AGNC Investment (AGNC) 10-Q 6 Nov 14 2014 Q3 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	9 Months Ended
	Sep. 30, 2014	Oct. 31, 2014
Document and Entity Information [Abstract]	'	'
Document Type	'10-Q	'
Amendment Flag	'false	'
Document Period End Date	30-Sep-14	'
Document Fiscal Year Focus	'2014	'
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	'	352,788,707
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, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Assets:	'	'
Agency securities, at fair value	$50,420	$64,482
Agency securities transferred to consolidated variable interest entities, at fair value	1,310	1,459
U.S. Treasury securities, at fair value	1,214	3,822
REIT equity securities, at fair value	66	237
Cash and cash equivalents	1,708	2,143
Restricted cash	794	101
Derivative assets, at fair value	462	1,194
Receivable for agency securities sold	905	652
Receivable under reverse repurchase agreements	5,258	1,881
Other assets	211	284
Total assets	62,348	76,255
Liabilities:	'	'
Repurchase agreements	45,327	63,533
Other debt	796	910
Payable for agency securities purchased	1,150	118
Derivative liabilities, at fair value	510	422
Dividend payable	236	235
Obligation to return securities borrowed under reverse repurchase agreements, at fair value	4,742	1,848
Accounts payable and other accrued liabilities	230	492
Total liabilities	52,991	67,558
Stockholders' equity:	'	'
Preferred Stock, Value, Issued	336	167
Common stock	4	4
Additional paid-in capital	10,332	10,406
Retained earnings (deficit)	-1,112	-497
Accumulated other comprehensive income	-203	-1,383
Total stockholders' equity	9,357	8,697
Total liabilities and stockholders' equity	$62,348	$76,255

Consolidated_Balance_Sheets_Pa

Consolidated Balance Sheets (Parentheticals) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, except Per Share data, unless otherwise specified
Available-for-sale Securities Pledged as Collateral	$46,162	$62,205
Trading Securities Pledged as Collateral	1,214	3,778
Assets Pledged included in Receivable for Securities Sold	694	622
Preferred Stock, Par or Stated Value Per Share	$0.01	$0.01
Preferred Stock, Shares Authorized	10	10
Preferred Stock, Shares Issued	6.9	6.9
Preferred Stock, Shares Outstanding	6.9	6.9
Pref'd Stock Liquidation Preference	$348	$173
Common Stock, Par or Stated Value Per Share	$0.01	$0.01
Common Stock, Shares Authorized	600	600
Common Stock, Shares, Issued	352.8	356.2
Common Stock, Shares, Outstanding	352.8	356.2

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, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Interest income:	'	'	'	'
Interest income	$357	$558	$1,141	$1,650
Interest expense	88	145	291	416
Net interest income	269	413	850	1,234
Other income, net:	'	'	'	'
Gain on sale of agency securities, net	14	-733	17	-742
(Loss) gain on derivative instruments and other securities, net	-51	-339	-672	1,007
Total other income, net	-37	-1,072	-655	265
Expenses:	'	'	'	'
Management fees	30	35	89	105
General and administrative expenses	5	7	17	25
Total expenses	35	42	106	130
Income before income tax	197	-701	89	1,369
Income tax benefit, net	0	0	0	10
Net income	197	-701	89	1,359
Dividend on preferred stock	7	3	16	10
Net (loss) income (attributable) available to common shareholders	190	-704	73	1,349
Other comprehensive income (loss):	'	'	'	'
Unrealized gain (loss) on available-for-sale securities, net	-253	833	1,059	-2,817
Unrealized (loss) gain on derivative instruments, net	38	47	121	144
Other comprehensive income (loss)	-215	880	1,180	-2,673
Comprehensive income	-18	179	1,269	-1,314
Dividend on preferred stock	7	3	16	10
Comprehensive income available to common shareholders	($25)	$176	$1,253	($1,324)
Weighted average number of common shares outstanding-basic and diluted	352.8	390.6	353.5	381.2
Net income per common share - basic and diluted	$0.54	($1.80)	$0.21	$3.54
Comprehensive income per share - basic and diluted	($0.07)	$0.45	$3.54	($3.47)
Dividends declared per common share	$0.65	$0.80	$1.95	$3.10

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]
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	'	'	'
Balance, Preferred Stock, shares at Dec. 31, 2012	'	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
Proceeds from Issuance of Preferred Stock and Preference Stock	0	'	'	'	'	'
Issuance of common stock, value	1,803	'	1	1,802	'	'
Stock Repurchased During Period, Shares	'	'	-12.1	'	'	'
Dividends, Preferred Stock, Cash	-10	'	'	'	-10	'
Stock Repurchased During Period, Value	-270	'	-270	'	'	'
Issuance of common stock, shares	'	'	57.5	'	'	'
Common dividends declared	1,220	'	'	'	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	'	'	'
Balance, Preferred Stock, shares at Sep. 30, 2013	'	6.9	'	'	'	'
Balance, value at Dec. 31, 2013	8,697	167	4	10,406	-497	-1,383
Balance, Common Stock, shares at Dec. 31, 2013	356.2	'	356.2	'	'	'
Balance, Preferred Stock, shares at Dec. 31, 2013	6.9	6.9	'	'	'	'
Net income	89	'	'	'	'	'
Other comprehensive income (loss):	'	'	'	'	'	'
Unrealized gain (loss) on available-for-sale securities, net	1,059	'	'	'	'	1,059
Unrealized (loss) gain on derivative instruments, net	121	'	'	'	'	121
Proceeds from Issuance of Preferred Stock and Preference Stock	169	'	'	'	'	'
Stock Repurchased During Period, Shares	'	'	-3.4	'	'	'
Dividends, Preferred Stock, Cash	-16	'	'	'	-16	'
Stock Repurchased During Period, Value	-74	'	-74	'	'	'
Common dividends declared	688	'	'	'	688	'
Balance, value at Sep. 30, 2014	$9,357	$336	$4	$10,332	($1,112)	($203)
Balance, Common Stock, shares at Sep. 30, 2014	352.8	'	352.8	'	'	'
Balance, Preferred Stock, shares at Sep. 30, 2014	6.9	6.9	'	'	'	'

Consolidated_Statements_Of_Cas

Consolidated Statements Of Cash Flows (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013
Operating activities:	'	'
Net income (loss)	$89	$1,359
Adjustments to reconcile net income to net cash provided by operating activities:	'	'
Amortization of agency securities premiums and discounts, net	351	400
Amortization of accumulated other comprehensive loss on interest rate swaps de-designated as qualifying hedges	121	144
Gain on sale of agency securities, net	-17	742
Loss (gain) on derivative instruments and other securities, net	672	-1,007
Increase in other assets	71	-54
Increase in accounts payable and other accrued liabilities	7	-100
Net cash provided by operating activities	1,294	1,484
Investing activities:	'	'
Purchases of agency securities	-15,342	-71,313
Proceeds from sale of agency securities	25,404	57,992
Principal collections on agency securities	5,678	8,201
Purchases of U.S. Treasury securities	-28,889	-59,799
Proceeds from sale of U.S. Treasury securities	34,203	45,496
Proceeds from reverse repurchase agreements	-3,377	10,010
Net (payments) receipts on other derivative instruments not designated as qualifying hedges	282	-696
Purchases of REIT equity securities	-204	0
Proceeds from sale of REIT equity securities	386	0
Decrease in restricted cash	-693	322
Other investing cash flows, net	-244	0
Net cash used in investing activities	17,204	-9,787
Financing activities:	'	'
Proceeds from repurchase arrangements, net	216,945	421,185
Payments made on repurchase agreements	-235,151	-413,190
Repayments on other debt	-119	-180
Proceeds from Issuance of Preferred Stock and Preference Stock	169	0
Net proceeds from common stock issuances	0	1,803
Payments made on common stock repurchases	-74	-270
Cash dividends paid	-703	-1,346
Net cash provided by financing activities	-18,933	8,002
Net change in cash and cash equivalents	-435	-301
Cash and cash equivalents at beginning of period	2,143	2,430
Cash and cash equivalents at end of period	$1,708	$2,129

Unaudited_Interim_Consolidated

Unaudited Interim Consolidated Financial Statements	9 Months Ended
	Sep. 30, 2014
Quarterly Financial Information Disclosure [Abstract]	'
Quarterly Financial Information [Text Block]	'
	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, 2014
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") and in other assets reasonably related to agency securities.
	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, 2014
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 sell any of our agency securities as part of our overall management of our investment portfolio. Accordingly, we typically designate our agency 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 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 and principal-only securities are included in agency securities, at fair value on the accompanying consolidated balance sheets.
	REIT equity securities represent investments in the common stock of other publicly traded mortgage REITs that invest predominantly in agency MBS. We designate our investments in REIT equity securities as trading securities and report them at fair value on the accompanying consolidated balance sheets.
	We estimate the fair value of our agency 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, benchmark 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. We estimate the fair value of our REIT equity securities on a market approach using "Level 1" inputs based on quoted market prices. Refer to Note 8 for further discussion of fair value measurements.
	We evaluate our agency 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 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 the 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) the actual prepayments to date plus our 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 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 ("swaptions"). We also utilize forward contracts for the purchase or sale of agency MBS securities on a generic pool basis, or a TBA contract, 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 and principal-only securities.
	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 may also 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 the 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 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 interest rate 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 the 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 changes in interest rates on the performance of our investment portfolio (referred to as "convexity risk"). 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 rate 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 either the TBA contracts do not settle in the shortest period of time possible or 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.
	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, 2014
Available-for-sale Securities [Abstract]	'
Investment Securities	'
	Investment Securities
	As of September 30, 2014 and December 31, 2013, our investment portfolio consisted of $51.7 billion and $65.9 billion of agency MBS, respectively, and a $17.7 billion and $2.3 billion net long TBA position, at fair value, respectively.
	Our TBA positions are reported at their net carrying value of $(21) million and $(5) million, respectively, in derivative assets/(liabilities) on our accompanying consolidated balance sheets. The net carrying value of our TBA position represents the difference between the fair value of the underlying agency security in the TBA contract and the cost basis or the forward price to be paid or received for the underlying agency security. (See Notes 3 and 6 for further details of our net TBA position as of September 30, 2014 and December 31, 2013.)
	As of September 30, 2014 and December 31, 2013, the net unamortized premium balance on our agency MBS was $2.3 billion and $3.0 billion, respectively, including interest and principal-only strips.
	The following tables summarize our investments in agency MBS as of September 30, 2014 and December 31, 2013 (dollars in millions):
			30-Sep-14
	Agency MBS		Amortized			Gross				Gross				Fair Value
			Cost			Unrealized				Unrealized
						Gain				Loss
	Fixed rate		$	49,236		$	407			$	(473	)		$	49,170
	Adjustable rate		902			20				—				922
	CMO		1,206			19				(1		)		1,224
	Interest-only and principal-only strips		386			31				(3		)		414
	Total agency MBS		$	51,730		$	477			$	(477	)		$	51,730
			December 31, 2013
	Agency MBS		Amortized			Gross				Gross				Fair Value
			Cost			Unrealized				Unrealized
						Gain				Loss
	Fixed rate		$	64,057		$	242			$	(1,338	)		$	62,961
	Adjustable rate		1,223			15				(3		)		1,235
	CMO		1,313			3				(8		)		1,308
	Interest-only and principal-only strips		432			16				(11		)		437
	Total agency MBS		$	67,025		$	276			$	(1,360	)		$	65,941
			30-Sep-14
	Agency MBS		Fannie Mae			Freddie Mac				Ginnie Mae				Total
	Available-for-sale agency MBS:
	Agency MBS, par		$	38,757		$	10,289			$	176			$	49,222
	Unamortized discount		(38		)	(5		)		—				(43		)
	Unamortized premium		1,653			507				5				2,165
	Amortized cost		40,372			10,791				181				51,344
	Gross unrealized gains		334			108				4				446
	Gross unrealized losses		(333		)	(141		)		—				(474		)
	Total available-for-sale agency MBS, at fair value		40,373			10,758				185				51,316
	Agency MBS remeasured at fair value through earnings:
	Interest-only and principal-only strips, amortized cost 1		359			27				—				386
	Gross unrealized gains		28			3				—				31
	Gross unrealized losses		(2		)	(1		)		—				(3		)
	Total agency MBS remeasured at fair value through earnings		385			29				—				414
	Total agency MBS, at fair value		$	40,758		$	10,787			$	185			$	51,730
	Weighted average coupon as of September 30, 2014 2		3.63		%	3.75		%		3.54		%		3.65		%
	Weighted average yield as of September 30, 2014 3		2.78		%	2.81		%		1.64		%		2.78		%
	Weighted average yield for the quarter ended September 30, 2014 3		2.69		%	2.77		%		1.48		%		2.71		%
	________________________
	1	The underlying unamortized principal balance ("UPB" or "par value") of our interest-only agency MBS strips was $1.2 billion and the weighted average contractual interest we are entitled to receive was 5.48% of this amount as of September 30, 2014. The par value of our principal-only agency MBS strips was $250 million as of September 30, 2014.
	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, 2014.
	3	Incorporates a weighted average future constant prepayment rate assumption of 8% based on forward rates as of September 30, 2014.
			December 31, 2013
	Agency MBS		Fannie Mae			Freddie Mac				Ginnie Mae				Total
	Available-for-sale agency MBS:
	Agency MBS, par		$	50,914		$	12,640			$	223			$	63,777
	Unamortized discount		(25		)	(7		)		—				(32		)
	Unamortized premium		2,210			631				7				2,848
	Amortized cost		53,099			13,264				230				66,593
	Gross unrealized gains		181			74				5				260
	Gross unrealized losses		(991		)	(358		)		—				(1,349		)
	Total available-for-sale agency MBS, at fair value		52,289			12,980				235				65,504
	Agency MBS remeasured at fair value through earnings:
	Interest-only and principal-only strips, amortized cost 1		400			32				—				432
	Gross unrealized gains		13			3				—				16
	Gross unrealized losses		(9		)	(2		)		—				(11		)
	Total agency MBS remeasured at fair value through earnings		404			33				—				437
	Total agency MBS, at fair value		$	52,693		$	13,013			$	235			$	65,941
	Weighted average coupon as of December 31, 2013 2		3.53		%	3.78		%		3.56		%		3.58		%
Weighted average yield as of December 31, 2013 3		2.66		%	2.87		%		1.66		%		2.7		%
Weighted average yield for the year ended December 31, 2013 3		2.74		%	2.87		%		1.79		%		2.77		%
________________________
1	The underlying UPB of our interest-only agency MBS strips was $1.4 billion and the weighted average contractual interest we are entitled to receive was 5.50% of this amount as of December 31, 2013. The par value of our principal-only agency MBS strips was $271 million as of December 31, 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 December 31, 2013.
3	Incorporates a weighted average future constant prepayment rate assumption of 7% based on forward rates as of December 31, 2013.
The actual maturities of our agency MBS 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, 2014 and December 31, 2013, our weighted average expected constant prepayment rate ("CPR") over the remaining life of our aggregate agency MBS portfolio was 8% and 7%, 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, 2014 and December 31, 2013 according to their estimated weighted average life classification (dollars in millions):
		30-Sep-14											December 31, 2013
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
≤ 1 year		$	—		$	—			—%		—%		$	129		$	129	3.07%		2.53%
> 1 year and ≤ 3 years		252			243				4.19%		2.44%		498			491		4.08%		2.25%
> 3 years and ≤ 5 years		19,885			19,687				3.39%		2.46%		24,471			24,342		3.59%		2.57%
> 5 years and ≤10 years		29,536			29,769				3.65%		2.93%		38,522			39,635		3.39%		2.73%
> 10 years		1,643			1,645				3.11%		3.16%		1,884			1,996		3.66%		2.96%
Total		$	51,316		$	51,344			3.53%		2.76%		$	65,504		$	66,593	3.47%		2.68%
_______________________
1	Excludes interest and principal-only strips.
The weighted average life of our interest-only strips was 6.5 and 6.3 years as of September 30, 2014 and December 31, 2013, respectively. The weighted average life of our principal-only strips was 8.7 and 8.6 years as of September 30, 2014 and December 31, 2013, 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, 2014 and 2013 (in millions):
Agency Securities Classified as		Beginning Accumulated OCI			Unrealized			Reversal of			Ending
Available-for-Sale		Balance			Gains and (Losses), Net			Unrealized			Accumulated
								(Gains) and Losses,			OCI
								Net on Realization			Balance
Three months ended September 30, 2014		$	225		(239	)		(14	)		$	(28	)
Three months ended September 30, 2013		$	(1,610	)	100			733			$	(777	)
Nine months ended September 30, 2014		$	(1,087	)	1,076			(17	)		$	(28	)
Nine months ended September 30, 2013		$	2,040		(3,559	)		742			$	(777	)
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, 2014 and December 31, 2013 (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, 2014		$	6,709		$	(23	)		$	17,677			$	(451	)	$	24,386	$	(474	)
December 31, 2013		$	42,853		$	(1,248	)		$	1,586			$	(101	)	$	44,439	$	(1,349	)
As of the end of each respective reporting period, 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, 2014 and 2013. 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 securities classified as available-for-sale for the three and nine months ended September 30, 2014 and 2013 (in millions):
		Three Months Ended							Nine Months Ended
Agency Securities Classified as		30-Sep-14			September 30, 2013				30-Sep-14				September 30, 2013
Available-for-Sale
Agency MBS sold, at cost		$	(8,763	)	$	(25,147	)		$	(25,640	)		$	(60,541	)
Proceeds from agency MBS sold 1		8,777			24,414				25,657				59,799
Net gain (loss) on sale of agency MBS		$	14		$	(733	)		$	17			$	(742	)
Gross gain on sale of agency MBS		$	41		$	2			$	132			$	183
Gross loss on sale of agency MBS		(27		)	(735		)		(115		)		(925		)
Net gain (loss) on sale of agency MBS		$	14		$	(733	)		$	17			$	(742	)
________________________
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, 2014, we recognized a net unrealized gain of $4 million and $31 million, respectively, and 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, for the change in value of investments in interest and principal-only strips in gain (loss) on derivative instruments and other securities, net in our consolidated statements of comprehensive income. Over the same periods, we did not recognize any realized gains or losses on our interest or principal-only securities.
Securitizations and Variable Interest Entities
As of September 30, 2014 and December 31, 2013, 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, we recognized agency securities with a total fair value of $1.3 billion and $1.5 billion as of September 30, 2014 and December 31, 2013, respectively, and debt, at fair value, of $796 million and $910 million, respectively, in our accompanying consolidated balance sheets. As of September 30, 2014 and December 31, 2013, the agency securities had an aggregate unpaid principal balance of $1.2 billion and $1.4 billion, respectively, and the debt had an aggregate unpaid principal balance of $780 million and $900 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 and nine months ended September 30, 2014, we recognized a net gain and a net loss of $6 million, respectively, and for the nine months ended September 30, 2013 we recognized a net gain of $33 million associated with our consolidated debt. We did not recognize a net gain or loss for the three months ended September 30, 2013. 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, 2014 and December 31, 2013, the fair value of our CMO securities and interest and principal-only securities was $1.6 billion and $1.7 billion, respectively, excluding the consolidated CMO trusts discussed above, or $2.2 billion and $2.3 billion, respectively, including the net asset value of our consolidated CMO trusts. Our maximum exposure to loss related to our CMO securities and interest and principal-only securities, including our consolidated CMO trusts, was $270 million and $246 million as of September 30, 2014 and December 31, 2013, respectively.

Repurchase_Agreements_And_Othe

Repurchase Agreements And Other Debt	9 Months Ended
	Sep. 30, 2014
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. For additional information regarding our pledged assets please refer to Note 7. 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. If the fair value of our pledged securities declines, lenders will typically require us to post additional collateral or pay down borrowings to re-establish agreed upon collateral requirements, referred to as "margin calls." Similarly, if the fair value of our pledged securities increases, lenders may release collateral back to us. As of September 30, 2014, 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, 2014 and December 31, 2013 (dollars in millions):
		30-Sep-14					December 31, 2013
	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	$	15,024	0.33	%	15	$	23,577	0.42	%	15
	> 1 to ≤ 3 months	14,149		0.39	%	57	20,490		0.43	%	61
	> 3 to ≤ 6 months	6,042		0.46	%	144	6,946		0.45	%	140
	> 6 to ≤ 9 months	2,760		0.48	%	216	2,232		0.53	%	230
	> 9 to ≤ 12 months	1,290		0.51	%	314	3,607		0.54	%	323
	> 12 to ≤ 24 months	2,555		0.59	%	452	3,261		0.6	%	603
	> 24 to ≤ 36 months	100		0.68	%	853	500		0.62	%	930
	> 36 to ≤ 48 months	752		0.63	%	1,325	202		0.71	%	1,257
	> 48 to < 60 months	900		0.68	%	1,634	400		0.66	%	1,574
	Total agency MBS	43,572		0.41	%	152	61,215		0.45	%	124
	U.S. Treasury securities:
	1 day	1,755		(1.29	)%	1	2,318		0.02	%	1
	Total / Weighted Average	$	45,327	0.35	%	146	$	63,533	0.44	%	119
	As of September 30, 2014 and December 31, 2013, debt of consolidated VIEs, at fair value ("other debt") was $796 million and $910 million, respectively. As of September 30, 2014 and December 31, 2013, our other debt had a weighted average interest rate of LIBOR plus 43 and 42 basis points and a principal balance of $780 million and $900 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, 2014 was 6.2 years.
	As of September 30, 2014 and December 31, 2013, we also had outstanding forward commitments to purchase and sell agency securities through the TBA market (see Notes 3 and 6). These transactions, also referred to as TBA dollar roll 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 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, 2014
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 typically enter into agreements for interest rate swaps and interest rate swaptions. 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 and principal-only securities. 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, 2014, we reclassified $38 million and $121 million, respectively, and for the three and nine months ended September 30, 2013, we reclassified $47 million and $144 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 $120 million and $373 million for the three and nine months ended September 30, 2014, respectively, and $178 million and $464 million for the three and nine months ended September 30, 2013, respectively. The difference between our total net periodic interest costs on our swap portfolio and the amount recorded in interest expense related to our de-designated hedges is reported in our accompanying consolidated statements of comprehensive income in gain (loss) on derivative instruments and other securities, net (totaling $82 million and $252 million for the three and nine months ended September 30, 2014, respectively, and $131 million and $320 million for the three and nine months ended September 30, 2013, respectively). As of September 30, 2014, the remaining net deferred loss in accumulated OCI related to de-designated interest rate swaps was $175 million and will be reclassified from OCI into interest expense over a remaining weighted average period of 1.6 years. As of September 30, 2014, the net deferred loss expected to be reclassified from OCI into interest expense over the next twelve months was $115 million.
	Derivative Assets (Liabilities), at Fair Value
	The table below summarizes fair value information about our derivative assets and liabilities as of September 30, 2014 and December 31, 2013 (in millions):
	Derivative Instruments		Balance Sheet Location		September 30, 2014				December 31, 2013
	Interest rate swaps		Derivative assets, at fair value		$	344			$	880
	Swaptions		Derivative assets, at fair value		70				258
	TBA securities		Derivative assets, at fair value		42				17
	U.S. Treasury futures - short		Derivative assets, at fair value		6				39
					$	462			$	1,194
	Interest rate swaps		Derivative liabilities, at fair value		$	(447	)		$	(400	)
	TBA securities		Derivative liabilities, at fair value		(63		)		(22		)
					$	(510	)		$	(422	)
	Additionally, as of September 30, 2014 and December 31, 2013, 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 $4.7 billion and $1.8 billion, respectively. The borrowed securities were used to cover short sales of U.S. Treasury securities from which we received total proceeds of $4.7 billion and $1.9 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, 2014 and December 31, 2013 (dollars in millions):
			30-Sep-14
	Payer Interest Rate Swaps		Notional				Average			Average			Net				Average
			Amount 1				Fixed			Receive			Estimated				Maturity
							Pay Rate 2			Rate 3			Fair Value				(Years) 4
	≤ 3 years		$	9,350			1.69	%		0.18	%		$	(143	)		1.8
	> 3 to ≤ 5 years		7,175				1.44	%		0.23	%		66				3.9
	> 5 to ≤ 7 years		5,200				2.31	%		0.23	%		(1		)		5.8
	> 7 to ≤ 10 years		12,850				2.55	%		0.23	%		68				8.4
	> 10 years		5,650				3.25	%		0.24	%		(93		)		13.2
	Total Payer Interest Rate Swaps		$	40,225			2.22	%		0.22	%		$	(103	)		6.4
	________________________
	1	Notional amount includes forward starting swaps of $13.2 billion with an average forward start date of 1.4 years and an average maturity of 8.3 years from September 30, 2014.
	2	Average fixed pay rate includes forward starting swaps. Excluding forward starting swaps, the average fixed pay rate was 1.82% as of September 30, 2014.
	3	Average receive rate excludes forward starting swaps.
	4	Average maturity measured from September 30, 2014 through stated maturity date.
			December 31, 2013
	Payer Interest Rate Swaps		Notional				Average		Average		Net				Average
			Amount 1				Fixed		Receive		Estimated				Maturity
							Pay Rate 2		Rate 3		Fair Value				(Years) 4
	≤ 3 years		$	16,750			1.57%		0.19%		$	(382	)		1.6
	> 3 to ≤ 5 years		10,225				1.07%		0.24%		81				3.9
	> 5 to ≤ 7 years		5,700				1.97%		0.26%		113				6
	> 7 to ≤ 10 years		8,825				2.28%		0.24%		499				8.8
	> 10 years		1,750				2.79%		0.24%		169				14.7
	Total Payer Interest Rate Swaps		$	43,250			1.70%		0.22%		$	480			4.7
	________________________
	1	Notional amount includes forward starting swaps of $4.0 billion with an average forward start date of 1.9 years from December 31, 2013.
	2	Average fixed pay rate includes forward starting swaps. Excluding forward starting swaps, the average fixed pay rate was 1.57% as of December 31, 2013.
	3	Average receive rate excludes forward starting swaps.
	4	Average maturity measured from December 31, 2013 through stated maturity date.
	The following tables summarize our interest rate swaption agreements outstanding as of September 30, 2014 and December 31, 2013 (dollars in millions):
			September 30, 2014
			Option										Underlying Payer Swap
	Years to Expiration		Cost				Fair				Average		Notional				Average Fixed Pay		Average		Average
							Value				Months to		Amount				Rate		Receive		Term
											Expiration								Rate		(Years)
																			(LIBOR)
	Payer Swaptions
	≤ 1 year		$	90			$	42			7		$	4,600			2.96%		3M		4.8
	> 1 to ≤ 2 years		42				19				20		1,550				3.89%		3M		5.1
	Total Payer Swaptions		$	132			$	61			10		$	6,150			3.19%		3M		4.9
			September 30, 2014
			Option										Underlying Receiver Swap
			Cost				Fair				Average		Notional				Average Fixed Receive		Average		Average
							Value				Months to		Amount				Rate		Pay		Term
											Expiration								Rate		(Years)
																			(LIBOR)
Receiver Swaptions		$	10			$	9			4		$	2,500			2.08%		3M		8.2
		December 31, 2013
		Option										Underlying Payer Swap
Years to Expiration		Cost				Fair				Average		Notional				Average Fixed Pay		Average		Average
						Value				Months to		Amount				Rate		Receive		Term
										Expiration								Rate		(Years)
																		(LIBOR)
Payer Swaptions
≤ 1 year		$	193			$	117			4		$	9,400			2.87%		3M		7.8
> 1 to ≤ 2 years		105				92				19		3,600				3.40%		3M		5.6
> 2 to ≤ 3 years		35				45				30		1,150				3.81%		3M		5.8
> 3 to ≤ 5 years		2				4				52		100				4.80%		3M		7
Total Payer Swaptions		$	335			$	258			10		$	14,250			3.09%		3M		7
We did not have any receiver swaptions outstanding as of December 31, 2013.
The following table summarizes our contracts to purchase and sell TBA contracts as of September 30, 2014 and December 31, 2013 (in millions):
		30-Sep-14																December 31, 2013
Purchase and Sale Contracts for TBAs		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		$	20,385			$	21,029			$	21,006			$	(23	)		$	6,660		$	6,882		$	6,864		$	(18	)
Sale contracts		(3,126		)		(3,260		)		(3,258		)		2				(4,541		)	(4,606		)	(4,593		)	13
TBA securities, net 5		$	17,259			$	17,769			$	17,748			$	(21	)		$	2,119		$	2,276		$	2,271		$	(5	)
________________________
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 and the cost basis of the TBA contract as of period-end 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
Gain (Loss) From Derivative Instruments and Other Securities, Net
The tables below summarize changes in our derivative and other hedge portfolio and their effect on our consolidated statements of comprehensive income for the three and nine months ended September 30, 2014 and 2013 (in millions):
		Three Months Ended September 30, 2014
Derivative and Other Hedging Instruments		Notional Amount				Additions			Settlement, Termination,			Notional Amount				Amount of
		Long/(Short)							Expiration or			Long/(Short) September 30, 2014				Gain/(Loss)
		30-Jun-14							Exercise							Recognized in
																Income on
																Derivatives 1
Net TBA securities		$	17,811			44,438			(44,990	)		$	17,259			$	33
Interest rate swaps		$	(47,900	)		(3,625	)		11,300			$	(40,225	)		(26		)
Payer swaptions		$	(7,650	)		(1,500	)		3,000			$	(6,150	)		(14		)
Receiver swaptions		$	1,750			750			—			$	2,500			—
U.S. Treasury securities - short position		$	(5,988	)		(5,974	)		7,263			$	(4,699	)		(44		)
U.S. Treasury securities - long position		$	1,250			5,028			(5,055	)		$	1,223			(8		)
U.S. Treasury futures contracts - short position		$	(730	)		(730	)		730			$	(730	)		—
TBA put option		$	(100	)		—			100			$	—			—
																$	(59	)
________________________________
1	Excludes a net loss of $2 million from investments in REIT equity securities, a net gain of $6 million from debt of consolidated VIEs and a net gain of $4 million from interest and principal-only securities recognized in gain (loss) on derivative instruments and other securities, net in our consolidated statements of comprehensive income.
		Three Months Ended September 30, 2013
Derivative and Other Hedging Instruments		Notional Amount				Additions			Settlement, Termination,			Notional				Amount of
		Long/(Short)							Expiration or			Amount				Gain/(Loss)
		30-Jun-13							Exercise			Long/(Short) September 30, 2013				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 and principal-only securities and other miscellaneous net losses of $2 million recognized in gain (loss) from derivative instruments and other securities, net in our consolidated statements of comprehensive income.
		Nine Months Ended September 30, 2014
Derivative and Other Hedging Instruments		Notional Amount				Additions			Settlement, Termination,			Notional Amount				Amount of
		Long/(Short)							Expiration or			Long/(Short) September 30, 2014				Gain/(Loss)
		31-Dec-13							Exercise							Recognized in
																Income on
																Derivatives 1
Net TBA securities		$	2,119			134,760			(119,620	)		$	17,259			$	637
Interest rate swaps		$	(43,250	)		(12,325	)		15,350			$	(40,225	)		(993		)
Payer swaptions		$	(14,250	)		(3,750	)		11,850			$	(6,150	)		(160		)
Receiver swaptions		$	—			2,500			—			$	2,500			—
U.S. Treasury securities - short position		$	(2,007	)		(21,830	)		19,138			$	(4,699	)		(262		)
U.S. Treasury securities - long position		$	3,927			9,963			(12,667	)		$	1,223			72
U.S. Treasury futures contracts - short position		$	(1,730	)		(2,190	)		3,190			$	(730	)		(55		)
TBA put option		$	—			(150	)		150			$	—			—
																$	(761	)
________________________________
1	Excludes a net gain of $71 million from investments in REIT equity securities, a net loss of $6 million from debt of consolidated VIEs, a net gain of $31 million from interest and principal-only securities and other miscellaneous net losses of $7 million 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				Amount of
		Long/(Short)							Expiration or			Long/(Short) September 30, 2013				Gain/(Loss)
		31-Dec-12							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 and principal-only securities, a net gain of $33 million from debt of consolidated VIEs 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.

Pledged_Assets_Notes

Pledged Assets (Notes)	9 Months Ended
	Sep. 30, 2014
Offsetting Assets and Liabilities [Abstract]	'
Pledged Assets [Text Block]	'
	Pledged Assets
	Our repurchase agreements and derivative contracts require us to fully collateralize our obligations under the agreements based upon our counterparties' collateral requirements and their determination of the fair value of the securities pledged as collateral, which fluctuates with changes in interest rates, credit quality and liquidity conditions within the investment banking, mortgage finance and real estate industries. In addition, obligations under our derivative agreements will typically vary over time based on similar factors as well as the remaining term of the derivative contract. We are also typically required to post initial collateral upon execution of derivative transactions, such as interest rate swap agreements and TBA contracts. If we breach any of these provisions, we will be required to fully settle our obligations under the agreements, which could include a forced liquidation of our pledged collateral.
	Our repurchase agreement and derivative counterparties also apply a "haircut" to our pledged collateral, which means our collateral is valued at slightly less than market value and limits the amount we can borrow against our securities. This haircut reflects the underlying risk of the specific collateral and protects our counterparty against a change in its value. Our agreements do not specify the haircut; rather haircuts are determined on an individual transaction basis.
	Consequently, the use of repurchase agreements and derivative instruments exposes us to credit risk relating to potential losses that could be recognized in the event that our counterparties fail to perform their obligations under such agreements. We minimize this risk by limiting our repurchase agreement and derivative counterparties to major financial institutions with acceptable credit ratings or to a registered clearinghouse, and we monitor our positions with individual counterparties. In the event of a default by a counterparty we may have difficulty obtaining our assets pledged as collateral to such counterparty and may not receive payments provided for under the terms of our derivative agreements. In the case of centrally cleared instruments, 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 clearing exchanges' initial and daily mark to market margin requirements and clearinghouse guarantee funds and other resources that are available in the event of a clearing member default.
	Further, each of our International Swaps and Derivatives Association ("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. Additionally, under certain of our ISDA Master Agreements, we could be required to settle our obligations under the agreements if we fail to maintain certain minimum stockholders' equity thresholds or our REIT status or if we fail to comply with limits on our leverage above certain specified levels. As of September 30, 2014, the fair value of additional collateral that could be required to be posted as a result of the credit-risk-related contingent features being triggered was not material to our financial statements.
	As of September 30, 2014, our amount at risk with any counterparty related to our repurchase agreements was less than 4% of our stockholders' equity and our amount at risk with any counterparty related to our interest rate swap and swaption agreements, excluding centrally cleared swaps, was less than 1% of our stockholders' equity.
	Assets Pledged to Counterparties
	The following tables summarize our assets pledged as collateral under our repurchase agreements, debt of consolidated VIEs, derivative agreements and prime broker agreements by type, including securities pledged related to securities sold but not yet settled, as of September 30, 2014 and December 31, 2013 (in millions):
			September 30, 2014
	Assets Pledged to Counterparties		Repurchase Agreements		Debt of Consolidated VIEs		Derivative Agreements		Prime Broker Agreements			Total
	Agency MBS - fair value		$	45,822	$	1,310	$	20	$	515		$	47,667
	U.S. Treasury securities - fair value		1,713		—		—		—			1,713
	Accrued interest on pledged securities		130		4		—		—			134
	Restricted cash		1		—		741		52			794
	Total		$	47,666	$	1,314	$	761	$	567		$	50,308
			December 31, 2013
	Assets Pledged to Counterparties		Repurchase Agreements		Debt of Consolidated VIEs		Derivative Agreements		Prime Broker Agreements			Total
	Agency MBS - fair value		$	62,708	$	1,459	$	28	$	91		$	64,286
	U.S. Treasury securities - fair value		3,708		—		70		—			3,778
	Accrued interest on pledged securities		189		5		1		—			195
	Restricted cash		3		—		41		57			101
	Total		$	66,608	$	1,464	$	140	$	148		$	68,360
	The cash and cash equivalents and agency securities pledged as collateral under our derivative agreements are included in restricted cash and agency securities, at fair value, respectively, on our consolidated balance sheets.
	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, 2014 and December 31, 2013 (in millions):
			September 30, 2014						December 31, 2013
	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		$	15,623	$	15,611	$	44	$	27,694		$	28,125		$	76
	> 30 and ≤ 60 days		9,208		9,217		26		14,955			15,210			42
	> 60 and ≤ 90 days		5,073		5,067		14		10,117			10,290			28
	> 90 days		17,228		17,244		48		11,401			11,623			32
	Total agency MBS		47,132		47,139		132		64,167			65,248			178
	U.S. Treasury securities:
	1 day		1,713		1,711		2		3,708			3,760			16
	Total		$	48,845	$	48,850	$	134	$	67,875		$	69,008		$	194
	As of September 30, 2014 and December 31, 2013, none of our repurchase agreement borrowings backed by agency MBS were due on demand or mature overnight.
	Assets Pledged from Counterparties
	As of September 30, 2014 and December 31, 2013, we had assets pledged to us from counterparties as collateral under our reverse repurchase and derivative agreements summarized in the tables below (in millions).
			September 30, 2014
	Assets Pledged to AGNC		Reverse Repurchase Agreements		Derivative Agreements		Total
	U.S. Treasury securities - fair value		$	4,742	$	107	$	4,849
	Cash		—		134		134
	Total		$	4,742	$	241	$	4,983
			December 31, 2013
	Assets Pledged to AGNC		Reverse Repurchase Agreements		Derivative Agreements		Total
	Agency MBS - fair value		$	—	$	82	$	82
	U.S. Treasury securities - fair value		1,848		164		2,012
	Cash		—		366		366
	Total		$	1,848	$	612	$	2,460
	U.S Treasury securities received as collateral under our reverse repurchase agreements are accounted for as securities borrowing transactions and are used to cover short sales of the same securities. We recognize a corresponding obligation to return the borrowed securities at fair value on the accompanying consolidated balance sheets based on the value of the underlying borrowed securities as of the reporting date.
	Cash collateral received is recognized in cash and cash equivalents with a corresponding amount recognized in accounts payable and other accrued liabilities on the accompanying consolidated balance sheets.
	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, 2014 and December 31, 2013 (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-14
Interest rate swap and swaption agreements, at fair value 1		$	414	$	—	$	414	$	(133	)	$	(232	)	$	49
Receivable under reverse repurchase agreements		5,258		—		5,258		(4,759		)	(499		)	—
Total derivative, other hedging instruments and other assets		$	5,672	$	—	$	5,672	$	(4,892	)	$	(731	)	$	49
31-Dec-13
Interest rate swap and swaption agreements, at fair value 1		$	1,138	$	—	$	1,138	$	(331	)	$	(610	)	$	197
Receivable under reverse repurchase agreements		1,881		—		1,881		(1,881		)	—			—
Total derivative, other hedging instruments and other assets		$	3,019	$	—	$	3,019	$	(2,212	)	$	(610	)	$	197
		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-14
Interest rate swap agreements, at fair value 1		$	447	$	—	$	447	$	(133	)	$	(314	)	$	—
Repurchase agreements		45,327		—		45,327		(4,759		)	(40,568		)	—
Total derivative, other hedging instruments and other liabilities		$	45,774	$	—	$	45,774	$	(4,892	)	$	(40,882	)	$	—
31-Dec-13
Interest rate swap agreements, at fair value 1		$	400	$	—	$	400	$	(331	)	$	(69	)	$	—
Repurchase agreements		63,533		—		63,533		(1,881		)	(61,652		)	—
Total derivative, other hedging instruments and other liabilities		$	63,933	$	—	$	63,933	$	(2,212	)	$	(61,721	)	$	—
_______________________
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.

Fair_Value_Measurements

Fair Value Measurements	9 Months Ended
	Sep. 30, 2014
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Fair Value Disclosures [Text Block]	'
	Fair Value Measurements
	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, 2014. 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, 2014 and December 31, 2013 (dollars in millions):
		Fair Value Hierarchy
		Level 1		Level 2		Level 3
	September 30, 2014
	Assets:
	Agency securities	$	—	$	50,420	$	—
	Agency securities transferred to consolidated VIEs	—		1,310		—
	U.S. Treasury securities	1,214		—		—
	Interest rate swaps	—		344		—
	Swaptions	—		70		—
	REIT equity securities	66		—
	U.S. Treasury futures	6		—		—
	TBA securities	—		42		—
	Total	$	1,286	$	52,186	$	—
	Liabilities:
	Debt of consolidated VIEs	$	—	$	796	$	—
	Obligation to return U.S. Treasury securities borrowed under reverse repurchase agreements	4,742		—		—
	Interest rate swaps	—		447		—
	TBA securities	—		63		—
	Total	$	4,742	$	1,306	$	—
	December 31, 2013
	Assets:
	Agency securities	$	—	$	64,482	$	—
	Agency securities transferred to consolidated VIEs	—		1,459		—
	U.S. Treasury securities	3,822		—		—
	Interest rate swaps	—		880		—
	Swaptions	—		258		—
	REIT equity securities	237		—		—
	U.S. Treasury futures	39		—		—
	TBA securities	—		17		—
	Total	$	4,098	$	67,096	$	—
	Liabilities:
	Debt of consolidated VIEs	$	—	$	910	$	—
	Obligation to return U.S. Treasury securities borrowed under reverse repurchase agreements	1,848		—		—
	Interest rate swaps	—		400		—
	TBA securities	—		22		—
	Total	$	1,848	$	1,332	$	—
	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, 2014
Stockholders' Equity Note [Abstract]	'
Stockholders' Equity	'
	Stockholders' Equity
	Preferred Stock
	Pursuant to our amended and restated certificate of incorporation, we are authorized to designate and issue up to 10.0 million shares of preferred stock in one or more classes or series. Our Board of Directors has designated 6.9 million shares as 8.000% Series A Cumulative Redeemable Preferred Stock ("Series A Preferred Stock") and 8,050 shares as 7.750% Series B Cumulative Redeemable Preferred Stock ("Series B Preferred Stock"). As of September 30, 2014 we had 3.1 million shares of authorized but unissued shares of preferred stock. Our Board of Directors may designate additional series of authorized preferred stock ranking junior to or in parity with the Series A or Series B Preferred Stock or designate additional shares of the Series A or Series B Preferred Stock and authorize the issuance of such shares.
	In April 2012, we completed a public offering in which 6.9 million shares of our Series A Preferred Stock were sold to the underwriters at a price of $24.2125 per share.  Upon completion of the offering we received proceeds, net of offering expenses, of approximately $167 million. Our Series A Preferred Stock has no stated maturity and is not subject to any sinking fund or mandatory redemption. Under certain circumstances upon a change of control, our Series A Preferred Stock is convertible to shares of our common stock. Holders of Series A Preferred Stock have no voting rights, except under limited conditions, and holders are entitled to receive cumulative cash dividends at a rate of 8.000% per annum of the $25.00 per share liquidation preference before holders of our common stock are entitled to receive any dividends. Shares of our Series A Preferred Stock are redeemable at $25.00 per share plus accumulated and unpaid dividends (whether or not declared) exclusively at our option commencing on April 5, 2017, or earlier under certain circumstances intended to preserve our qualification as a REIT for Federal income tax purposes. Dividends are payable quarterly in arrears on the 15th day of each January, April, July and October. As of September 30, 2014, we had declared all required quarterly dividends on the Series A Preferred Stock.
	In May 2014, we completed a public offering in which 7.0 million depositary shares were sold to the underwriters at a price of $24.2125 per depositary share for proceeds, net of offering expenses, of approximately $169 million. Each depositary share represents a 1/1,000th interest in a share of our Series B Preferred Stock. Our Series B Preferred Stock has no stated maturity, is not subject to any sinking fund or mandatory redemption and ranks on parity with our Series A Preferred Stock. Under certain circumstances upon a change of control, our Series B Preferred Stock is convertible to shares of our common stock. Holders of depositary shares have no voting rights, except under limited conditions, and are entitled to receive cumulative cash dividends at a rate of 7.750% per annum of the $25.00 per depositary share liquidation preference before holders of our common stock are entitled to receive any dividends. Dividends are payable quarterly in arrears on the 15th day of each January, April, July and October. Depositary shares are redeemable at $25.00 per depositary share plus accumulated and unpaid dividends (whether or not declared) exclusively at our option commencing on May 8, 2019 or earlier under certain circumstances intended to preserve our qualification as a REIT for federal income tax purposes. As of September 30, 2014, we had declared all required quarterly dividends on the Series B Preferred Stock underlying our depositary shares.
	Common Stock Repurchase Program
	In October 2012, our Board of Directors adopted a program that provides 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 $1 billion of our outstanding shares of common stock and extended its authorization through December 31, 2014. In January 2014, our Board of Directors increased the authorized amount by an additional $1 billion of our outstanding shares of common stock through December 31, 2014. In October 2014, our Board of Directors extended its authorization through December 31, 2015. 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 only consider repurchasing shares of our common stock when the purchase price is less than our estimate of our current net asset value per common share. 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.
	We did not repurchase any shares of our common stock during the three months ended September 30, 2014. During the nine months ended September 30, 2014, we repurchased approximately 3.4 million shares of our common stock at an average repurchase price of $22.10 per share, including expenses, totaling $74 million. As of September 30, 2014, the total remaining amount authorized for repurchases of our common stock was $992 million.
	Accumulated Other Comprehensive Income (Loss)
	The following tables summarize changes to accumulated OCI for the three and nine months ended September 30, 2014 and 2013 (in millions):
	Accumulated Other Comprehensive Income (Loss)	Net Unrealized Gain (Loss) on Available-for-Sale MBS			Net Unrealized Gain (Loss) on Swaps			Total Accumulated
								OCI
								Balance
	Three Months Ended September 30, 2014
	Balance as of June 30, 2014	$	225		$	(213	)	$	12
	OCI before reclassifications	(239		)	—			(239		)
	Amounts reclassified from accumulated OCI	(14		)	38			24
	Balance as of September 30, 2014	$	(28	)	$	(175	)	$	(203	)
	Three Months Ended September 30, 2013
	Balance as of June 30, 2013	$	(1,610	)	$	(388	)	$	(1,998	)
	OCI before reclassifications	100			—			100
	Amounts reclassified from accumulated OCI	733			47			780
	Balance as of September 30, 2013	$	(777	)	$	(341	)	$	(1,118	)
	Nine Months Ended September 30, 2014
	Balance as of December 31, 2013	$	(1,087	)	$	(296	)	$	(1,383	)
	OCI before reclassifications	1,076			—			1,076
	Amounts reclassified from accumulated OCI	(17		)	121			104
	Balance as of September 30, 2014	$	(28	)	$	(175	)	$	(203	)
	Nine Months Ended September 30, 2013
	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
	Balance as of September 30, 2013	$	(777	)	$	(341	)	$	(1,118	)
	The following tables summarize reclassifications out of accumulated OCI for the three and nine months ended September 30, 2014 and 2013 (in millions):
		Three Months Ended September 30,						Line Item in the Consolidated
								Statements of Comprehensive Income
	Amounts Reclassified from Accumulated OCI	2014			2013			Where Net Income is Presented
	Gain amounts reclassified from accumulated OCI for available-for-sale MBS	$	(14	)	$	733		Gain (loss) on sale of agency securities, net
	Periodic interest costs of interest rate swaps previously designated as hedges under GAAP, net	38			47			Interest expense
	Total reclassifications	$	24		$	780
		Nine Months Ended September 30,						Line Item in the Consolidated
								Statements of Comprehensive Income
	Amounts Reclassified from Accumulated OCI	2014			2013			Where Net Income is Presented
	(Gain) loss amounts reclassified from accumulated OCI for available-for-sale MBS	$	(17	)	$	742		Gain (loss) on sale of agency securities, net
	Periodic interest costs of interest rate swaps previously designated as hedges under GAAP, net	121			144			Interest expense
	Total reclassifications	$	104		$	886

Summary_of_Significant_Account1

Summary of Significant Accounting Policies (Policy)	9 Months Ended
	Sep. 30, 2014
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 sell any of our agency securities as part of our overall management of our investment portfolio. Accordingly, we typically designate our agency 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 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 and principal-only securities are included in agency securities, at fair value on the accompanying consolidated balance sheets.
	REIT equity securities represent investments in the common stock of other publicly traded mortgage REITs that invest predominantly in agency MBS. We designate our investments in REIT equity securities as trading securities and report them at fair value on the accompanying consolidated balance sheets.
	We estimate the fair value of our agency 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, benchmark 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. We estimate the fair value of our REIT equity securities on a market approach using "Level 1" inputs based on quoted market prices. Refer to Note 8 for further discussion of fair value measurements.
	We evaluate our agency 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 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 the 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) the actual prepayments to date plus our 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	'
	Derivative Instruments
	We use a variety of derivative instruments to 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 ("swaptions"). We also utilize forward contracts for the purchase or sale of agency MBS securities on a generic pool basis, or a TBA contract, 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 and principal-only securities.
	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 may also 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 the 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 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 interest rate 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 the 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 changes in interest rates on the performance of our investment portfolio (referred to as "convexity risk"). 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 rate 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 either the TBA contracts do not settle in the shortest period of time possible or 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.
	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.
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, 2014
Available-for-sale Securities [Abstract]	'
Components of Investment Securities [Table Text Block]	'
			30-Sep-14
	Agency MBS		Amortized			Gross				Gross				Fair Value
			Cost			Unrealized				Unrealized
						Gain				Loss
	Fixed rate		$	49,236		$	407			$	(473	)		$	49,170
	Adjustable rate		902			20				—				922
	CMO		1,206			19				(1		)		1,224
	Interest-only and principal-only strips		386			31				(3		)		414
	Total agency MBS		$	51,730		$	477			$	(477	)		$	51,730
			December 31, 2013
	Agency MBS		Amortized			Gross				Gross				Fair Value
			Cost			Unrealized				Unrealized
						Gain				Loss
	Fixed rate		$	64,057		$	242			$	(1,338	)		$	62,961
	Adjustable rate		1,223			15				(3		)		1,235
	CMO		1,313			3				(8		)		1,308
	Interest-only and principal-only strips		432			16				(11		)		437
	Total agency MBS		$	67,025		$	276			$	(1,360	)		$	65,941
Agency Securities [Table Text Block]	'
			30-Sep-14
	Agency MBS		Fannie Mae			Freddie Mac				Ginnie Mae				Total
	Available-for-sale agency MBS:
	Agency MBS, par		$	38,757		$	10,289			$	176			$	49,222
	Unamortized discount		(38		)	(5		)		—				(43		)
	Unamortized premium		1,653			507				5				2,165
	Amortized cost		40,372			10,791				181				51,344
	Gross unrealized gains		334			108				4				446
	Gross unrealized losses		(333		)	(141		)		—				(474		)
	Total available-for-sale agency MBS, at fair value		40,373			10,758				185				51,316
	Agency MBS remeasured at fair value through earnings:
	Interest-only and principal-only strips, amortized cost 1		359			27				—				386
	Gross unrealized gains		28			3				—				31
	Gross unrealized losses		(2		)	(1		)		—				(3		)
	Total agency MBS remeasured at fair value through earnings		385			29				—				414
	Total agency MBS, at fair value		$	40,758		$	10,787			$	185			$	51,730
	Weighted average coupon as of September 30, 2014 2		3.63		%	3.75		%		3.54		%		3.65		%
	Weighted average yield as of September 30, 2014 3		2.78		%	2.81		%		1.64		%		2.78		%
	Weighted average yield for the quarter ended September 30, 2014 3		2.69		%	2.77		%		1.48		%		2.71		%
	________________________
	1	The underlying unamortized principal balance ("UPB" or "par value") of our interest-only agency MBS strips was $1.2 billion and the weighted average contractual interest we are entitled to receive was 5.48% of this amount as of September 30, 2014. The par value of our principal-only agency MBS strips was $250 million as of September 30, 2014.
	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, 2014.
	3	Incorporates a weighted average future constant prepayment rate assumption of 8% based on forward rates as of September 30, 2014.
			December 31, 2013
	Agency MBS		Fannie Mae			Freddie Mac				Ginnie Mae				Total
	Available-for-sale agency MBS:
	Agency MBS, par		$	50,914		$	12,640			$	223			$	63,777
	Unamortized discount		(25		)	(7		)		—				(32		)
	Unamortized premium		2,210			631				7				2,848
	Amortized cost		53,099			13,264				230				66,593
	Gross unrealized gains		181			74				5				260
	Gross unrealized losses		(991		)	(358		)		—				(1,349		)
	Total available-for-sale agency MBS, at fair value		52,289			12,980				235				65,504
	Agency MBS remeasured at fair value through earnings:
	Interest-only and principal-only strips, amortized cost 1		400			32				—				432
	Gross unrealized gains		13			3				—				16
	Gross unrealized losses		(9		)	(2		)		—				(11		)
	Total agency MBS remeasured at fair value through earnings		404			33				—				437
	Total agency MBS, at fair value		$	52,693		$	13,013			$	235			$	65,941
	Weighted average coupon as of December 31, 2013 2		3.53		%	3.78		%		3.56		%		3.58		%
	Weighted average yield as of December 31, 2013 3		2.66		%	2.87		%		1.66		%		2.7		%
	Weighted average yield for the year ended December 31, 2013 3		2.74		%	2.87		%		1.79		%		2.77		%
	________________________
	1	The underlying UPB of our interest-only agency MBS strips was $1.4 billion and the weighted average contractual interest we are entitled to receive was 5.50% of this amount as of December 31, 2013. The par value of our principal-only agency MBS strips was $271 million as of December 31, 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 December 31, 2013.
	3	Incorporates a weighted average future constant prepayment rate assumption of 7% based on forward rates as of December 31, 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, 2014 and December 31, 2013 according to their estimated weighted average life classification (dollars in millions):
			30-Sep-14											December 31, 2013
	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
	≤ 1 year		$	—		$	—			—%		—%		$	129		$	129	3.07%		2.53%
	> 1 year and ≤ 3 years		252			243				4.19%		2.44%		498			491		4.08%		2.25%
	> 3 years and ≤ 5 years		19,885			19,687				3.39%		2.46%		24,471			24,342		3.59%		2.57%
	> 5 years and ≤10 years		29,536			29,769				3.65%		2.93%		38,522			39,635		3.39%		2.73%
	> 10 years		1,643			1,645				3.11%		3.16%		1,884			1,996		3.66%		2.96%
	Total		$	51,316		$	51,344			3.53%		2.76%		$	65,504		$	66,593	3.47%		2.68%
	_______________________
	1	Excludes interest and principal-only strips.
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, 2014 and 2013 (in millions):
	Agency Securities Classified as		Beginning Accumulated OCI			Unrealized			Reversal of			Ending
	Available-for-Sale		Balance			Gains and (Losses), Net			Unrealized			Accumulated
									(Gains) and Losses,			OCI
									Net on Realization			Balance
	Three months ended September 30, 2014		$	225		(239	)		(14	)		$	(28	)
	Three months ended September 30, 2013		$	(1,610	)	100			733			$	(777	)
	Nine months ended September 30, 2014		$	(1,087	)	1,076			(17	)		$	(28	)
	Nine months ended September 30, 2013		$	2,040		(3,559	)		742			$	(777	)
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, 2014 and December 31, 2013 (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, 2014		$	6,709		$	(23	)		$	17,677			$	(451	)	$	24,386	$	(474	)
	December 31, 2013		$	42,853		$	(1,248	)		$	1,586			$	(101	)	$	44,439	$	(1,349	)
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 securities classified as available-for-sale for the three and nine months ended September 30, 2014 and 2013 (in millions):
			Three Months Ended							Nine Months Ended
	Agency Securities Classified as		30-Sep-14			September 30, 2013				30-Sep-14				September 30, 2013
	Available-for-Sale
	Agency MBS sold, at cost		$	(8,763	)	$	(25,147	)		$	(25,640	)		$	(60,541	)
	Proceeds from agency MBS sold 1		8,777			24,414				25,657				59,799
	Net gain (loss) on sale of agency MBS		$	14		$	(733	)		$	17			$	(742	)
	Gross gain on sale of agency MBS		$	41		$	2			$	132			$	183
	Gross loss on sale of agency MBS		(27		)	(735		)		(115		)		(925		)
	Net gain (loss) on sale of agency MBS		$	14		$	(733	)		$	17			$	(742	)
	________________________
	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, 2014
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, 2014 and December 31, 2013 (dollars in millions):
		30-Sep-14					December 31, 2013
	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	$	15,024	0.33	%	15	$	23,577	0.42	%	15
	> 1 to ≤ 3 months	14,149		0.39	%	57	20,490		0.43	%	61
	> 3 to ≤ 6 months	6,042		0.46	%	144	6,946		0.45	%	140
	> 6 to ≤ 9 months	2,760		0.48	%	216	2,232		0.53	%	230
	> 9 to ≤ 12 months	1,290		0.51	%	314	3,607		0.54	%	323
	> 12 to ≤ 24 months	2,555		0.59	%	452	3,261		0.6	%	603
	> 24 to ≤ 36 months	100		0.68	%	853	500		0.62	%	930
	> 36 to ≤ 48 months	752		0.63	%	1,325	202		0.71	%	1,257
	> 48 to < 60 months	900		0.68	%	1,634	400		0.66	%	1,574
	Total agency MBS	43,572		0.41	%	152	61,215		0.45	%	124
	U.S. Treasury securities:
	1 day	1,755		(1.29	)%	1	2,318		0.02	%	1
	Total / Weighted Average	$	45,327	0.35	%	146	$	63,533	0.44	%	119

Derivative_and_Other_Hedging_I1

Derivative and Other Hedging Instruments (Tables)	9 Months Ended
	Sep. 30, 2014
Derivative [Line Items]	'
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, 2014 and December 31, 2013 (in millions):
	Derivative Instruments		Balance Sheet Location		September 30, 2014				December 31, 2013
	Interest rate swaps		Derivative assets, at fair value		$	344			$	880
	Swaptions		Derivative assets, at fair value		70				258
	TBA securities		Derivative assets, at fair value		42				17
	U.S. Treasury futures - short		Derivative assets, at fair value		6				39
					$	462			$	1,194
	Interest rate swaps		Derivative liabilities, at fair value		$	(447	)		$	(400	)
	TBA securities		Derivative liabilities, at fair value		(63		)		(22		)
					$	(510	)		$	(422	)
Schedule of Interest Rate Swaption Agreements Outstandin [Table Text Block]	'
	4	Average maturity measured from December 31, 2013 through stated maturity date.
	The following tables summarize our interest rate swaption agreements outstanding as of September 30, 2014 and December 31, 2013 (dollars in millions):
			September 30, 2014
			Option										Underlying Payer Swap
	Years to Expiration		Cost				Fair				Average		Notional				Average Fixed Pay		Average		Average
							Value				Months to		Amount				Rate		Receive		Term
											Expiration								Rate		(Years)
																			(LIBOR)
	Payer Swaptions
	≤ 1 year		$	90			$	42			7		$	4,600			2.96%		3M		4.8
	> 1 to ≤ 2 years		42				19				20		1,550				3.89%		3M		5.1
	Total Payer Swaptions		$	132			$	61			10		$	6,150			3.19%		3M		4.9
			September 30, 2014
			Option										Underlying Receiver Swap
			Cost				Fair				Average		Notional				Average Fixed Receive		Average		Average
							Value				Months to		Amount				Rate		Pay		Term
											Expiration								Rate		(Years)
																			(LIBOR)
	Receiver Swaptions		$	10			$	9			4		$	2,500			2.08%		3M		8.2
			December 31, 2013
			Option										Underlying Payer Swap
	Years to Expiration		Cost				Fair				Average		Notional				Average Fixed Pay		Average		Average
							Value				Months to		Amount				Rate		Receive		Term
											Expiration								Rate		(Years)
																			(LIBOR)
	Payer Swaptions
	≤ 1 year		$	193			$	117			4		$	9,400			2.87%		3M		7.8
	> 1 to ≤ 2 years		105				92				19		3,600				3.40%		3M		5.6
	> 2 to ≤ 3 years		35				45				30		1,150				3.81%		3M		5.8
	> 3 to ≤ 5 years		2				4				52		100				4.80%		3M		7
	Total Payer Swaptions		$	335			$	258			10		$	14,250			3.09%		3M		7
Summary of Long and Short Position of Derivative Instruments	'
	The following table summarizes our contracts to purchase and sell TBA contracts as of September 30, 2014 and December 31, 2013 (in millions):
			30-Sep-14																December 31, 2013
	Purchase and Sale Contracts for TBAs		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		$	20,385			$	21,029			$	21,006			$	(23	)		$	6,660		$	6,882		$	6,864		$	(18	)
	Sale contracts		(3,126		)		(3,260		)		(3,258		)		2				(4,541		)	(4,606		)	(4,593		)	13
	TBA securities, net 5		$	17,259			$	17,769			$	17,748			$	(21	)		$	2,119		$	2,276		$	2,271		$	(5	)
	________________________
	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 and the cost basis of the TBA contract as of period-end 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
Schedule Of Outstanding Not Designated As Hedging Instruments [Table Text Block]	'
	The tables below summarize changes in our derivative and other hedge portfolio and their effect on our consolidated statements of comprehensive income for the three and nine months ended September 30, 2014 and 2013 (in millions):
			Three Months Ended September 30, 2014
	Derivative and Other Hedging Instruments		Notional Amount				Additions			Settlement, Termination,			Notional Amount				Amount of
			Long/(Short)							Expiration or			Long/(Short) September 30, 2014				Gain/(Loss)
			30-Jun-14							Exercise							Recognized in
																	Income on
																	Derivatives 1
	Net TBA securities		$	17,811			44,438			(44,990	)		$	17,259			$	33
	Interest rate swaps		$	(47,900	)		(3,625	)		11,300			$	(40,225	)		(26		)
	Payer swaptions		$	(7,650	)		(1,500	)		3,000			$	(6,150	)		(14		)
	Receiver swaptions		$	1,750			750			—			$	2,500			—
	U.S. Treasury securities - short position		$	(5,988	)		(5,974	)		7,263			$	(4,699	)		(44		)
	U.S. Treasury securities - long position		$	1,250			5,028			(5,055	)		$	1,223			(8		)
	U.S. Treasury futures contracts - short position		$	(730	)		(730	)		730			$	(730	)		—
	TBA put option		$	(100	)		—			100			$	—			—
																	$	(59	)
	________________________________
	1	Excludes a net loss of $2 million from investments in REIT equity securities, a net gain of $6 million from debt of consolidated VIEs and a net gain of $4 million from interest and principal-only securities recognized in gain (loss) on derivative instruments and other securities, net in our consolidated statements of comprehensive income.
			Three Months Ended September 30, 2013
	Derivative and Other Hedging Instruments		Notional Amount				Additions			Settlement, Termination,			Notional				Amount of
			Long/(Short)							Expiration or			Amount				Gain/(Loss)
			30-Jun-13							Exercise			Long/(Short) September 30, 2013				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 and principal-only securities and other miscellaneous net losses of $2 million recognized in gain (loss) from derivative instruments and other securities, net in our consolidated statements of comprehensive income.
			Nine Months Ended September 30, 2014
	Derivative and Other Hedging Instruments		Notional Amount				Additions			Settlement, Termination,			Notional Amount				Amount of
			Long/(Short)							Expiration or			Long/(Short) September 30, 2014				Gain/(Loss)
			31-Dec-13							Exercise							Recognized in
																	Income on
																	Derivatives 1
	Net TBA securities		$	2,119			134,760			(119,620	)		$	17,259			$	637
	Interest rate swaps		$	(43,250	)		(12,325	)		15,350			$	(40,225	)		(993		)
	Payer swaptions		$	(14,250	)		(3,750	)		11,850			$	(6,150	)		(160		)
	Receiver swaptions		$	—			2,500			—			$	2,500			—
	U.S. Treasury securities - short position		$	(2,007	)		(21,830	)		19,138			$	(4,699	)		(262		)
	U.S. Treasury securities - long position		$	3,927			9,963			(12,667	)		$	1,223			72
	U.S. Treasury futures contracts - short position		$	(1,730	)		(2,190	)		3,190			$	(730	)		(55		)
	TBA put option		$	—			(150	)		150			$	—			—
																	$	(761	)
	________________________________
	1	Excludes a net gain of $71 million from investments in REIT equity securities, a net loss of $6 million from debt of consolidated VIEs, a net gain of $31 million from interest and principal-only securities and other miscellaneous net losses of $7 million 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				Amount of
			Long/(Short)							Expiration or			Long/(Short) September 30, 2013				Gain/(Loss)
			31-Dec-12							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 and principal-only securities, a net gain of $33 million from debt of consolidated VIEs 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.
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, 2014 and December 31, 2013 (dollars in millions):
			30-Sep-14
	Payer Interest Rate Swaps		Notional				Average			Average			Net				Average
			Amount 1				Fixed			Receive			Estimated				Maturity
							Pay Rate 2			Rate 3			Fair Value				(Years) 4
	≤ 3 years		$	9,350			1.69	%		0.18	%		$	(143	)		1.8
	> 3 to ≤ 5 years		7,175				1.44	%		0.23	%		66				3.9
	> 5 to ≤ 7 years		5,200				2.31	%		0.23	%		(1		)		5.8
	> 7 to ≤ 10 years		12,850				2.55	%		0.23	%		68				8.4
	> 10 years		5,650				3.25	%		0.24	%		(93		)		13.2
	Total Payer Interest Rate Swaps		$	40,225			2.22	%		0.22	%		$	(103	)		6.4
	________________________
	1	Notional amount includes forward starting swaps of $13.2 billion with an average forward start date of 1.4 years and an average maturity of 8.3 years from September 30, 2014.
	2	Average fixed pay rate includes forward starting swaps. Excluding forward starting swaps, the average fixed pay rate was 1.82% as of September 30, 2014.
	3	Average receive rate excludes forward starting swaps.
	4	Average maturity measured from September 30, 2014 through stated maturity date.
			December 31, 2013
	Payer Interest Rate Swaps		Notional				Average		Average		Net				Average
			Amount 1				Fixed		Receive		Estimated				Maturity
							Pay Rate 2		Rate 3		Fair Value				(Years) 4
	≤ 3 years		$	16,750			1.57%		0.19%		$	(382	)		1.6
	> 3 to ≤ 5 years		10,225				1.07%		0.24%		81				3.9
	> 5 to ≤ 7 years		5,700				1.97%		0.26%		113				6
	> 7 to ≤ 10 years		8,825				2.28%		0.24%		499				8.8
	> 10 years		1,750				2.79%		0.24%		169				14.7
	Total Payer Interest Rate Swaps		$	43,250			1.70%		0.22%		$	480			4.7
	________________________
	1	Notional amount includes forward starting swaps of $4.0 billion with an average forward start date of 1.9 years from December 31, 2013.
	2	Average fixed pay rate includes forward starting swaps. Excluding forward starting swaps, the average fixed pay rate was 1.57% as of December 31, 2013.
	3	Average receive rate excludes forward starting swaps.
	4	Average maturity measured from December 31, 2013 through stated maturity date.

Pledged_Assets_Tables

Pledged Assets (Tables)	9 Months Ended
	Sep. 30, 2014
Offsetting Liabilities [Line Items]	'
Schedule of Financial Instruments Owned and Pledged as Collateral [Table Text Block]	'
	The following tables summarize our assets pledged as collateral under our repurchase agreements, debt of consolidated VIEs, derivative agreements and prime broker agreements by type, including securities pledged related to securities sold but not yet settled, as of September 30, 2014 and December 31, 2013 (in millions):
			September 30, 2014
	Assets Pledged to Counterparties		Repurchase Agreements		Debt of Consolidated VIEs		Derivative Agreements		Prime Broker Agreements			Total
	Agency MBS - fair value		$	45,822	$	1,310	$	20	$	515		$	47,667
	U.S. Treasury securities - fair value		1,713		—		—		—			1,713
	Accrued interest on pledged securities		130		4		—		—			134
	Restricted cash		1		—		741		52			794
	Total		$	47,666	$	1,314	$	761	$	567		$	50,308
			December 31, 2013
	Assets Pledged to Counterparties		Repurchase Agreements		Debt of Consolidated VIEs		Derivative Agreements		Prime Broker Agreements			Total
	Agency MBS - fair value		$	62,708	$	1,459	$	28	$	91		$	64,286
	U.S. Treasury securities - fair value		3,708		—		70		—			3,778
	Accrued interest on pledged securities		189		5		1		—			195
	Restricted cash		3		—		41		57			101
	Total		$	66,608	$	1,464	$	140	$	148		$	68,360
	The cash and cash equivalents and agency securities pledged as collateral under our derivative agreements are included in restricted cash and agency securities, at fair value, respectively, on our consolidated balance sheets.
Schedules Of Securities Pledged As Collateral Under Repurchase Agreement [Text Block] [Table Text Block]	'
	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, 2014 and December 31, 2013 (in millions):
			September 30, 2014						December 31, 2013
	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		$	15,623	$	15,611	$	44	$	27,694		$	28,125		$	76
	> 30 and ≤ 60 days		9,208		9,217		26		14,955			15,210			42
	> 60 and ≤ 90 days		5,073		5,067		14		10,117			10,290			28
	> 90 days		17,228		17,244		48		11,401			11,623			32
	Total agency MBS		47,132		47,139		132		64,167			65,248			178
	U.S. Treasury securities:
	1 day		1,713		1,711		2		3,708			3,760			16
	Total		$	48,845	$	48,850	$	134	$	67,875		$	69,008		$	194
Schedule of Securities and Cash Pledged as Collateral from Counterparties [Table Text Block]	'
	As of September 30, 2014 and December 31, 2013, we had assets pledged to us from counterparties as collateral under our reverse repurchase and derivative agreements summarized in the tables below (in millions).
			September 30, 2014
	Assets Pledged to AGNC		Reverse Repurchase Agreements		Derivative Agreements		Total
	U.S. Treasury securities - fair value		$	4,742	$	107	$	4,849
	Cash		—		134		134
	Total		$	4,742	$	241	$	4,983
			December 31, 2013
	Assets Pledged to AGNC		Reverse Repurchase Agreements		Derivative Agreements		Total
	Agency MBS - fair value		$	—	$	82	$	82
	U.S. Treasury securities - fair value		1,848		164		2,012
	Cash		—		366		366
	Total		$	1,848	$	612	$	2,460
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, 2014 and December 31, 2013 (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-14
	Interest rate swap and swaption agreements, at fair value 1		$	414	$	—	$	414	$	(133	)	$	(232	)	$	49
	Receivable under reverse repurchase agreements		5,258		—		5,258		(4,759		)	(499		)	—
	Total derivative, other hedging instruments and other assets		$	5,672	$	—	$	5,672	$	(4,892	)	$	(731	)	$	49
	31-Dec-13
	Interest rate swap and swaption agreements, at fair value 1		$	1,138	$	—	$	1,138	$	(331	)	$	(610	)	$	197
	Receivable under reverse repurchase agreements		1,881		—		1,881		(1,881		)	—			—
	Total derivative, other hedging instruments and other assets		$	3,019	$	—	$	3,019	$	(2,212	)	$	(610	)	$	197
Offsetting Liabilities [Table Text Block]	'
			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-14
	Interest rate swap agreements, at fair value 1		$	447	$	—	$	447	$	(133	)	$	(314	)	$	—
	Repurchase agreements		45,327		—		45,327		(4,759		)	(40,568		)	—
	Total derivative, other hedging instruments and other liabilities		$	45,774	$	—	$	45,774	$	(4,892	)	$	(40,882	)	$	—
	31-Dec-13
	Interest rate swap agreements, at fair value 1		$	400	$	—	$	400	$	(331	)	$	(69	)	$	—
	Repurchase agreements		63,533		—		63,533		(1,881		)	(61,652		)	—
	Total derivative, other hedging instruments and other liabilities		$	63,933	$	—	$	63,933	$	(2,212	)	$	(61,721	)	$	—
	_______________________
	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.

Fair_Value_Measurements_Tables

Fair Value Measurements (Tables)	9 Months Ended
	Sep. 30, 2014
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, 2014 and December 31, 2013 (dollars in millions):
		Fair Value Hierarchy
		Level 1		Level 2		Level 3
	September 30, 2014
	Assets:
	Agency securities	$	—	$	50,420	$	—
	Agency securities transferred to consolidated VIEs	—		1,310		—
	U.S. Treasury securities	1,214		—		—
	Interest rate swaps	—		344		—
	Swaptions	—		70		—
	REIT equity securities	66		—
	U.S. Treasury futures	6		—		—
	TBA securities	—		42		—
	Total	$	1,286	$	52,186	$	—
	Liabilities:
	Debt of consolidated VIEs	$	—	$	796	$	—
	Obligation to return U.S. Treasury securities borrowed under reverse repurchase agreements	4,742		—		—
	Interest rate swaps	—		447		—
	TBA securities	—		63		—
	Total	$	4,742	$	1,306	$	—
	December 31, 2013
	Assets:
	Agency securities	$	—	$	64,482	$	—
	Agency securities transferred to consolidated VIEs	—		1,459		—
	U.S. Treasury securities	3,822		—		—
	Interest rate swaps	—		880		—
	Swaptions	—		258		—
	REIT equity securities	237		—		—
	U.S. Treasury futures	39		—		—
	TBA securities	—		17		—
	Total	$	4,098	$	67,096	$	—
	Liabilities:
	Debt of consolidated VIEs	$	—	$	910	$	—
	Obligation to return U.S. Treasury securities borrowed under reverse repurchase agreements	1,848		—		—
	Interest rate swaps	—		400		—
	TBA securities	—		22		—
	Total	$	1,848	$	1,332	$	—

Stockholders_Equity_Equity_Off

Stockholders' Equity Equity Offerings (Tables)	9 Months Ended
	Sep. 30, 2014
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, 2014 and 2013 (in millions):
	Accumulated Other Comprehensive Income (Loss)	Net Unrealized Gain (Loss) on Available-for-Sale MBS			Net Unrealized Gain (Loss) on Swaps			Total Accumulated
								OCI
								Balance
	Three Months Ended September 30, 2014
	Balance as of June 30, 2014	$	225		$	(213	)	$	12
	OCI before reclassifications	(239		)	—			(239		)
	Amounts reclassified from accumulated OCI	(14		)	38			24
	Balance as of September 30, 2014	$	(28	)	$	(175	)	$	(203	)
	Three Months Ended September 30, 2013
	Balance as of June 30, 2013	$	(1,610	)	$	(388	)	$	(1,998	)
	OCI before reclassifications	100			—			100
	Amounts reclassified from accumulated OCI	733			47			780
	Balance as of September 30, 2013	$	(777	)	$	(341	)	$	(1,118	)
	Nine Months Ended September 30, 2014
	Balance as of December 31, 2013	$	(1,087	)	$	(296	)	$	(1,383	)
	OCI before reclassifications	1,076			—			1,076
	Amounts reclassified from accumulated OCI	(17		)	121			104
	Balance as of September 30, 2014	$	(28	)	$	(175	)	$	(203	)
	Nine Months Ended September 30, 2013
	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
	Balance as of September 30, 2013	$	(777	)	$	(341	)	$	(1,118	)
	The following tables summarize reclassifications out of accumulated OCI for the three and nine months ended September 30, 2014 and 2013 (in millions):
		Three Months Ended September 30,						Line Item in the Consolidated
								Statements of Comprehensive Income
	Amounts Reclassified from Accumulated OCI	2014			2013			Where Net Income is Presented
	Gain amounts reclassified from accumulated OCI for available-for-sale MBS	$	(14	)	$	733		Gain (loss) on sale of agency securities, net
	Periodic interest costs of interest rate swaps previously designated as hedges under GAAP, net	38			47			Interest expense
	Total reclassifications	$	24		$	780
		Nine Months Ended September 30,						Line Item in the Consolidated
								Statements of Comprehensive Income
	Amounts Reclassified from Accumulated OCI	2014			2013			Where Net Income is Presented
	(Gain) loss amounts reclassified from accumulated OCI for available-for-sale MBS	$	(17	)	$	742		Gain (loss) on sale of agency securities, net
	Periodic interest costs of interest rate swaps previously designated as hedges under GAAP, net	121			144			Interest expense
	Total reclassifications	$	104		$	886

Organization_Details

Organization (Details)	9 Months Ended
	Sep. 30, 2014
Organization [Abstract]	'
Required distribution of taxable net income on a annual basis	90.00%
Intended Annual Distribution of Taxable Net Income	100.00%

Investment_Securities_Narrativ

Investment Securities (Narrative) (Details) (USD $)

9 Months Ended

12 Months Ended

3 Months Ended

9 Months Ended

Sep. 30, 2014

Sep. 30, 2013

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Dec. 31, 2013

Agency Securities [Member]

Agency Securities [Member]

Interest Only And Principal Only Strip [Member]

Interest Only And Principal Only Strip [Member]

Interest Only And Principal Only Strip [Member]

Interest Only And Principal Only Strip [Member]

TBA securities Fifteen Year and Thirty Year Securities [Member]

TBA securities Fifteen Year and Thirty Year Securities [Member]

Schedule of Available-for-sale Securities [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Total Agency Securities

$51,730,000,000

'

$65,941,000,000

'

'

'

'

'

'

'

'

Derivative Asset, Fair Value, Gross Asset

'

'

'

'

'

'

'

'

'

17,748,000,000

2,271,000,000

Derivative, Fair Value, Net

'

'

'

'

'

'

'

'

'

-21,000,000

[1]

-5,000,000

[1]

Unrealized Gain (Loss) on Securities

'

'

'

'

'

4,000,000

14,000,000

31,000,000

-8,000,000

'

'

Debt Instrument, Unamortized Discount (Premium), Net

'

'

'

2,300,000,000

3,000,000,000

'

'

'

'

'

'

Gain Loss on Other Debt

6,000,000

33,000,000

'

'

'

'

'

'

'

'

'

Future Prepayment Rate Assumption Of Investment Portfolio

8.00%

'

7.00%

'

'

'

'

'

'

'

'

Fair value of CMO securities and interest-only strips

1,600,000,000

'

1,700,000,000

'

'

'

'

'

'

'

'

Securitized CMO Securities

2,200,000,000

'

2,300,000,000

'

'

'

'

'

'

'

'

CMO and Interest Only, Pricincipal Only Securities, Maximum Loss Exposure

270,000,000

'

246,000,000

'

'

'

'

'

'

'

'

Fair value of agency securities collaterizing debt issued by securitization trust

1,300,000,000

'

1,500,000,000

'

'

'

'

'

'

'

'

Principal balance of agency securities collaterizing debt issued by securitization trust

1,200,000,000

'

1,400,000,000

'

'

'

'

'

'

'

'

Debt Instrument, Face Amount

780,000,000

'

900,000,000

'

'

'

'

'

'

'

'

Other Long-term Debt

$796,000,000

'

$910,000,000

'

'

'

'

'

'

'

'

[1]

Notional amount represents the par value (or principal balance) of the underlying agency security.

Investment_Securities_Summary_

Investment Securities (Summary of Investment in Agency Security) (Details) (USD $)	9 Months Ended		12 Months Ended
	Sep. 30, 2014		Dec. 31, 2013
Available-for-sale Securities Pledged as Collateral	$46,162,000,000		$62,205,000,000
Amortized cost	51,344,000,000		66,593,000,000
Total agency MBS, at fair value	51,730,000,000		65,941,000,000
Weighted average coupon	3.65%		3.58%	[1]
Weighted average yield	2.78%		2.70%	[2]
Weighted average yield for the year ended	2.71%		0.00%
Unamortized principal balance of interest-only strips	1,200,000,000		1,400,000,000
Unamortized principal balance of principal-only strips	250,000,000		271,000,000
Weighted average contractual interest rate of interest only strips	5.48%		5.50%
Average prepayment rate based on forward rate assumption	8.00%		7.00%
Restricted Cash and Cash Equivalents	794,000,000		101,000,000
Federal National Mortgage Association Certificates and Obligations (FNMA) [Member]	'		'
Total agency MBS, at fair value	40,758,000,000		52,693,000,000
Weighted average coupon	3.63%	[1]	3.53%	[1]
Weighted average yield	2.78%	[2]	2.66%	[2]
Weighted average yield for the year ended	2.69%		0.00%
Federal Home Loan Mortgage Corporation Certificates and Obligations (FHLMC) [Member]	'		'
Total agency MBS, at fair value	10,787,000,000		13,013,000,000
Weighted average coupon	3.75%	[1]	3.78%	[1]
Weighted average yield	2.81%	[2]	2.87%	[2]
Weighted average yield for the year ended	2.77%		0.00%
Government National Mortgage Association Certificates and Obligations (GNMA) [Member]	'		'
Total agency MBS, at fair value	185,000,000		235,000,000
Weighted average coupon	3.54%	[1]	3.56%	[1]
Weighted average yield	1.64%	[2]	1.66%	[2]
Weighted average yield for the year ended	1.48%		0.00%
Available-for-sale Securities [Member]	'		'
Agency MBS, par	49,222,000,000		63,777,000,000
Unamortized discount	43,000,000		32,000,000
Unamortized premium	2,165,000,000		2,848,000,000
Amortized cost	51,344,000,000		66,593,000,000
Gross unrealized gains	446,000,000		260,000,000
Gross unrealized losses	474,000,000		1,349,000,000
Total available-for-sale agency MBS, at fair value	51,316,000,000		65,504,000,000
Available-for-sale Securities [Member] | Federal National Mortgage Association Certificates and Obligations (FNMA) [Member]	'		'
Agency MBS, par	38,757,000,000		50,914,000,000
Unamortized discount	38,000,000		25,000,000
Unamortized premium	1,653,000,000		2,210,000,000
Amortized cost	40,372,000,000		53,099,000,000
Gross unrealized gains	334,000,000		181,000,000
Gross unrealized losses	333,000,000		991,000,000
Total available-for-sale agency MBS, at fair value	40,373,000,000		52,289,000,000
Available-for-sale Securities [Member] | Federal Home Loan Mortgage Corporation Certificates and Obligations (FHLMC) [Member]	'		'
Agency MBS, par	10,289,000,000		12,640,000,000
Unamortized discount	5,000,000		7,000,000
Unamortized premium	507,000,000		631,000,000
Amortized cost	10,791,000,000		13,264,000,000
Gross unrealized gains	108,000,000		74,000,000
Gross unrealized losses	141,000,000		358,000,000
Total available-for-sale agency MBS, at fair value	10,758,000,000		12,980,000,000
Available-for-sale Securities [Member] | Government National Mortgage Association Certificates and Obligations (GNMA) [Member]	'		'
Agency MBS, par	176,000,000		223,000,000
Unamortized discount	0		0
Unamortized premium	5,000,000		7,000,000
Amortized cost	181,000,000		230,000,000
Gross unrealized gains	4,000,000		5,000,000
Gross unrealized losses	0		0
Total available-for-sale agency MBS, at fair value	185,000,000		235,000,000
Agency MBS remeasured at fair value through earnings [Member]	'		'
Interest-only and principal-only strips, amortized cost	386,000,000		432,000,000
Gross unrealized gains	31,000,000		16,000,000
Gross unrealized losses	-3,000,000		-11,000,000
Total agency MBS remeasured at fair value through earnings, at fair value	414,000,000		437,000,000
Agency MBS remeasured at fair value through earnings [Member] | Federal National Mortgage Association Certificates and Obligations (FNMA) [Member]	'		'
Interest-only and principal-only strips, amortized cost	359,000,000		400,000,000
Gross unrealized gains	28,000,000		13,000,000
Gross unrealized losses	-2,000,000		-9,000,000
Total agency MBS remeasured at fair value through earnings, at fair value	385,000,000		404,000,000
Agency MBS remeasured at fair value through earnings [Member] | Federal Home Loan Mortgage Corporation Certificates and Obligations (FHLMC) [Member]	'		'
Interest-only and principal-only strips, amortized cost	27,000,000		32,000,000
Gross unrealized gains	3,000,000		3,000,000
Gross unrealized losses	-1,000,000		-2,000,000
Total agency MBS remeasured at fair value through earnings, at fair value	29,000,000		33,000,000
Agency MBS remeasured at fair value through earnings [Member] | Government National Mortgage Association Certificates and Obligations (GNMA) [Member]	'		'
Interest-only and principal-only strips, amortized cost	0		0
Gross unrealized gains	0		0
Gross unrealized losses	0		0
Total agency MBS remeasured at fair value through earnings, at fair value	0		0
Assets Pledged to Us [Member]	'		'
Available-for-sale Securities Pledged as Collateral	'		82,000,000
Restricted Cash and Cash Equivalents	134,000,000		366,000,000
Assets Pledged to Us [Member] | Derivative [Member]	'		'
Available-for-sale Securities Pledged as Collateral	'		82,000,000
Derivative [Member]	'		'
Available-for-sale Securities Pledged as Collateral	20,000,000		28,000,000
Restricted Cash and Cash Equivalents	741,000,000		41,000,000
Derivative [Member] | Assets Pledged to Us [Member]	'		'
Restricted Cash and Cash Equivalents	$134,000,000		$366,000,000
[1]	The underlying unamortized principal balance ("UPB" or "par value") of our interest-only agency MBS strips was $1.2 billion and the weighted average contractual interest we are entitled to receive was 5.48% of this amount as of SeptemberB 30, 2014. The par value of our principal-only agency MBS strips was $250 million as of SeptemberB 30, 2014.
[2]	Incorporates a weighted average future constant prepayment rate assumption of 8% based on forward rates as of SeptemberB 30, 2014

Investment_Securities_Componen

Investment Securities (Components Of Investment Securities) (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Amortized cost	$51,730	$67,025
Gross unrealized gains	477	276
Gross unrealized losses	477	1,360
Available-for-sale Securities, Fair Value Disclosure	51,316	65,504
Available-for-sale Securities, Amortized Cost Basis	51,344	66,593
Total agency MBS, at fair value	51,730	65,941
Fixed-Rate [Member]	'	'
Gross unrealized gains	407	242
Gross unrealized losses	473	1,338
Adjustable-Rate [Member]	'	'
Gross unrealized gains	20	15
Gross unrealized losses	0	3
CMO [Member]	'	'
Gross unrealized gains	19	3
Gross unrealized losses	1	8
Interest Only And Principal Only Strip [Member]	'	'
Gross unrealized gains	31	16
Gross unrealized losses	3	11
Agency Securities [Member] | Fixed-Rate [Member]	'	'
Available-for-sale Securities, Fair Value Disclosure	49,170	62,961
Available-for-sale Securities, Amortized Cost Basis	49,236	64,057
Agency Securities [Member] | Adjustable-Rate [Member]	'	'
Available-for-sale Securities, Fair Value Disclosure	922	1,235
Available-for-sale Securities, Amortized Cost Basis	902	1,223
Agency Securities [Member] | CMO [Member]	'	'
Available-for-sale Securities, Fair Value Disclosure	1,224	1,308
Available-for-sale Securities, Amortized Cost Basis	1,206	1,313
Agency Securities [Member] | Interest Only And Principal Only Strip [Member]	'	'
Trading Securities, Cost	386	432
Trading Securities, Other	$414	$437

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, 2014	Dec. 31, 2013
Weighted Average Life Interest Only Securities	'6 years 6 months	'6 years 4 months
Weighted Average Life Principal Only Securities	'8 years 8 months 12 days	'8 years 7 months
Agency securities classified as available for sale, Fair value	$51,316	$65,504
Agency securities classified as available for sale, Amortized cost	51,344	66,593
Weighted average coupon	3.53%	3.47%
Available For Sale Securities Weighted Average Life yield	2.76%	2.68%
Less Than or Equal to One Year [Member]	'	'
Available For Sale Securities Weighted Average Life Fair Value	'	129
Available For Sale Securities Weighted Average Life Amortized Cost	'	129
Weighted average coupon	'	3.07%
Available For Sale Securities Weighted Average Life yield	'	2.53%
Greater Than One Year and Less Than or Equal to Three Years [Member]	'	'
Available For Sale Securities Weighted Average Life Fair Value	252	498
Available For Sale Securities Weighted Average Life Amortized Cost	243	491
Weighted average coupon	4.19%	4.08%
Available For Sale Securities Weighted Average Life yield	2.44%	2.25%
Greater Than Three Years and Less Than or Equal to Five Years [Member]	'	'
Available For Sale Securities Weighted Average Life Fair Value	19,885	24,471
Available For Sale Securities Weighted Average Life Amortized Cost	19,687	24,342
Weighted average coupon	3.39%	3.59%
Available For Sale Securities Weighted Average Life yield	2.46%	2.57%
Greater Than Five Years [Member]	'	'
Available For Sale Securities Weighted Average Life Fair Value	29,536	38,522
Available For Sale Securities Weighted Average Life Amortized Cost	29,769	39,635
Weighted average coupon	3.65%	3.39%
Available For Sale Securities Weighted Average Life yield	2.93%	2.73%
Greater Than Ten Years [Member]	'	'
Available For Sale Securities Weighted Average Life Fair Value	1,643	1,884
Available For Sale Securities Weighted Average Life Amortized Cost	$1,645	$1,996
Weighted average coupon	3.11%	3.66%
Available For Sale Securities Weighted Average Life yield	3.16%	2.96%

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, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'
Unrealized gain (loss) on available-for-sale securities, net	($253)	$833	$1,059	($2,817)
Agency Securities [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'
Beginning OCI Balance	225	-1,610	-1,087	2,040
Unrealized gain (loss) on available-for-sale securities, net	-239	100	1,076	-3,559
Reversal of prior Period Unrealized (Gains) and Losses, Net on Realization	-14	733	-17	742
Ending OCI Balance	($28)	($777)	($28)	($777)

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, 2014	Dec. 31, 2013
Accumulated Other Comprehensive Income (Loss) [Member]	'	'
Unrealized Loss Position For - Estimated Fair Value - Less than 12 Months	$6,709	$42,853
Unrealized Loss Position For - Unrealized Loss - Less than 12 Months	-23	-1,248
Unrealized Loss Position For - Estimated Fair Value - 12 Months or More	17,677	1,586
Unrealized Loss Position For - Unrealized Loss - 12 Months or More	-451	-101
Unrealized Loss Position For - Estimated Fair Value - Total	24,386	44,439
Unrealized Loss Position For - Unrealized Loss - Total	($474)	($1,349)

Investment_Securities_Summary_4

Investment Securities (Summary Of Net Gain From Sale Of Agency Securities) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Proceeds from agency MBS sold	'	'	($34,203)	($45,496)
Gain (Loss) on Sales of Mortgage Backed Securities (MBS)	14	-733	17	-742
Agency Securities [Member]	'	'	'	'
Agency MBS sold, at cost	-8,763	-25,147	-25,640	-60,541
Proceeds from agency MBS sold	-8,777	-24,414	-25,657	-59,799
Gain (Loss) on Sales of Mortgage Backed Securities (MBS)	14	-733	17	-742
Gross gains on sale of agency MBS	41	2	132	183
Gross losses on sale of agency MBS	27	735	115	925
Interest Only And Principal Only Strip [Member]	'	'	'	'
Unrealized Gain (Loss) on Securities	$4	$14	$31	($8)

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, 2014	Dec. 31, 2013
Debt Instrument [Line Items]	'	'
Weighted Average Life of Other Debt	'6 years 2 months 12 days	'
Other Long-term Debt	$796	$910
Debt Instrument, Face Amount	$780	$900
Debt Instrument, Description of Variable Rate Basis, LIBOR	'LIBOR	'
Spread Over LIBOR	'43	'42

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, 2014	Dec. 31, 2013
Other Long-term Debt	$796	$910
Spread Over LIBOR	'43	'42
Debt Instrument, Face Amount	780	900
Borrowings Outstanding	45,327	63,533
Weighted Average Days to Maturity	146	119
30 Days or Less [Member]	'	'
Borrowings Outstanding	15,024	23,577
Average Interest Rate	0.33%	0.42%
Weighted Average Days to Maturity	15	15
2 to 3 Months	'	'
Borrowings Outstanding	14,149	20,490
Average Interest Rate	0.39%	0.43%
Weighted Average Days to Maturity	57	61
4 to 6 Months	'	'
Borrowings Outstanding	6,042	6,946
Average Interest Rate	0.46%	0.45%
Weighted Average Days to Maturity	144	140
7 to 9 Months	'	'
Borrowings Outstanding	2,760	2,232
Average Interest Rate	0.48%	0.53%
Weighted Average Days to Maturity	216	230
10 to 12 Months	'	'
Borrowings Outstanding	1,290	3,607
Average Interest Rate	0.51%	0.54%
Weighted Average Days to Maturity	314	323
13 to 24 Months	'	'
Borrowings Outstanding	2,555	3,261
Average Interest Rate	0.59%	0.60%
Weighted Average Days to Maturity	452	603
25 to 36 Months	'	'
Borrowings Outstanding	100	500
Average Interest Rate	0.68%	0.62%
Weighted Average Days to Maturity	853	930
37 to 48 months	'	'
Borrowings Outstanding	752	202
Average Interest Rate	0.63%	0.71%
Weighted Average Days to Maturity	1,325	1,257
49 to 60 Months	'	'
Borrowings Outstanding	900	400
Average Interest Rate	0.68%	0.66%
Weighted Average Days to Maturity	1,634	1,574
US Treasury Securities [Member]	'	'
Borrowings Outstanding	1,755	2,318
Average Interest Rate	-1.29%	0.02%
Weighted Average Days to Maturity	1	1
Repurchase Agreements [Member]	'	'
Average Interest Rate	0.35%	0.44%
Agency Securities [Member]	'	'
Borrowings Outstanding	$43,572	$61,215
Weighted Average Days to Maturity	152	124
Agency Securities [Member] | Repurchase Agreements [Member]	'	'
Average Interest Rate	0.41%	0.45%

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

12 Months Ended

9 Months Ended

9 Months Ended

9 Months Ended

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Dec. 31, 2013

Sep. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [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]

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]

TBA and Forward Settling Agency Securities [Member]

TBA and Forward Settling Agency Securities [Member]

Forward Contracts [Member]

Interest Rate Swaps [Member]

Fair Value, Inputs, Level 2 [Member]

Fair Value, Inputs, Level 2 [Member]

Interest Rate Swap [Member]

Fair Value, Measurements, Recurring [Member]

Fair Value, Measurements, Recurring [Member]

Purchases Of TBAs And Forward Settling Agency Securities [Member]

Gain (loss) on REIT Equity Securities

($2,000,000)

'

$71,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative assets, at fair value

462,000,000

'

462,000,000

'

1,194,000,000

'

'

'

'

'

'

'

'

'

'

'

'

17,000,000

42,000,000

'

Derivative Instruments, Gain Reclassified from Accumulated OCI into Income, Effective Portion

82,000,000

131,000,000

-252,000,000

320,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

38,000,000

47,000,000

121,000,000

144,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Net Periodic Interest Rate Costs on Swaps

120,000,000

178,000,000

373,000,000

464,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Gain On Interest Only Securities Remeasured at Fair Value Through Earnings

4,000,000

14,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

'

'

'

'

'

'

'

'

'

'

-175,000,000

213,000,000

296,000,000

-341,000,000

388,000,000

485,000,000

'

'

'

'

Derivative, Average Remaining Maturity

'

'

'

'

'

'

'

'6 years 4 months 24 days

'

'4 years 8 months

'

'

'

'

'

'

'1 year 7 months 6 days

'

'

'8 years 3 months 18 days

Obligation to return securities borrowed under reverse repurchase agreements, at fair value

4,742,000,000

'

4,742,000,000

'

1,848,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Receivable Under Reverse Repurchase Agreements

5,258,000,000

'

5,258,000,000

'

1,881,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Proceeds from sales of treasury securities

'

'

4,700,000,000

'

1,900,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

'

'

'

'

'

'

'

'

'

'

115,000,000

'

'

'

'

'

'

'

'

'

Notional Amount

6,150,000,000

'

6,150,000,000

'

'

40,225,000,000

'

40,225,000,000

'

43,250,000,000

'

'

'

'

'

'

'

'

'

'

Credit Derivative, Maximum Exposure, Undiscounted

0.01

'

0.01

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Variable Interest Entity, Measure of Activity, Expense

6,000,000

'

-6,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

($59,000,000)

($351,000,000)

($761,000,000)

$985,000,000

'

($26,000,000)

($222,000,000)

($993,000,000)

$967,000,000

'

'

'

'

'

'

'

'

'

'

'

Derivative_and_Other_Hedging_I3

Derivative and Other Hedging Instruments (Summary Of Outstanding Interest Rate Swaps) (Details) (USD $)	3 Months Ended		9 Months Ended			12 Months Ended	9 Months Ended	12 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Dec. 31, 2013	Sep. 30, 2014	Dec. 31, 2013	Sep. 30, 2014	Dec. 31, 2013	Sep. 30, 2014
					Interest Rate Swap [Member]	Interest Rate Swap [Member]	Forward Contracts [Member]	Forward Contracts [Member]	Interest Rate Swaps Excluding Forward Starting [Member]	Interest Rate Swaps Excluding Forward Starting [Member]	Less Than or Equal to One Year [Member]
							Interest Rate Swap [Member]	Interest Rate Swap [Member]	Interest Rate Swap [Member]	Interest Rate Swap [Member]	Receiver Interest Rate Swaps [Member]
											years
Options At Cost	'	'	$132	'	'	'	'	'	'	'	$10
Derivative, Notional Amount	'	'	'	'	'	'	13,200	4,000	'	'	'
Derivative, Higher Remaining Maturity Range	'	'	'	'	'	'	'1 year 4 months 24 days	'1 year 10 months 14 days	'	'	'
Derivative, Average Fixed Interest Rate	'	'	'	'	2.22%	1.70%	'	'	1.82%	1.57%	2.08%
Derivative Instruments, Gain Reclassified from Accumulated OCI into Income, Effective Portion	82	131	-252	320	'	'	'	'	'	'	'
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax	38	47	121	144	'	'	'	'	'	'	'
Interest Rate Derivatives, at Fair Value, Net	61	'	61	'	'	'	'	'	'	'	9
Cash Flow Hedges Derivative Instruments Not Designated As Hedging Instruments Average Months To Expiration	'	'	'	'	'	'	'	'	'	'	4
Notional Amount	$6,150	'	$6,150	'	$40,225	$43,250	'	'	'	'	$2,500
Interest Rate Derivative Not Designated As Hedging Instruments Receive Rate	'	'	'	'	'	'	'	'	'	'	'3M
Derivative, Average Remaining Maturity	'	'	'	'	'6 years 4 months 24 days	'4 years 8 months	'8 years 3 months 18 days	'	'	'	'8 years 2 months 12 days

Derivative_and_Other_Hedging_I4

Derivative and Other Hedging Instruments (Remaining Interest Rate Swap Term) (Details) (USD $)	3 Months Ended		9 Months Ended			12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Dec. 31, 2013
					Interest Rate Swap [Member]	Interest Rate Swap [Member]
Unrealized (loss) gain on derivative instruments, net	$38	$47	$121	$144	'	'
Notional Amount	6,150	'	6,150	'	40,225	43,250
Derivative, Average Remaining Maturity	'	'	'	'	'6 years 4 months 24 days	'4 years 8 months
Average Fixed Pay Rate	'	'	'	'	2.22%	1.70%
Average Receive Rate	'	'	'	'	0.22%	0.22%
Net Estimated Fair Value	'	'	'	'	($103)	$480

Derivative_and_Other_Hedging_I5

Derivative and Other Hedging Instruments (Summary Of Outstanding Interest Rate Swaps Designated As Hedging Instruments) (Details) (USD $)	3 Months Ended		9 Months Ended			12 Months Ended			9 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Dec. 31, 2013	Sep. 30, 2014	Dec. 31, 2013	Sep. 30, 2014	Sep. 30, 2014	Dec. 31, 2013
					Interest Rate Swap [Member]	Interest Rate Swap [Member]	Interest Rate Swap [Member]	Interest Rate Swap [Member]	Interest Rate Swaps [Member]	Interest Rate Swap [Member]	Interest Rate Swap [Member]
							Interest Rate Swaps Excluding Forward Starting [Member]	Interest Rate Swaps Excluding Forward Starting [Member]	Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]	Forward Contracts [Member]	Forward Contracts [Member]
Derivative [Line Items]	'	'	'	'	'	'	'	'	'	'	'
Derivative, Average Remaining Maturity	'	'	'	'	'6 years 4 months 24 days	'4 years 8 months	'	'	'1 year 7 months 6 days	'8 years 3 months 18 days	'
Derivative Instruments, Gain Reclassified from Accumulated OCI into Income, Effective Portion	$82	$131	($252)	$320	'	'	'	'	'	'	'
Derivative, Notional Amount	'	'	'	'	'	'	'	'	'	13,200	4,000
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax	38	47	121	144	'	'	'	'	'	'	'
Derivative, Higher Remaining Maturity Range	'	'	'	'	'	'	'	'	'	'1 year 4 months 24 days	'1 year 10 months 14 days
Derivative, Average Fixed Interest Rate	'	'	'	'	2.22%	1.70%	1.82%	1.57%	'	'	'
Notional Amount	$6,150	'	$6,150	'	$40,225	$43,250	'	'	'	'	'

Derivative_and_Other_Hedging_I6

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, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Derivatives, Fair Value [Line Items]	'	'	'	'
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax	$38	$47	$121	$144
Net Periodic Interest Rate Costs on Swaps	120	178	373	464
Derivative Instruments, Gain Reclassified from Accumulated OCI into Income, Effective Portion	$82	$131	($252)	$320

Derivative_and_Other_Hedging_I7

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, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Dec. 31, 2013
					Interest Rate Swap [Member]	Interest Rate Swap [Member]
Net Periodic Interest Rate Costs on Swaps	$120	$178	$373	$464	'	'
Notional Amount	6,150	'	6,150	'	40,225	43,250
Derivative Instruments, Gain Reclassified from Accumulated OCI into Income, Effective Portion	$82	$131	($252)	$320	'	'

Derivative_and_Other_Hedging_I8

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, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Notional Amount	$6,150	'	$6,150	'
Unrealized (loss) gain on derivative instruments, net	$38	$47	$121	$144

Derivative_and_Other_Hedging_I9

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, 2014		Sep. 30, 2013	Sep. 30, 2014		Sep. 30, 2013	Jun. 30, 2014	Dec. 31, 2013		Jun. 30, 2013	Dec. 31, 2012
Gain Loss on Other Debt	'		'	$6		$33	'	'		'	'
Gain On Interest Only Securities Remeasured at Fair Value Through Earnings	4		14	'		'	'	'		'	'
Notional Amount	6,150		'	6,150		'	'	'		'	'
Gain (loss) on REIT Equity Securities	-2		'	71		'	'	'		'	'
Variable Interest Entity, Measure of Activity, Expense	6		'	-6		'	'	'		'	'
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	-59		-351	-761		985	'	'		'	'
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	462		'	462		'	'	1,194		'	'
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	-510		'	-510		'	'	-422		'	'
Put Option [Member]	'		'	'		'	'	'		'	'
Notional Amount	'		-50	'		-50	-100	-50		'	'
Notional Amount Of Derivatives Not Designated As Hedging Instruments Additions During The Period	'		-50	-150		-50	'	'		'	'
Notional Amount Of Derivatives Not Designated As Hedging Instruments Settlement Expiration During The Period	100		'	150		'	'	'		'	'
TBA and Forward Settling Agency Securities [Member]	'		'	'		'	'	'		'	'
Notional Amount	17,259		-7,326	17,259		-7,326	17,811	2,119		14,408	12,477
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	33		-82	637		-756	'	'		'	'
Notional Amount Of Derivatives Not Designated As Hedging Instruments Additions During The Period	44,438		-33,697	134,760		74,996	'	'		'	'
Notional Amount Of Derivatives Not Designated As Hedging Instruments Settlement Expiration During The Period	'		11,963	'		-94,799	'	'		'	'
Interest Rate Swap [Member]	'		'	'		'	'	'		'	'
Notional Amount	40,225		'	40,225		'	'	43,250		'	'
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	-26		-222	-993		967	'	'		'	'
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	-447		'	-447		'	'	-400		'	'
Notional Amount Of Derivatives Not Designated As Hedging Instruments Additions During The Period	-3,625		-850	-12,325		-16,700	'	'		'	'
Notional Amount Of Derivatives Not Designated As Hedging Instruments Settlement Expiration During The Period	11,300		6,300	15,350		13,350	'	'		'	'
Interest Rate Swaption [Member]	'		'	'		'	'	'		'	'
Notional Amount	'		'	'		'	'	14,250		'	'
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	-14		-134	-160		276	'	'		'	'
Notional Amount Of Derivatives Not Designated As Hedging Instruments Additions During The Period	'		-9,450	'		-23,800	'	'		'	'
Notional Amount Of Derivatives Not Designated As Hedging Instruments Settlement Expiration During The Period	3,000		13,000	11,850		18,050	'	'		'	'
Purchases Of TBAs And Forward Settling Agency Securities [Member]	'		'	'		'	'	'		'	'
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	'		'	'		'	'	17		'	'
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	-63		'	-63		'	'	-22		'	'
Notional Amount Of Derivatives Not Designated As Hedging Instruments Settlement Expiration During The Period	-44,990		'	-119,620		'	'	'		'	'
Future [Member] | US Treasury Securities [Member]	'		'	'		'	'	'		'	'
Notional Amount	-730		-1,730	-730		-1,730	-730	-1,730		-2,430	0
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	0		-49	-55		14	'	'		'	'
Notional Amount Of Derivatives Not Designated As Hedging Instruments Additions During The Period	-730		-3,730	-2,190		-7,359	'	'		'	'
Notional Amount Of Derivatives Not Designated As Hedging Instruments Settlement Expiration During The Period	730		4,430	3,190		5,629	'	'		'	'
Long [Member] | US Treasury Securities [Member]	'		'	'		'	'	'		'	'
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	-8		46	72		50	'	'		'	'
Trading Securities	1,223		4,851	1,223		4,851	1,250	3,927		3,750	0
Trading Securities Added During the Period	5,028		12,350	9,963		19,654	'	'		'	'
Notional Amount Of Trading Securities Settlement Expiration During The Period	-5,055		-11,249	-12,667		-14,803	'	'		'	'
Not Designated as Hedging Instrument [Member] | Interest Rate Swap [Member]	'		'	'		'	'	'		'	'
Notional Amount	-40,225		-50,200	-40,225		-50,200	-47,900	-43,250		-55,650	-46,850
Not Designated as Hedging Instrument [Member] | Interest Rate Swaption [Member]	'		'	'		'	'	'		'	'
Notional Amount	'		-20,200	'		-20,200	-7,650	-14,250		-23,750	-14,450
Not Designated as Hedging Instrument [Member] | Payer Swaption [Member]	'		'	'		'	'	'		'	'
Notional Amount	-6,150		'	-6,150		'	'	'		'	'
Not Designated as Hedging Instrument [Member] | Receiver Swaption [Member]	'		'	'		'	'	'		'	'
Notional Amount	2,500		'	2,500		'	1,750	'		'	'
Receiver Swaption [Member] | Interest Rate Swaption [Member]	'		'	'		'	'	'		'	'
Notional Amount Of Derivatives Not Designated As Hedging Instruments Additions During The Period	750		'	2,500		'	'	'		'	'
Payer Swaption [Member] | Interest Rate Swaption [Member]	'		'	'		'	'	'		'	'
Notional Amount Of Derivatives Not Designated As Hedging Instruments Additions During The Period	-1,500		'	-3,750		'	'	'		'	'
TBA securities Fifteen Year and Thirty Year Securities [Member]	'		'	'		'	'	'		'	'
Derivative, Forward Settlement Value	17,769		'	17,769		'	'	2,276		'	'
Derivative Asset, Fair Value, Gross Asset	17,748		'	17,748		'	'	2,271		'	'
Fair Value of Derivative Instruments	-21	[1]	'	-21	[1]	'	'	-5	[1]	'	'
TBA securities Fifteen Year and Thirty Year Securities [Member] | Long [Member]	'		'	'		'	'	'		'	'
Derivative, Forward Settlement Value	21,029		'	21,029		'	'	6,882		'	'
Derivative Asset, Fair Value, Gross Asset	21,006		'	21,006		'	'	6,864		'	'
Fair Value of Derivative Instruments	-23		'	-23		'	'	-18		'	'
TBA securities Fifteen Year and Thirty Year Securities [Member] | Short [Member]	'		'	'		'	'	'		'	'
Derivative, Forward Settlement Value	-3,260		'	-3,260		'	'	-4,606		'	'
Derivative Liability, Fair Value, Gross Liability	-3,258		'	-3,258		'	'	-4,593		'	'
Fair Value of Derivative Instruments	2		'	2		'	'	13		'	'
Short [Member] | US Treasury Securities [Member]	'		'	'		'	'	'		'	'
Notional Amount	-4,699		-1,910	-4,699		-1,910	-5,988	-2,007		-10,477	-11,835
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	-44		90	-262		434	'	'		'	'
Notional Amount Of Derivatives Not Designated As Hedging Instruments Additions During The Period	-5,974		-11,266	-21,830		-31,408	'	'		'	'
Notional Amount Of Derivatives Not Designated As Hedging Instruments Settlement Expiration During The Period	7,263		19,833	19,138		41,333	'	'		'	'
Fair Value, Inputs, Level 2 [Member] | Interest Rate Swap [Member]	'		'	'		'	'	'		'	'
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	344		'	344		'	'	880		'	'
Fair Value, Inputs, Level 2 [Member] | Interest Rate Swaption [Member]	'		'	'		'	'	'		'	'
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	70		'	70		'	'	258		'	'
Fair Value, Inputs, Level 1 [Member] | US Treasury Securities [Member] | Future [Member]	'		'	'		'	'	'		'	'
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	6		'	6		'	'	-39		'	'
Interest Only And Principal Only Strip [Member]	'		'	'		'	'	'		'	'
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	'		'	'		-8	'	'		'	'
Other Derivatives [Member]	'		'	'		'	'	'		'	'
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	'		$2	($7)		($3)	'	'		'	'
[1]	Notional amount represents the par value (or principal balance) of the underlying agency security.

Recovered_Sheet2

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

12 Months Ended

3 Months Ended

9 Months Ended

12 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

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Jun. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2014

Jun. 30, 2014

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2013

Dec. 31, 2012

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swaption [Member]

Interest Rate Swaption [Member]

Interest Rate Swaption [Member]

Interest Rate Swaption [Member]

Interest Rate Swaption [Member]

TBA and Forward Settling Agency Securities [Member]

TBA and Forward Settling Agency Securities [Member]

TBA and Forward Settling Agency Securities [Member]

TBA and Forward Settling Agency Securities [Member]

TBA and Forward Settling Agency Securities [Member]

TBA and Forward Settling Agency Securities [Member]

TBA and Forward Settling Agency Securities [Member]

TBA and Forward Settling Agency Securities [Member]

Put Option [Member]

Put Option [Member]

Put Option [Member]

Put Option [Member]

Put Option [Member]

Put Option [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]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Short [Member]

Short [Member]

Short [Member]

Short [Member]

Short [Member]

Short [Member]

Short [Member]

Short [Member]

Long [Member]

Long [Member]

Long [Member]

Long [Member]

Long [Member]

Long [Member]

Long [Member]

Long [Member]

Future [Member]

Future [Member]

Future [Member]

Future [Member]

Future [Member]

Future [Member]

Future [Member]

Future [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swaption [Member]

Interest Rate Swaption [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swaption [Member]

Interest Rate Swaption [Member]

Interest Rate Swaption [Member]

Interest Rate Swaption [Member]

Interest Rate Swaption [Member]

Receiver Swaption [Member]

Receiver Swaption [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

Variable Interest Entity, Measure of Activity, Expense

$6,000,000

'

($6,000,000)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

4,742,000,000

'

4,742,000,000

'

1,848,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

462,000,000

'

462,000,000

'

1,194,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Notional Amount

6,150,000,000

'

6,150,000,000

'

'

40,225,000,000

'

40,225,000,000

'

43,250,000,000

'

'

'

'

14,250,000,000

17,259,000,000

-7,326,000,000

17,259,000,000

-7,326,000,000

17,811,000,000

2,119,000,000

14,408,000,000

12,477,000,000

'

-50,000,000

'

-50,000,000

-100,000,000

-50,000,000

9,350,000,000

16,750,000,000

1,550,000,000

3,600,000,000

7,175,000,000

10,225,000,000

5,200,000,000

5,700,000,000

12,850,000,000

8,825,000,000

5,650,000,000

1,750,000,000

-40,225,000,000

-47,900,000,000

-43,250,000,000

-50,200,000,000

-55,650,000,000

-46,850,000,000

-7,650,000,000

-14,250,000,000

-20,200,000,000

-23,750,000,000

-14,450,000,000

2,500,000,000

1,750,000,000

-4,699,000,000

-1,910,000,000

-4,699,000,000

-1,910,000,000

-5,988,000,000

-2,007,000,000

-10,477,000,000

-11,835,000,000

'

'

'

'

'

'

'

'

-730,000,000

-1,730,000,000

-730,000,000

-1,730,000,000

-730,000,000

-1,730,000,000

-2,430,000,000

0

Net Estimated Fair Value

'

'

'

'

'

-103,000,000

'

-103,000,000

'

480,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-143,000,000

-382,000,000

'

'

66,000,000

81,000,000

-1,000,000

113,000,000

68,000,000

499,000,000

-93,000,000

169,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

510,000,000

'

510,000,000

'

422,000,000

447,000,000

'

447,000,000

'

400,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

'

'

'

'

'

-3,625,000,000

-850,000,000

-12,325,000,000

-16,700,000,000

'

'

-9,450,000,000

'

-23,800,000,000

'

44,438,000,000

-33,697,000,000

134,760,000,000

74,996,000,000

'

'

'

'

'

-50,000,000

-150,000,000

-50,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-5,974,000,000

-11,266,000,000

-21,830,000,000

-31,408,000,000

'

'

'

'

'

'

'

'

'

'

'

'

-730,000,000

-3,730,000,000

-2,190,000,000

-7,359,000,000

'

'

'

'

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

'

'

'

'

'

11,300,000,000

6,300,000,000

15,350,000,000

13,350,000,000

'

3,000,000,000

13,000,000,000

11,850,000,000

18,050,000,000

'

'

11,963,000,000

'

-94,799,000,000

'

'

'

'

100,000,000

'

150,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

7,263,000,000

19,833,000,000

19,138,000,000

41,333,000,000

'

'

'

'

'

'

'

'

'

'

'

'

730,000,000

4,430,000,000

3,190,000,000

5,629,000,000

'

'

'

'

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

-59,000,000

-351,000,000

-761,000,000

985,000,000

'

-26,000,000

-222,000,000

-993,000,000

967,000,000

'

-14,000,000

-134,000,000

-160,000,000

276,000,000

'

33,000,000

-82,000,000

637,000,000

-756,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-44,000,000

90,000,000

-262,000,000

434,000,000

'

'

'

'

-8,000,000

46,000,000

72,000,000

50,000,000

'

'

'

'

0

-49,000,000

-55,000,000

14,000,000

'

'

'

'

Trading Securities Added During the Period

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

5,028,000,000

12,350,000,000

9,963,000,000

19,654,000,000

'

'

'

'

'

'

'

'

'

'

'

'

Notional Amount Of Trading Securities Settlement Expiration During The Period

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-5,055,000,000

-11,249,000,000

-12,667,000,000

-14,803,000,000

'

'

'

'

'

'

'

'

'

'

'

'

Trading Securities

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,223,000,000

4,851,000,000

1,223,000,000

4,851,000,000

1,250,000,000

3,927,000,000

3,750,000,000

0

'

'

'

'

'

'

'

'

Term (Years)

'

'

'

'

'

'

'

'6 years 4 months 24 days

'

'4 years 8 months

'

'

'4 years 10 months 24 days

'

'7 years

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'1 year 9 months 18 days

'1 year 7 months

'5 years 1 month 6 days

'5 years 7 months

'3 years 10 months 24 days

'3 years 11 months

'5 years 9 months 18 days

'6 years

'8 years 4 months 24 days

'8 years 9 months

'13 years 2 months 12 days

'14 years 8 months

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Proceeds from Securities Purchased under Agreements to Resell

'

'

$4,700,000,000

'

$1,900,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative, Average Fixed Interest Rate

'

'

'

'

'

2.22%

'

2.22%

'

1.70%

3.19%

'

3.19%

'

3.09%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1.69%

1.57%

3.89%

3.40%

1.44%

1.07%

2.31%

1.97%

2.55%

2.28%

3.25%

2.79%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative, Average Variable Interest Rate

'

'

'

'

'

0.22%

'

0.22%

'

0.22%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.18%

0.19%

'

'

0.23%

0.24%

0.23%

0.26%

0.23%

0.24%

0.24%

0.24%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Recovered_Sheet3

Derivative and Other Hedging Instruments (Summary Of Outstanding Interest Rate Swaps Agreements Designated As Hedges in the Future) (Details) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Dec. 31, 2013
Cost	132	'
Fair Value	61	'
Notional Amount	6,150	'
Payer Swaption [Member]	'	'
Interest Rate Derivative Not Designated As Hedging Instruments Receive Rate	'3M	'3M
Interest Rate Swaption [Member]	'	'
Cost	'	335
Fair Value	'	258
Cash Flow Hedges Derivative Instruments Not Designated As Hedging Instruments Average Months To Expiration	10	10
Notional Amount	'	14,250
Average Fixed Pay Rate	3.19%	3.09%
Term (Years)	'4 years 10 months 24 days	'7 years
Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member] | Interest Rate Swaps [Member]	'	'
Term (Years)	'1 year 7 months 6 days	'
Less Than or Equal to One Year [Member] | Payer Swaption [Member]	'	'
Interest Rate Derivative Not Designated As Hedging Instruments Receive Rate	'3M	'3M
Less Than or Equal to One Year [Member] | Interest Rate Swaption [Member]	'	'
Cost	90	193
Fair Value	42	117
Cash Flow Hedges Derivative Instruments Not Designated As Hedging Instruments Average Months To Expiration	7	4
Notional Amount	4,600	9,400
Average Fixed Pay Rate	2.96%	2.87%
Term (Years)	'4 years 9 months 18 days	'7 years 9 months
Greater Than One Year and Less Than or Equal to Three Years [Member] | Payer Swaption [Member]	'	'
Interest Rate Derivative Not Designated As Hedging Instruments Receive Rate	'3M	'3M
Greater Than One Year and Less Than or Equal to Three Years [Member] | Interest Rate Swaption [Member]	'	'
Cost	42	105
Fair Value	19	92
Cash Flow Hedges Derivative Instruments Not Designated As Hedging Instruments Average Months To Expiration	20	19
Notional Amount	1,550	3,600
Average Fixed Pay Rate	3.89%	3.40%
Term (Years)	'5 years 1 month 6 days	'5 years 7 months
greater than two years less than or equal to three years [Member] | Payer Swaption [Member]	'	'
Interest Rate Derivative Not Designated As Hedging Instruments Receive Rate	'	'3M
greater than two years less than or equal to three years [Member] | Interest Rate Swaption [Member]	'	'
Cost	'	35
Fair Value	'	45
Cash Flow Hedges Derivative Instruments Not Designated As Hedging Instruments Average Months To Expiration	'	30
Notional Amount	'	1,150
Average Fixed Pay Rate	'	3.81%
Term (Years)	'	'5 years 9 months
greater than four years less than or equal to five years [Member] | Payer Swaption [Member]	'	'
Interest Rate Derivative Not Designated As Hedging Instruments Receive Rate	'	'3M
greater than four years less than or equal to five years [Member] | Interest Rate Swaption [Member]	'	'
Cost	'	2
Fair Value	'	4
Cash Flow Hedges Derivative Instruments Not Designated As Hedging Instruments Average Months To Expiration	'	52
Notional Amount	'	100
Average Fixed Pay Rate	'	4.80%
Term (Years)	'	'7 years

Recovered_Sheet4

Derivative and Other Hedging Instruments (Summary of Outstanding TBAs) (Details) (TBA securities Fifteen Year and Thirty Year Securities [Member], USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Derivative [Line Items]	'		'
Derivative Asset, Fair Value, Gross Asset	$17,748		$2,271
Notional Amount	17,259	[1]	2,119	[1]
Derivative, Forward Settlement Value	17,769		2,276
Fair Value of Derivative Instruments	-21	[1]	-5	[1]
Long [Member]	'		'
Derivative [Line Items]	'		'
Derivative Asset, Fair Value, Gross Asset	21,006		6,864
Notional Amount	20,385		6,660
Derivative, Forward Settlement Value	21,029		6,882
Fair Value of Derivative Instruments	-23		-18
Short [Member]	'		'
Derivative [Line Items]	'		'
Derivative Liability, Fair Value, Gross Liability	-3,258		-4,593
Notional Amount	-3,126		-4,541
Derivative, Forward Settlement Value	-3,260		-4,606
Fair Value of Derivative Instruments	$2		$13
[1]	Notional amount represents the par value (or principal balance) of the underlying agency security.

Recovered_Sheet5

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

12 Months Ended

3 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

3 Months Ended

9 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

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

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Jun. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2014

Sep. 30, 2014

Jun. 30, 2014

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Put Option [Member]

Put Option [Member]

Put Option [Member]

Put Option [Member]

Put Option [Member]

Put Option [Member]

TBA and Forward Settling Agency Securities [Member]

TBA and Forward Settling Agency Securities [Member]

TBA and Forward Settling Agency Securities [Member]

TBA and Forward Settling Agency Securities [Member]

TBA and Forward Settling Agency Securities [Member]

TBA and Forward Settling Agency Securities [Member]

TBA and Forward Settling Agency Securities [Member]

TBA and Forward Settling Agency Securities [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swaption [Member]

Interest Rate Swaption [Member]

Interest Rate Swaption [Member]

Interest Rate Swaption [Member]

Interest Rate Swaption [Member]

Payer Swaption [Member]

Payer Swaption [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]

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]

Less Than or Equal to One Year [Member]

Less Than or Equal to One Year [Member]

Less Than or Equal to One Year [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 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 four years less than or equal to five years [Member]

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

Receiver Swaption [Member]

Receiver Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Not Designated as Hedging Instrument [Member]

Short [Member]

Short [Member]

Short [Member]

Short [Member]

Short [Member]

Short [Member]

Short [Member]

Short [Member]

Long [Member]

Long [Member]

Long [Member]

Long [Member]

Long [Member]

Long [Member]

Long [Member]

Long [Member]

Future [Member]

Future [Member]

Future [Member]

Future [Member]

Future [Member]

Future [Member]

Future [Member]

Future [Member]

Other derivative instruments [Member]

Other derivative instruments [Member]

Other derivative instruments [Member]

years

years

Interest Rate Swaption [Member]

Interest Rate Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Receiver Swaption [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swaption [Member]

Interest Rate Swaption [Member]

Payer Swaption [Member]

Payer Swaption [Member]

Interest Rate Swaption [Member]

Payer Swaption [Member]

Interest Rate Swaption [Member]

Payer Swaption [Member]

Interest Rate Swaption [Member]

Interest Rate Swaption [Member]

Interest Rate Swaption [Member]

Interest Rate Swaption [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Interest Rate Swaption [Member]

Interest Rate Swaption [Member]

Interest Rate Swaption [Member]

Interest Rate Swaption [Member]

Interest Rate Swaption [Member]

Payer Swaption [Member]

Receiver Swaption [Member]

Receiver Swaption [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

US Treasury Securities [Member]

years

years

years

years

years

years

years

Options At Cost

'

'

$132,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$335,000,000

'

'

'

'

'

'

'

'

'

'

'

$90,000,000

$193,000,000

'

'

$10,000,000

'

'

$42,000,000

$105,000,000

'

'

$35,000,000

'

$2,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Interest Rate Derivatives, at Fair Value, Net

61,000,000

'

61,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

258,000,000

'

'

'

'

'

'

'

'

'

'

'

42,000,000

117,000,000

'

'

9,000,000

'

'

19,000,000

92,000,000

'

'

45,000,000

'

4,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

10

'

10

'

'

'

'

'

'

'

'

'

'

'

7

4

'

'

4

'

'

20

19

'

'

30

'

52

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Notional Amount

6,150,000,000

'

6,150,000,000

'

'

'

-50,000,000

'

-50,000,000

-100,000,000

-50,000,000

17,259,000,000

-7,326,000,000

17,259,000,000

-7,326,000,000

17,811,000,000

2,119,000,000

14,408,000,000

12,477,000,000

40,225,000,000

'

40,225,000,000

'

43,250,000,000

'

'

'

'

14,250,000,000

'

'

'

'

'

'

'

'

'

'

'

4,600,000,000

9,400,000,000

'

'

2,500,000,000

9,350,000,000

16,750,000,000

1,550,000,000

3,600,000,000

'

'

1,150,000,000

'

100,000,000

'

'

'

'

'

-40,225,000,000

-47,900,000,000

-43,250,000,000

-50,200,000,000

-55,650,000,000

-46,850,000,000

-7,650,000,000

-14,250,000,000

-20,200,000,000

-23,750,000,000

-14,450,000,000

-6,150,000,000

2,500,000,000

1,750,000,000

-4,699,000,000

-1,910,000,000

-4,699,000,000

-1,910,000,000

-5,988,000,000

-2,007,000,000

-10,477,000,000

-11,835,000,000

'

'

'

'

'

'

'

'

-730,000,000

-1,730,000,000

-730,000,000

-1,730,000,000

-730,000,000

-1,730,000,000

-2,430,000,000

0

'

'

'

Derivative, Average Fixed Interest Rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2.22%

'

2.22%

'

1.70%

3.19%

'

3.19%

'

3.09%

'

'

'

'

'

'

'

'

'

'

'

2.96%

2.87%

'

'

2.08%

1.69%

1.57%

3.89%

3.40%

'

'

3.81%

'

4.80%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Interest Rate Derivative Not Designated As Hedging Instruments Receive Rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'3M

'3M

'

'

'

'

'

'

'

'

'

'

'

'3M

'3M

'3M

'

'

'

'

'3M

'3M

'

'3M

'

'3M

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Gain On Interest Only Securities Remeasured at Fair Value Through Earnings

4,000,000

14,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

-59,000,000

-351,000,000

-761,000,000

985,000,000

'

'

'

'

'

'

'

33,000,000

-82,000,000

637,000,000

-756,000,000

'

'

'

'

-26,000,000

-222,000,000

-993,000,000

967,000,000

'

-14,000,000

-134,000,000

-160,000,000

276,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-44,000,000

90,000,000

-262,000,000

434,000,000

'

'

'

'

-8,000,000

46,000,000

72,000,000

50,000,000

'

'

'

'

0

-49,000,000

-55,000,000

14,000,000

'

'

'

'

2,000,000

-7,000,000

-3,000,000

Trading Securities

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,223,000,000

4,851,000,000

1,223,000,000

4,851,000,000

1,250,000,000

3,927,000,000

3,750,000,000

0

'

'

'

'

'

'

'

'

'

'

'

Trading Securities Added During the Period

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

5,028,000,000

12,350,000,000

9,963,000,000

19,654,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Notional Amount Of Trading Securities Settlement Expiration During The Period

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-5,055,000,000

-11,249,000,000

-12,667,000,000

-14,803,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

'

'

'

'

'

100,000,000

'

150,000,000

'

'

'

'

11,963,000,000

'

-94,799,000,000

'

'

'

'

11,300,000,000

6,300,000,000

15,350,000,000

13,350,000,000

'

3,000,000,000

13,000,000,000

11,850,000,000

18,050,000,000

'

'

'

-44,990,000,000

-119,620,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

7,263,000,000

19,833,000,000

19,138,000,000

41,333,000,000

'

'

'

'

'

'

'

'

'

'

'

'

730,000,000

4,430,000,000

3,190,000,000

5,629,000,000

'

'

'

'

'

'

'

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

38,000,000

47,000,000

121,000,000

144,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative assets not designated as hedging instruments

462,000,000

'

462,000,000

'

1,194,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

17,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative liabilities not designated as hedging instruments

510,000,000

'

510,000,000

'

422,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

447,000,000

'

447,000,000

'

400,000,000

'

'

'

'

'

'

'

63,000,000

63,000,000

22,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

'

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'

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'

'

'

'

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'

'

'

'

'

'

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

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

175,000,000

-213,000,000

-296,000,000

341,000,000

-388,000,000

-485,000,000

'

'

'

'

'

'

'

'

'

'

'

'

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Term (Years)

'

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'

'

'

'

'

'

'

'

'

'

'

'

'6 years 4 months 24 days

'

'4 years 8 months

'

'

'4 years 10 months 24 days

'

'7 years

'

'

'

'

'

'

'

'

'

'

'

'4 years 9 months 18 days

'7 years 9 months

'

'

'8 years 2 months 12 days

'1 year 9 months 18 days

'1 year 7 months

'5 years 1 month 6 days

'5 years 7 months

'

'

'5 years 9 months

'

'7 years

'

'

'

'

'

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'

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'

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'

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

'

'

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'

'

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'

'

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'

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'

'

'

'

'

'

115,000,000

'

'

'

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'

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'

'

'

'

'

'

'

'

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

'

'

'

'

'

'

-50,000,000

-150,000,000

-50,000,000

'

'

44,438,000,000

-33,697,000,000

134,760,000,000

74,996,000,000

'

'

'

'

-3,625,000,000

-850,000,000

-12,325,000,000

-16,700,000,000

'

'

-9,450,000,000

'

-23,800,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

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'

'

'

'

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'

'

'

750,000,000

2,500,000,000

-1,500,000,000

-3,750,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-5,974,000,000

-11,266,000,000

-21,830,000,000

-31,408,000,000

'

'

'

'

'

'

'

'

'

'

'

'

-730,000,000

-3,730,000,000

-2,190,000,000

-7,359,000,000

'

'

'

'

'

'

'

Credit Derivative, Maximum Exposure, Undiscounted

$0.01

'

$0.01

'

'

'

'

'

'

'

'

'

'

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'

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'

'

'

'

'

'

'

Recovered_Sheet6

Derivative and Other Hedging Instruments (Effect Of Derivative Instruments Not Designated As Hedges On Income Statement) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014
Notional Amount	'	'	'	'	$6,150
Amount Gain/(Loss) Recognized in Income on Derivatives	-59	-351	-761	985	'
Interest Only And Principal Only Strip [Member]	'	'	'	'	'
Unrealized Gain (Loss) on Securities	$4	$14	$31	($8)	'

Pledged_Assets_Details

Pledged Assets (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
Offsetting Assets and Liabilities [Line Items]	'	'
Risk Of Repurchase Agreement To Stockholders Equity	4.00%	'
Security Owned and Pledged as Collateral, Fair Value	$48,845,000,000	$67,875,000,000
Available-for-sale Securities Pledged as Collateral	46,162,000,000	62,205,000,000
Obligation to Return Securities Borrowed Under Reverse Repurchase Agreements at Fair Value	4,742,000,000	1,848,000,000
Gross Amounts of Cash Collateral Not Offset on the Balance Sheet	-731,000,000	'
Available For Sale Securities Pledged As Collateral Accrued Interest	134,000,000	195,000,000
Restricted Cash and Cash Equivalents	794,000,000	101,000,000
Total Fair Value Of Agency Securities Pledged And Accrued Interest	50,308,000,000	68,360,000,000
Agency Securities Pledged As Collateral Amortized Cost	48,850,000,000	69,008,000,000
Agency Securities Pledged As Collateral Accrued Interest	134,000,000	194,000,000
Credit Derivative, Maximum Exposure, Undiscounted	0.01	'
Liability [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Gross Amount of Recognized Assets (Liabilities)	45,774,000,000	63,933,000,000
Net Amount of Assets (Liabilities) Presented on the Balance Sheet	45,774,000,000	63,933,000,000
Gross Amounts of Financial Instruments Not Offset on the Balance Sheet	-4,892,000,000	-2,212,000,000
Gross Amounts of Cash Collateral Not Offset on the Balance Sheet	-40,882,000,000	-61,721,000,000
Liability [Member] | Swaption [Member] | Interest Rate Swap [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Gross Amount of Recognized Assets (Liabilities)	447,000,000	400,000,000
Net Amount of Assets (Liabilities) Presented on the Balance Sheet	447,000,000	400,000,000
Gross Amounts of Financial Instruments Not Offset on the Balance Sheet	-133,000,000	-331,000,000
Gross Amounts of Cash Collateral Not Offset on the Balance Sheet	-314,000,000	-69,000,000
Assets [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Gross Amount of Recognized Assets (Liabilities)	5,672,000,000	3,019,000,000
Net Amount of Assets (Liabilities) Presented on the Balance Sheet	5,672,000,000	3,019,000,000
Gross Amounts of Financial Instruments Not Offset on the Balance Sheet	-4,892,000,000	-2,212,000,000
Gross Amounts of Cash Collateral Not Offset on the Balance Sheet	'	-610,000,000
Net Amount After Deducting Gross Amounts Not Offset on the Balance Sheet From Net Amount of Assets (Liabilities) Presented on the Balance Sheet	49,000,000	197,000,000
Assets [Member] | Swaption [Member] | Interest Rate Swap [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Gross Amount of Recognized Assets (Liabilities)	414,000,000	1,138,000,000
Net Amount of Assets (Liabilities) Presented on the Balance Sheet	414,000,000	1,138,000,000
Gross Amounts of Financial Instruments Not Offset on the Balance Sheet	-133,000,000	-331,000,000
Gross Amounts of Cash Collateral Not Offset on the Balance Sheet	-232,000,000	-610,000,000
Net Amount After Deducting Gross Amounts Not Offset on the Balance Sheet From Net Amount of Assets (Liabilities) Presented on the Balance Sheet	49,000,000	197,000,000
Repurchase Agreements [Member] | Liability [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Gross Amount of Recognized Assets (Liabilities)	45,327,000,000	63,533,000,000
Net Amount of Assets (Liabilities) Presented on the Balance Sheet	45,327,000,000	63,533,000,000
Gross Amounts of Financial Instruments Not Offset on the Balance Sheet	-4,759,000,000	-1,881,000,000
Gross Amounts of Cash Collateral Not Offset on the Balance Sheet	-40,568,000,000	-61,652,000,000
Reverse Repurchase Agreements [Member] | Assets [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Gross Amount of Recognized Assets (Liabilities)	5,258,000,000	1,881,000,000
Net Amount of Assets (Liabilities) Presented on the Balance Sheet	5,258,000,000	1,881,000,000
Gross Amounts of Financial Instruments Not Offset on the Balance Sheet	-4,759,000,000	-1,881,000,000
Gross Amounts of Cash Collateral Not Offset on the Balance Sheet	-499,000,000	0
Net Amount After Deducting Gross Amounts Not Offset on the Balance Sheet From Net Amount of Assets (Liabilities) Presented on the Balance Sheet	0	0
Agency Securities [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Security Owned and Pledged as Collateral, Fair Value	47,132,000,000	64,167,000,000
Agency Securities Pledged As Collateral Amortized Cost	47,139,000,000	65,248,000,000
Agency Securities Pledged As Collateral Accrued Interest	132,000,000	178,000,000
Derivative [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	20,000,000	28,000,000
Available For Sale Securities Pledged As Collateral Accrued Interest	'	1,000,000
Restricted Cash and Cash Equivalents	741,000,000	41,000,000
Total Fair Value Of Agency Securities Pledged And Accrued Interest	761,000,000	140,000,000
Repurchase Agreements [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	45,822,000,000	62,708,000,000
Variable Interest Entity, Primary Beneficiary [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	1,310,000,000	1,459,000,000
Available For Sale Securities Pledged As Collateral Accrued Interest	4,000,000	5,000,000
Total Fair Value Of Agency Securities Pledged And Accrued Interest	1,314,000,000	1,464,000,000
Under Prime Broker Agreements [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	515,000,000	91,000,000
Total Fair Value Of Agency Securities Pledged And Accrued Interest	567,000,000	148,000,000
Includes Sold But Not Yet Settled Securities [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	47,667,000,000	64,286,000,000
US Treasury Securities [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	1,713,000,000	3,778,000,000
US Treasury Securities [Member] | Derivative [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	'	70,000,000
US Treasury Securities [Member] | Repurchase Agreements [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	1,713,000,000	3,708,000,000
Repurchase Agreements [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Available For Sale Securities Pledged As Collateral Accrued Interest	130,000,000	189,000,000
Total Fair Value Of Agency Securities Pledged And Accrued Interest	47,666,000,000	66,608,000,000
Excluding Cash Received [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Restricted Cash and Cash Equivalents	794,000,000	101,000,000
Under Prime Broker Agreements [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Restricted Cash and Cash Equivalents	52,000,000	57,000,000
Repurchase Agreements [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Restricted Cash and Cash Equivalents	1,000,000	3,000,000
30 Days or Less [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Security Owned and Pledged as Collateral, Fair Value	15,623,000,000	27,694,000,000
Agency Securities Pledged As Collateral Amortized Cost	15,611,000,000	28,125,000,000
Agency Securities Pledged As Collateral Accrued Interest	44,000,000	76,000,000
Maturity 31 To 59 Days [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Security Owned and Pledged as Collateral, Fair Value	9,208,000,000	14,955,000,000
Agency Securities Pledged As Collateral Amortized Cost	9,217,000,000	15,210,000,000
Agency Securities Pledged As Collateral Accrued Interest	26,000,000	42,000,000
Maturity 60 To 90 Days [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Security Owned and Pledged as Collateral, Fair Value	5,073,000,000	10,117,000,000
Agency Securities Pledged As Collateral Amortized Cost	5,067,000,000	10,290,000,000
Agency Securities Pledged As Collateral Accrued Interest	14,000,000	28,000,000
Maturity over 90 days [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Security Owned and Pledged as Collateral, Fair Value	17,228,000,000	11,401,000,000
Agency Securities Pledged As Collateral Amortized Cost	17,244,000,000	11,623,000,000
Agency Securities Pledged As Collateral Accrued Interest	48,000,000	32,000,000
Maturity Overnight [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Security Owned and Pledged as Collateral, Fair Value	1,713,000,000	3,708,000,000
Agency Securities Pledged As Collateral Amortized Cost	1,711,000,000	3,760,000,000
Agency Securities Pledged As Collateral Accrued Interest	2,000,000	16,000,000
Assets Pledged to Us [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	'	82,000,000
Restricted Cash and Cash Equivalents	134,000,000	366,000,000
Restricted Cash and Securities Pledged	4,983,000,000	2,460,000,000
Assets Pledged to Us [Member] | Derivative [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	'	82,000,000
Restricted Cash and Securities Pledged	241,000,000	612,000,000
Assets Pledged to Us [Member] | Reverse Repurchase Agreements [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	4,742,000,000	1,848,000,000
Assets Pledged to Us [Member] | US Treasury Securities [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	4,849,000,000	2,012,000,000
Assets Pledged to Us [Member] | US Treasury Securities [Member] | Derivative [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	107,000,000	164,000,000
Assets Pledged to Us [Member] | Derivative [Member]	'	'
Offsetting Assets and Liabilities [Line Items]	'	'
Restricted Cash and Cash Equivalents	$134,000,000	$366,000,000

Pledged_Assets_Pledged_Assets_

Pledged Assets Pledged Assets (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Security Owned and Pledged as Collateral, Fair Value	$48,845	$67,875
Available-for-sale Securities Pledged as Collateral	46,162	62,205
Obligation to Return Securities Borrowed Under Reverse Repurchase Agreements at Fair Value	4,742	1,848
Available For Sale Securities Pledged As Collateral Accrued Interest	134	195
Restricted Cash and Cash Equivalents	794	101
Total Fair Value Of Agency Securities Pledged And Accrued Interest	50,308	68,360
Agency Securities Pledged As Collateral Amortized Cost	48,850	69,008
Agency Securities Pledged As Collateral Accrued Interest	134	194
Agency Securities [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Security Owned and Pledged as Collateral, Fair Value	47,132	64,167
Agency Securities Pledged As Collateral Amortized Cost	47,139	65,248
Agency Securities Pledged As Collateral Accrued Interest	132	178
Repurchase Agreements [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	45,822	62,708
Derivative [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	20	28
Available For Sale Securities Pledged As Collateral Accrued Interest	'	1
Restricted Cash and Cash Equivalents	741	41
Total Fair Value Of Agency Securities Pledged And Accrued Interest	761	140
US Treasury Securities [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	1,713	3,778
US Treasury Securities [Member] | Repurchase Agreements [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	1,713	3,708
US Treasury Securities [Member] | Derivative [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	'	70
Repurchase Agreements [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Available For Sale Securities Pledged As Collateral Accrued Interest	130	189
Total Fair Value Of Agency Securities Pledged And Accrued Interest	47,666	66,608
Variable Interest Entity, Primary Beneficiary [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	1,310	1,459
Available For Sale Securities Pledged As Collateral Accrued Interest	4	5
Total Fair Value Of Agency Securities Pledged And Accrued Interest	1,314	1,464
Under Prime Broker Agreements [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	515	91
Total Fair Value Of Agency Securities Pledged And Accrued Interest	567	148
Includes Sold But Not Yet Settled Securities [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	47,667	64,286
Excluding Cash Received [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Restricted Cash and Cash Equivalents	794	101
Under Prime Broker Agreements [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Restricted Cash and Cash Equivalents	52	57
Repurchase Agreements [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Restricted Cash and Cash Equivalents	1	3
Maturity up to 30 days [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Security Owned and Pledged as Collateral, Fair Value	15,623	27,694
Agency Securities Pledged As Collateral Amortized Cost	15,611	28,125
Agency Securities Pledged As Collateral Accrued Interest	44	76
Maturity 31 To 59 Days [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Security Owned and Pledged as Collateral, Fair Value	9,208	14,955
Agency Securities Pledged As Collateral Amortized Cost	9,217	15,210
Agency Securities Pledged As Collateral Accrued Interest	26	42
Maturity 60 To 90 Days [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Security Owned and Pledged as Collateral, Fair Value	5,073	10,117
Agency Securities Pledged As Collateral Amortized Cost	5,067	10,290
Agency Securities Pledged As Collateral Accrued Interest	14	28
Maturity over 90 days [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Security Owned and Pledged as Collateral, Fair Value	17,228	11,401
Agency Securities Pledged As Collateral Amortized Cost	17,244	11,623
Agency Securities Pledged As Collateral Accrued Interest	48	32
Maturity Overnight [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Security Owned and Pledged as Collateral, Fair Value	1,713	3,708
Agency Securities Pledged As Collateral Amortized Cost	1,711	3,760
Agency Securities Pledged As Collateral Accrued Interest	2	16
Assets Pledged to Us [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	'	82
Restricted Cash and Cash Equivalents	134	366
Restricted Cash and Securities Pledged	4,983	2,460
Assets Pledged to Us [Member] | Derivative [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	'	82
Restricted Cash and Securities Pledged	241	612
Assets Pledged to Us [Member] | US Treasury Securities [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	4,849	2,012
Assets Pledged to Us [Member] | US Treasury Securities [Member] | Derivative [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	107	164
Assets Pledged to Us [Member] | Reverse Repurchase Agreements [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Available-for-sale Securities Pledged as Collateral	4,742	1,848
Assets Pledged to Us [Member] | Derivative [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Restricted Cash and Cash Equivalents	$134	$366

Fair_Value_Measurements_Detail

Fair Value Measurements (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Dec. 31, 2013
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	$50,420	$64,482
Variable Interest Entity, Consolidated, Carrying Amount, Assets	1,310	1,459
Financial Instruments, Owned, US Government and Agency Obligations, at Fair Value	1,214	3,822
Derivative Assets	462	1,194
Other Long-term Debt	796	910
Obligation to return securities borrowed under reverse repurchase agreements, at fair value	-4,742	-1,848
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	462	1,194
Marketable Securities, Equity Securities	66	237
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	510	422
Derivative Liabilities	510	422
Transfers between hierarchy levels	'0	'
Fair Value, Inputs, Level 1 [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Obligation to return securities borrowed under reverse repurchase agreements, at fair value	'	-1,848
Fair Value, Inputs, Level 2 [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Other Long-term Debt	'	910
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	1,286	4,098
Liabilities, Fair Value Disclosure	4,742	1,848
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	52,186	67,096
Liabilities, Fair Value Disclosure	1,306	1,332
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	'	17
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	63	22
Interest Rate Swaption [Member] | Fair Value, Inputs, Level 2 [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	70	258
Interest Rate Swap [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	447	400
Interest Rate Swap [Member] | Fair Value, Inputs, Level 2 [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	344	880
Interest Rate Swap [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	447	400
US Treasury Securities [Member] | Future [Member] | Fair Value, Inputs, Level 1 [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	($6)	$39

Management_Agreement_and_Relat

Management Agreement and Related Party Transactions (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Related Party Transaction [Line Items]	'	'	'	'
Management Fee Expense	$30	$35	$89	$105

Income_Taxes_Details

Income Taxes (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013
Investments, Owned, Federal Income Tax Note [Line Items]	'	'
Dividends, Common Stock, Cash	($688)	($1,220)

Stockholders_Equity_Summary_of

Stockholders' Equity (Summary of Follow-on Public Offerings of Common Stock) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, except Per Share data, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Jun. 30, 2014	Mar. 31, 2014	Dec. 31, 2013	Jun. 30, 2013	Dec. 31, 2012
Variable Interest Entity, Measure of Activity, Expense	$6	'	($6)	'	'	'	'	'	'
Common Stock, Shares, Issued	352.8	'	352.8	'	'	'	356.2	'	'
Stock Issued During Period, Value, New Issues	'	'	'	1,803	'	'	'	'	'
Stock Repurchase Program, Authorized Amount	'	'	'	'	'	1,000	1,000	'	500
Treasury Stock Acquired, Average Cost Per Share	'	'	$22.10	'	'	'	'	'	'
Stock Repurchased During Period, Value	'	'	-74	-270	'	'	'	'	'
Stock Repurchase Program, Remaining Authorized Repurchase Amount	992	'	992	'	'	'	'	'	'
Other Comprehensive Income (Loss), Unrealized Holding Gain (Loss) on Securities Arising During Period, Net of Tax	-253	833	1,059	-2,817	'	'	'	'	'
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax	38	47	121	144	'	'	'	'	'
Total Reclass of Other Comprehensive Income	24	780	104	886	'	'	'	'	'
Other comprehensive income (loss)	-215	880	1,180	-2,673	'	'	'	'	'
Proceeds from Issuance of Common Stock	'	'	0	1,803	'	'	'	'	'
Accumulated Other Comprehensive Income (Loss), Net of Tax	-203	-1,118	-203	-1,118	12	'	-1,383	-1,998	1,555
Common Stock [Member]	'	'	'	'	'	'	'	'	'
Stock Issued During Period, Value, New Issues	'	'	'	1	'	'	'	'	'
Stock Repurchased During Period, Shares	'	'	-3.4	-12.1	'	'	'	'	'
Stock Repurchased During Period, Value	'	'	-74	-270	'	'	'	'	'
Public offering of common stock	'	'	'	57.5	'	'	'	'	'
Agency Securities [Member]	'	'	'	'	'	'	'	'	'
Accumulated Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, Net of Tax	-28	-777	-28	-777	225	'	-1,087	-1,610	2,040
Other Comprehensive Income (Loss), Unrealized Holding Gain (Loss) on Securities Arising During Period, Net of Tax	-239	100	1,076	-3,559	'	'	'	'	'
Other Comprehensive Income Reclassification Adjustment For Sale Of Security Reversal Of Prior Period Unrealized Gain And Losses On Realization	-14	733	-17	742	'	'	'	'	'
Discontinuation of Election to Account for Interest Rate Swaps as Designated Cash Flow Hedges [Member]	'	'	'	'	'	'	'	'	'
Deferred Gain (Loss) on Discontinuation of Interest Rate Fair Value Hedge	($175)	($341)	($175)	($341)	$213	'	$296	$388	$485

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

12 Months Ended

9 Months Ended

In Millions, except Share data, unless otherwise specified

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Dec. 31, 2013

Jun. 30, 2014

Mar. 31, 2014

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

5-May-14

5-May-14

Sep. 30, 2014

Apr. 30, 2012

Jun. 30, 2012

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2013

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]

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]

Interest Rate Swap [Member]

Interest Rate Swap [Member]

Preferred Class B [Member]

Preferred Class B [Member]

Series B Preferred Stock [Member]

Preferred Class A [Member]

Preferred Class A [Member]

Series A Preferred Stock [Member]

Series A Preferred Stock [Member]

Series A Preferred Stock [Member]

Common Stock [Member]

Common Stock [Member]

Agency Securities [Member]

Agency Securities [Member]

Agency Securities [Member]

Agency Securities [Member]

Preferred Stock, Shares Authorized

10,000,000

'

10,000,000

'

10,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Share Price

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$24.21

'

'

'

'

'

'

'

'

Preferred Stock, Value, Issued

$336

'

$336

'

$167

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$169

'

'

'

'

'

'

'

'

Common Stock, Shares, Issued

352,800,000

'

352,800,000

'

356,200,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Proceeds from Issuance of Common Stock

'

'

0

1,803

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

'

'

'

'

'

'

'

'

'

-28

-777

-28

-777

225

-1,087

-1,610

2,040

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

'

'

'

'

'

'

'

'

'

-14

733

-17

742

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Spread Over LIBOR

'

'

'43

'

'42

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Issuance of common stock, value

'

'

'

1,803

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1

Public offering of common stock

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

57,500,000

Preferred Stock Authorized, but not Issued

3,100,000

'

3,100,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Sale of Stock, Price Per Share

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$24.21

'

'

'

'

'

Proceeds from Issuance of Preferred Stock and Preference Stock

'

'

169

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

167

'

'

'

'

Stock Repurchase Program, Authorized Amount

'

'

'

'

1,000

'

1,000

'

500

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Stock Repurchased During Period, Shares

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-3,400,000

-12,100,000

Treasury Stock Acquired, Average Cost Per Share

'

'

$22.10

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Stock Repurchased During Period, Value

'

'

-74

-270

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-74

-270

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

38

47

121

144

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total Reclass of Other Comprehensive Income

24

780

104

886

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-175

213

296

-341

388

485

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Accumulated Other Comprehensive Income (Loss), Net of Tax

-203

-1,118

-203

-1,118

-1,383

12

'

-1,998

1,555

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

-253

833

1,059

-2,817

'

'

'

'

'

-239

100

1,076

-3,559

'

'

'

'

'

'

'

'

'

'

-239

100

1,076

-3,559

'

'

'

'

'

'

'

'

'

'

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

($215)

$880

$1,180

($2,673)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Preferred Stock, Dividend Rate, Percentage

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

7.75%

'

'

'

'

'

8.00%

'

'

'

Preferred Stock, Capital Shares Reserved for Future Issuance

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

8,050

'

'

6,900,000

'

'

'

'

'

'

Preferred Stock, Shares Issued

6,900,000

'

6,900,000

'

6,900,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

7,000,000

'

'

'

'

'

'

'

'

Preferred Stock, Liquidation Preference Per Share

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$25

'

'

'

'

$25

'

'