Derivative Instruments Derivatives 1 - Notional and FV Position (Details) (USD $)	Mar. 31, 2013		Dec. 31, 2012
Asset Derivatives [Abstract]
Notional amount	$ 369,171,000,000		$ 396,866,000,000
Derivatives asset, estimated fair value	519,000,000		435,000,000
Netting adjustment	(14,334,000,000)	[1]	(15,791,000,000)	[1]
Derivative Liabilities [Abstract]
Notional amount	533,709,000,000		464,145,000,000
Derivative liability, estimated fair value	(780,000,000)		(705,000,000)
Netting adjustment	19,911,000,000	[1]
Table Footnote [Abstract]
Cash collateral posted for derivative instruments	5,600,000,000		6,300,000,000
Cash collateral received for derivative instruments	0		0
Risk Management Derivatives [Member]
Asset Derivatives [Abstract]
Notional amount	305,899,000,000		331,075,000,000
Derivatives asset, estimated fair value	13,270,000,000		14,828,000,000
Accrued interest receivable, estimated fair value	1,361,000,000		1,242,000,000
Netting adjustment	(14,334,000,000)	[1],[2]	(15,791,000,000)	[1],[2]
Total net risk management derivatives	297,000,000		279,000,000
Derivative Liabilities [Abstract]
Notional amount	447,303,000,000		370,879,000,000
Derivative liability, estimated fair value	(18,861,000,000)		(20,946,000,000)
Accrued interest payable, estimated fair value	(1,494,000,000)		(1,508,000,000)
Netting adjustment	19,911,000,000	[1],[2]	22,046,000,000	[1],[2]
Total net risk management derivatives	(444,000,000)		(408,000,000)
Mortgage commitment derivatives [Member]
Asset Derivatives [Abstract]
Notional amount	63,272,000,000		65,791,000,000
Derivatives asset, estimated fair value	222,000,000		156,000,000
Netting adjustment	0	[1]	0	[1]
Derivative Liabilities [Abstract]
Notional amount	86,406,000,000		93,266,000,000
Derivative liability, estimated fair value	(336,000,000)		(297,000,000)
Netting adjustment	0	[1]	0	[1]
Pay-fixed Swap [Member] | Risk Management Derivatives [Member]
Asset Derivatives [Abstract]
Notional amount	32,285,000,000		19,450,000,000
Derivatives asset, estimated fair value	775,000,000		270,000,000
Derivative Liabilities [Abstract]
Notional amount	226,697,000,000		239,017,000,000
Derivative liability, estimated fair value	(15,712,000,000)		(18,237,000,000)
Receive-fixed Swap [Member] | Risk Management Derivatives [Member]
Asset Derivatives [Abstract]
Notional amount	199,209,000,000		231,346,000,000
Derivatives asset, estimated fair value	8,740,000,000		10,514,000,000
Derivative Liabilities [Abstract]
Notional amount	110,705,000,000		57,190,000,000
Derivative liability, estimated fair value	(572,000,000)		(200,000,000)
Basis Swap [Member] | Risk Management Derivatives [Member]
Asset Derivatives [Abstract]
Notional amount	18,699,000,000		23,199,000,000
Derivatives asset, estimated fair value	124,000,000		151,000,000
Derivative Liabilities [Abstract]
Notional amount	8,200,000,000		1,700,000,000
Derivative liability, estimated fair value	(1,000,000)		0
Foreign Currency Swap [Member] | Risk Management Derivatives [Member]
Asset Derivatives [Abstract]
Notional amount	577,000,000		686,000,000
Derivatives asset, estimated fair value	149,000,000		193,000,000
Derivative Liabilities [Abstract]
Notional amount	539,000,000		509,000,000
Derivative liability, estimated fair value	(67,000,000)		(45,000,000)
Pay-fixed Swaption [Member] | Risk Management Derivatives [Member]
Asset Derivatives [Abstract]
Notional amount	32,550,000,000		33,050,000,000
Derivatives asset, estimated fair value	114,000,000		102,000,000
Derivative Liabilities [Abstract]
Notional amount	50,575,000,000		36,225,000,000
Derivative liability, estimated fair value	(300,000,000)		(184,000,000)
Receive-fixed Swaption [Member] | Risk Management Derivatives [Member]
Asset Derivatives [Abstract]
Notional amount	15,720,000,000		15,970,000,000
Derivatives asset, estimated fair value	3,332,000,000		3,572,000,000
Derivative Liabilities [Abstract]
Notional amount	50,575,000,000		36,225,000,000
Derivative liability, estimated fair value	(2,209,000,000)		(2,279,000,000)
Other [Member] | Risk Management Derivatives [Member]
Asset Derivatives [Abstract]
Notional amount	6,859,000,000	[3]	7,374,000,000	[3]
Derivatives asset, estimated fair value	36,000,000	[3]	26,000,000	[3]
Derivative Liabilities [Abstract]
Notional amount	12,000,000	[3]	13,000,000	[3]
Derivative liability, estimated fair value	0	[3]	(1,000,000)	[3]
Mortgage Commitments to Purchase Whole Loans [Member] | Mortgage commitment derivatives [Member]
Asset Derivatives [Abstract]
Notional amount	8,981,000,000		12,360,000,000
Derivatives asset, estimated fair value	29,000,000		27,000,000
Derivative Liabilities [Abstract]
Notional amount	4,432,000,000		5,232,000,000
Derivative liability, estimated fair value	(12,000,000)		(8,000,000)
Forward Contracts to Purchase Mortgage-related Securities [Member] | Mortgage commitment derivatives [Member]
Asset Derivatives [Abstract]
Notional amount	38,738,000,000		34,545,000,000
Derivatives asset, estimated fair value	154,000,000		103,000,000
Derivative Liabilities [Abstract]
Notional amount	9,761,000,000		12,557,000,000
Derivative liability, estimated fair value	(24,000,000)		(23,000,000)
Forward Contracts to Sell Mortgage-related Securities [Member] | Mortgage commitment derivatives [Member]
Asset Derivatives [Abstract]
Notional amount	15,553,000,000		18,886,000,000
Derivatives asset, estimated fair value	39,000,000		26,000,000
Derivative Liabilities [Abstract]
Notional amount	72,213,000,000		75,477,000,000
Derivative liability, estimated fair value	$ (300,000,000)		$ (266,000,000)

[1] Represents the effect of the right to offset under legally enforceable master netting agreements to settle with the same counterparty on a net basis, including cash collateral posted and received and accrued interest.

[2] The netting adjustment represents the effect of the legal right to offset under legally enforceable master netting agreements to settle with the same counterparty on a net basis, including cash collateral posted and received. Cash collateral posted was $5.6 billion and $6.3 billion as of March 31, 2013 and December 31, 2012, respectively. No cash collateral was received as of March 31, 2013 and December 31, 2012.

[3] Includes interest rate caps, futures, swap credit enhancements and mortgage insurance contracts that we account for as derivatives. The mortgage insurance contracts have payment provisions that are not based on a notional amount.