Derivative Instruments Derivatives 1 - Notional and FV Position (Details) (USD $)	Jun. 30, 2014		Dec. 31, 2013
Asset Derivatives [Abstract]
Notional amount	$ 211,443,000,000		$ 245,573,000,000
Derivatives asset, estimated fair value	1,264,000,000		2,073,000,000
Netting adjustment	(6,897,000,000)	[1]	(8,422,000,000)	[1]
Derivative Liabilities [Abstract]
Notional amount	397,139,000,000		380,094,000,000
Derivative liability, estimated fair value	(736,000,000)		(1,469,000,000)
Table Footnote [Abstract]
Cash collateral posted for derivative instruments	3,300,000,000		2,000,000,000
Cash collateral received for derivative instruments	780,000,000		1,000,000,000
Risk Management Derivatives [Member]
Asset Derivatives [Abstract]
Notional amount	163,017,000,000		205,736,000,000
Derivatives asset, estimated fair value	7,076,000,000		9,444,000,000
Accrued interest receivable, estimated fair value	696,000,000		786,000,000
Netting adjustment	(6,897,000,000)	[2]	(8,422,000,000)	[2]
Total net risk management derivatives	875,000,000		1,808,000,000
Derivative Liabilities [Abstract]
Notional amount	335,905,000,000		346,994,000,000
Derivative liability, estimated fair value	(8,651,000,000)		(9,695,000,000)
Accrued interest payable, estimated fair value	(950,000,000)		(930,000,000)
Netting adjustment	9,390,000,000	[2]	9,370,000,000	[2]
Total net risk management derivatives	(211,000,000)		(1,255,000,000)
Mortgage commitment derivatives [Member]
Asset Derivatives [Abstract]
Notional amount	48,426,000,000		39,837,000,000
Derivatives asset, estimated fair value	389,000,000		265,000,000
Netting adjustment	0	[1]	0	[1]
Derivative Liabilities [Abstract]
Notional amount	61,234,000,000		33,100,000,000
Derivative liability, estimated fair value	(525,000,000)		(214,000,000)
Netting adjustment	0	[1]	0	[1]
Pay-fixed Swap [Member] | Risk Management Derivatives [Member]
Asset Derivatives [Abstract]
Notional amount	52,489,000,000		68,637,000,000
Derivatives asset, estimated fair value	2,340,000,000		5,378,000,000
Derivative Liabilities [Abstract]
Notional amount	105,272,000,000		93,428,000,000
Derivative liability, estimated fair value	(6,019,000,000)		(4,759,000,000)
Receive-fixed Swap [Member] | Risk Management Derivatives [Member]
Asset Derivatives [Abstract]
Notional amount	66,478,000,000		67,527,000,000
Derivatives asset, estimated fair value	4,179,000,000		3,320,000,000
Derivative Liabilities [Abstract]
Notional amount	133,397,000,000		156,250,000,000
Derivative liability, estimated fair value	(1,629,000,000)		(3,813,000,000)
Basis Swap [Member] | Risk Management Derivatives [Member]
Asset Derivatives [Abstract]
Notional amount	13,914,000,000		27,014,000,000
Derivatives asset, estimated fair value	79,000,000		36,000,000
Derivative Liabilities [Abstract]
Notional amount	6,850,000,000		600,000,000
Derivative liability, estimated fair value	(1,000,000)		0
Foreign Currency Swap [Member] | Risk Management Derivatives [Member]
Asset Derivatives [Abstract]
Notional amount	377,000,000		389,000,000
Derivatives asset, estimated fair value	139,000,000		120,000,000
Derivative Liabilities [Abstract]
Notional amount	299,000,000		653,000,000
Derivative liability, estimated fair value	(16,000,000)		(38,000,000)
Pay-fixed Swaption [Member] | Risk Management Derivatives [Member]
Asset Derivatives [Abstract]
Notional amount	25,150,000,000		33,400,000,000
Derivatives asset, estimated fair value	94,000,000		445,000,000
Derivative Liabilities [Abstract]
Notional amount	43,525,000,000		48,025,000,000
Derivative liability, estimated fair value	(264,000,000)		(600,000,000)
Receive-fixed Swaption [Member] | Risk Management Derivatives [Member]
Asset Derivatives [Abstract]
Notional amount	4,500,000,000		8,000,000,000
Derivatives asset, estimated fair value	216,000,000		117,000,000
Derivative Liabilities [Abstract]
Notional amount	46,525,000,000		48,025,000,000
Derivative liability, estimated fair value	(721,000,000)		(484,000,000)
Other [Member] | Risk Management Derivatives [Member]
Asset Derivatives [Abstract]
Notional amount	109,000,000	[3]	769,000,000	[3]
Derivatives asset, estimated fair value	29,000,000	[3]	28,000,000	[3]
Derivative Liabilities [Abstract]
Notional amount	37,000,000	[3]	13,000,000	[3]
Derivative liability, estimated fair value	(1,000,000)	[3]	(1,000,000)	[3]
Mortgage Commitments to Purchase Whole Loans [Member] | Mortgage commitment derivatives [Member]
Asset Derivatives [Abstract]
Notional amount	7,728,000,000		1,138,000,000
Derivatives asset, estimated fair value	44,000,000		1,000,000
Derivative Liabilities [Abstract]
Notional amount	235,000,000		4,353,000,000
Derivative liability, estimated fair value	0		(31,000,000)
Forward Contracts to Purchase Mortgage-related Securities [Member] | Mortgage commitment derivatives [Member]
Asset Derivatives [Abstract]
Notional amount	40,214,000,000		3,276,000,000
Derivatives asset, estimated fair value	343,000,000		4,000,000
Derivative Liabilities [Abstract]
Notional amount	663,000,000		20,861,000,000
Derivative liability, estimated fair value	(2,000,000)		(168,000,000)
Forward Contracts to Sell Mortgage-related Securities [Member] | Mortgage commitment derivatives [Member]
Asset Derivatives [Abstract]
Notional amount	484,000,000		35,423,000,000
Derivatives asset, estimated fair value	2,000,000		260,000,000
Derivative Liabilities [Abstract]
Notional amount	60,336,000,000		7,886,000,000
Derivative liability, estimated fair value	$ (523,000,000)		$ (15,000,000)

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

[2] The netting adjustment for our risk management derivatives transactions represents the effect of the legal right to offset under legally enforceable master netting arrangements to settle with the same counterparty on a net basis, including cash collateral posted and received. Cash collateral posted was $3.3 billion and $2.0 billion as of June 30, 2014 and December 31, 2013, respectively. Cash collateral received was $780 million and $1.0 billion as of June 30, 2014 and December 31, 2013, respectively.

[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.