contract as of period-end and the cost basis and is reported in derivative assets / (liabilities), at fair value in our consolidated balance sheets.
	5	Includes 15-year and 30-year TBA securities of varying coupons
	6	Includes 30-year fixed securities of varying coupons
Schedule of Outstanding Derivatives Not Designated as Hedging Instruments [Table Text Block]	'
	The table below summarizes fair value information about our derivative assets and liabilities as of September 30, 2013 and December 31, 2012 (in millions):
	Derivatives Instruments		Balance Sheet Location		September 30, 2013				December 31, 2012
	Interest rate swaps		Derivative assets, at fair value		$	738			$	14
	Payer swaptions		Derivative assets, at fair value		374				171
	Purchase of TBA and forward settling agency securities		Derivative assets, at fair value		127				116
	Sale of TBA and forward settling agency securities		Derivative assets, at fair value		7				—
					$	1,246			$	301
	Interest rate swaps		Derivative liabilities, at fair value		$	(652	)		$	(1,243	)
	Purchase of TBA and forward settling agency securities		Derivative liabilities, at fair value		(10		)		(1		)
	Sale of TBA and forward settling agency securities		Derivative liabilities, at fair value		(320		)		(20		)
	U.S. Treasury futures - short		Derivative liabilities, at fair value		(32		)		—
	Put option		Derivative liabilities, at fair value		(1		)		—
					$	(1,015	)		$	(1,264	)
Schedule Of Outstanding Not Designated As Hedging Instruments [Table Text Block]	'
			Nine Months Ended September 30, 2013
	Derivative and Other Hedging Instruments		Notional Amount				Additions			Settlement, Termination,			Notional Amount Long/(Short) September 30, 2013				Amount of
			Long/(Short) December 31, 2012							Expiration or							Gain/(Loss)
										Exercise							Recognized in
																	Income on
																	Derivatives (1)
	Net TBA and forward settling agency securities		$	12,477			74,996			(94,799	)		$	(7,326	)		$	(756	)
	Interest rate swaps		$	(46,850	)		(16,700	)		13,350			$	(50,200	)		967
	Payer swaptions		$	(14,450	)		(23,800	)		18,050			$	(20,200	)		276
	U.S. Treasury securities - short position		$	(11,835	)		(31,408	)		41,333			$	(1,910	)		434
	U.S. Treasury securities - long position		$	—			19,654			(14,803	)		$	4,851			50
	U.S. Treasury futures contracts - short position		$	—			(7,359	)		5,629			$	(1,730	)		14
	TBA put option		$	—			(50	)		—			$	(50	)		—
																	$	985
	________________________________
	1	Excludes a net loss of $8 million from interest-only and principal-only securities, a net gain of $33 million from debt of consolidated VIEs re-measured at fair value through earnings and other miscellaneous net losses of $3 million recognized in gain (loss) on derivative instruments and other securities, net in our consolidated statements of comprehensive income.
			Nine Months Ended September 30, 2012
	Derivative and Other Hedging Instruments		Notional Amount				Additions			Settlement, Termination,			Notional Amount Long/(Short) September 30, 2012				Amount of
			Long/(Short) December 31, 2011							Expiration or							Gain/(Loss)
										Exercise							Recognized in
																	Income on
																	Derivatives (1)
	Net TBA and forward settling agency securities		$	(104	)		(40,532	)		44,410			$	3,774			$	(59	)
	Interest rate swaps		$	(30,250	)		(23,300	)		4,700			$	(48,850	)		(1,067		)
	Payer swaptions		$	(3,200	)		(12,150	)		6,800			$	(8,550	)		(96		)
	U.S. Treasury securities - short position		$	(880	)		(30,480	)		24,065			$	(7,295	)		(115		)
	U.S. Treasury securities - long position		$	100			2,446			(2,546	)		$	—			(1		)
	US Treasury futures contracts - short position		$	(783	)		(3,838	)		4,621			$	—			(91		)
	Markit IOS total return swaps, net		$	(165	)		—			165			$	—			—
																	$	(1,429	)
	______________________
	1	Excludes a net gain of $19 million on interest-only and principal-only securities and a net loss of $32 million from debt of consolidated VIEs re-measured at fair value through earnings recognized in gain (loss) on derivative instruments and other securities, net in our consolidated statements of comprehensive income.
			Three Months Ended September 30, 2012
	Derivative and Other Hedging Instruments		Notional Amount				Additions			Settlement, Termination,			Notional Amount Long/(Short)September 30, 2012				Amount of
			Long/(Short)							Expiration or							Gain/(Loss)
			30-Jun-12							Exercise							Recognized in
																	Income on
																	Derivatives (1)
	Net TBA and forward settling agency securities		$	(3,404	)		(16,362	)		23,540			$	3,774			$	49
	Interest rate swaps		$	(48,550	)		(3,450	)		3,150			$	(48,850	)		(438		)
	Payer swaptions		$	(8,800	)		(2,000	)		2,250			$	(8,550	)		(25		)
	U.S. Treasury securities - short position		$	(1,250	)		(11,550	)		5,505			$	(7,295	)		(15		)
	US Treasury futures contracts - short position		$	(1,919	)		—			1,919			$	—			(27		)
	Markit IOS total return swaps, net		$	(144	)		—			144			$	—			—
																	$	(456	)
	______________________
	1	Excludes a net gain of $20 million on interest-only and principal-only securities re-measured at fair value through earnings and a net loss of $24 million from debt of consolidated VIEs re-measured at fair value through earnings recognized in gain (loss) on derivative instruments and other securities, net in our consolidated statements of comprehensive income.
	The tables below summarize the effect of derivative instruments on our consolidated statements of comprehensive income for the three and nine months ended September 30, 2013 and 2012 (in millions):
			Three Months Ended September 30, 2013
	Derivative and Other Hedging Instruments		Notional Amount				Additions			Settlement, Termination,			Notional Amount Long/(Short)September 30, 2013				Amount of
			Long/(Short)							Expiration or							Gain/(Loss)
			30-Jun-13							Exercise							Recognized in
																	Income on
																	Derivatives(1)
	Net TBA and forward settling agency securities		$	14,408			(33,697	)		11,963			$	(7,326	)		$	(82	)
	Interest rate swaps		$	(55,650	)		(850	)		6,300			$	(50,200	)		(222		)
	Payer swaptions		$	(23,750	)		(9,450	)		13,000			$	(20,200	)		(134		)
	U.S. Treasury securities - short position		$	(10,477	)		(11,266	)		19,833			$	(1,910	)		90
	U.S. Treasury securities - long position		$	3,750			12,350			(11,249	)		$	4,851			46
	U.S. Treasury futures contracts - short position		$	(2,430	)		(3,730	)		4,430			$	(1,730	)		(49		)
	TBA put option		$	—			(50	)		—			$	(50	)		—
																	$	(351	)
	________________________________
1	Excludes a net gain of $14 million from interest-only and principal-only securities re-measured at fair value through earnings and other miscellaneous net losses of $2 million recognized in gain (loss) on derivative instruments and other securities, net in our consolidated statements of comprehensive income.
Not Designated as Hedging Instrument [Member]	'
Derivative [Line Items]	'
Schedule Of Interest Rate Swap Agreement By Remaining Maturity	'
	The following tables summarize our interest rate swap agreements outstanding as of September 30, 2013 and December 31, 2012 (dollars in millions):
			30-Sep-13
	Interest Rate Swaps		Notional				Average			Average			Net				Average
			Amount				Fixed			Receive			Estimated				Maturity
							Pay Rate			Rate			Fair Value				(Years)
	≤ 3 years		$	18,050			1.5	%		0.2	%		$	(416	)		1.8
	> 3 to ≤ 5 years		13,500				1.19	%		0.26	%		(9		)		4.1
	> 5 to ≤ 7 years		5,450				1.71	%		0.28	%		30				5.9
	> 7 to ≤ 10 years		10,450				2.16	%		0.27	%		373				9.3
	> 10 years		2,750				2.91	%		0.26	%		108				15.2
	Total Payer Interest Rate Swaps		$	50,200			1.65	%		0.24	%		$	86			5.2
			December 31, 2012
	Interest Rate Swaps (1)		Notional				Average		Average		Net				Average
			Amount				Fixed		Receive		Estimated				Maturity
							Pay Rate		Rate		Fair Value				(Years)
	≤ 3 years		$	14,600			1.23%		0.26%		$	(294	)		2
	> 3 to ≤ 5 years		20,250				1.48%		0.29%		(666		)		4.1
	> 5 to ≤ 7 years		5,600				1.53%		0.34%		(163		)		6.1
	> 7 to ≤ 10 years		5,200				1.89%		0.35%		(113		)		9.2
	> 10 years		1,200				1.79%		0.31%		7				10.2
	Total Payer Interest Rate Swaps		$	46,850			1.46%		0.29%		$	(1,229	)		4.4
	________________________
	1	Amounts include forward starting swaps of $1.7 billion ranging up to four months from December 31, 2012.

Offsetting_Assets_and_Liabilit1

Offsetting Assets and Liabilities (Tables)	9 Months Ended
	Sep. 30, 2013
Offsetting Assets and Liabilities [Abstract]	'
Offsetting Assets and Liabilities [Table Text Block]	'
	The following tables present information about our assets and liabilities that are subject to such arrangements and can potentially be offset on our consolidated balance sheets as of September 30, 2013 and December 31, 2012 (in millions):
	Offsetting of Financial Assets and Derivative Assets:
			Gross Amounts of Recognized Assets		Gross Amounts Offset in the Consolidated Balance Sheets		Net Amounts of Assets Presented in the Consolidated Balance Sheets		Gross Amounts Not Offset						Net Amount
									in the
									Consolidated Balance Sheets
									Financial Instruments			Collateral Received (2)
	30-Sep-13
	Interest rate swap and swaption agreements, at fair value (1)		$	1,112	$	—	$	1,112	$	(531	)	$	(581	)	$	—
	Receivable under reverse repurchase agreements		1,808		—		1,808		(1,808		)	—			—
	Total derivative, other hedging instruments and other assets		$	2,920	$	—	$	2,920	$	(2,339	)	$	(581	)	$	—
	31-Dec-12
	Interest rate swap and swaption agreements, at fair value (1)		$	185	$	—	$	185	$	(185	)	$	—		$	—
	Receivable under reverse repurchase agreements		11,818		—		11,818		(10,482		)	(1,157		)	179
	Total derivative, other hedging instruments and other assets		$	12,003	$	—	$	12,003	$	(10,667	)	$	(1,157	)	$	179
	Offsetting of Financial Liabilities and Derivative Liabilities:
			Gross Amounts of Recognized Liabilities		Gross Amounts Offset in the Consolidated Balance Sheets		Net Amounts of Liabilities Presented in the Consolidated Balance Sheets		Gross Amounts Not Offset						Net Amount
									in the
									Consolidated Balance Sheets
									Financial Instruments			Collateral Pledged (2)
	30-Sep-13
	Interest rate swap agreements, at fair value (1)		$	652	$	—	$	652	$	(531	)	$	(121	)	$	—
	Repurchase agreements		82,473		—		82,473		(1,808		)	(80,665		)	—
	Total derivative, other hedging instruments and other liabilities		$	83,125	$	—	$	83,125	$	(2,339	)	$	(80,786	)	$	—
	31-Dec-12
	Interest rate swap agreements, at fair value (1)		$	1,243	$	—	$	1,243	$	(185	)	$	(1,058	)	$	—
	Repurchase agreements		74,478		—		74,478		(10,482		)	(63,996		)	—
	Total derivative, other hedging instruments and other liabilities		$	75,721	$	—	$	75,721	$	(10,667	)	$	(65,054	)	$	—
	_______________________
	1	Reported under derivative assets / liabilities, at fair value in the accompanying consolidated balance sheets. Refer to Note 6 for a reconciliation of derivative assets / liabilities, at fair value to their sub-components.
	2	Includes cash and securities received / pledged as collateral, at fair value. Amounts presented are limited to collateral pledged sufficient to reduce the net amount to zero for individual counterparties, as applicable. Refer to Note 4 for additional information regarding assets pledged as collateral.

Fair_Value_Measurements_Tables

Fair Value Measurements (Tables)	9 Months Ended
	Sep. 30, 2013
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis	'
	The following table provides a summary of our assets and liabilities that are measured at fair value on a recurring basis as of September 30, 2013 and December 31, 2012 (dollars in millions):
		Fair Value Hierarchy
		Level 1		Level 2		Level 3
	September 30, 2013
	Assets:
	Agency securities	$	—	$	85,009	$	—
	U.S. Treasury securities	4,823		—		—
	Interest rate swaps	—		738		—
	Payer swaptions	—		374		—
	Net TBA and forward settling agency securities	—		134		—
	Total	$	4,823	$	86,255	$	—
	Liabilities:
	Debt of consolidated VIEs	$	—	$	736	$	—
	Obligation to return U.S. Treasury securities borrowed under reverse repurchase agreements	1,801		—		—
	Interest rate swaps	—		652		—
	Net TBA and forward settling agency securities	—		330		—
	U.S. Treasury futures	32		—		—
	Put options	—		1		—
	Total	$	1,833	$	1,719	$	—
	December 31, 2012
	Assets:
	Agency securities	$	—	$	85,245	$	—
	Interest rate swaps	—		14		—
	Payer swaptions	—		171		—
	Net TBA and forward settling agency securities	—		116		—
	Total	$	—	$	85,546	$	—
	Liabilities:
	Debt of consolidated VIEs	$	—	$	937	$	—
	Obligation to return U.S. Treasury securities borrowed under reverse repurchase agreements	11,763		—		—
	Interest rate swaps	—		1,243		—
	Net TBA and forward settling agency securities	—		21		—
	Total	$	11,763	$	2,201	$	—
	We elected the option to account for debt of consolidated VIEs at fair value with changes in fair value reflected in earnings during the period in which they occur, because we believe this election more appropriately reflects our financial position as both the consolidated agency securities and consolidated debt are presented in a consistent manner, at fair value, on our consolidated balance sheets. We estimate the fair value of the consolidated debt based on a market approach using Level 2 inputs from third-party pricing services and dealer quotes.

Stockholders_Equity_Equity_Off

Stockholders' Equity Equity Offerings (Tables)	9 Months Ended
	Sep. 30, 2013
Class of Stock [Line Items]	'
Schedule of Accumulated Other Comprehensive Income (Loss) [Table Text Block]	'
	The following tables summarize changes to accumulated OCI for the three and nine months ended September 30, 2013 (in millions):
		Three Months Ended September 30, 2013
	Accumulated Other Comprehensive Income (Loss)	Net Unrealized Gain (Loss) on Available-for-Sale MBS			Net Unrealized Gain (Loss) on Swaps			Total Accumulated OCI
								Balance
	Balance as of June 30, 2013	$	(1,610	)	$	(388	)	$	(1,998	)
	OCI before reclassifications	100			—			100
	Amounts reclassified from accumulated OCI	733			47			780
	Net current period OCI	833			47			880
	Balance as of September 30, 2013	$	(777	)	$	(341	)	$	(1,118	)
		Nine Months Ended September 30, 2013
	Accumulated Other Comprehensive Income (Loss)	Net Unrealized Gain (Loss) on Available-for-Sale MBS			Net Unrealized Gain (Loss) on Swaps			Total Accumulated OCI
								Balance
	Balance as of December 31, 2012	$	2,040		$	(485	)	$	1,555
	OCI before reclassifications	(3,559		)	—			(3,559		)
	Amounts reclassified from accumulated OCI	742			144			886
	Net current period OCI	(2,817		)	144			(2,673		)
	Balance as of September 30, 2013	$	(777	)	$	(341	)	$	(1,118	)
	The following table summarizes reclassifications out of accumulated OCI for the three and nine months ended September 30, 2013 (in millions):
	Amounts Reclassified from Accumulated OCI	Three Months Ended September 30, 2013			Nine Months Ended September 30, 2013			Line Item in the Consolidated Statements of Comprehensive Income Where Net Income is Presented
	(Gain) loss amounts reclassified from accumulated OCI for available-for-sale MBS	$	733		$	742		Gain (loss) on sale of agency securities, net
	Periodic interest costs of interest rate swaps previously designated as hedges under GAAP, net	47			144			Interest expense
	Total reclassifications	$	780		$	886

Organization_Details

Organization (Details)	9 Months Ended
	Sep. 30, 2013
Organization [Abstract]	'
Required distribution of taxable net income on a annual basis	90.00%

Summary_of_Significant_Account2

Summary of Significant Accounting Policies (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
New Accounting Pronouncements or Change in Accounting Principle [Line Items]	'	'	'	'
Required Annual Distribution of Taxable Net Income	'	'	90.00%	'
Unrealized (loss) gain on derivative instruments, net	$47	$51	$144	$155

Investment_Securities_Narrativ

Investment Securities (Narrative) (Details) (USD $)	3 Months Ended		9 Months Ended		12 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
			years		years
Schedule of Available-for-sale Securities [Line Items]	'	'	'	'	'
Gain Loss on Other Debt	'	$24,000,000	$33,000,000	($32,000,000)	'
Future Prepayment Rate Assumption Of Investment Portfolio	'	'	8.00%	11.00%	11.00%
Weighted Average Life of Interest Only Securities	'	'	6.3	'	5.7
Weighted Average Life Of Principal Only Securities	'	'	8.4	'	6.4
Unrealized gain on interest-only and principal-only securities	-14,000,000	-20,000,000	8,000,000	-19,000,000	'
Fair value of CMO securities and interest-only strips	1,700,000,000	'	1,700,000,000	'	719,000,000
Securitized CMO Securities	2,200,000,000	'	2,200,000,000	'	1,300,000,000
CMO and Interest Only, Pricincipal Only Securities, Maximum Loss Exposure	'	'	259,000,000	'	343,000,000
Fair value of agency securities collaterizing debt issued by securitization trust	1,200,000,000	'	1,200,000,000	'	1,500,000,000
Principal balance of agency securities collaterizing debt issued by securitization trust	1,100,000,000	'	1,100,000,000	'	1,400,000,000
Other Long-term Debt	$736,000,000	'	$736,000,000	'	$937,000,000

Investment_Securities_Summary_

Investment Securities (Summary of Investment in Agency Security) (Details) (USD $)	3 Months Ended			9 Months Ended			12 Months Ended
	Sep. 30, 2013		Sep. 30, 2012	Sep. 30, 2013		Sep. 30, 2012	Dec. 31, 2012
				years			years
Weighted Average Life Of Principal Only Securities	'		'	8.4		'	6.4
Debt Instrument, Face Amount	$729,000,000		'	$729,000,000		'	$908,000,000
Securities Held as Collateral, at Fair Value	1,200,000,000		'	1,200,000,000		'	1,500,000,000
Securitized CMO Securities	2,200,000,000		'	2,200,000,000		'	1,300,000,000
Unrealized Gain On Derivative Instrument And Trading Securities	14,000,000		20,000,000	-8,000,000		19,000,000	'
Unamortized premium	3,800,000,000		'	3,800,000,000		'	4,400,000,000
Amortized cost	85,346,000,000		'	85,346,000,000		'	82,652,000,000
Total agency MBS, at fair value	85,009,000,000		'	85,009,000,000		'	85,245,000,000
Weighted average coupon	3.54%	[1]	'	3.54%	[1]	'	3.69%
Weighted average yield	2.70%	[2]	'	2.70%	[2]	'	2.61%
Weighted average yield for the year ended	2.59%		'	2.75%	[2]	'	2.82%
Unamortized principal balance of interest-only strips	'		'	1,300,000,000		'	1,700,000,000
Unamortized principal balance of principal-only strips	'		'	278,000,000		'	302,000,000
Weighted average contractual interest rate of interest only strips	'		'	5.80%		'	5.78%
Average prepayment rate based on forward rate assumption	'		'	8.00%		11.00%	11.00%
Other Long-term Debt	736,000,000		'	736,000,000		'	937,000,000
Gain Loss on Other Debt	'		24,000,000	33,000,000		-32,000,000	'
Fannie Mae [Member]	'		'	'		'	'
Total agency MBS, at fair value	66,659,000,000		'	66,659,000,000		'	64,190,000,000
Weighted average coupon	3.52%	[1]	'	3.52%	[1]	'	3.70%
Weighted average yield	2.66%	[2]	'	2.66%	[2]	'	2.62%
Weighted average yield for the year ended	2.57%		'	2.73%	[2]	'	2.83%
Freddie Mac [Member]	'		'	'		'	'
Total agency MBS, at fair value	18,101,000,000		'	18,101,000,000		'	20,801,000,000
Weighted average coupon	3.65%	[1]	'	3.65%	[1]	'	3.67%
Weighted average yield	2.86%	[2]	'	2.86%	[2]	'	2.61%
Weighted average yield for the year ended	2.62%		'	2.83%	[2]	'	2.83%
Ginnie Mae [Member]	'		'	'		'	'
Total agency MBS, at fair value	249,000,000		'	249,000,000		'	254,000,000
Weighted average coupon	3.57%	[1]	'	3.57%	[1]	'	3.77%
Weighted average yield	1.12%	[2]	'	1.12%	[2]	'	1.60%
Weighted average yield for the year ended	1.17%		'	1.28%	[2]	'	1.63%
Available-for-sale Securities [Member]	'		'	'		'	'
Agency MBS, par	81,725,000,000		'	81,725,000,000		'	78,486,000,000
Unamortized discount	-64,000,000		'	-64,000,000		'	'
Unamortized premium	3,685,000,000		'	3,685,000,000		'	4,166,000,000
Amortized cost	85,346,000,000		'	85,346,000,000		'	82,652,000,000
Gross unrealized gains	'		'	574,000,000		'	2,072,000,000
Gross unrealized losses	'		'	1,351,000,000		'	25,000,000
Total available-for-sale agency MBS, at fair value	84,569,000,000		'	84,569,000,000		'	84,699,000,000
Available-for-sale Securities [Member] | Fannie Mae [Member]	'		'	'		'	'
Agency MBS, par	63,884,000,000		'	63,884,000,000		'	58,912,000,000
Unamortized discount	-44,000,000		'	-44,000,000		'	'
Unamortized premium	2,882,000,000		'	2,882,000,000		'	3,208,000,000
Amortized cost	66,722,000,000		'	66,722,000,000		'	62,120,000,000
Gross unrealized gains	'		'	452,000,000		'	1,585,000,000
Gross unrealized losses	'		'	923,000,000		'	18,000,000
Total available-for-sale agency MBS, at fair value	66,251,000,000		'	66,251,000,000		'	63,687,000,000
Available-for-sale Securities [Member] | Freddie Mac [Member]	'		'	'		'	'
Agency MBS, par	17,604,000,000		'	17,604,000,000		'	19,336,000,000
Unamortized discount	-20,000,000		'	-20,000,000		'	'
Unamortized premium	795,000,000		'	795,000,000		'	948,000,000
Amortized cost	18,379,000,000		'	18,379,000,000		'	20,284,000,000
Gross unrealized gains	'		'	118,000,000		'	481,000,000
Gross unrealized losses	'		'	428,000,000		'	7,000,000
Total available-for-sale agency MBS, at fair value	18,069,000,000		'	18,069,000,000		'	20,758,000,000
Available-for-sale Securities [Member] | Ginnie Mae [Member]	'		'	'		'	'
Agency MBS, par	237,000,000		'	237,000,000		'	238,000,000
Unamortized discount	0		'	0		'	'
Unamortized premium	8,000,000		'	8,000,000		'	10,000,000
Amortized cost	245,000,000		'	245,000,000		'	248,000,000
Gross unrealized gains	'		'	4,000,000		'	6,000,000
Gross unrealized losses	'		'	0		'	0
Total available-for-sale agency MBS, at fair value	249,000,000		'	249,000,000		'	254,000,000
Agency MBS remeasured at fair value through earnings [Member]	'		'	'		'	'
Interest-only and principal-only strips, amortized cost	443,000,000		'	443,000,000		'	541,000,000	[3]
Gross unrealized gains	11,000,000		'	11,000,000		'	27,000,000
Gross unrealized losses	-14,000,000		'	-14,000,000		'	-22,000,000
Total agency MBS remeasured at fair value through earnings, at fair value	440,000,000		'	440,000,000		'	546,000,000
Agency MBS remeasured at fair value through earnings [Member] | Fannie Mae [Member]	'		'	'		'	'
Interest-only and principal-only strips, amortized cost	409,000,000		'	409,000,000		'	486,000,000
Gross unrealized gains	9,000,000		'	9,000,000		'	26,000,000
Gross unrealized losses	-10,000,000		'	-10,000,000		'	-9,000,000
Total agency MBS remeasured at fair value through earnings, at fair value	408,000,000		'	408,000,000		'	503,000,000
Agency MBS remeasured at fair value through earnings [Member] | Freddie Mac [Member]	'		'	'		'	'
Interest-only and principal-only strips, amortized cost	34,000,000		'	34,000,000		'	55,000,000
Gross unrealized gains	2,000,000		'	2,000,000		'	1,000,000
Gross unrealized losses	-4,000,000		'	-4,000,000		'	-13,000,000
Total agency MBS remeasured at fair value through earnings, at fair value	32,000,000		'	32,000,000		'	43,000,000
Agency MBS remeasured at fair value through earnings [Member] | Ginnie Mae [Member]	'		'	'		'	'
Interest-only and principal-only strips, amortized cost	0		'	0		'	0
Gross unrealized gains	0		'	0		'	0
Gross unrealized losses	0		'	0		'	0
Total agency MBS remeasured at fair value through earnings, at fair value	$0		'	$0		'	$0
[1]	The underlying unamortized principal balance ("UPB" or "par value") of our interest-only agency MBS strips was $1.3 billion and the weighted average contractual interest we are entitled to receive was 5.80% of this amount as of SeptemberB 30, 2013. The par value of our principal-only agency MBS strips was $278 million as of SeptemberB 30, 2013.
[2]	Incorporates a weighted average future constant prepayment rate assumption of 8% based on forward rates as of SeptemberB 30, 2013
[3]	The UPB of our interest-only securities was $1.7 billion and the weighted average contractual interest we are entitled to receive was 5.78% of this amount as of DecemberB 31, 2012. The par value of our principal-only agency MBS strips was $302 million as of DecemberB 31, 2012

Investment_Securities_Componen

Investment Securities (Components Of Investment Securities) (Details) (USD $)	3 Months Ended	9 Months Ended		12 Months Ended
	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
		years		years
Gain Loss on Other Debt	$24,000,000	$33,000,000	($32,000,000)	'
Future Prepayment Rate Assumption Of Investment Portfolio	'	8.00%	11.00%	11.00%
Weighted Average Life of Interest Only Securities	'	6.3	'	5.7
Principal Balance of Securities Held as Collateral	'	1,100,000,000	'	1,400,000,000
Fair Value Of CMO Securities Directly Held	'	1,700,000,000	'	719,000,000
CMO and Interest Only, Pricincipal Only Securities, Maximum Loss Exposure	'	259,000,000	'	343,000,000
Amortized cost	'	85,789,000,000	'	83,193,000,000
Gross unrealized gains	'	585,000,000	'	2,099,000,000
Gross unrealized losses	'	-1,365,000,000	'	-47,000,000
Available-for-sale Securities, Fair Value Disclosure	'	84,569,000,000	'	84,699,000,000
Total agency MBS, at fair value	'	85,009,000,000	'	85,245,000,000
Total Agency Securities	'	85,009,000,000	'	85,245,000,000
Fixed-Rate [Member]	'	'	'	'
Amortized cost	'	83,114,000,000	'	81,617,000,000
Gross unrealized gains	'	547,000,000	'	2,043,000,000
Gross unrealized losses	'	-1,351,000,000	'	25,000,000
Available-for-sale Securities, Fair Value Disclosure	'	82,310,000,000	'	83,635,000,000
Adjustable-Rate [Member]	'	'	'	'
Amortized cost	'	998,000,000	'	865,000,000
Gross unrealized gains	'	17,000,000	'	26,000,000
Gross unrealized losses	'	0	'	0
Available-for-sale Securities, Fair Value Disclosure	'	1,015,000,000	'	891,000,000
CMO [Member]	'	'	'	'
Amortized cost	'	1,234,000,000	'	170,000,000
Gross unrealized gains	'	10,000,000	'	3,000,000
Gross unrealized losses	'	0	'	0
Available-for-sale Securities, Fair Value Disclosure	'	1,244,000,000	'	173,000,000
Interest-Only-Strip [Member]	'	'	'	'
Amortized cost	'	'	'	541,000,000
Gross unrealized gains	'	'	'	27,000,000
Gross unrealized losses	'	'	'	22,000,000
Fair Value	'	'	'	546,000,000
Interest-Only And Principal-Only Securities [Member]	'	'	'	'
Amortized cost	'	443,000,000	'	'
Gross unrealized gains	'	11,000,000	'	'
Gross unrealized losses	'	-14,000,000	'	'
Fair Value	'	$440,000,000	'	'

Investment_Securities_Summary_1

Investment Securities (Summary Of Agency Securities Estimated Weighted Average Life Classifications) (Details) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
	years	years
Weighted Average Life of Interest Only Securities	6.3	5.7
Agency securities classified as available for sale, Fair value	$84,569	$84,699
Agency securities classified as available for sale, Amortized cost	85,346	82,652
Weighted average coupon	3.46%	3.59%
Available For Sale Securities Weighted Average Life yield	2.68%	2.59%
Weighted Average Life Of Principal Only Securities	8.4	6.4
Greater Than One Year and Less Than or Equal to Three Years [Member]	'	'
Available For Sale Securities Weighted Average Life Fair Value	588	1,119
Available For Sale Securities Weighted Average Life Amortized Cost	577	1,108
Weighted average coupon	3.89%	4.18%
Available For Sale Securities Weighted Average Life yield	2.11%	2.14%
Greater Than Three Years and Less Than or Equal to Five Years [Member]	'	'
Available For Sale Securities Weighted Average Life Fair Value	26,492	27,448
Available For Sale Securities Weighted Average Life Amortized Cost	26,146	26,750
Weighted average coupon	3.60%	3.36%
Available For Sale Securities Weighted Average Life yield	2.56%	2.29%
Greater Than Five Years [Member]	'	'
Available For Sale Securities Weighted Average Life Fair Value	48,453	54,054
Available For Sale Securities Weighted Average Life Amortized Cost	49,212	52,735
Weighted average coupon	3.45%	3.69%
Available For Sale Securities Weighted Average Life yield	2.73%	2.75%
Greater Than Ten Years [Member]	'	'
Available For Sale Securities Weighted Average Life Fair Value	9,036	2,078
Available For Sale Securities Weighted Average Life Amortized Cost	$9,411	$2,059
Weighted average coupon	3.19%	3.44%
Available For Sale Securities Weighted Average Life yield	2.81%	2.65%

Investment_Securities_Summary_2

Investment Securities (Summary Of Changes In Accumulated OCI For Available-For-Sale Security) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'
Unrealized gain (loss) on available-for-sale securities, net	$833	$1,190	($2,817)	$1,773
Agency Securities [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'
Beginning OCI Balance	-1,610	1,585	2,040	1,002
Unrealized gain (loss) on available-for-sale securities, net	100	1,400	-3,559	2,616
Reversal of prior Period Unrealized (Gains) and Losses, Net on Realization	-733	210	-742	843
Ending OCI Balance	($777)	$2,775	($777)	$2,775

Investment_Securities_Summary_3

Investment Securities (Summary Of Continuous Unrealized Loss Positions Of Available-For-Sale Security) (Details) (Accumulated Other Comprehensive Income (Loss) [Member], USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Accumulated Other Comprehensive Income (Loss) [Member]	'	'
Unrealized Loss Position For - Estimated Fair Value - Less than 12 Months	$43,570	$8,430
Unrealized Loss Position For - Unrealized Loss - Less than 12 Months	1,340	25
Unrealized Loss Position For - Estimated Fair Value - 12 Months or More	296	0
Unrealized Loss Position For - Unrealized Loss - 12 Months or More	-11	0
Unrealized Loss Position For - Estimated Fair Value - Total	43,866	8,430
Unrealized Loss Position For - Unrealized Loss - Total	($1,351)	($25)

Investment_Securities_Summary_4

Investment Securities (Summary Of Net Gain From Sale Of Agency Securities) (Details) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
Principal Balance of Securities Held as Collateral	$1,100,000,000	'	$1,100,000,000	'	$1,400,000,000
Debt Instrument, Face Amount	729,000,000	'	729,000,000	'	908,000,000
Unrealized Gain On Derivative Instrument And Trading Securities	14,000,000	20,000,000	-8,000,000	19,000,000	'
Total Agency Securities	85,009,000,000	'	85,009,000,000	'	85,245,000,000
Document Period End Date	'	'	30-Sep-13	'	'
Proceeds from agency MBS sold	'	'	-45,496,000,000	-32,243,000,000	'
Gain (Loss) on Sales of Mortgage Backed Securities (MBS)	-733,000,000	210,000,000	-742,000,000	843,000,000	'
Agency Securities Amortized Cost	85,789,000,000	'	85,789,000,000	'	83,193,000,000
Gain Loss on Other Debt	'	24,000,000	33,000,000	-32,000,000	'
Agency Securities [Member]	'	'	'	'	'
Agency MBS sold, at cost	25,147,000,000	10,172,000,000	60,541,000,000	45,258,000,000	'
Proceeds from agency MBS sold	-24,414,000,000	-10,382,000,000	-59,799,000,000	-46,101,000,000	'
Gain (Loss) on Sales of Mortgage Backed Securities (MBS)	-733,000,000	210,000,000	-742,000,000	843,000,000	'
Gross gains on sale of agency MBS	2,000,000	210,000,000	183,000,000	855,000,000	'
Gross losses on sale of agency MBS	735,000,000	0	925,000,000	12,000,000	'
Freddie Mac [Member]	'	'	'	'	'
Total Agency Securities	18,101,000,000	'	18,101,000,000	'	20,801,000,000
Available-for-sale Securities [Member]	'	'	'	'	'
Available For Sale Securities Par	81,725,000,000	'	81,725,000,000	'	78,486,000,000
Available-for-sale Securities [Member] | Freddie Mac [Member]	'	'	'	'	'
Available For Sale Securities Par	$17,604,000,000	'	$17,604,000,000	'	$19,336,000,000

Investment_Securities_Summary_5

Investment Securities (Summary Of Agency Securities Pledged As Collateral Under Repurchase, Other Debt, Derivative And Prime Broker Agreements) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
Agency Securities Pledged As Collateral Amortized Cost Under Repurchase Agreements	$87,597	'	$87,597	'	$79,935
Fair value	80,721	'	80,721	'	79,966
Financial Instruments, Owned, US Government and Agency Obligations, at Fair Value	4,823	'	4,823	'	0
Accrued interest on pledged agency securities	242	'	242	'	226
Gain on sale of agency securities, net	-733	210	-742	843	'
Restricted Cash and Cash Equivalents	77	'	77	'	399
Total Fair Value of Agency Securities Pledged and Accrued Interest	88,700	'	88,700	'	82,126
Agency Securities Pledged As Collateral Amortized Cost	88,437	'	88,437	'	78,003
Agency Securities Pledged As Collateral Accrued Interest	241	'	241	'	222
Treasuries [Member]	'	'	'	'	'
Fair value	4,710	'	4,710	'	'
Repurchase Agreements [Member]	'	'	'	'	'
Accrued interest on pledged agency securities	237	'	237	'	217
Total Fair Value of Agency Securities Pledged and Accrued Interest	86,673	'	86,673	'	78,617
Repurchase Agreements [Member] | Derivative [Member]	'	'	'	'	'
Fair value	62	'	62	'	'
Under Repurchase Agreements [Member]	'	'	'	'	'
Fair value	1,204	'	1,204	'	1,535
Accrued interest on pledged agency securities	4	'	4	'	5
Total Fair Value of Agency Securities Pledged and Accrued Interest	1,208	'	1,208	'	1,540
Under Derivative Agreements [Member]	'	'	'	'	'
Fair value	51	'	51	'	1,065
Accrued interest on pledged agency securities	0	'	0	'	3
Total Fair Value of Agency Securities Pledged and Accrued Interest	403	'	403	'	1,317
Under Prime Broker Agreements [Member] | Fannie Mae [Member]	'	'	'	'	'
Fair value	342	'	342	'	501
Accrued interest on pledged agency securities	1	'	1	'	1
Total Fair Value of Agency Securities Pledged and Accrued Interest	416	'	416	'	652
Includes Sold But Not Yet Settled Securities [Member]	'	'	'	'	'
Fair value	83,342	'	83,342	'	81,501
Agency Securities [Member]	'	'	'	'	'
Agency Securities Pledged As Collateral Amortized Cost Under Repurchase Agreements	82,949	'	82,949	'	79,935
Agency Securities Pledged As Collateral Amortized Cost	83,841	'	83,841	'	78,003
Agency Securities Pledged As Collateral Accrued Interest	229	'	229	'	222
Agency Securities [Member]	'	'	'	'	'
Cost Of Sale Of Available For Sale Securities	25,147	10,172	60,541	45,258	'
Gain on sale of agency securities, net	-733	210	-742	843	'
Excluding Cash Received [Member]	'	'	'	'	'
Restricted Cash and Cash Equivalents	406	'	406	'	'
Repurchase Agreements [Member]	'	'	'	'	'
Restricted Cash and Cash Equivalents	43	'	43	'	'
Under Derivative Agreements [Member]	'	'	'	'	'
Restricted Cash and Cash Equivalents	290	'	290	'	249
Under Prime Broker Agreements [Member]	'	'	'	'	'
Restricted Cash and Cash Equivalents	73	'	73	'	150
30 Days or Less [Member]	'	'	'	'	'
Agency Securities Pledged As Collateral Amortized Cost Under Repurchase Agreements	31,931	'	31,931	'	29,284
Agency Securities Pledged As Collateral Amortized Cost	32,277	'	32,277	'	28,525
Agency Securities Pledged As Collateral Accrued Interest	89	'	89	'	82
Maturity 31 To 59 Days [Member]	'	'	'	'	'
Agency Securities Pledged As Collateral Amortized Cost Under Repurchase Agreements	20,926	'	20,926	'	21,716
Agency Securities Pledged As Collateral Amortized Cost	21,120	'	21,120	'	21,251
Agency Securities Pledged As Collateral Accrued Interest	57	'	57	'	58
Maturity 60 To 90 Days [Member]	'	'	'	'	'
Agency Securities Pledged As Collateral Amortized Cost Under Repurchase Agreements	15,684	'	15,684	'	16,188
Agency Securities Pledged As Collateral Amortized Cost	15,857	'	15,857	'	15,780
Agency Securities Pledged As Collateral Accrued Interest	43	'	43	'	45
Maturity over 90 days [Member]	'	'	'	'	'
Agency Securities Pledged As Collateral Amortized Cost Under Repurchase Agreements	14,408	'	14,408	'	12,747
Agency Securities Pledged As Collateral Amortized Cost	14,587	'	14,587	'	12,447
Agency Securities Pledged As Collateral Accrued Interest	40	'	40	'	37
Maturity Overnight [Member]	'	'	'	'	'
Agency Securities Pledged As Collateral Amortized Cost Under Repurchase Agreements	4,648	'	4,648	'	'
Agency Securities Pledged As Collateral Amortized Cost	4,596	'	4,596	'	'
Agency Securities Pledged As Collateral Accrued Interest	$12	'	$12	'	'

Investment_Securities_Summary_6

Investment Securities (Summary Of Agency Securities Pledged As Collateral Under Repurchase Agreements By Remaining Maturity) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Fair Value Of CMO Securities Directly Held	$1,700	$719
Fair value	87,597	79,935
Amortized cost	88,437	78,003
Accrued Interest on pledged agency securities	241	222
Financial Instruments, Owned, US Government and Agency Obligations, at Fair Value	4,823	0
Available-for-sale Securities Pledged as Collateral	80,721	79,966
30 Days or Less [Member]	'	'
Fair value	31,931	29,284
Amortized cost	32,277	28,525
Accrued Interest on pledged agency securities	89	82
Maturity 31 To 59 Days [Member]	'	'
Fair value	20,926	21,716
Amortized cost	21,120	21,251
Accrued Interest on pledged agency securities	57	58
Maturity 60 To 90 Days [Member]	'	'
Fair value	15,684	16,188
Amortized cost	15,857	15,780
Accrued Interest on pledged agency securities	43	45
Greater than 90 Days [Member]	'	'
Fair value	14,408	12,747
Amortized cost	14,587	12,447
Accrued Interest on pledged agency securities	40	37
Maturity Overnight [Member]	'	'
Fair value	4,648	'
Amortized cost	4,596	'
Accrued Interest on pledged agency securities	12	'
Agency Securities [Member]	'	'
Fair value	82,949	79,935
Amortized cost	83,841	78,003
Accrued Interest on pledged agency securities	229	222
Repurchase Agreements [Member]	'	'
Available-for-sale Securities Pledged as Collateral	81,745	78,400
Repurchase Agreements [Member] | Treasuries [Member]	'	'
Available-for-sale Securities Pledged as Collateral	$4,648	'

Repurchase_Agreements_And_Othe1

Repurchase Agreements And Other Debt (Narrative) (Details) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
	years
Debt Instrument [Line Items]	'	'
Weighted Average Life of Other Debt	6.6	'
Secured Debt, Dollar Rolls	($7,060)	$12,775
Risk of repurchase agreement to stockholders equity	4.00%	'
Other Long-term Debt	736	937
Debt Instrument, Face Amount	$729	$908
Debt Instrument, Description of Variable Rate Basis, LIBOR	'LIBOR	'
Spread Over LIBOR	'42	'43

Repurchase_Agreements_And_Othe2

Repurchase Agreements And Other Debt (Repurchase Arrangements And Weighted Average Interest Rates Classified By Original Maturities) (Details) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Spread Over LIBOR	'42	'43
Debt Instrument, Face Amount	$729	$908
Borrowings Outstanding	82,473	74,478
Average Interest Rate	0.42%	'
Weighted Average Days to Maturity	106	118
1 Month or Less	'	'
Borrowings Outstanding	30,902	25,473
Average Interest Rate	0.41%	0.48%
Weighted Average Days to Maturity	15	17
thirty one to ninety [Member]	'	'
Borrowings Outstanding	26,291	30,402
Average Interest Rate	0.42%	0.49%
Weighted Average Days to Maturity	58	57
120 to 180 days [Member]	'	'
Borrowings Outstanding	11,993	7,208
Average Interest Rate	0.47%	0.53%
Weighted Average Days to Maturity	137	128
210 to 270 days [Member]	'	'
Borrowings Outstanding	1,943	4,509
Average Interest Rate	0.50%	0.57%
Weighted Average Days to Maturity	233	234
300 to 360 days [Member]	'	'
Borrowings Outstanding	2,089	2,149
Average Interest Rate	0.54%	0.60%
Weighted Average Days to Maturity	322	312
390 to 720 days [Member]	'	'
Borrowings Outstanding	2,338	2,142
Average Interest Rate	0.61%	0.65%
Weighted Average Days to Maturity	543	591
750 to 1080 days [Member]	'	'
Borrowings Outstanding	2,221	2,492
Average Interest Rate	0.64%	0.69%
Weighted Average Days to Maturity	815	1,002
Greater than 1080 days [Member]	'	'
Borrowings Outstanding	604	102
Average Interest Rate	0.69%	0.73%
Weighted Average Days to Maturity	1,560	1,751
Mortgage Backed Securities, Other [Member]	'	'
Borrowings Outstanding	78,381	74,477
Average Interest Rate	0.44%	0.51%
Weighted Average Days to Maturity	112	'
Treasuries [Member]	'	'
Borrowings Outstanding	$4,092	'
Average Interest Rate	0.10%	'
Weighted Average Days to Maturity	1	'

Derivative_and_Other_Hedging_I2

Derivative and Other Hedging Instruments (Narrative) (Details) (USD $)	3 Months Ended		9 Months Ended		12 Months Ended	3 Months Ended	9 Months Ended			3 Months Ended	9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012	Sep. 30, 2013	Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2012	Sep. 30, 2013	Sep. 30, 2013
						Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]	Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]	Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]	Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]	Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]	Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]
										Interest Rate Swap [Member]	Interest Rate Swap [Member]
Gain Loss on Other Debt	'	$24,000,000	$33,000,000	($32,000,000)	'	'	'	'	'	'	'
Derivative Instruments, Gain Reclassified from Accumulated OCI into Income, Effective Portion	131,000,000	74,000,000	320,000,000	175,000,000	'	'	'	'	'	'	'
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax	47,000,000	51,000,000	144,000,000	155,000,000	'	47,000,000	144,000,000	'	'	47,000,000	144,000,000
Net Periodic Interest Rate Costs on Swaps	178,000,000	125,000,000	464,000,000	330,000,000	'	'	'	'	'	'	'
Deferred Gain (Loss) on Discontinuation of Interest Rate Fair Value Hedge	'	'	'	'	'	-341,000,000	-341,000,000	388,000,000	-485,000,000	'	'
Fair Value of Derivative Instruments	-196,000,000	'	-196,000,000	'	95,000,000	'	'	'	'	'	'
Obligation to return securities borrowed under reverse repurchase agreements, at fair value	1,801,000,000	'	1,801,000,000	'	11,763,000,000	'	'	'	'	'	'
Proceeds from sales of treasury securities	'	'	1,800,000,000	'	11,700,000,000	'	'	'	'	'	'
Deferred gain loss discontinued interest rate swap expected to be reclassified from OCI to interest expense next twelve months	'	'	'	'	'	'	167,000,000	'	'	'	'
Interest rate swap agreement outstanding not designated as hedge	'	'	'	'	14,450,000,000	'	'	'	'	'	'
Gain on interest only securities remeasured at fair value through earnings	14,000,000	20,000,000	-8,000,000	19,000,000	'	'	'	'	'	'	'
Loss on Interest Only Securities Remeasured at Fair Value Through Earnings	14,000,000	20,000,000	-8,000,000	19,000,000	'	'	'	'	'	'	'
Gain on trading securities	-14,000,000	-20,000,000	8,000,000	-19,000,000	'	'	'	'	'	'	'
Unrealized Gain (Loss) On Derivative Instrument And Trading Securities	-339,000,000	-460,000,000	1,007,000,000	-1,442,000,000	'	'	'	'	'	'	'
Credit Derivative, Maximum Exposure, Undiscounted	$0.01	'	$0.01	'	'	'	'	'	'	'	'

Derivative_and_Other_Hedging_I3

Derivative and Other Hedging Instruments (Remaining Interest Rate Swap Term) (Details) (USD $)

3 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

In Millions, unless otherwise specified

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Dec. 31, 2012

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Dec. 31, 2012

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Greater Than One Year and Less Than or Equal to Three Years [Member]

Greater Than One Year and Less Than or Equal to Three Years [Member]

Greater Than One Year and Less Than or Equal to Three Years [Member]

Greater Than One Year and Less Than or Equal to Three Years [Member]

Greater Than Three Years and Less Than or Equal to Five Years [Member]

Greater Than Three Years and Less Than or Equal to Five Years [Member]

Greater Than Five Years and Less than or Equal to Seven Years [Member]

Greater Than Five Years and Less than or Equal to Seven Years [Member]

Greater Than Seven Years and Less than or Equal to Ten Years [Member]

Greater Than Seven Years and Less than or Equal to Ten Years [Member]

Greater Than Ten Years [Member]

Greater Than Ten Years [Member]

Interest Rate Swap [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Unrealized (loss) gain on derivative instruments, net

$47

$51

$144

$155

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Notional Amount

'

'

'

'

14,450

-20,200

-23,750

-14,450

-8,550

-8,800

-3,200

50,200

46,850

18,050

14,600

4,850

4,050

13,500

20,250

5,450

5,600

10,450

5,200

2,750

1,200

'

Average Maturity (Years)

'

'

'

'

'

'

'

'

'

'

'

'5 years 2 months 0 days

'4 years 5 months 0 days

'1 year 10 months 0 days

'2 years 0 months 0 days

'

'

'4 years 1 month 0 days

'4 years 1 month 0 days

'5 years 11 months 0 days

'6 years 1 month 0 days

'9 years 4 months 0 days

'9 years 2 months 0 days

'15 years 2 months 0 days

'10 years 2 months 0 days

'

Average Fixed Pay Rate

'

'

'

'

'

'

'

'

'

'

'

1.65%

1.46%

1.50%

1.23%

'

'

1.19%

1.48%

1.71%

1.53%

2.16%

1.89%

2.91%

1.79%

'

Average Receive Rate

'

'

'

'

'

'

'

'

'

'

'

0.24%

0.29%

0.20%

0.26%

'

'

0.26%

0.29%

0.28%

0.34%

0.27%

0.35%

0.26%

0.31%

'

Net Estimated Fair Value

'

'

'

'

'

'

'

'

'

'

'

86

-1,229

-416

-294

'

'

-9

-666

30

-163

373

-113

108

7

'

Notional amount of forward starting swaps

($7,326)

'

($7,326)

'

$12,477

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$1,700

Remaining interest rate swap term, maximum

'

'

'

'

'4 months

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative_and_Other_Hedging_I4

Derivative and Other Hedging Instruments (Summary Of Outstanding Interest Rate Swaps Designated As Hedging Instruments) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
Derivative [Line Items]	'	'	'	'	'
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax	$47	$51	$144	$155	'
Notional Amount	'	'	'	'	14,450
Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]	'	'	'	'	'
Derivative [Line Items]	'	'	'	'	'
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax	47	'	144	'	'
Interest Rate Swap [Member] | Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]	'	'	'	'	'
Derivative [Line Items]	'	'	'	'	'
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax	$47	'	$144	'	'

Derivative_and_Other_Hedging_I5

Derivative and Other Hedging Instruments (Effect Of Interest Rate Swaps Designated As Hedges) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Derivatives, Fair Value [Line Items]	'	'	'	'
Net Periodic Interest Rate Costs on Swaps	$178	$125	$464	$330
Derivative Instruments, Gain Reclassified from Accumulated OCI into Income, Effective Portion	$131	$74	$320	$175

Derivative_and_Other_Hedging_I6

Derivative and Other Hedging Instruments (Summary Of Outstanding Forward Contracts Designated As Hedging Instruments) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012	Sep. 30, 2013	Dec. 31, 2012	Dec. 31, 2011
						Purchases Of TBAs And Forward Settling Agency Securities [Member]	Purchases Of TBAs And Forward Settling Agency Securities [Member]	Purchases Of TBAs And Forward Settling Agency Securities [Member]
Net Periodic Interest Rate Costs on Swaps	$178	$125	$464	$330	'	'	'	'
Notional Amount	'	'	'	'	14,450	-7,326	12,477	-104
Derivative Instruments, Gain Reclassified from Accumulated OCI into Income, Effective Portion	$131	$74	$320	$175	'	'	'	'

Derivative_and_Other_Hedging_I7

Derivative and Other Hedging Instruments (Effect of Forward Contracts Designated as Hedges) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012	Sep. 30, 2013	Dec. 31, 2012	Dec. 31, 2011
						Purchases Of TBAs And Forward Settling Agency Securities [Member]	Purchases Of TBAs And Forward Settling Agency Securities [Member]	Purchases Of TBAs And Forward Settling Agency Securities [Member]
Notional Amount	'	'	'	'	$14,450	($7,326)	$12,477	($104)
Unrealized (loss) gain on derivative instruments, net	$47	$51	$144	$155	'	'	'	'

Derivative_and_Other_Hedging_I8

Derivative and Other Hedging Instruments (Summary of Long and Short Position of Derivative Instruments) (Details) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012	Sep. 30, 2013		Sep. 30, 2012	Dec. 31, 2012
Loss on Interest Only Securities Remeasured at Fair Value Through Earnings	$14		$20	($8)		$19	'
Notional Amount	-7,326		'	-7,326		'	12,477
Secured Debt, Dollar Rolls	-7,060		'	-7,060		'	12,775
Derivative Liability, Fair Value, Gross Liability	'		'	'		'	1,243
Derivative Asset, Fair Value, Gross Asset	-7,256		'	-7,256		'	12,870
Fair Value of Derivative Instruments	-196		'	-196		'	95
Gain Loss on Other Debt	'		24	33		-32	'
US Treasury Securities [Member]	'		'	'		'	'
Gain on Derivative Instruments and Trading Securities	46		'	50		-1	'
TBA securities Fifteen Year and Thirty Year Securities [Member]	'		'	'		'	'
Notional Amount	-7,326	[1]	'	-7,326	[1]	'	12,327	[1]
Derivative, Forward Settlement Value	-7,060		'	-7,060		'	12,612
Derivative Asset, Fair Value, Gross Asset	-7,256		'	-7,256		'	12,708
Fair Value of Derivative Instruments	-196	[1]	'	-196	[1]	'	96	[1]
TBA securities Fifteen Year and Thirty Year Securities [Member] | Purchase [Member]	'		'	'		'	'
Notional Amount	4,816		'	4,816		'	21,705
Derivative, Forward Settlement Value	4,885		'	4,885		'	22,603
Derivative Asset, Fair Value, Gross Asset	5,002		'	5,002		'	22,719
Fair Value of Derivative Instruments	117		'	117		'	116
TBA securities Fifteen Year and Thirty Year Securities [Member] | Sale [Member]	'		'	'		'	'
Notional Amount	-12,142		'	-12,142		'	-9,378
Derivative, Forward Settlement Value	-11,945		'	-11,945		'	-9,991
Derivative Liability, Fair Value, Gross Liability	-12,258		'	-12,258		'	-10,011
Fair Value of Derivative Instruments	-313		'	-313		'	-20
Forward settling securities Twenty Year Securities and ARMs [Member]	'		'	'		'	'
Notional Amount	0	[2]	'	0	[2]	'	150	[2]
Derivative, Forward Settlement Value	0		'	0		'	163
Derivative Asset, Fair Value, Gross Asset	0		'	0		'	162
Fair Value of Derivative Instruments	0	[2]	'	0	[2]	'	-1	[2]
Forward settling securities Twenty Year Securities and ARMs [Member] | Purchase [Member]	'		'	'		'	'
Notional Amount	'		'	'		'	150
Derivative, Forward Settlement Value	'		'	'		'	163
Derivative Asset, Fair Value, Gross Asset	'		'	'		'	162
Fair Value of Derivative Instruments	'		'	'		'	($1)
[1]	1.Notional amount represents the par value (or principal balance) of the underlying agency security.
[2]	2.Cost basis represents the forward price to be paid/(received) for the underlying agency security.

Derivative_and_Other_Hedging_I9

Derivative and Other Hedging Instruments (Summary Of Outstanding Interest Rate Swaps Agreements Not Designated As Hedges) (Details) (USD $)

3 Months Ended

9 Months Ended

12 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Dec. 31, 2012

Jun. 30, 2013

Dec. 31, 2011

Sep. 30, 2012

Sep. 30, 2012

Jun. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Jun. 30, 2013

Dec. 31, 2012

Jun. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Jun. 30, 2013

Dec. 31, 2012

Jun. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Sep. 30, 2012

Jun. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Sep. 30, 2012

Dec. 31, 2012

Dec. 31, 2011

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Jun. 30, 2013

Dec. 31, 2012

Jun. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2012

Sep. 30, 2012

Sep. 30, 2012

Sep. 30, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Markit IOS Total Return Swaps - Short [Member]

Markit IOS Total Return Swaps - Short [Member]

Markit IOS Total Return Swaps - Short [Member]

Markit IOS Total Return Swaps - Short [Member]

Treasury Futures Short [Member]

Treasury Futures Short [Member]

Treasury Futures Short [Member]

Treasury Futures Short [Member]

Treasury Futures Short [Member]

Treasury Futures Short [Member]

Payer Interest Rate Swaps [Member]

Payer Interest Rate Swaps [Member]

Payer Interest Rate Swaps [Member]

Payer Interest Rate Swaps [Member]

Payer Interest Rate Swaps [Member]

Payer Interest Rate Swaps [Member]

Payer Interest Rate Swaps [Member]

Payer Interest Rate Swaps [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Treasury Futures [Member]

Treasury Futures [Member]

Treasury Futures [Member]

Treasury Futures [Member]

Purchases Of TBAs And Forward Settling Agency Securities [Member]

Purchases Of TBAs And Forward Settling Agency Securities [Member]

Purchases Of TBAs And Forward Settling Agency Securities [Member]

Purchases Of TBAs And Forward Settling Agency Securities [Member]

Short Sales Of U S Government Securities [Member]

Short Sales Of U S Government Securities [Member]

Short Sales Of U S Government Securities [Member]

Short Sales Of U S Government Securities [Member]

Short Sales Of U S Government Securities [Member]

Short Sales Of U S Government Securities [Member]

Short Sales Of U S Government Securities [Member]

Short Sales Of U S Government Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

Put Option [Member]

Put Option [Member]

Derivative liabilities, at fair value [Member]

Derivative liabilities, at fair value [Member]

Derivative liabilities, at fair value [Member]

Derivative liabilities, at fair value [Member]

Derivative liabilities, at fair value [Member]

Derivative liabilities, at fair value [Member]

Derivative liabilities, at fair value [Member]

Derivative liabilities, at fair value [Member]

Derivative assets, at fair value [Member]

Derivative assets, at fair value [Member]

Derivative assets, at fair value [Member]

Derivative assets, at fair value [Member]

Derivative assets, at fair value [Member]

Derivative assets, at fair value [Member]

Derivative assets, at fair value [Member]

Derivative assets, at fair value [Member]

Markit IOS Total Return Swaps - Short [Member]

Markit IOS Total Return Swaps - Short [Member]

Treasury Futures [Member]

Treasury Futures [Member]

Greater Than One Year and Less Than or Equal to Three Years [Member]

Greater Than One Year and Less Than or Equal to Three Years [Member]

Greater Than One Year and Less Than or Equal to Three Years [Member]

Greater Than One Year and Less Than or Equal to Three Years [Member]

Greater Than Three Years and Less Than or Equal to Five Years [Member]

Greater Than Three Years and Less Than or Equal to Five Years [Member]

Greater Than Five Years and Less than or Equal to Seven Years [Member]

Greater Than Five Years and Less than or Equal to Seven Years [Member]

Greater Than Seven Years and Less than or Equal to Ten Years [Member]

Greater Than Seven Years and Less than or Equal to Ten Years [Member]

Greater Than Ten Years [Member]

Greater Than Ten Years [Member]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Payer Interest Rate Swaps [Member]

Payer Interest Rate Swaps [Member]

Purchases Of TBAs And Forward Settling Agency Securities [Member]

Purchases Of TBAs And Forward Settling Agency Securities [Member]

Sale Of TBA And Forward Settling Agency Securities [Member]

Sale Of TBA And Forward Settling Agency Securities [Member]

Payer Interest Rate Swaps [Member]

Payer Swaption [Member]

Purchases Of TBAs And Forward Settling Agency Securities [Member]

Purchases Of TBAs And Forward Settling Agency Securities [Member]

Sale Of TBA And Forward Settling Agency Securities [Member]

Sale Of TBA And Forward Settling Agency Securities [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Gain on Derivative Instruments and Trading Securities

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$46,000,000

$50,000,000

($1,000,000)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Obligation to Return Securities Borrowed Under Reverse Repurchase Agreements at Fair Value

1,801,000,000

'

1,801,000,000

'

11,763,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-10,000,000

-1,000,000

'

'

1,246,000,000

301,000,000

14,000,000

171,000,000

127,000,000

116,000,000

7,000,000

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Notional Amount

'

'

'

'

14,450,000,000

'

'

0

0

-144,000,000

-165,000,000

-1,730,000,000

'

-1,730,000,000

'

-2,430,000,000

0

-50,200,000,000

-48,850,000,000

-50,200,000,000

-48,850,000,000

-55,650,000,000

-46,850,000,000

-48,550,000,000

-30,250,000,000

-20,200,000,000

-8,550,000,000

-20,200,000,000

-8,550,000,000

-23,750,000,000

-14,450,000,000

-8,800,000,000

-3,200,000,000

-1,730,000,000

0

-1,919,000,000

-783,000,000

-7,326,000,000

'

12,477,000,000

-104,000,000

-1,910,000,000

-7,295,000,000

-1,910,000,000

-7,295,000,000

-10,477,000,000

-11,835,000,000

-1,250,000,000

-880,000,000

'

'

'

-50,000,000

-50,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

18,050,000,000

14,600,000,000

4,850,000,000

4,050,000,000

13,500,000,000

20,250,000,000

5,450,000,000

5,600,000,000

10,450,000,000

5,200,000,000

2,750,000,000

1,200,000,000

50,200,000,000

46,850,000,000

Average Fixed Pay Rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1.50%

1.23%

'

'

1.19%

1.48%

1.71%

1.53%

2.16%

1.89%

2.91%

1.79%

1.65%

1.46%

Average Receive Rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.20%

0.26%

'

'

0.26%

0.29%

0.28%

0.34%

0.27%

0.35%

0.26%

0.31%

0.24%

0.29%

Net Estimated Fair Value

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-416,000,000

-294,000,000

'

'

-9,000,000

-666,000,000

30,000,000

-163,000,000

373,000,000

-113,000,000

108,000,000

7,000,000

86,000,000

-1,229,000,000

Interest Rate Derivative Not Designated As Hedging Instruments Average receive Rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.20%

0.26%

'

'

0.26%

0.29%

0.28%

0.34%

0.27%

0.35%

0.26%

0.31%

0.24%

0.29%

Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value

'

'

'

'

'

'

'

'

'

'

'

-32,000,000

'

-32,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-1,000,000

-1,000,000

-1,015,000,000

-1,264,000,000

-652,000,000

-1,243,000,000

'

'

-320,000,000

-20,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Notional Amount Of Derivatives Not Designated As Hedging Instruments Additions During The Period

'

'

'

'

'

'

'

'

'

'

'

-3,730,000,000

'

-7,359,000,000

'

'

'

-850,000,000

-3,450,000,000

-16,700,000,000

-23,300,000,000

'

'

'

'

-9,450,000,000

-2,000,000,000

-23,800,000,000

-12,150,000,000

'

'

'

'

'

'

'

'

74,996,000,000

-40,532,000,000

'

'

-11,266,000,000

-11,550,000,000

-31,408,000,000

-30,480,000,000

'

'

'

'

'

'

'

-50,000,000

-50,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

-3,838,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Notional Amount Of Derivatives Not Designated As Hedging Instruments additions due to Hedge De-Designations

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

20,200,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Notional Amount Of Derivatives Not Designated As Hedging Instruments Settlement Expiration During The Period

'

'

'

'

'

'

'

'

'

'

'

4,430,000,000

'

5,629,000,000

'

'

'

6,300,000,000

3,150,000,000

13,350,000,000

4,700,000,000

'

'

'

'

13,000,000,000

2,250,000,000

18,050,000,000

6,800,000,000

'

'

'

'

'

'

'

'

-94,799,000,000

44,410,000,000

'

'

19,833,000,000

5,505,000,000

41,333,000,000

24,065,000,000

'

'

'

'

'

'

'

'

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

144,000,000

165,000,000

1,919,000,000

4,621,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative Asset, Notional Amount

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

3,774,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net

-351,000,000

-456,000,000

985,000,000

-1,429,000,000

'

'

'

0

0

'

'

-49,000,000

-27,000,000

14,000,000

-91,000,000

'

'

-222,000,000

-438,000,000

967,000,000

-1,067,000,000

'

'

'

'

-134,000,000

-25,000,000

276,000,000

-96,000,000

'

'

'

'

'

'

'

'

-756,000,000

-59,000,000

'

'

90,000,000

-15,000,000

434,000,000

-115,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Trading Securities

4,851,000,000

0

4,851,000,000

0

0

3,750,000,000

100,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Trading Securities Added During the Period

12,350,000,000

'

19,654,000,000

2,446,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Notional Amount Of Trading Securities Settlement Expiration During The Period

-11,249,000,000

'

-14,803,000,000

-2,546,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative, Average Remaining Maturity

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'1 year 10 months 0 days

'2 years 0 months 0 days

'

'

'4 years 1 month 0 days

'4 years 1 month 0 days

'5 years 11 months 0 days

'6 years 1 month 0 days

'9 years 4 months 0 days

'9 years 2 months 0 days

'15 years 2 months 0 days

'10 years 2 months 0 days

'5 years 2 months 0 days

'4 years 5 months 0 days

Proceeds from Securities Purchased under Agreements to Resell

'

'

$1,800,000,000

'

$11,700,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Recovered_Sheet2

Derivative and Other Hedging Instruments (Summary Of Outstanding Interest Rate Swaps Agreements Designated As Hedges in the Future) (Details) (USD $)

12 Months Ended

3 Months Ended

9 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

In Millions, unless otherwise specified

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Dec. 31, 2012

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Less Than or Equal to One Year [Member]

Less Than or Equal to One Year [Member]

Greater Than One Year and Less Than or Equal to Three Years [Member]

Greater Than One Year and Less Than or Equal to Three Years [Member]

Greater Than One Year and Less Than or Equal to Three Years [Member]

Greater Than One Year and Less Than or Equal to Three Years [Member]

greater than two years less than or equal to three years [Member]

greater than two years less than or equal to three years [Member]

greater than three years less than or equal to four years [Member]

greater than three years less than or equal to four years [Member]

greater than four years less than or equal to five years [Member]

greater than four years less than or equal to five years [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Cost

'

'

$425

'

'

'

'

'

$240

$76

$274

'

$123

$65

$47

$97

$7

$12

$8

$24

Fair Value

171

374

374

'

'

'

'

'

169

15

'

'

117

34

62

87

12

11

14

24

Average Months to Expiration

21

'

13

'

'

'

'

'

6

4

'

'

21

19

32

33

41

46

51

59

Notional Amount Of Derivatives Not Designated As Hedging Instruments additions due to Hedge De-Designations

'

20,200

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Notional Amount

$14,450

($20,200)

($20,200)

($23,750)

($14,450)

($8,550)

($8,800)

($3,200)

$13,150

$5,150

$14,600

$18,050

$4,850

$4,050

$1,600

$3,900

$300

$450

$300

$900

Pay Rate

2.99%

'

2.92%

'

'

'

'

'

2.71%

2.65%

'

'

3.17%

2.82%

3.60%

3.51%

3.27%

3.20%

3.76%

3.33%

Receive Rate

'1M / 3M

'

'3M

'

'

'

'

'

'3M

'1M / 3M

'

'

'3M

'3M

'3M

'3M

'3M

'3M

'3M

'3M

Term (Years)

'7 years 9 months 12 days

'

'7.0

'

'

'

'

'

'7.7

'8 years 6 months 24 days

'

'

'5.7

'6 years 8 months

'6.1

'8 years 6 months 24 days

'5.0

'6 years 1 month 12 days

'5.7

'5 years 0 months

Recovered_Sheet3

Derivative and Other Hedging Instruments (Summary of Outstanding Total Return Swaps) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Notional Amount	($7,326)	$12,477
Fair Value of Derivative Instruments	($196)	$95

Recovered_Sheet4

Derivative and Other Hedging Instruments (Summary Of Derivatives Outstanding Not Designated As Hedging Instruments) (Details) (USD $)

3 Months Ended

9 Months Ended

12 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

9 Months Ended

12 Months Ended

3 Months Ended

9 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Dec. 31, 2012

Jun. 30, 2013

Dec. 31, 2011

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2012

Jun. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2012

Jun. 30, 2013

Jun. 30, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Jun. 30, 2013

Dec. 31, 2012

Jun. 30, 2012

Dec. 31, 2011

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2012

Sep. 30, 2012

Jun. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Jun. 30, 2013

Dec. 31, 2012

Jun. 30, 2012

Dec. 31, 2011

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Jun. 30, 2013

Dec. 31, 2012

Jun. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2012

Sep. 30, 2012

Sep. 30, 2012

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Derivative assets, at fair value [Member]

Derivative assets, at fair value [Member]

Derivative liabilities, at fair value [Member]

Derivative liabilities, at fair value [Member]

Treasury Futures Short [Member]

Treasury Futures Short [Member]

Treasury Futures Short [Member]

Treasury Futures Short [Member]

Treasury Futures Short [Member]

Treasury Futures Short [Member]

Treasury Futures [Member]

Treasury Futures [Member]

Treasury Futures [Member]

Treasury Futures [Member]

Put Option [Member]

Put Option [Member]

Purchases Of TBAs And Forward Settling Agency Securities [Member]

Purchases Of TBAs And Forward Settling Agency Securities [Member]

Purchases Of TBAs And Forward Settling Agency Securities [Member]

Purchases Of TBAs And Forward Settling Agency Securities [Member]

Sale Of TBA And Forward Settling Agency Securities [Member]

Sale Of TBA And Forward Settling Agency Securities [Member]

Sale Of TBA And Forward Settling Agency Securities [Member]

Sale Of TBA And Forward Settling Agency Securities [Member]

Sale Of TBA And Forward Settling Agency Securities [Member]

Sale Of TBA And Forward Settling Agency Securities [Member]

Sale Of TBA And Forward Settling Agency Securities [Member]

Interest Rate Swaps [Member]

Interest Rate Swaps [Member]

Interest Rate Swaps [Member]

Interest Rate Swaps [Member]

Interest Rate Swaps [Member]

Interest Rate Swaps [Member]

Interest Rate Swaps [Member]

Interest Rate Swaps [Member]

Interest Rate Swaps [Member]

Interest Rate Swaps [Member]

Interest Rate Swaps [Member]

Markit IOS Total Return Swaps - Short [Member]

Markit IOS Total Return Swaps - Short [Member]

Markit IOS Total Return Swaps - Short [Member]

Markit IOS Total Return Swaps - Short [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Short Sales Of U S Government Securities [Member]

Short Sales Of U S Government Securities [Member]

Short Sales Of U S Government Securities [Member]

Short Sales Of U S Government Securities [Member]

Short Sales Of U S Government Securities [Member]

Short Sales Of U S Government Securities [Member]

Short Sales Of U S Government Securities [Member]

Short Sales Of U S Government Securities [Member]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]

Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]

Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]

Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]

Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]

Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]

Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]

Treasury Futures [Member]

Treasury Futures [Member]

Markit IOS Total Return Swaps - Short [Member]

Markit IOS Total Return Swaps - Short [Member]

Interest Rate Swap [Member]

Less Than or Equal to One Year [Member]

Less Than or Equal to One Year [Member]

Greater Than One Year and Less Than or Equal to Three Years [Member]

Greater Than One Year and Less Than or Equal to Three Years [Member]

Greater Than One Year and Less Than or Equal to Three Years [Member]

Greater Than One Year and Less Than or Equal to Three Years [Member]

greater than two years less than or equal to three years [Member]

greater than two years less than or equal to three years [Member]

greater than three years less than or equal to four years [Member]

greater than three years less than or equal to four years [Member]

greater than four years less than or equal to five years [Member]

greater than four years less than or equal to five years [Member]

Derivative assets, at fair value [Member]

Derivative assets, at fair value [Member]

Derivative liabilities, at fair value [Member]

Derivative liabilities, at fair value [Member]

Derivative assets, at fair value [Member]

Derivative liabilities, at fair value [Member]

Derivative liabilities, at fair value [Member]

Derivative assets, at fair value [Member]

Interest Rate Swaps [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Options At Cost

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$425,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$240,000,000

$76,000,000

'

$274,000,000

$123,000,000

$65,000,000

$47,000,000

$97,000,000

$7,000,000

$12,000,000

$8,000,000

$24,000,000

Interest Rate Derivatives, at Fair Value, Net

'

'

'

'

171,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

374,000,000

'

374,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

169,000,000

15,000,000

'

'

117,000,000

34,000,000

62,000,000

87,000,000

12,000,000

11,000,000

14,000,000

24,000,000

Cash Flow Hedges Derivative Instruments Not Designated As Hedging Instruments Average Months To Expiration

'

'

'

'

21

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

13

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

6

4

'

'

21

19

32

33

41

46

51

59

Notional Amount

'

'

'

'

14,450,000,000

'

'

'

'

'

'

-1,730,000,000

'

-1,730,000,000

'

-2,430,000,000

0

-1,730,000,000

0

-1,919,000,000

-783,000,000

-50,000,000

-50,000,000

-7,326,000,000

3,774,000,000

14,408,000,000

-3,404,000,000

'

'

'

'

'

'

'

-50,200,000,000

-48,850,000,000

-50,200,000,000

-48,850,000,000

-55,650,000,000

-46,850,000,000

-48,550,000,000

-30,250,000,000

'

'

'

0

0

-144,000,000

-165,000,000

-20,200,000,000

-8,550,000,000

-20,200,000,000

-8,550,000,000

-23,750,000,000

-14,450,000,000

-8,800,000,000

-3,200,000,000

'

-1,910,000,000

-7,295,000,000

-1,910,000,000

-7,295,000,000

-10,477,000,000

-11,835,000,000

-1,250,000,000

-880,000,000

50,200,000,000

46,850,000,000

'

'

'

'

'

'

'

'

'

'

'

'

13,150,000,000

5,150,000,000

18,050,000,000

14,600,000,000

4,850,000,000

4,050,000,000

1,600,000,000

3,900,000,000

300,000,000

450,000,000

300,000,000

900,000,000

Gain Loss on Other Debt

'

24,000,000

33,000,000

-32,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net

-351,000,000

-456,000,000

985,000,000

-1,429,000,000

'

'

'

'

'

'

'

-49,000,000

-27,000,000

14,000,000

-91,000,000

'

'

'

'

'

'

'

'

-82,000,000

49,000,000

'

'

'

'

'

'

'

'

'

-222,000,000

-438,000,000

967,000,000

-1,067,000,000

'

'

'

'

'

'

'

0

0

'

'

-134,000,000

-25,000,000

276,000,000

-96,000,000

'

'

'

'

'

90,000,000

-15,000,000

434,000,000

-115,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Trading Securities

4,851,000,000

0

4,851,000,000

0

0

3,750,000,000

100,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Trading Securities Added During the Period

12,350,000,000

'

19,654,000,000

2,446,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Notional Amount Of Trading Securities Settlement Expiration During The Period

-11,249,000,000

'

-14,803,000,000

-2,546,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Notional Amount Of Derivatives Not Designated As Hedging Instruments Settlement Expiration During The Period

'

'

'

'

'

'

'

'

'

'

'

4,430,000,000

'

5,629,000,000

'

'

'

'

'

'

'

'

0

11,963,000,000

23,540,000,000

'

'

'

'

'

'

'

'

'

6,300,000,000

3,150,000,000

13,350,000,000

4,700,000,000

'

'

'

'

'

'

'

'

'

'

'

13,000,000,000

2,250,000,000

18,050,000,000

6,800,000,000

'

'

'

'

'

19,833,000,000

5,505,000,000

41,333,000,000

24,065,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

1,919,000,000

4,621,000,000

144,000,000

165,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

Notional Amount

-7,326,000,000

'

-7,326,000,000

'

12,477,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,700,000,000

'

'

'

'

'

'

'

'

'

'

'

'

Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax

47,000,000

51,000,000

144,000,000

155,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

47,000,000

144,000,000

'

'

'

47,000,000

144,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative assets not designated as hedging instruments

'

'

'

'

'

'

'

1,246,000,000

301,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

7,000,000

0

'

'

'

'

'

'

'

'

'

'

'

'

'

14,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

171,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative liabilities not designated as hedging instruments

'

'

'

'

'

'

'

'

'

-1,015,000,000

-1,264,000,000

-32,000,000

'

-32,000,000

'

'

'

'

'

'

'

-1,000,000

-1,000,000

'

'

'

'

'

'

-320,000,000

-20,000,000

'

'

'

'

'

'

'

'

'

'

'

'

-652,000,000

-1,243,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Gain on Derivative Instruments and Trading Securities

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

46,000,000

50,000,000

-1,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Deferred Gain (Loss) on Discontinuation of Interest Rate Fair Value Hedge

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

341,000,000

341,000,000

-388,000,000

485,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative, Average Remaining Maturity

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'5 years 2 months 0 days

'4 years 5 months 0 days

'

'

'

'

'2 years 3 months 20 days

'

'

'

'

'

'

'

'

'

'1 year 10 months 0 days

'2 years 0 months 0 days

'

'

'

'

'

'

'

'

Deferred gain loss discontinued interest rate swap expected to be reclassified from OCI to interest expense next twelve months

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

167,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative, Higher Remaining Maturity Range

'

'

'

'

'4 months

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Notional Amount Of Derivatives Not Designated As Hedging Instruments Additions During The Period

'

'

'

'

'

'

'

'

'

'

'

-3,730,000,000

'

-7,359,000,000

'

'

'

'

'

'

'

-50,000,000

-50,000,000

-33,697,000,000

-16,362,000,000

'

'

'

'

'

'

'

'

'

-850,000,000

-3,450,000,000

-16,700,000,000

-23,300,000,000

'

'

'

'

'

'

'

'

'

'

'

-9,450,000,000

-2,000,000,000

-23,800,000,000

-12,150,000,000

'

'

'

'

'

-11,266,000,000

-11,550,000,000

-31,408,000,000

-30,480,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

0

-3,838,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Additions Due to Hedge De-Designations

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

20,200,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loss on Interest Only Securities Remeasured at Fair Value Through Earnings

14,000,000

20,000,000

-8,000,000

19,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Interest Rate Derivative Not Designated As Hedging instruments Pay Rate

'

'

'

'

2.99%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2.92%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2.71%

2.65%

'

'

3.17%

2.82%

3.60%

3.51%

3.27%

3.20%

3.76%

3.33%

Interest Rate Derivative Not Designated As Hedging Instruments Receive Rate

'

'

'

'

'1M / 3M

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'3M

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'3M

'1M / 3M

'

'

'3M

'3M

'3M

'3M

'3M

'3M

'3M

'3M

Derivatives Average Term

'

'

'

'

'7 years 9 months 12 days

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'7.0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'7.7

'8 years 6 months 24 days

'

'

'5.7

'6 years 8 months

'6.1

'8 years 6 months 24 days

'5.0

'6 years 1 month 12 days

'5.7

'5 years 0 months

Credit Derivative, Maximum Exposure, Undiscounted

0.01

'

0.01

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Other realized gain (loss) on derivative instruments and other securities, net

$2,000,000

'

($3,000,000)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Recovered_Sheet5

Derivative and Other Hedging Instruments (Effect Of Derivative Instruments Not Designated As Hedges On Income Statement) (Details) (USD $)

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

In Millions, unless otherwise specified

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Jun. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2012

Sep. 30, 2012

Purchases Of TBAs And Forward Settling Agency Securities [Member]

Purchases Of TBAs And Forward Settling Agency Securities [Member]

Purchases Of TBAs And Forward Settling Agency Securities [Member]

Put Option [Member]

Put Option [Member]

Put Option [Member]

Payer Interest Rate Swaps [Member]

Payer Interest Rate Swaps [Member]

Payer Interest Rate Swaps [Member]

Payer Interest Rate Swaps [Member]

Payer Interest Rate Swaps [Member]

Payer Interest Rate Swaps [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Short Sales Of U S Government Securities [Member]

Short Sales Of U S Government Securities [Member]

Short Sales Of U S Government Securities [Member]

Short Sales Of U S Government Securities [Member]

Short Sales Of U S Government Securities [Member]

Short Sales Of U S Government Securities [Member]

Treasury Futures [Member]

Treasury Futures [Member]

Treasury Futures [Member]

Treasury Futures [Member]

Treasury Futures Short [Member]

Treasury Futures Short [Member]

Treasury Futures Short [Member]

Treasury Futures Short [Member]

Treasury Futures Short [Member]

Markit IOS Total Return Swaps - Short [Member]

Markit IOS Total Return Swaps - Short [Member]

Markit IOS Total Return Swaps - Short [Member]

Other realized gain (loss) on derivative instruments and other securities, net

$2

'

($3)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Unrealized Gain On Derivative Instrument And Trading Securities

14

20

-8

19

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Notional Amount

'

'

14,450

'

12,477

-104

-7,326

'

'

-50

-55,650

-48,550

-46,850

-30,250

-50,200

-48,850

-23,750

-8,800

-14,450

-3,200

-20,200

-8,550

-10,477

-1,250

-11,835

-880

-1,910

-7,295

-1,730

0

-1,919

-783

-2,430

'

0

'

-1,730

-144

-165

0

Additions

'

'

'

'

74,996

-40,532

'

-50

-50

'

-850

-3,450

-16,700

-23,300

'

'

-9,450

-2,000

-23,800

-12,150

'

'

-11,266

-11,550

-31,408

-30,480

'

'

'

'

'

'

-3,730

'

-7,359

'

'

'

'

'

Additions Due to Hedge De-Designations

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

20,200

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Settlement, Expirations or Exercise

'

'

'

'

-94,799

44,410

'

'

0

'

6,300

3,150

13,350

4,700

'

'

13,000

2,250

18,050

6,800

'

'

19,833

5,505

41,333

24,065

'

'

'

'

'

'

4,430

'

5,629

'

'

'

'

'

Amount Gain/(Loss) Recognized in Income on Derivatives

($351)

($456)

$985

($1,429)

($756)

($59)

'

'

'

'

($222)

($438)

$967

($1,067)

'

'

($134)

($25)

$276

($96)

'

'

$90

($15)

$434

($115)

'

'

'

'

'

'

($49)

($27)

$14

($91)

'

$0

$0

'

Offsetting_Assets_and_Liabilit2

Offsetting Assets and Liabilities (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Offsetting Assets and Liabilities [Line Items]	'	'
Derivative Liability, Fair Value, Gross Liability	'	$1,243
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	652	1,243
Available-for-sale Securities Pledged as Collateral	80,721	79,966
Amount of Liabilities and Collateral Pledged, Net	0	'
Derivative Asset, Fair Value, Gross Asset	-7,256	12,870
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	1,112	185
Obligation to Return Securities Received as Collateral	-2,339	-10,667
Receivable Under Reverse Repurchase Agreements	1,808	11,818
Receivable under Reverse Repurchase Agreement not offset against collateral	1,808	11,818
Obligation to Return Securities Borrowed Under Reverse Repurchase Agreements at Fair Value	1,801	11,763
obligation to return cash collateral received	-581	-1,157
Amount of Net Assets and Collateral Received, Net	0	179
Total Derivative, Other Hedging Instruments and Other Assets, Gross	2,920	12,003
Total Derivative Other Hedging Instruments and Other Assets Not Offset vs Collateral	2,920	12,003
Borrowings Outstanding	82,473	74,478
Total Derivative, Other Hedging Instruments and Other Liabilities, Gross	83,125	75,721
Interest Rate Swap and Swaption [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	-531	-185
Restricted Cash Pledged As Collateral	-121	-1,058
Obligation to Return Securities Received as Collateral	-531	-185
Interest Rate Swap and Swaption [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	1,112	185
Repurchase Agreements [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	-1,808	-10,482
Restricted Cash Pledged As Collateral	-80,665	-63,996
Repurchase Agreements [Member] | Interest Rate Swap and Swaption [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	-2,339	-10,667
Restricted Cash Pledged As Collateral	-80,786	-65,054
Reverse Repurchase Agreements [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Obligation to Return Securities Borrowed Under Reverse Repurchase Agreements at Fair Value	-1,808	-10,482
obligation to return cash collateral received	0	'
Repurchase Agreements [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Amount of Net Assets and Collateral Received, Net	0	'
Interest Rate Swap and Swaption [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
obligation to return cash collateral received	-581	'
Amount of Net Assets and Collateral Received, Net	$0	'

Fair_Value_Measurements_Detail

Fair Value Measurements (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Financial Instruments, Owned, Mortgages, Mortgage-backed and Asset-backed Securities, at Fair Value	$83,805	$83,710
Financial Instruments, Owned, US Government and Agency Obligations, at Fair Value	4,823	0
Derivative Assets	1,246	301
Other Long-term Debt	736	937
Obligation to return securities borrowed under reverse repurchase agreements, at fair value	-1,801	-11,763
Derivative Liabilities	1,015	1,264
Transfers between hierarchy levels	'0	'
Fair Value, Inputs, Level 2 [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Debt Instrument, Fair Value Disclosure	'	937
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Assets, Fair Value Disclosure	4,823	0
Liabilities, Fair Value Disclosure	1,833	11,763
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Treasury Futures [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Derivative Liabilities	32	'
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Assets, Fair Value Disclosure	86,255	85,546
Liabilities, Fair Value Disclosure	1,719	2,201
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Other derivative instruments [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Derivative Liabilities	'	21
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Put Option [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Derivative Liabilities	1	'
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Swaptions [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Derivative Assets	'	171
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | TBA and Forward Settling Agency Securities [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Derivative Assets	134	116
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Sale Of TBA And Forward Settling Agency Securities [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Derivative Assets	330	'
Derivative assets, at fair value [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	1,246	301
Interest Rate Swaps [Member] | Derivative assets, at fair value [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	'	14
Interest Rate Swaps [Member] | Derivative assets, at fair value [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Interest Rate Swap [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	738	14
Interest Rate Swaps [Member] | Derivative liabilities, at fair value [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Interest Rate Swap [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	652	1,243
Payer Swaption [Member] | Derivative assets, at fair value [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	'	171
Payer Swaption [Member] | Derivative assets, at fair value [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Swaptions [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	374	'
Collateralized Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 2 [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Financial Instruments, Owned, Mortgages, Mortgage-backed and Asset-backed Securities, at Fair Value	$85,009	$85,245

Stockholders_Equity_Summary_of

Stockholders' Equity (Summary of Follow-on Public Offerings of Common Stock) (Details) (USD $)

3 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

In Millions, except Per Share data, unless otherwise specified

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Dec. 31, 2012

Jun. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Jun. 30, 2013

Dec. 31, 2012

Jun. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

At the Market Offering Program [Member]

Common Stock [Member]

Dividend Reinvestment And Direct Stock Purchase Plan [Member]

Agency Securities [Member]

Agency Securities [Member]

Agency Securities [Member]

Agency Securities [Member]

Agency Securities [Member]

Agency Securities [Member]

Agency Securities [Member]

Agency Securities [Member]

Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]

Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]

Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]

Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]

Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]

Stock Repurchase Program, Authorized Amount

'

'

$1,000

'

$500

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Stock Repurchased During Period, Shares

-11.9

'

-12.1

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Treasury Stock Acquired, Average Cost Per Share

$22.16

'

'

$22.24

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Stock Repurchased During Period, Value

-263

'

-270

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Stock Repurchase Program, Remaining Authorized Repurchase Amount

'

'

653

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Accumulated Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax

'

'

'

'

'

'

'

'

'

-777

2,775

-777

2,775

-1,610

2,040

1,585

1,002

'

'

'

'

'

'

Other Comprehensive Income (Loss), Unrealized Holding Gain (Loss) on Securities Arising During Period, Net of Tax

833

1,190

-2,817

1,773

'

'

'

'

'

100

1,400

-3,559

2,616

'

'

'

'

'

'

'

'

'

'

Other Comprehensive Income Reclassification Adjustment For Sale Of Security Reversal Of Prior Period Unrealized Gain And Losses On Realization

'

'

'

'

'

'

'

'

'

733

-210

742

-843

'

'

'

'

'

'

'

'

'

'

Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax

47

51

144

155

'

'

'

'

'

'

'

'

'

'

'

'

'

47

144

'

'

47

144

Total Reclass of Other Comprehensive Income

780

'

886

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

net current period other comprehensive income

'

'

'

'

'

'

'

'

'

833

'

-2,817

'

'

'

'

'

47

144

'

'

'

'

Other comprehensive income (loss)

880

1,241

-2,673

1,928

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Common Stock, Capital Shares Reserved for Future Issuance

'

'

'

'

'

'

16.7

'

21.7

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Public offering price per share

$31.34

'

$31.34

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Public offering of common stock

'

'

57.5

'

'

'

'

57.5

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Proceeds from Issuance of Common Stock

'

'

1,803

3,600

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Deferred Gain (Loss) on Discontinuation of Interest Rate Fair Value Hedge

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-341

-341

388

-485

'

'

Accumulated Other Comprehensive Income (Loss), Net of Tax

($1,118)

'

($1,118)

'

$1,555

($1,998)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Stockholders_Equity_Details

Stockholders' Equity (Details) (USD $)

3 Months Ended

9 Months Ended

12 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

In Millions, except Per Share data, unless otherwise specified

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Dec. 31, 2012

Jun. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Jun. 30, 2013

Dec. 31, 2012

Jun. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

At the Market Offering Program [Member]

Dividend Reinvestment And Direct Stock Purchase Plan [Member]

Agency Securities [Member]

Agency Securities [Member]

Agency Securities [Member]

Agency Securities [Member]

Agency Securities [Member]

Agency Securities [Member]

Agency Securities [Member]

Agency Securities [Member]

Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]

Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]

Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]

Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]

Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]

Accumulated Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax

'

'

'

'

'

'

'

'

($777)

$2,775

($777)

$2,775

($1,610)

$2,040

$1,585

$1,002

'

'

'

'

'

'

Other Comprehensive Income Reclassification Adjustment For Sale Of Security Reversal Of Prior Period Unrealized Gain And Losses On Realization

'

'

'

'

'

'

'

'

733

-210

742

-843

'

'

'

'

'

'

'

'

'

'

Spread Over LIBOR

'

'

'42

'

'43

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Preferred stock, shares issued

6.9

'

6.9

'

6.9

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Issuance of common stock, value

'

'

1,803

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Public offering of common stock

'

'

57.5

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Shares available for issuance

'

'

'

'

'

'

16.7

21.7

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Preferred Stock, Par or Stated Value Per Share

$0.01

'

$0.01

'

$0.01

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Proceeds from Issuance of Preferred Stock and Preference Stock

'

'

0

167

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Stock Repurchase Program, Authorized Amount

'

'

1,000

'

500

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Stock Repurchased During Period, Shares

-11.9

'

-12.1

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Stock Repurchased During Period, Value

-263

'

-270

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax

47

51

144

155

'

'

'

'

'

'

'

'

'

'

'

'

47

144

'

'

47

144

Total Reclass of Other Comprehensive Income

780

'

886

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Deferred Gain (Loss) on Discontinuation of Interest Rate Fair Value Hedge

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

341

341

-388

485

'

'

Accumulated Other Comprehensive Income (Loss), Net of Tax

-1,118

'

-1,118

'

1,555

-1,998

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Other Comprehensive Income (Loss), Unrealized Holding Gain (Loss) on Securities Arising During Period, Net of Tax

833

1,190

-2,817

1,773

'

'

'

'

100

1,400

-3,559

2,616

'

'

'

'

'

'

'

'

'

'

net current period other comprehensive income

'

'

'

'

'

'

'

'

833

'

-2,817

'

'

'

'

'

47

144

'

'

'

'

Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent

$880

$1,241

($2,673)

$1,928

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'