Federal Home Loan Mortgage (FMCC) 10-Q 8 May 14 2014 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	3 Months Ended
	Mar. 31, 2014	Apr. 24, 2014
Document and Entity Information [Abstract]	'	'
Entity Registrant Name	'FEDERAL HOME LOAN MORTGAGE CORP	'
Entity Central Index Key	'0001026214	'
Current Fiscal Year End Date	'--12-31	'
Entity Filer Category	'Large Accelerated Filer	'
Document Type	'10-Q	'
Document Period End Date	31-Mar-14	'
Document Fiscal Year Focus	'2014	'
Document Fiscal Period Focus	'Q1	'
Amendment Flag	'false	'
Entity Well-known Seasoned Issuer	'No	'
Entity Voluntary Filers	'No	'
Entity Current Reporting Status	'Yes	'
Entity Common Stock, Shares Outstanding	'	650,040,391

Consolidated_Statements_of_Com

Consolidated Statements of Comprehensive Income (USD $)	3 Months Ended
In Millions, except Per Share data, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Interest income	'	'
Total mortgage loans	$16,146	$16,513
Investments in securities	1,510	2,157
Other	5	18
Total interest income	17,661	18,688
Interest expense	'	'
Total interest expense	-14,072	-14,292
Expense related to derivatives	-79	-131
Net interest income	3,510	4,265
(Provision) benefit for credit losses	-85	503
Net interest income after (provision) benefit for credit losses	3,425	4,768
Non-interest income (loss)	'	'
Gains (losses) on extinguishment of debt securities of consolidated trusts and other debt	19	2
Derivative gains (losses)	-2,351	375
Impairment of available-for-sale securities:	'	'
Total other-than-temporary impairment of available-for-sale securities	-331	-21
Portion of other-than-temporary impairment recognized in AOCI	-33	-22
Net impairment of available-for-sale securities recognized in earnings	-364	-43
Other gains (losses) on investment securities recognized in earnings	766	-276
Other income (loss)	5,041	344
Non-interest income (loss)	3,111	402
Non-interest expense	'	'
Salaries and employee benefits	-233	-208
Professional services	-138	-109
Occupancy expense	-13	-13
Other administrative expenses	-84	-102
Total administrative expenses	-468	-432
Real estate owned operation income (expense)	-59	-6
Temporary Payroll Tax Cut Continuation Act of 2011 expense	-178	-93
Other expenses	-66	-93
Non-interest expense	-771	-624
Income before income tax (expense) benefit	5,765	4,546
Income tax (expense) benefit	-1,745	35
Net income	4,020	4,581
Other comprehensive income (loss), net of taxes and reclassification adjustments:	'	'
Changes in unrealized gains (losses) related to available-for-sale securities	427	2,280
Changes in unrealized gains (losses) related to cash flow hedge relationships	52	90
Changes in defined benefit plans	0	20
Total other comprehensive income (loss), net of taxes and reclassification adjustments	479	2,390
Comprehensive income	4,499	6,971
Net income (loss)	4,020	4,581
Undistributed net worth sweep and senior preferred stock dividends	-4,499	-6,971
Loss attributable to common stockholders	-479	-2,390
Loss per common share — basic and diluted	($0.15)	($0.74)
Weighted average common shares outstanding (in millions) — basic and diluted	3,237	3,239
Variable Interest Entity Primary Beneficiary	'	'
Interest income	'	'
Total mortgage loans	14,484	14,504
Interest expense	'	'
Total interest expense	-12,243	-12,030
Non-interest income (loss)	'	'
Gains (losses) on extinguishment of debt securities of consolidated trusts and other debt	12	34
Freddie Mac parent	'	'
Interest income	'	'
Total mortgage loans	1,662	2,009
Interest expense	'	'
Interest expense, short-term debt	-41	-44
Interest expense, long-term debt	-1,788	-2,218
Non-interest income (loss)	'	'
Gains (losses) on extinguishment of debt securities of consolidated trusts and other debt	$7	($32)

Consolidated_Balance_Sheets

Consolidated Balance Sheets (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Assets	'	'
Cash and cash equivalents (includes $1 and $1, respectively, related to our consolidated VIEs)	$10,611	$11,281
Restricted cash and cash equivalents (includes $3,075 and $12,193, respectively, related to our consolidated VIEs)	3,154	12,265
Federal funds sold and securities purchased under agreements to resell (includes $10,500 and $3,150, respectively, related to our consolidated VIEs)	35,041	62,383
Investments in securities:	'	'
Available-for-sale, at fair value (includes $64 and $70, respectively, pledged as collateral that may be repledged)	118,617	128,919
Trading, at fair value (includes $80 and $365, respectively, pledged as collateral that may be repledged)	29,987	23,404
Total investments in securities	148,604	152,323
Held-for-investment, at amortized cost:	'	'
Total held-for-investment mortgage loans, net	1,673,583	1,676,063
Held-for-sale, at fair value	7,313	8,727
Total mortgage loans, net	1,680,896	1,684,790
Accrued interest receivable (includes $5,105 and $5,111, respectively, related to our consolidated VIEs)	6,097	6,150
Derivative assets, net	1,155	1,063
Real estate owned, net (includes $53 and $49, respectively, related to our consolidated VIEs)	4,339	4,551
Deferred tax assets, net	20,710	22,716
Other assets (Note 19) (includes $1,785 and $2,172, respectively, related to our consolidated VIEs)	10,931	8,539
Total assets	1,921,538	1,966,061
Liabilities	'	'
Accrued interest payable (includes $4,703 and $4,702, respectively, related to our consolidated VIEs)	6,340	6,803
Debt, net:	'	'
Total debt, net	1,900,325	1,940,751
Derivative liabilities, net	111	180
Other liabilities (Note 19) (includes $6 and $6, respectively, related to our consolidated VIEs)	7,863	5,492
Total liabilities	1,914,639	1,953,226
Commitments and contingencies	'	'
Equity	'	'
Senior preferred stock, at redemption value	72,336	72,336
Preferred stock, at redemption value	14,109	14,109
Common stock, $0.00 par value, 4,000,000,000 shares authorized, 725,863,886 shares issued and 650,040,391 shares and 650,039,533 shares outstanding, respectively	0	0
Additional paid-in capital	0	0
Retained earnings (accumulated deficit)	-76,134	-69,719
AOCI, net of taxes, related to:	'	'
Available-for-sale securities (includes $540 and $1,100, respectively, related to net unrealized losses on securities for which other-than-temporary impairment has been recognized in earnings)	1,389	962
Cash flow hedge relationships	-948	-1,000
Defined benefit plans	32	32
Total AOCI, net of taxes	473	-6
Treasury stock, at cost, 75,823,495 shares and 75,824,353 shares, respectively	-3,885	-3,885
Total equity (See NOTE 11: STOCKHOLDERS’ EQUITY for information on our dividend obligation to Treasury)	6,899	12,835
Total liabilities and equity	1,921,538	1,966,061
Variable Interest Entity Primary Beneficiary	'	'
Assets	'	'
Cash and cash equivalents (includes $1 and $1, respectively, related to our consolidated VIEs)	1	1
Restricted cash and cash equivalents (includes $3,075 and $12,193, respectively, related to our consolidated VIEs)	3,075	12,193
Federal funds sold and securities purchased under agreements to resell (includes $10,500 and $3,150, respectively, related to our consolidated VIEs)	10,500	3,150
Held-for-investment, at amortized cost:	'	'
Total held-for-investment mortgage loans, net	1,533,106	1,529,905
Held-for-sale, at fair value	0	0
Total mortgage loans, net	1,533,106	1,529,905
Accrued interest receivable (includes $5,105 and $5,111, respectively, related to our consolidated VIEs)	5,105	5,111
Real estate owned, net (includes $53 and $49, respectively, related to our consolidated VIEs)	53	49
Other assets (Note 19) (includes $1,785 and $2,172, respectively, related to our consolidated VIEs)	1,785	2,172
Liabilities	'	'
Accrued interest payable (includes $4,703 and $4,702, respectively, related to our consolidated VIEs)	4,703	4,702
Debt, net:	'	'
Total debt, net	1,446,477	1,433,984
Other liabilities (Note 19) (includes $6 and $6, respectively, related to our consolidated VIEs)	6	6
Freddie Mac parent	'	'
Held-for-investment, at amortized cost:	'	'
Total held-for-investment mortgage loans, net	140,477	146,158
Held-for-sale, at fair value	7,313	8,727
Total mortgage loans, net	147,790	154,885
Debt, net:	'	'
Total debt, net	$453,848	$506,767

Consolidated_Balance_Sheets_Pa

Consolidated Balance Sheets (Parenthetical) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, except Share data, unless otherwise specified
Assets	'	'
Cash and cash equivalents related to consolidated VIEs	$10,611	$11,281
Restricted cash and cash equivalents related to consolidated VIEs	3,154	12,265
Federal funds sold and securities purchased under agreements to resell related to consolidated VIEs	35,041	62,383
Investments in securities:	'	'
Available-for-sale securities pledged as collateral that may be repledged	64	70
Trading securities pledged as collateral that may be repledged	80	365
Mortgage loans:	'	'
Allowance for loan losses, held-for-investment mortgage loans	24,009	24,618
Accrued interest receivable related to consolidated VIEs	6,097	6,150
Real estate owned, net related to consolidated VIEs	4,339	4,551
Other assets related to consolidated VIEs	10,931	8,539
Liabilities	'	'
Accrued interest payable related to consolidated VIEs	6,340	6,803
Other liabilities related to consolidated VIEs	7,863	5,492
Equity	'	'
Common stock, par value	'	'
Common stock, shares authorized	4,000,000,000	4,000,000,000
Common stock, shares issued	725,863,886	725,863,886
Common stock, shares outstanding	650,040,391	650,039,533
AOCI, net of taxes, related to:	'	'
Available for sale securities other-than-temporary impairment adjustment, related to net unrealized losses on securities for which other-than-temporary impairment has been recognized in earnings	540	1,100
Treasury stock, shares	75,823,495	75,824,353
Variable Interest Entity Primary Beneficiary	'	'
Assets	'	'
Cash and cash equivalents related to consolidated VIEs	1	1
Restricted cash and cash equivalents related to consolidated VIEs	3,075	12,193
Federal funds sold and securities purchased under agreements to resell related to consolidated VIEs	10,500	3,150
Mortgage loans:	'	'
Allowance for loan losses, held-for-investment mortgage loans	2,789	3,006
Accrued interest receivable related to consolidated VIEs	5,105	5,111
Real estate owned, net related to consolidated VIEs	53	49
Other assets related to consolidated VIEs	1,785	2,172
Liabilities	'	'
Accrued interest payable related to consolidated VIEs	4,703	4,702
Debt securities recorded at fair value	56	59
Other liabilities related to consolidated VIEs	6	6
Freddie Mac parent	'	'
Mortgage loans:	'	'
Allowance for loan losses, held-for-investment mortgage loans	21,220	21,612
Liabilities	'	'
Debt securities recorded at fair value	$3,206	$2,683

Consolidated_Statements_of_Equ

Consolidated Statements of Equity (Deficit) (USD $)	Total	Senior Preferred Stock, at Redemption Value	Preferred Stock, at Redemption Value	Common Stock, at Par Value	Additional Paid-In Capital	Retained Earnings (Accumulated Deficit)	AOCI, Net of Tax	Treasury Stock, at Cost
In Millions, unless otherwise specified
Beginning balance at Dec. 31, 2012	$8,827	$72,336	$14,109	$0	$1	($70,796)	($2,938)	($3,885)
Beginning balance, Shares at Dec. 31, 2012	'	1	464	650	'	'	'	'
Comprehensive income:	'	'	'	'	'	'	'	'
Net income	4,581	'	'	'	'	4,581	'	'
Other comprehensive income, net of taxes	2,390	'	'	'	'	'	2,390	'
Comprehensive income	6,971	'	'	'	'	4,581	2,390	'
Senior Preferred Stock Dividends Declared	-5,827	'	'	'	'	-5,827	'	'
Ending balance at Mar. 31, 2013	9,971	72,336	14,109	0	1	-72,042	-548	-3,885
Ending balance, Shares at Mar. 31, 2013	'	1	464	650	'	'	'	'
Beginning balance at Dec. 31, 2013	12,835	72,336	14,109	0	0	-69,719	-6	-3,885
Beginning balance, Shares at Dec. 31, 2013	'	1	464	650	'	'	'	'
Comprehensive income:	'	'	'	'	'	'	'	'
Net income	4,020	'	'	'	'	4,020	'	'
Other comprehensive income, net of taxes	479	'	'	'	'	'	479	'
Comprehensive income	4,499	'	'	'	'	4,020	479	'
Senior Preferred Stock Dividends Declared	-10,435	'	'	'	'	-10,435	'	'
Ending balance at Mar. 31, 2014	$6,899	$72,336	$14,109	$0	$0	($76,134)	$473	($3,885)
Ending balance, Shares at Mar. 31, 2014	'	1	464	650	'	'	'	'

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Cash flows from operating activities	'	'
Net income	$4,020	$4,581
Adjustments to reconcile net income (loss) to net cash provided by operating activities:	'	'
Derivative losses (gains)	1,673	-1,280
Asset related amortization — premiums, discounts, and basis adjustments	684	1,417
Debt related amortization — premiums and discounts on certain debt securities and basis adjustments	-1,063	-1,984
Gains on extinguishment of debt securities of consolidated trusts and other debt	-19	-2
Provision (benefit) for credit losses	85	-503
(Gains) losses on investment activity	-655	310
Deferred income tax expense (benefit)	1,748	-42
Purchases of held-for-sale mortgage loans	-2,374	-5,709
Sales of mortgage loans acquired as held-for-sale	4,027	5,749
Repayments of mortgage loans acquired as held-for-sale	16	53
Payments to servicers for pre-foreclosure expense and servicer incentive fees	-266	-308
Change in:	'	'
Other receivables related to non-agency mortgage-related securities settlements	-3,721	0
Accrued interest receivable	53	218
Accrued interest payable	-461	-739
Income taxes receivable	-3	7
Other, net	473	-660
Net cash provided by operating activities	4,217	1,108
Cash flows from investing activities	'	'
Purchases of trading securities	-8,275	-3,098
Proceeds from sales of trading securities	1,872	10,793
Proceeds from maturities of trading securities	2,245	1,849
Purchases of available-for-sale securities	-4,153	-206
Proceeds from sales of available-for-sale securities	10,500	579
Proceeds from maturities of available-for-sale securities	5,181	9,125
Purchases of held-for-investment mortgage loans	-10,658	-24,474
Repayments of mortgage loans acquired as held-for-investment	51,107	130,488
Decrease in restricted cash	9,111	12,744
Net proceeds from dispositions of real estate owned and other recoveries	2,268	2,317
Net decrease (increase) in federal funds sold and securities purchased under agreements to resell	27,342	-1,083
Derivative premiums and terminations and swap collateral, net	-1,926	1,128
Net cash provided by investing activities	84,614	140,162
Cash flows from financing activities	'	'
Payment of cash dividends on senior preferred stock	-10,435	-5,827
Net cash used in financing activities	-89,501	-122,050
Net (decrease) increase in cash and cash equivalents	-670	19,220
Cash and cash equivalents at beginning of period	11,281	8,513
Cash and cash equivalents at end of period	10,611	27,733
Cash paid for:	'	'
Debt interest	15,807	17,448
Net derivative interest carry	607	752
Non-cash investing and financing activities:	'	'
Underlying mortgage loans related to guarantor swap transactions	39,703	108,608
Debt securities of consolidated trusts held by third parties established for guarantor swap transactions	39,703	108,608
Elimination of investments in securities and debt securities of consolidated trusts held by third parties related to net consolidation of variable interest entities for which we are the primary beneficiary	-37	-1,279
Parent Company [Member]	'	'
Adjustments to reconcile net income (loss) to net cash provided by operating activities:	'	'
Gains on extinguishment of debt securities of consolidated trusts and other debt	-7	32
Cash flows from financing activities	'	'
Proceeds from issuance of debt	125,790	173,895
Repayments of debt	-178,857	-191,644
Variable Interest Entity Primary Beneficiary Member	'	'
Adjustments to reconcile net income (loss) to net cash provided by operating activities:	'	'
Gains on extinguishment of debt securities of consolidated trusts and other debt	-12	-34
Cash flows from financing activities	'	'
Proceeds from issuance of debt	29,400	29,657
Repayments of debt	-55,399	-128,131
Cash and cash equivalents at beginning of period	1	'
Cash and cash equivalents at end of period	$1	'

Summary_of_Significant_Account

Summary of Significant Accounting Policies	3 Months Ended
	Mar. 31, 2014
Accounting Policies [Abstract]	'
SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES	'
	NOTE 1: SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES
	Freddie Mac was chartered by Congress in 1970 to stabilize the nation’s residential mortgage market and expand opportunities for home ownership and affordable rental housing. Our statutory mission is to provide liquidity, stability and affordability to the U.S. housing market. We are a GSE regulated by FHFA, the SEC, HUD, and Treasury, and are currently operating under the conservatorship of FHFA. For more information on the roles of FHFA and Treasury, see “NOTE 2: CONSERVATORSHIP AND RELATED MATTERS” in this Form 10-Q and in our Annual Report on Form 10-K for the year ended December 31, 2013, or our 2013 Annual Report.
	We are involved in the U.S. housing market by participating in the secondary mortgage market. We do not participate directly in the primary mortgage market. Our participation in the secondary mortgage market includes providing our credit guarantee for mortgages originated by mortgage lenders in the primary mortgage market and investing in mortgage loans and mortgage-related securities.
	Our operations consist of three reportable segments, which are based on the type of business activities each performs — Single-family Guarantee, Investments, and Multifamily. Our Single-family Guarantee segment reflects results from our single-family credit guarantee activities. In our Single-family Guarantee segment, we purchase and guarantee single-family mortgage loans originated by our seller/servicers in the primary mortgage market. In most instances, we use the mortgage securitization process to package the loans into guaranteed mortgage-related securities. We guarantee the payment of principal and interest on the mortgage-related securities in exchange for management and guarantee fees. Our Investments segment reflects results from three primary activities: (a) managing the company’s mortgage-related investments portfolio, excluding Multifamily segment investments; (b) managing the treasury function, including funding and liquidity, for the overall company; and (c) managing interest-rate risk for the overall company. In our Investments segment, we invest principally in mortgage-related securities and single-family performing mortgage loans. Our Multifamily segment reflects results from our investment (both purchases and sales), securitization, and guarantee activities in multifamily mortgage loans and securities. In our Multifamily segment, our primary business model is to purchase multifamily mortgage loans for aggregation and then securitization through issuance of multifamily K Certificates. See “NOTE 13: SEGMENT REPORTING” in our 2013 Annual Report for additional information.
	We are focused on the following primary business objectives: (a) reducing taxpayer exposure to losses by reducing and managing our overall risk profile, especially to mortgage-related risks; (b) supporting U.S. homeowners and renters by providing lenders with a constant source of liquidity for mortgage products even when other sources of financing are scarce; (c) building a commercially strong and efficient business enterprise; and (d) positioning the company, in particular our people and infrastructure, to succeed in a to-be-determined "future state." For information regarding our objectives, see “NOTE 2: CONSERVATORSHIP AND RELATED MATTERS — Business Objectives” in our 2013 Annual Report.
	Throughout our consolidated financial statements and related notes, we use certain acronyms and terms which are defined in the “GLOSSARY.”
	Basis of Presentation
	The accompanying unaudited consolidated financial statements have been prepared in accordance with GAAP for interim financial information and include our accounts as well as the accounts of other entities in which we have a controlling financial interest. All intercompany balances and transactions have been eliminated. These unaudited consolidated financial statements should be read in conjunction with the audited consolidated financial statements and related notes in our 2013 Annual Report. We are operating under the basis that we will realize assets and satisfy liabilities in the normal course of business as a going concern and in accordance with the delegation of authority from FHFA to our Board of Directors and management. Certain financial statement information that is normally included in annual financial statements prepared in conformity with GAAP, but is not required for interim reporting purposes, has been condensed or omitted. Certain amounts in prior periods’ consolidated financial statements have been reclassified to conform to the current presentation. In the opinion of management, all adjustments, which include only normal recurring adjustments, have been recorded for a fair presentation of our unaudited consolidated financial statements.
	In the first quarter of 2014, we reclassified net discounts paid on retirements of other debt and net premiums received from issuance of debt securities of consolidated trusts and other debt from cash flows from operating activities to cash flows from financing activities on our consolidated statements of cash flows. This reclassification resulted in a decrease of $852 million to net cash provided by operating activities and an increase of $852 million to net cash used in financing activities for the three months ended March 31, 2013.
	We recorded the cumulative effect of the correction of errors related to previously reported periods in the three months ended March 31, 2014. We concluded that these errors are not material individually or in the aggregate to our previously issued consolidated financial statements for any of the periods affected, or to our estimated earnings for the full year ending December 31, 2014, or to the trend of earnings.
	Use of Estimates
	The preparation of financial statements requires us to make estimates and assumptions that affect: (a) the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements; and (b) the reported amounts of revenues and expenses and gains and losses during the reporting period. Management has made significant estimates in preparing the financial statements, including, but not limited to, establishing the allowance for loan losses and reserve for guarantee losses, valuing financial instruments and other assets and liabilities, assessing impairments on investments, and assessing our ability to realize net deferred tax assets. Actual results could be different from these estimates.
	Earnings Per Common Share
	The August 2012 amendment to the Purchase Agreement changed the manner in which the dividend on the senior preferred stock is determined. For each quarter from January 1, 2013 through and including December 31, 2017, the dividend payment will be the amount, if any, by which our Net Worth Amount at the end of the immediately preceding fiscal quarter, less the applicable Capital Reserve Amount, exceeds zero. See "NOTE 11: STOCKHOLDERS' EQUITY (DEFICIT) — Senior Preferred Stock" for additional information regarding the Capital Reserve Amount. For each quarter beginning January 1, 2018, the dividend payment will be the amount, if any, by which our Net Worth Amount at the end of the immediately preceding fiscal quarter exceeds zero. The dividend is presented in the period in which it is determinable for the senior preferred stock as a reduction to net income (loss) available to common stockholders and net income (loss) per common share. The dividend is declared and paid in the following period and recorded as a reduction to equity in the period declared.
	Because we have issued participating securities, we use the “two-class” method of computing earnings per common share. Basic earnings per common share is computed as net income attributable to common stockholders divided by the weighted average common shares outstanding for the period. The weighted average common shares outstanding for the period includes the weighted average number of shares that are associated with the warrant for our common stock issued to Treasury pursuant to the Purchase Agreement. This warrant is included since it is unconditionally exercisable by the holder at a minimal cost. See “NOTE 2: CONSERVATORSHIP AND RELATED MATTERS” in our 2013 Annual Report for further information.
	Diluted earnings per common share is computed as net income attributable to common stockholders divided by the weighted average common shares outstanding during the period adjusted for the dilutive effect of common equivalent shares outstanding. For periods with net income attributable to common stockholders, the calculation includes the effect of the weighted average shares related to stock options if the average market price during the period exceeds the exercise price. During periods in which a net loss attributable to common stockholders has been incurred, potential common equivalent shares outstanding are not included in the calculation because it would have an antidilutive effect. See “NOTE 1: SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES — Earnings Per Common Share” in our 2013 Annual Report for further discussion of our significant accounting policies regarding our calculation of earnings per common share and “NOTE 11: STOCKHOLDERS’ EQUITY (DEFICIT) — Stock-Based Compensation” in this Form 10-Q for additional information on our earnings-per-share calculation.
	Recently Adopted Accounting Guidance
	Accounting for Investments in Qualified Affordable Housing Projects
	In the first quarter of 2014, we adopted an amendment to the accounting guidance related to accounting for investments in qualified affordable housing projects. This amendment permitted entities to elect to account for their investments in qualified affordable housing projects using the proportional amortization method if certain conditions were met. The adoption of this amendment did not have a material impact on our consolidated financial statements.
	Recently Issued Accounting Guidance, Not Yet Adopted Within These Consolidated Financial Statements
	Reclassification of Residential Real Estate Collateralized Consumer Mortgage Loans upon Foreclosure
	In January 2014, the FASB issued an amendment to the accounting guidance related to reclassifying residential real estate collateralized consumer mortgage loans upon foreclosure. This amendment clarifies that a creditor is considered to have received physical possession of residential real estate property collateralizing a consumer mortgage loan, upon either: (a) the creditor obtaining legal title to the residential real estate property upon completion of a foreclosure; or (b) the borrower conveying all interest in the residential real estate property to the creditor to satisfy that loan through completion of a deed in lieu of foreclosure or through a similar legal agreement. This amendment is effective for interim and annual periods beginning after December 15, 2014. We expect that the adoption of this amendment will not have a material impact on our consolidated financial statements.

Conservatorship_and_Related_Ma

Conservatorship and Related Matters	3 Months Ended
	Mar. 31, 2014
Conservatorship and Related Matters [Abstract]	'
CONSERVATORSHIP AND RELATED MATTERS	'
	NOTE 2: CONSERVATORSHIP AND RELATED MATTERS
	Business Objectives
	We continue to operate under the conservatorship that commenced on September 6, 2008, conducting our business under the direction of FHFA, as our Conservator. The conservatorship and related matters have had a wide-ranging impact on us, including our management, business, financial condition and results of operations. Upon its appointment, FHFA, as Conservator, immediately succeeded to all rights, titles, powers and privileges of Freddie Mac, and of any stockholder, officer or director thereof, with respect to the company and its assets. The Conservator also succeeded to the title to all books, records, and assets of Freddie Mac held by any other legal custodian or third party. During the conservatorship, the Conservator has delegated certain authority to the Board of Directors to oversee, and management to conduct business operations so that the company can continue to operate in the ordinary course. The directors serve on behalf of, and exercise authority as directed by, the Conservator.
	We are also subject to certain constraints on our business activities imposed by Treasury due to the terms of, and Treasury’s rights under, the Purchase Agreement. However, we believe that the support provided by Treasury pursuant to the Purchase Agreement currently enables us to maintain our access to the debt markets and to have adequate liquidity to conduct our normal business activities, although the costs of our debt funding could vary. Our ability to access funds from Treasury under the Purchase Agreement is critical to keeping us solvent.
	The Conservator continues to determine, and direct the efforts of the Board of Directors and management to address, the strategic direction for the company. While the Conservator has delegated certain authority to management to conduct business operations, many management decisions are subject to review and approval by FHFA and Treasury. In addition, management frequently receives directions from FHFA on various matters involving day-to-day operations.
	Our current business objectives reflect direction we have received from the Conservator (including the Conservatorship Scorecards). At the direction of the Conservator, we have made changes to certain business practices that are designed to provide support for the mortgage market in a manner that serves our public mission and other non-financial objectives but may not contribute to our profitability.
	Certain of these objectives are intended to help homeowners and the mortgage market and may help to mitigate future credit losses. However, some of our initiatives are expected to have an adverse impact on our near- and long-term financial results. Given the important role the Administration and our Conservator have placed on Freddie Mac in addressing housing and mortgage market conditions and our public mission, we may be required to take additional actions that could have a negative impact on our business, operating results or financial condition.
	The Conservator is requiring us to contract our presence in the mortgage market and simplify our operations. The Conservator also stated that it is focusing on retaining value in the business operations of Freddie Mac and Fannie Mae, overseeing remediation of identified weaknesses in corporate operations and risk management, and ensuring that sound corporate governance principles are followed.
	On February 21, 2012, FHFA sent to Congress a strategic plan for the next phase of the conservatorships of Freddie Mac and Fannie Mae. The plan set forth objectives and steps FHFA is taking or will take to meet FHFA’s obligations as Conservator. FHFA stated that the steps envisioned in the plan are consistent with each of the housing finance reform frameworks set forth in the report delivered by the Administration to Congress in February 2011, as well as with the leading congressional proposals previously introduced. FHFA indicated that the plan leaves open all options for Congress and the Administration regarding the resolution of the conservatorships and the degree of government involvement in supporting the secondary mortgage market in the future.
	FHFA’s plan provides lawmakers and the public with an outline of how FHFA, as Conservator, intends to guide Freddie Mac and Fannie Mae over the next few years, and identifies three strategic goals:
	•	Build. Build a new infrastructure for the secondary mortgage market.
	•	Contract. Gradually contract Freddie Mac's and Fannie Mae’s dominant presence in the marketplace while simplifying and shrinking their operations.
	•	Maintain. Maintain foreclosure prevention activities and credit availability for new and refinanced mortgages.
	The Conservatorship Scorecards, instituted by FHFA, established objectives, performance targets and measures, and provided the implementation roadmap for FHFA’s strategic plan. We continue to align our resources and internal business plans to meet the goals and objectives provided to us by FHFA.
	There is significant uncertainty as to the ultimate impact that our efforts to aid the housing and mortgage markets, including our efforts in connection with the MHA Program, will have on our future capital or liquidity needs.
	As a result of the net worth sweep dividend provisions of the senior preferred stock, we cannot over the long term build and retain capital from the earnings generated by our business operations, or return capital to stockholders other than Treasury. There is significant uncertainty as to our future, as the conservatorship has no specified termination date, and it is unknown what changes may occur to our business model during or following conservatorship, including whether we will continue to exist. We are not aware of any current plans of our Conservator to significantly change our business model or capital structure in the near term. Our future structure and role will be determined by the Administration and Congress, and there are likely to be significant changes beyond the near term. We have no ability to predict the outcome of these deliberations.
	Impact of Conservatorship and Related Developments on the Mortgage-Related Investments Portfolio
	The UPB of our mortgage-related investments portfolio, for purposes of the limit imposed by the Purchase Agreement, as amended on August 17, 2012, and FHFA regulation, may not exceed $470 billion at December 31, 2014 and was $434 billion at March 31, 2014. The annual 15% reduction in the size of our mortgage-related investments portfolio until it reaches $250 billion is calculated based on the maximum allowable size of the mortgage-related investments portfolio, rather than the actual UPB of the mortgage-related investments portfolio, as of December 31 of the preceding year. Our ability to acquire and sell mortgage assets is significantly constrained by limitations of the Purchase Agreement and those imposed by FHFA.
	Government Support for our Business
	We receive substantial support from Treasury and FHFA, as our Conservator and regulator, and are dependent upon their continued support in order to continue operating our business. This support includes our ability to access funds from Treasury under the Purchase Agreement, which is critical to: (a) keeping us solvent; (b) allowing us to focus on our primary business objectives under conservatorship; and (c) avoiding the appointment of a receiver by FHFA under statutory mandatory receivership provisions. At December 31, 2013, our assets exceeded our liabilities under GAAP; therefore FHFA did not request a draw on our behalf and, as a result, we did not receive any funding from Treasury under the Purchase Agreement during the three months ended March 31, 2014. Since conservatorship began through March 31, 2014, we have paid cash dividends of $81.8 billion to Treasury at the direction of the Conservator.
	At March 31, 2014, our assets exceeded our liabilities under GAAP; therefore no draw is being requested from Treasury under the Purchase Agreement for the first quarter of 2014.
	See “NOTE 8: DEBT SECURITIES AND SUBORDINATED BORROWINGS” and “NOTE 11: STOCKHOLDERS’ EQUITY (DEFICIT)” in our 2013 Annual Report for more information on the terms of the conservatorship and the Purchase Agreement.

Variable_Interest_Entities

Variable Interest Entities	3 Months Ended
	Mar. 31, 2014
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
VARIABLE INTEREST ENTITIES	'
	NOTE 3: VARIABLE INTEREST ENTITIES
	We have interests in various entities that are considered to be VIEs, including securitization trusts we use in our securities issuance process. We are required to evaluate VIEs at inception and on an ongoing basis. When we determine that we are the primary beneficiary of a VIE, we consolidate the assets and liabilities of the trust on our balance sheets. See “NOTE 1: SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES — Consolidation and Equity Method of Accounting” and “NOTE 3: VARIABLE INTEREST ENTITIES” in our 2013 Annual Report for more information about VIEs.
	VIEs for which We are the Primary Beneficiary
	Based on our evaluation of whether we hold a controlling financial interest in these VIEs, we determined that we are the primary beneficiary of trusts that issue our single-family PCs and certain Other Guarantee Transactions. Therefore, we consolidate on our balance sheets the assets and liabilities of these trusts. At both March 31, 2014 and December 31, 2013, we were the primary beneficiary of, and therefore consolidated, single-family PC trusts with assets totaling $1.5 trillion as measured using the UPB of issued PCs. In addition, we concluded that we are the primary beneficiary of Other Guarantee Transactions with underlying assets totaling $8.1 billion and $8.9 billion at March 31, 2014 and December 31, 2013, respectively.
	VIEs for which We are not the Primary Beneficiary
	Our involvement with VIEs for which we are not the primary beneficiary generally takes one of two forms (or both): (a) purchasing an investment in these entities; or (b) providing a guarantee to these entities.
	The table below presents the carrying amounts and classification of the assets and liabilities recorded on our consolidated balance sheets related to our variable interests in non-consolidated VIEs, as well as our maximum exposure to loss as a result of our involvement with these VIEs.
	Table 3.1 — Variable Interests in VIEs for which We are not the Primary Beneficiary
		31-Mar-14
		Mortgage-Related
		Security Trusts
		Freddie  Mac			Non-Freddie Mac			Unsecuritized			Other(2)
		Securities(1)			Securities(2)			Multifamily
								Loans (3)
		(in millions)
	Assets and Liabilities Recorded on our Consolidated Balance Sheets
	Assets:
	Restricted cash and cash equivalents	$	6		$	—		$	11		$	62
	Investments in securities:
	Available-for-sale, at fair value	35,165			80,176			—			—
	Trading, at fair value	14,340			6,664			—			—
	Mortgage loans:
	Held-for-investment, unsecuritized	—			—			48,625			—
	Held-for-sale	—			—			7,313			—
	Accrued interest receivable	227			215			242			8
	Other assets	794			—			262			454
	Liabilities:
	Derivative liabilities, net	—			—			—			(33		)
	Other liabilities	(900		)	(2		)	(16		)	(566		)
	Maximum Exposure to Loss	$	74,871		$	86,285		$	56,453		$	10,389
	Total Assets of Non-Consolidated VIEs(4)	$	88,108		$	468,276		$	100,653		$	23,855
		December 31, 2013
		Mortgage-Related
		Security Trusts
		Freddie Mac			Non-Freddie Mac			Unsecuritized			Other(2)
		Securities(1)			Securities(2)			Multifamily
								Loans(3)
		(in millions)
	Assets and Liabilities Recorded on our Consolidated Balance Sheets
	Assets:
	Restricted cash and cash equivalents	$	6		$	—		$	8		$	58
	Investments in securities:
	Available-for-sale, at fair value	40,659			84,765			—			—
	Trading, at fair value	9,349			7,414			—			—
	Mortgage loans:
	Held-for-investment, unsecuritized	—			—			50,306			—
	Held-for-sale	—			—			8,727			—
	Accrued interest receivable	232			226			261			7
	Other assets	833			14			407			477
	Liabilities:
	Derivative liabilities, net	(3		)	—			—			(35		)
	Other liabilities	(875		)	(2		)	(12		)	(558		)
	Maximum Exposure to Loss	$	72,072		$	92,559		$	59,710		$	10,415
	Total Assets of Non-Consolidated VIEs(4)	$	84,731		$	506,699		$	105,120		$	23,707
	-1	Freddie Mac securities include our variable interests in single-family multiclass REMICs and Other Structured Securities, multifamily PCs, multifamily Other Structured Securities, and Other Guarantee Transactions that we do not consolidate. Our maximum exposure to loss includes guaranteed UPB of assets held by the non-consolidated VIEs related to multifamily PCs, multifamily Other Structured Securities, and Other Guarantee Transactions for which we record a guarantee asset (component of Other Assets) and guarantee obligation (component of Other Liabilities) on our consolidated balance sheets. Our maximum exposure to loss on Freddie Mac securities excludes investments in single-family multiclass REMICs and Other Structured Securities, because we already consolidate the collateral of these trusts on our consolidated balance sheets.
	-2	For our involvement with non-consolidated non-Freddie Mac security trusts, and certain other VIEs where we do not provide a guarantee, our maximum exposure to loss is computed as the carrying amount if the security is classified as trading or the amortized cost if the security is classified as available-for-sale for our investments and related assets recorded on our consolidated balance sheets, including any unrealized amounts recorded in AOCI for securities classified as available-for-sale. See “NOTE 7: INVESTMENTS IN SECURITIES” for additional information regarding our non-Freddie Mac securities.
	-3	For unsecuritized multifamily loans, our maximum exposure to loss includes accrued interest receivable associated with these loans. See “NOTE 4: MORTGAGE LOANS AND LOAN LOSS RESERVES” for additional information about our unsecuritized multifamily loans.
	-4	Except for unsecuritized multifamily loans, this represents the remaining UPB of assets held by non-consolidated VIEs using the most current information available. For unsecuritized multifamily loans, this represents the fair value of the property serving as collateral for the loan. We do not include the assets of our non-consolidated trusts related to single-family REMICs and Other Structured Securities backed by our PCs in this amount as we already consolidate the underlying collateral of these trusts on our consolidated balance sheets.

Mortgage_Loans_and_Loan_Loss_R

Mortgage Loans and Loan Loss Reserves	3 Months Ended
	Mar. 31, 2014
Mortgage Loans on Real Estate [Abstract]	'
MORTGAGE LOANS AND LOAN LOSS RESERVES	'
	NOTE 4: MORTGAGE LOANS AND LOAN LOSS RESERVES
	We own both single-family mortgage loans, which are secured by one to four unit residential properties, and multifamily mortgage loans, which are secured by properties with five or more residential rental units. Our single-family loans are predominately first lien, fixed-rate mortgages secured by the borrower’s primary residence. For a discussion of our significant accounting policies regarding our mortgage loans and loan loss reserves, see “NOTE 1: SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES” in our 2013 Annual Report.
	The table below summarizes the types of loans on our consolidated balance sheets as of March 31, 2014 and December 31, 2013.
	Table 4.1 — Mortgage Loans
		31-Mar-14									31-Dec-13
		Unsecuritized			Held by			Total			Unsecuritized			Held by			Total
					Consolidated									Consolidated
					Trusts									Trusts
		(in millions)
	Single-family:(1)
	Fixed-rate
	Amortizing	$	109,896		$	1,407,045		$	1,516,941		$	113,597		$	1,402,841		$	1,516,438
	Interest-only	1,327			4,401			5,728			1,476			4,826			6,302
	Total fixed-rate	111,223			1,411,446			1,522,669			115,073			1,407,667			1,522,740
	Adjustable-rate
	Amortizing	1,638			65,642			67,280			1,935			65,429			67,364
	Interest-only	4,191			22,881			27,072			4,576			23,841			28,417
	Total adjustable-rate	5,829			88,523			94,352			6,511			89,270			95,781
	Other Guarantee Transactions	—			8,057			8,057			—			8,431			8,431
	FHA/VA and other governmental	505			3,333			3,838			553			3,354			3,907
	Total single-family	117,557			1,511,359			1,628,916			122,137			1,508,722			1,630,859
	Multifamily:(1)
	Fixed-rate	47,345			443			47,788			50,701			444			51,145
	Adjustable-rate	8,600			—			8,600			8,467			—			8,467
	Other governmental	3			—			3			3			—			3
	Total multifamily	55,948			443			56,391			59,171			444			59,615
	Total UPB of mortgage loans	173,505			1,511,802			1,685,307			181,308			1,509,166			1,690,474
	Deferred fees, unamortized premiums, discounts and other cost basis adjustments	(4,615		)	24,093			19,478			(4,817		)	23,745			18,928
	Fair value adjustments on loans held-for sale(2)	120			—			120			6			—			6
	Allowance for loan losses on mortgage loans held-for-investment	(21,220		)	(2,789		)	(24,009		)	(21,612		)	(3,006		)	(24,618		)
	Total mortgage loans, net	$	147,790		$	1,533,106		$	1,680,896		$	154,885		$	1,529,905		$	1,684,790
	Mortgage loans, net:
	Held-for-investment	$	140,477		$	1,533,106		$	1,673,583		$	146,158		$	1,529,905		$	1,676,063
	Held-for-sale	7,313			—			7,313			8,727			—			8,727
	Total mortgage loans, net	$	147,790		$	1,533,106		$	1,680,896		$	154,885		$	1,529,905		$	1,684,790
	-1	Based on UPB.
	-2	Consists of fair value adjustments associated with multifamily mortgage loans for which we have made a fair value election.
	During the three months ended March 31, 2014 and 2013, we purchased $48.6 billion and $129.7 billion, respectively, in UPB of single-family mortgage loans, and $0.5 billion and $0.3 billion, respectively, in UPB of multifamily loans that were classified as held-for-investment. Our sales of multifamily mortgage loans occur primarily through the issuance of multifamily K Certificates, which we categorize as Other Guarantee Transactions. During the three months ended March 31, 2014 and 2013, we sold $3.9 billion and $5.6 billion, respectively, of held-for-sale multifamily mortgage loans. See “NOTE 14: FINANCIAL GUARANTEES” for more information on our issuances of Other Guarantee Transactions. We did not have any reclassifications of mortgage loans into held-for-sale from held-for-investment during the three months ended March 31, 2014. In April 2014, we received FHFA's approval for a pilot transaction to sell certain seriously delinquent unsecuritized single-family loans held on our consolidated balance sheet.
	Credit Quality of Mortgage Loans
	We evaluate the credit quality of single-family loans using different criteria than the criteria we use to evaluate multifamily loans. The current LTV ratio is one key factor we consider when estimating our loan loss reserves for single-family loans. As estimated current LTV ratios increase, the borrower’s equity in the home decreases, which negatively affects the borrower’s ability to refinance (outside of HARP) or to sell the property for an amount at or above the balance of the outstanding mortgage loan. A second-lien mortgage also reduces the borrower’s equity in the home, and has a similar negative effect on the borrower’s ability to refinance or sell the property for an amount at or above the combined balances of the first and second mortgages. As of both March 31, 2014 and December 31, 2013, based on data collected by us at loan delivery, approximately 14% of loans in our single-family credit guarantee portfolio had second-lien financing by third parties at origination of the first mortgage. However, borrowers are free to obtain second-lien financing after origination, and we are not entitled to receive notification when a borrower does so. Therefore, it is likely that additional borrowers have post-origination second-lien mortgages. For further information about concentrations of risk associated with our single-family and multifamily mortgage loans, see “NOTE 15: CONCENTRATION OF CREDIT AND OTHER RISKS.”
	The table below presents information on the estimated current LTV ratios of single-family loans on our consolidated balance sheets, all of which are held-for-investment. Our current LTV ratio estimates are based on available data through the end of each respective period presented.
	Table 4.2 — Recorded Investment of Held-For-Investment Mortgage Loans, by LTV Ratio
		As of March 31, 2014												As of December 31, 2013
		Estimated Current LTV Ratio(1)												Estimated Current LTV Ratio(1)
		≤ 80			> 80 to 100			> 100(2)			Total			≤ 80			> 80 to 100			> 100(2)			Total
		(in millions)
	Single-family loans:
	20 and 30-year or more, amortizing fixed-rate(3)	$	833,119		$	267,938		$	117,211		$	1,218,268		$	819,509		$	269,110		$	124,491		$	1,213,110
	15-year amortizing fixed-rate(3)	268,653			18,576			5,283			292,512			270,211			19,658			5,748			295,617
	Adjustable-rate(4)	56,660			6,597			1,323			64,580			56,208			6,714			1,578			64,500
	Alt-A, interest-only, and option ARM(5)	29,723			20,757			22,572			73,052			29,927			21,564			25,089			76,580
	Total single-family loans	$	1,188,155		$	313,868		$	146,389		1,648,412			$	1,175,855		$	317,046		$	156,906		1,649,807
	Multifamily loans										49,180												50,874
	Total recorded investment of held-for-investment loans										$	1,697,592											$	1,700,681
	-1	The current LTV ratios are management estimates, which are updated on a monthly basis. Current market values are estimated by adjusting the value of the property at origination based on changes in the market value of homes in the same geographical area since that time. The value of a property at origination is based on: (a) for purchase mortgages, either the lesser of the appraised value of the property at the time of mortgage origination or the mortgage borrower’s purchase price; or (b) for refinance mortgages, a third-party appraisal. Changes in market value are derived from our internal index which measures price changes for repeat sales and refinancing activity on the same properties using Freddie Mac and Fannie Mae single-family mortgage acquisitions, including foreclosure sales. Estimates of the current LTV ratio include the credit-enhanced portion of the loan and exclude any secondary financing by third parties. The existence of a second lien reduces the borrower’s equity in the property and, therefore, can increase the risk of default.
	-2	The serious delinquency rate for the total of single-family held-for-investment mortgage loans with estimated current LTV ratios in excess of 100% was 9.3% and 9.9% as of March 31, 2014 and December 31, 2013, respectively.
	-3	The majority of our loan modifications result in new terms that include fixed interest rates after modification. As of March 31, 2014 and December 31, 2013, we have categorized UPB of approximately $43.6 billion and $43.8 billion, respectively, of modified loans as fixed-rate loans (instead of as adjustable rate loans), even though the modified loans have rate adjustment provisions. In these cases, while the terms of the modified loans provide for the interest rate to adjust in the future, such future rates are determined at the time of modification rather than at a subsequent date.
	-4	Includes balloon/reset mortgage loans and excludes option ARMs.
	-5	We have discontinued our purchases of Alt-A, interest-only, and option ARM loans. For reporting purposes: (a) loans within the Alt-A category continue to be presented in that category following modification, even though the borrower may have provided full documentation of assets and income to complete the modification; and (b) loans within the option ARM category continue to be presented in that category following modification, even though the modified loan no longer provides for optional payment provisions.
	For information about the payment status of single-family and multifamily mortgage loans, including the amount of such loans we deem impaired, see “NOTE 5: IMPAIRED LOANS.” For a discussion of certain indicators of credit quality for the multifamily loans on our consolidated balance sheets, see “NOTE 15: CONCENTRATION OF CREDIT AND OTHER RISKS — Multifamily Mortgage Portfolio.”
	Allowance for Loan Losses and Reserve for Guarantee Losses, or Loan Loss Reserves
	Our loan loss reserves consist of our: (a) allowance for loan losses on mortgage loans that we classify as held-for-investment on our consolidated balance sheets; and (b) reserve for guarantee losses associated with Freddie Mac mortgage-related securities backed by multifamily loans, certain single-family Other Guarantee Transactions, and other guarantee commitments, for which we have incremental credit risk.
	A significant portion of the unsecuritized single-family loans on our consolidated balance sheets are seriously delinquent and/or TDR loans that we previously removed from our PC pools. These seriously delinquent and TDR loans typically have a higher associated allowance for loan loss than loans that remain in consolidated trusts. Single-family loans that remain in consolidated trusts are generally aggregated and measured collectively for impairment based on similar risk characteristics of the loans.
The table below presents our loan loss reserves activity for the single-family and multifamily loans that we own or guarantee.
Table 4.3 — Detail of Loan Loss Reserves
	Three Months Ended March 31,
	2014												2013
	Allowance for Loan Losses						Reserve  for						Allowance for Loan Losses						Reserve  for
							Guarantee												Guarantee
	Unsecuritized			Held By			Losses(1)			Total			Unsecuritized			Held By			Losses(1)			Total
				Consolidated												Consolidated
				Trusts												Trusts
	(in millions)
Single-family:
Beginning balance	$	21,487		$	3,006		$	85		$	24,578		$	25,449		$	4,918		$	141		$	30,508
Provision (benefit) for credit losses	(89		)	171			22			104			(1,063		)	610			(16		)	(469		)
Charge-offs(2)	(1,300		)	(156		)	(1		)	(1,457		)	(2,484		)	(170		)	(2		)	(2,656		)
Recoveries(3)	337			230			—			567			623			35			—			658
Transfers, net(4)	672			(462		)	—			210			1,564			(1,304		)	(2		)	258
Ending balance	$	21,107		$	2,789		$	106		$	24,002		$	24,089		$	4,089		$	121		$	28,299
Multifamily:
Beginning balance	$	125		$	—		$	26		$	151		$	339		$	1		$	42		$	382
Provision (benefit) for credit losses	(12		)	—			(7		)	(19		)	(30		)	—			(4		)	(34		)
Charge-offs(2)	—			—			—			—			(2		)	—			—			(2		)
Recoveries(3)	—			—			—			—			1			—			—			1
Transfers, net(4)	—			—			—			—			—			—			(7		)	(7		)
Ending balance	$	113		$	—		$	19		$	132		$	308		$	1		$	31		$	340
Total:
Beginning balance	$	21,612		$	3,006		$	111		$	24,729		$	25,788		$	4,919		$	183		$	30,890
Provision (benefit) for credit losses	(101		)	171			15			85			(1,093		)	610			(20		)	(503		)
Charge-offs(2)	(1,300		)	(156		)	(1		)	(1,457		)	(2,486		)	(170		)	(2		)	(2,658		)
Recoveries(3)	337			230			—			567			624			35			—			659
Transfers, net(4)	672			(462		)	—			210			1,564			(1,304		)	(9		)	251
Ending balance	$	21,220		$	2,789		$	125		$	24,134		$	24,397		$	4,090		$	152		$	28,639
-1	Loans associated with our reserve for guarantee losses are those loans that underlie our non-consolidated securitization trusts and other guarantee commitments and are evaluated for impairment on a collective basis. Our reserve for guarantee losses is included in other liabilities on our consolidated balance sheets.
-2	Charge-offs represent the amount of a loan that has been discharged to remove the loan from our consolidated balance sheet principally due to either foreclosure transfers or short sales. Charge-offs exclude $18 million and $73 million for the three months ended March 31, 2014 and 2013, respectively, related to: (a) amounts recorded as losses on loans purchased within other expenses on our consolidated statements of comprehensive income, which relate to certain loans purchased under financial guarantees; or (b) cumulative fair value losses recognized through the date of foreclosure for multifamily loans which we elected to carry at fair value at the time of our purchase. We record charge-offs and recoveries on loans held by consolidated trusts when a loss event (such as a foreclosure transfer or foreclosure alternative) occurs on a loan while it remains in a consolidated trust.
-3	Recoveries of charge-offs primarily result from foreclosure alternatives and REO acquisitions on loans where: (a) a share of default risk has been assumed by mortgage insurers, servicers, or other third parties through certain credit enhancements; or (b) we received a reimbursement of our losses from a seller/servicer associated with a repurchase request on a loan that experienced a foreclosure transfer or a foreclosure alternative.
-4	For the three months ended March 31, 2014 and 2013, consists of: (a) approximately $0.5 billion and $1.3 billion, respectively, of reclassified single-family reserves related to our removal of loans previously held by consolidated trusts; and (b) approximately $0.2 billion and $0.3 billion, respectively, attributable to capitalization of past due interest on modified mortgage loans.
The table below presents our allowance for loan losses and our recorded investment in mortgage loans, held-for-investment, by impairment evaluation methodology.
Table 4.4 — Net Investment in Mortgage Loans
	31-Mar-14									31-Dec-13
	Single-family			Multifamily			Total			Single-family			Multifamily			Total
	(in millions)
Recorded investment:
Collectively evaluated	$	1,549,320		$	48,010		$	1,597,330		$	1,551,667		$	49,598		$	1,601,265
Individually evaluated	99,092			1,170			100,262			98,140			1,276			99,416
Total recorded investment	1,648,412			49,180			1,697,592			1,649,807			50,874			1,700,681
Ending balance of the allowance for loan losses:
Collectively evaluated	(5,336		)	(39		)	(5,375		)	(5,939		)	(45		)	(5,984		)
Individually evaluated	(18,560		)	(74		)	(18,634		)	(18,554		)	(80		)	(18,634		)
Total ending balance of the allowance	(23,896		)	(113		)	(24,009		)	(24,493		)	(125		)	(24,618		)
Net investment in mortgage loans	$	1,624,516		$	49,067		$	1,673,583		$	1,625,314		$	50,749		$	1,676,063
A significant number of unsecuritized single-family mortgage loans on our consolidated balance sheets are individually evaluated for impairment while substantially all single-family mortgage loans held by our consolidated trusts are collectively evaluated for impairment. The ending balance of the allowance for loan losses associated with our held-for-investment unsecuritized mortgage loans represented approximately 13.1% and 12.9% of the recorded investment in such loans at March 31, 2014 and December 31, 2013, respectively. The ending balance of the allowance for loan losses associated with mortgage loans held by our consolidated trusts represented approximately 0.2% of the recorded investment in such loans as of both March 31, 2014 and December 31, 2013.
Credit Protection and Other Forms of Credit Enhancement
In connection with many of our mortgage loans held-for-investment and other mortgage-related guarantees, we have credit protection in the form of primary mortgage insurance, pool insurance, recourse to lenders, and other forms of credit enhancements.
The table below presents the UPB of loans on our consolidated balance sheets or underlying our financial guarantees with credit protection and the maximum amounts of potential loss recovery by type of credit protection.
Table 4.5 — Recourse and Other Forms of Credit Protection(1)
	UPB at						Maximum Coverage(2) at
	31-Mar-14			31-Dec-13			31-Mar-14			31-Dec-13
	(in millions)
Single-family:
Primary mortgage insurance	$	205,699		$	203,470		$	51,598		$	50,823
Risk transfer transactions(3)	88,317			56,903			2,174			1,183
Lender recourse and indemnifications	6,992			7,119			6,563			6,726
Pool insurance(4)	4,083			4,683			1,081			1,186
HFA indemnification(5)	3,752			4,051			3,323			3,323
Subordination(6)	2,579			2,644			386			399
Other credit enhancements	26			38			26			38
Total	$	311,448		$	278,908		$	65,151		$	63,678
Multifamily:
K Certificates(7)	$	62,349		$	59,326		$	11,204		$	10,601
Subordination(6)	4,419			4,435			756			756
HFA indemnification(5)	875			905			699			699
Other credit enhancements	6,526			6,666			1,775			1,834
Total	$	74,169		$	71,332		$	14,434		$	13,890
-1	Excludes FHA/VA and other governmental loans. Except for subordination coverage, these amounts exclude other credit protection associated with $11.1 billion and $11.5 billion in UPB of single-family loans underlying Other Guarantee Transactions as of March 31, 2014 and December 31, 2013, respectively, for which the information was not available. Also excludes repurchase rights (subject to certain conditions and limitations) we have under representations and warranties provided by our agreements with seller/servicers to underwrite loans and service them in accordance with our standards.
-2	Except for subordination and K Certificates, this represents the remaining amount of loss recovery that is available subject to terms of counterparty agreements. For subordination and K Certificates coverage, this represents the UPB of the securities that are subordinate to our guarantee, which could provide protection by absorbing first losses.
-3	Represents: (a) STACR debt note transactions in which we issue and sell debt securities, the principal balance of which is subject to the performance of a reference pool of single-family mortgage loans owned or guaranteed by Freddie Mac; and (b) a transaction in which we purchased an insurance policy on a portion of the mezzanine loss position that was not issued in one of the STACR debt note transactions. UPB amounts presented represent the UPB of the loans in the reference pool. Maximum coverage amounts presented represent the outstanding balance of the debt securities held by third parties as well as the remaining aggregate limit of insurance purchased from a third party.
-4	Maximum coverage amounts presented have been limited to the UPB at period end. Excludes approximately $1.6 billion and $1.8 billion in UPB at March 31, 2014 and December 31, 2013, respectively, where the related loans are also covered by primary mortgage insurance.
-5	Represents the amount of potential reimbursement of losses on securities we have guaranteed that are backed by state and local HFA bonds related to the HFA initiative.
-6	Represents Freddie Mac issued mortgage-related securities with subordination protection, excluding multifamily K Certificates and those securities backed by state and local HFA bonds related to the HFA initiative.
-7	Represents multifamily K Certificates with subordination protection.
Primary mortgage insurance is the most prevalent type of credit enhancement protecting our single-family credit guarantee portfolio, and is provided on a loan-level basis. For information about counterparty risk associated with mortgage insurers, see “NOTE 15: CONCENTRATION OF CREDIT AND OTHER RISKS — Mortgage Insurers.”
Our structured agency credit risk (STACR) debt note transactions, in which we issue unsecured debt securities that reduce our exposure to credit risk, also provide credit enhancement protecting our single-family credit guarantee portfolio. We executed one STACR debt note transaction during the first quarter of 2014. For more information about our STACR debt note transactions, see "NOTE 4: MORTGAGE LOANS AND LOAN LOSS RESERVES" in our 2013 Annual Report.
We also have credit enhancements protecting our multifamily mortgage portfolio. Subordination, primarily through our K Certificates, is the most prevalent type, whereby we mitigate our credit risk exposure by structuring our securities to sell the expected credit risk to private investors who purchase the subordinate tranches.
We also have credit protection for certain mortgage loans on our consolidated balance sheets that are covered by insurance or partial guarantees issued by federal agencies (such as FHA, VA, and USDA). The total UPB of these loans was $3.8 billion and $3.9 billion as of March 31, 2014 and December 31, 2013, respectively.

Impaired_Loans

Impaired Loans	3 Months Ended
	Mar. 31, 2014
Receivables [Abstract]	'
IMPAIRED LOANS	'
	NOTE 5: IMPAIRED LOANS
	Individually Impaired Loans
	Individually impaired single-family loans include TDRs, as well as loans acquired under our financial guarantees with deteriorated credit quality. Individually impaired multifamily loans include TDRs, loans three monthly payments or more past due, and loans that are impaired based on management judgment. For a discussion of our significant accounting policies regarding impaired and non-accrual mortgage loans, which are applied consistently for multifamily loans and single-family loan classes, see “NOTE 1: SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES” in our 2013 Annual Report.
	Total loan loss reserves consist of a specific valuation allowance related to individually impaired mortgage loans, and a general reserve for other probable incurred losses. Our recorded investment in individually impaired mortgage loans and the related specific valuation allowance are summarized in the table below by product class (for single-family loans).
	Table 5.1 — Individually Impaired Loans
		Balance at														For The Three Months Ended
		31-Mar-14														March 31, 2014
		UPB				Recorded				Associated				Net		Average		Interest		Interest
						Investment				Allowance				Investment		Recorded		Income		Income
																Investment		Recognized		Recognized
																				On Cash
																				Basis(1)
		(in millions)
	Single-family —
	With no specific allowance recorded(2):
	20 and 30-year or more, amortizing fixed-rate(3)	$	5,862			$	3,396			$	—			$	3,396	$	3,460	$	90	$	7
	15-year amortizing fixed-rate(3)	56				33				—				33		35		2		—
	Adjustable-rate(4)	21				16				—				16		12		—		—
	Alt-A, interest-only, and option ARM(5)	1,788				1,088				—				1,088		1,084		19		1
	Total with no specific allowance recorded	7,727				4,533				—				4,533		4,591		111		8
	With specific allowance recorded:(6)
	20 and 30-year or more, amortizing fixed-rate(3)	76,606				75,559				(14,512		)		61,047		74,926		587		68
	15-year amortizing fixed-rate(3)	1,305				1,306				(41		)		1,265		1,273		14		2
	Adjustable-rate(4)	940				935				(78		)		857		918		6		1
	Alt-A, interest-only, and option ARM(5)	17,095				16,759				(3,929		)		12,830		16,669		96		14
	Total with specific allowance recorded	95,946				94,559				(18,560		)		75,999		93,786		703		85
	Combined single-family:
	20 and 30-year or more, amortizing fixed-rate(3)	82,468				78,955				(14,512		)		64,443		78,386		677		75
	15-year amortizing fixed-rate(3)	1,361				1,339				(41		)		1,298		1,308		16		2
	Adjustable-rate(4)	961				951				(78		)		873		930		6		1
	Alt-A, interest-only, and option ARM(5)	18,883				17,847				(3,929		)		13,918		17,753		115		15
	Total single-family(7)	$	103,673			$	99,092			$	(18,560	)		$	80,532	$	98,377	$	814	$	93
	Multifamily —
	With no specific allowance recorded(8)	$	627			$	615			$	—			$	615	$	623	$	8	$	2
	With specific allowance recorded	567				555				(74		)		481		556		7		5
	Total multifamily	$	1,194			$	1,170			$	(74	)		$	1,096	$	1,179	$	15	$	7
	Total single-family and multifamily	$	104,867			$	100,262			$	(18,634	)		$	81,628	$	99,556	$	829	$	100
		Balance at														For The Three Months Ended
		31-Dec-13														March 31, 2013
		UPB				Recorded				Associated				Net		Average		Interest		Interest
						Investment				Allowance				Investment		Recorded		Income		Income
																Investment		Recognized		Recognized
																				On Cash
																				Basis(1)
		(in millions)
	Single-family —
	With no specific allowance recorded(2):
	20 and 30-year or more, amortizing fixed-rate(3)	$	5,927			$	3,355			$	—			$	3,355	$	3,267	$	99	$	11
	15-year amortizing fixed-rate(3)	62				34				—				34		30		1		—
	Adjustable rate(4)	19				13				—				13		13		—		—
	Alt-A, interest-only, and option ARM(5)	1,758				1,038				—				1,038		879		17		2
	Total with no specific allowance recorded	7,766				4,440				—				4,440		4,189		117		13
	With specific allowance recorded:(6)
	20 and 30-year or more, amortizing fixed-rate(3)	75,633				74,554				(14,431		)		60,123		67,423		513		71
	15-year amortizing fixed-rate(3)	1,324				1,324				(43		)		1,281		1,083		12		3
	Adjustable rate(4)	967				962				(84		)		878		837		5		1
	Alt-A, interest-only, and option ARM(5)	17,210				16,860				(3,996		)		12,864		16,527		92		16
	Total with specific allowance recorded	95,134				93,700				(18,554		)		75,146		85,870		622		91
	Combined single-family:
	20 and 30-year or more, amortizing fixed-rate(3)	81,560				77,909				(14,431		)		63,478		70,690		612		82
	15-year amortizing fixed-rate(3)	1,386				1,358				(43		)		1,315		1,113		13		3
	Adjustable rate (4)	986				975				(84		)		891		850		5		1
	Alt-A, interest-only, and option ARM(5)	18,968				17,898				(3,996		)		13,902		17,406		109		18
Total single-family(7)	$	102,900			$	98,140			$	(18,554	)		$	79,586	$	90,059	$	739	$	104
Multifamily —
With no specific allowance recorded(8)	$	694			$	681			$	—			$	681	$	777	$	10	$	4
With specific allowance recorded	608				595				(80		)		515		1,170		16		11
Total multifamily	$	1,302			$	1,276			$	(80	)		$	1,196	$	1,947	$	26	$	15
Total single-family and multifamily	$	104,202			$	99,416			$	(18,634	)		$	80,782	$	92,006	$	765	$	119
-1	Consists of income recognized during the period related to loans categorized as non-accrual.
-2	Individually impaired loans with no specific related valuation allowance primarily represent mortgage loans removed from PC pools and accounted for in accordance with the accounting guidance for loans and debt securities acquired with deteriorated credit quality that have not experienced further deterioration.
-3	See endnote (3) of “Table 4.2 — Recorded Investment of Held-For-Investment Mortgage Loans, by LTV Ratio.”
-4	Includes balloon/reset mortgage loans and excludes option ARMs.
-5	See endnote (5) of “Table 4.2 — Recorded Investment of Held-For-Investment Mortgage Loans, by LTV Ratio.”
-6	Consists primarily of mortgage loans classified as TDRs.
-7	As of March 31, 2014 and December 31, 2013 includes $95.9 billion and $95.1 billion, respectively, of UPB associated with loans for which we have recorded a specific allowance, and $7.7 billion and $7.8 billion, respectively, of UPB associated with loans that have no specific allowance recorded. See endnote (2) for additional information.
-8	Individually impaired multifamily loans with no specific related valuation allowance primarily represent those loans for which the collateral value is sufficiently in excess of the loan balance to result in recovery of the entire recorded investment if the property were foreclosed upon or otherwise subject to disposition.
Interest income foregone on individually impaired loans was $0.7 billion for both the three months ended March 31, 2014 and 2013.
Mortgage Loan Performance
We do not accrue interest on loans three months or more past due.
The table below presents the recorded investment of our single-family and multifamily mortgage loans, held-for-investment, by payment status.
Table 5.2 — Payment Status of Mortgage Loans(1)
	31-Mar-14
	Current				One				Two				Three Months or		Total		Non-accrual
					Month				Months				More Past Due,
					Past Due				Past Due				or in Foreclosure
	(in millions)
Single-family —
20 and 30-year or more, amortizing fixed-rate(2)	$	1,169,476			$	15,981			$	5,584			$	27,227	$	1,218,268	$	27,201
15-year amortizing fixed-rate(2)	290,515				957				231				809		292,512		809
Adjustable-rate(3)	63,272				408				122				778		64,580		778
Alt-A, interest-only, and option ARM(4)	60,401				2,424				1,016				9,211		73,052		9,205
Total single-family	1,583,664				19,770				6,953				38,025		1,648,412		37,993
Total multifamily	49,162				9				—				9		49,180		579
Total single-family and multifamily	$	1,632,826			$	19,779			$	6,953			$	38,034	$	1,697,592	$	38,572
	December 31, 2013
	Current				One				Two				Three Months or		Total		Non-accrual
					Month				Months				More Past Due,
					Past Due				Past Due				or in Foreclosure
	(in millions)
Single-family —
20 and 30-year or more, amortizing fixed-rate(2)	$	1,157,057			$	19,743			$	6,675			$	29,635	$	1,213,110	$	29,620
15-year amortizing fixed-rate(2)	293,286				1,196				271				864		295,617		863
Adjustable-rate(3)	62,987				495				147				871		64,500		871
Alt-A, interest-only, and option ARM(4)	62,356				2,898				1,157				10,169		76,580		10,162
Total single-family	1,575,686				24,332				8,250				41,539		1,649,807		41,516
Total multifamily	50,827				—				21				26		50,874		627
Total single-family and multifamily	$	1,626,513			$	24,332			$	8,271			$	41,565	$	1,700,681	$	42,143
-1	Based on recorded investment in the loan. Mortgage loans that have been modified are not counted as past due as long as the borrower is current under the modified terms. The payment status of a loan may be affected by temporary timing differences, or lags, in the reporting of this information to us by our servicers.
-2	See endnote (3) of “Table 4.2 — Recorded Investment of Held-For-Investment Mortgage Loans, by LTV Ratio.”
-3	Includes balloon/reset mortgage loans and excludes option ARMs.
-4	See endnote (5) of “Table 4.2 — Recorded Investment of Held-For-Investment Mortgage Loans, by LTV Ratio.”
We have the option under our PC agreements to remove mortgage loans that underlie our PCs under certain circumstances to resolve an existing or impending delinquency or default. Our practice generally has been to remove loans from PC trusts when the loans have been delinquent for 120 days or more. As of March 31, 2014, there were $0.9 billion in UPB of loans underlying our PCs that were 120 days or more delinquent, and that met our criteria for removing the loan from the PC trust. Generally, we remove these delinquent loans from the PC trust, and thereby extinguish the related PC debt at the next scheduled PC payment date, unless the loans proceed to foreclosure transfer, complete a foreclosure alternative or are paid in full by the borrower before such date.
When we remove mortgage loans from PC trusts, we reclassify the loans from mortgage loans held-for-investment by consolidated trusts to unsecuritized mortgage loans held-for-investment and record an extinguishment of the corresponding portion of the debt securities of the consolidated trusts. We removed $3.4 billion and $5.8 billion in UPB of loans from PC trusts (or purchased delinquent loans associated with other guarantee commitments) for the three months ended March 31, 2014 and 2013, respectively.
The table below summarizes the delinquency rates of mortgage loans within our single-family credit guarantee and multifamily mortgage portfolios.
Table 5.3 — Delinquency Rates
	31-Mar-14				31-Dec-13
Single-family:(1)
Non-credit-enhanced portfolio (excluding Other Guarantee Transactions):
Serious delinquency rate	1.84		%		1.99		%
Total number of seriously delinquent loans	169,535				183,822
Credit-enhanced portfolio (excluding Other Guarantee Transactions):
Serious delinquency rate	3.92		%		4.34		%
Total number of seriously delinquent loans	51,087				56,794
Other Guarantee Transactions:(2)
Serious delinquency rate	11.01		%		10.91		%
Total number of seriously delinquent loans	14,330				14,709
Total single-family:
Serious delinquency rate	2.2		%		2.39		%
Total number of seriously delinquent loans	234,952				255,325
Multifamily:(3)
Non-credit-enhanced portfolio:
Delinquency rate	0.02		%		0.07		%
UPB of delinquent loans (in millions)	$	10			$	46
Credit-enhanced portfolio:
Delinquency rate	0.07		%		0.11		%
UPB of delinquent loans (in millions)	$	49			$	75
Total Multifamily:
Delinquency rate	0.04		%		0.09		%
UPB of delinquent loans (in millions)	$	59			$	121
-1	Single-family mortgage loans that have been modified are not counted as seriously delinquent if the borrower is less than three monthly payments past due under the modified terms. Serious delinquencies on single-family mortgage loans underlying certain REMICs and Other Structured Securities, Other Guarantee Transactions, and other guarantee commitments may be reported on a different schedule due to variances in industry practice.
-2	Single-family Other Guarantee Transactions generally have underlying mortgage loans with higher risk characteristics, but some single-family Other Guarantee Transactions may provide inherent credit protections from losses due to underlying subordination, excess interest, overcollateralization and other features.
-3	Multifamily delinquency performance is based on UPB of mortgage loans that are two monthly payments or more past due or those in the process of foreclosure and includes multifamily Other Guarantee Transactions (e.g., K Certificates). Excludes mortgage loans that have been modified as long as the borrower is less than two monthly payments past due under the modified contractual terms.
We continue to implement a number of initiatives to refinance and modify loans, including the MHA Program and the servicing alignment initiative. As part of accomplishing certain of these initiatives, we pay various incentives to servicers and borrowers. We bear the full costs associated with these loan workout and foreclosure alternatives on mortgages that we own or guarantee, including the cost of any monthly payment reductions.
Troubled Debt Restructurings
Single-Family TDRs
For information about our loss mitigation activities that can result in our granting a concession to a borrower, including our participation in HAMP, see “NOTE 5: INDIVIDUALLY IMPAIRED AND NON-PERFORMING LOANS” in our 2013 Annual Report.
During the three months ended March 31, 2014 approximately 56% of completed single-family loan modifications that were classified as TDRs involved interest rate reductions and, in certain cases, term extensions and approximately 32% involved principal forbearance in addition to interest rate reductions and, in certain cases, term extensions. During the three months ended March 31, 2014, the average term extension was 173 months and the average interest rate reduction was 1.7% on completed single-family loan modifications classified as TDRs.
TDR Activity and Performance
The table below presents the volume of single-family and multifamily loans that were newly classified as TDRs during the three months ended March 31, 2014 and 2013, based on the original category of the loan before the loan was classified as a TDR. Loans classified as a TDR in one period may be subject to further action (such as a modification or remodification) in a subsequent period. In such cases, the subsequent action would not be reflected in the table below since the loan would already have been classified as a TDR.
Table 5.4 — TDR Activity, by Segment
	Three Months Ended March 31,
	2014							2013
	# of Loans			Post-TDR				# of Loans			Post-TDR
				Recorded							Recorded
				Investment							Investment
	(dollars in millions)
Single-family:(1)
20 and 30-year or more, amortizing fixed-rate(2)	17,738			$	2,727			22,481			$	3,695
15-year amortizing fixed-rate	1,510			118				1,888			143
Adjustable-rate(3)	497			80				689			118
Alt-A, interest-only, and option ARM(4)	2,706			573				4,667			1,088
Total Single-family	22,451			3,498				29,725			5,044
Multifamily	—			—				3			31
Total	22,451			$	3,498			29,728			$	5,075
-1	The pre-TDR recorded investment for single-family loans initially classified as TDR during the three months ended March 31, 2014 and 2013, was $3.5 billion and $5.0 billion, respectively.
-2	See endnote (3) of “Table 4.2 — Recorded Investment of Held-For-Investment Mortgage Loans, by LTV Ratio.”
-3	Includes balloon/reset mortgage loans.
-4	See endnote (5) of “Table 4.2 — Recorded Investment of Held-For-Investment Mortgage Loans, by LTV Ratio.”
The table below presents the volume of payment defaults (i.e., loans that became two months delinquent or completed a loss event) of our TDR modifications based on the original category of the loan before modification and excludes loans subject to other loss mitigation activity that were classified as TDRs during the period. Substantially all of our completed single-family loan modifications classified as a TDR during the first quarter of 2014 resulted in a modified loan with a fixed interest rate.
Table 5.5 — Payment Defaults of Completed TDR Modifications, by Segment(1)
	Three Months Ended March 31,
	2014							2013
	# of Loans			Post-TDR				# of Loans			Post-TDR
				Recorded							Recorded
				Investment(2)							Investment(2)
	(dollars in millions)
Single-family:
20 and 30-year or more, amortizing fixed-rate(3)	4,232			$	781			3,171			$	593
15-year amortizing fixed-rate	153			16				90			9
Adjustable-rate	74			14				54			11
Alt-A, interest-only, and option ARM(4)	612			153				511			135
Total single-family	5,071			$	964			3,826			$	748
Multifamily	—			$	—			—			$	—
-1	Represents TDR loans that experienced a payment default during the period and had completed a modification during the year preceding the payment default. A payment default occurs when a borrower either: (a) became two or more months delinquent; or (b) completed a loss event, such as a short sale or foreclosure transfer. We only include payment defaults for a single loan once during each quarterly period within a year; however, a single loan will be reflected more than once if the borrower experienced another payment default in a subsequent quarterly period.
-2	Represents the recorded investment at the end of the period in which the loan was modified and does not represent the recorded investment as of March 31.
-3	See endnote (3) of “Table 4.2 — Recorded Investment of Held-For-Investment Mortgage Loans, by LTV Ratio.”
-4	See endnote (5) of “Table 4.2 — Recorded Investment of Held-For-Investment Mortgage Loans, by LTV Ratio.”
In addition to modifications, loans may be initially classified as TDRs as a result of other loss mitigation activities (i.e., repayment plans, forbearance agreements, or trial period modifications). During the three months ended March 31, 2014 and 2013, 2,028 and 1,934 of such loans, respectively, with a post-TDR recorded investment of $310 million and $325 million, respectively, experienced a payment default.
Loans may also be initially classified as TDRs because the borrowers’ debts were discharged in Chapter 7 bankruptcy (and the loan was not already classified as a TDR for other reasons). During the three months ended March 31, 2014 and 2013, 1,343 and 5,400, respectively, of such loans (with a post-TDR recorded investment of $0.2 billion and $0.9 billion, respectively) experienced a payment default.

Real_Estate_Owned

Real Estate Owned	3 Months Ended
	Mar. 31, 2014
Repossessed Assets [Abstract]	'
REAL ESTATE OWNED	'
	NOTE 6: REAL ESTATE OWNED
	We obtain REO properties: (a) when we are the highest bidder at foreclosure sales of properties that collateralize single-family and multifamily mortgage loans owned by us; or (b) when a delinquent borrower chooses to transfer the mortgaged property to us in lieu of going through the foreclosure process (i.e., deed in lieu of foreclosure). See “NOTE 1: SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES” in our 2013 Annual Report for a discussion of our significant accounting policies for REO.
	The table below provides a summary of the change in the carrying value of our combined single-family and multifamily REO balances. For the periods presented in the table below, the weighted average holding period for our disposed properties was less than one year.
	Table 6.1 — REO
		Three Months Ended March 31,
		2014			2013
		(in millions)
	Beginning balance — REO	$	4,602		$	4,407
	Additions	1,452			1,561
	Dispositions	(1,657		)	(1,603		)
	Ending balance — REO	4,397			4,365
	Beginning balance, valuation allowance	(51		)	(29		)
	Change in valuation allowance	(7		)	(13		)
	Ending balance, valuation allowance	(58		)	(42		)
	Ending balance — REO, net	$	4,339		$	4,323
	The REO balance, net at March 31, 2014 and December 31, 2013 associated with single-family properties was $4.3 billion and $4.5 billion, respectively, and the balance associated with multifamily properties was $26 million and $10 million, respectively. The Southeast region represented approximately 37% and 31% of our single-family REO additions during the three months ended March 31, 2014 and 2013, respectively, based on the number of properties, and the North Central region represented approximately 24% and 34% of our single-family REO additions during these periods. Our single-family REO inventory consisted of 43,565 properties and 47,307 properties at March 31, 2014 and December 31, 2013, respectively. In recent years, the foreclosure process has been significantly slowed in many geographical areas, particularly in states that require a judicial foreclosure process, which extends the time it takes for loans to be foreclosed upon and the underlying property to transition to REO. See “NOTE 15: CONCENTRATION OF CREDIT AND OTHER RISKS” for additional information about regional concentrations in our portfolio.
	Excluding holding period valuation adjustments and recoveries, we recognized gains (losses) of $129 million and $159 million on REO dispositions during the three months ended March 31, 2014 and 2013, respectively. We increased our valuation allowance for properties in our REO inventory by $25 million and $23 million during the three months ended March 31, 2014 and 2013, respectively.
	REO property acquisitions that result from extinguishment of our mortgage loans held on our consolidated balance sheets are treated as non-cash transfers. The amount of non-cash acquisitions of REO properties during the three months ended March 31, 2014 and 2013 was $1.3 billion and $1.5 billion, respectively.

Investments_in_Securities

Investments in Securities	3 Months Ended
	Mar. 31, 2014
Investments, Debt and Equity Securities [Abstract]	'
INVESTMENTS IN SECURITIES	'
	NOTE 7: INVESTMENTS IN SECURITIES
	The table below summarizes amortized cost, estimated fair values, and corresponding gross unrealized gains and gross unrealized losses for available-for-sale securities by major security type. At March 31, 2014 and December 31, 2013, all available-for-sale securities are mortgage-related securities.
	Table 7.1 — Available-For-Sale Securities
	31-Mar-14	Amortized			Gross			Gross			Fair
		Cost			Unrealized			Unrealized			Value
					Gains			Losses
		(in millions)
	Available-for-sale securities:
	Freddie Mac	$	33,818		$	1,441		$	(94	)	$	35,165
	Fannie Mae	9,498			642			(1		)	10,139
	Ginnie Mae	142			18			—			160
	CMBS	27,451			1,380			(215		)	28,616
	Subprime	28,027			550			(2,037		)	26,540
	Option ARM	6,518			302			(381		)	6,439
	Alt-A and other	7,159			534			(87		)	7,606
	Obligations of states and political subdivisions	3,255			33			(12		)	3,276
	Manufactured housing	612			70			(6		)	676
	Total available-for-sale securities	$	116,480		$	4,970		$	(2,833	)	$	118,617
	31-Dec-13
	Available-for-sale securities:
	Freddie Mac	$	39,001		$	1,847		$	(189	)	$	40,659
	Fannie Mae	10,140			660			(3		)	10,797
	Ginnie Mae	149			18			—			167
	CMBS	29,151			1,524			(337		)	30,338
	Subprime	29,897			382			(2,780		)	27,499
	Option ARM	6,617			338			(381		)	6,574
	Alt-A and other	8,322			526			(142		)	8,706
	Obligations of states and political subdivisions	3,533			23			(61		)	3,495
	Manufactured housing	629			61			(6		)	684
	Total available-for-sale securities	$	127,439		$	5,379		$	(3,899	)	$	128,919
	Available-For-Sale Securities in a Gross Unrealized Loss Position
	The table below shows the fair value of available-for-sale securities in a gross unrealized loss position, and whether they have been in that position less than 12 months, or 12 months or greater, including the non-credit-related portion of other-than-temporary impairments, which have been recognized in AOCI.
	Table 7.2 — Available-For-Sale Securities in a Gross Unrealized Loss Position
		Less than 12 Months												12 Months or Greater												Total
					Gross Unrealized Losses												Gross Unrealized Losses											Gross Unrealized Losses
	31-Mar-14	Fair			Other-Than-			Temporary			Total			Fair			Other-Than-			Temporary			Total			Fair		Other-Than-			Temporary			Total
		Value			Temporary			Impairment(2)						Value			Temporary			Impairment(2)						Value		Temporary			Impairment(2)
					Impairment(1)												Impairment(1)											Impairment(1)
		(in millions)
	Available-for-sale securities:
	Freddie Mac	$	3,688		$	—		$	(54	)	$	(54	)	$	641		$	—		$	(40	)	$	(40	)	$	4,329	$	—		$	(94	)	$	(94	)
	Fannie Mae	163			—			(1		)	(1		)	19			—			—			—			182		—			(1		)	(1		)
	CMBS	854			—			(38		)	(38		)	1,919			(18		)	(159		)	(177		)	2,773		(18		)	(197		)	(215		)
	Subprime	1,039			(29		)	—			(29		)	15,133			(1,783		)	(225		)	(2,008		)	16,172		(1,812		)	(225		)	(2,037		)
	Option ARM	789			(12		)	—			(12		)	2,455			(365		)	(4		)	(369		)	3,244		(377		)	(4		)	(381		)
	Alt-A and other	236			(2		)	(1		)	(3		)	1,339			(70		)	(14		)	(84		)	1,575		(72		)	(15		)	(87		)
	Obligations of states and political subdivisions	558			(1		)	(7		)	(8		)	27			—			(4		)	(4		)	585		(1		)	(11		)	(12		)
	Manufactured housing	46			(2		)	—			(2		)	47			(2		)	(2		)	(4		)	93		(4		)	(2		)	(6		)
	Total available-for-sale securities in a gross unrealized loss position	$	7,373		$	(46	)	$	(101	)	$	(147	)	$	21,580		$	(2,238	)	$	(448	)	$	(2,686	)	$	28,953	$	(2,284	)	$	(549	)	$	(2,833	)
		Less than 12 Months												12 Months or Greater												Total
					Gross Unrealized Losses												Gross Unrealized Losses											Gross Unrealized Losses
	31-Dec-13	Fair			Other-Than-			Temporary			Total			Fair			Other-Than-			Temporary			Total			Fair		Other-Than-			Temporary			Total
		Value			Temporary			Impairment(2)						Value			Temporary			Impairment(2)						Value		Temporary			Impairment(2)
					Impairment(1)												Impairment(1)											Impairment(1)
		(in millions)
	Available-for-sale securities:
	Freddie Mac	$	7,957		$	—		$	(144	)	$	(144	)	$	649		$	—		$	(45	)	$	(45	)	$	8,606	$	—		$	(189	)	$	(189	)
	Fannie Mae	248			—			(2		)	(2		)	19			—			(1		)	(1		)	267		—			(3		)	(3		)
	CMBS	1,147			(7		)	(78		)	(85		)	1,992			(16		)	(236		)	(252		)	3,139		(23		)	(314		)	(337		)
	Subprime	472			(19		)	—			(19		)	19,103			(2,448		)	(313		)	(2,761		)	19,575		(2,467		)	(313		)	(2,780		)
	Option ARM	77			(2		)	—			(2		)	2,608			(374		)	(5		)	(379		)	2,685		(376		)	(5		)	(381		)
	Alt-A and other	262			(5		)	—			(5		)	1,854			(113		)	(24		)	(137		)	2,116		(118		)	(24		)	(142		)
	Obligations of states and political subdivisions	1,885			(7		)	(49		)	(56		)	24			—			(5		)	(5		)	1,909		(7		)	(54		)	(61		)
Manufactured housing	—			—			—			—			65			(4		)	(2		)	(6		)	65		(4		)	(2		)	(6		)
Total available-for-sale securities in a gross unrealized loss position	$	12,048		$	(40	)	$	(273	)	$	(313	)	$	26,314		$	(2,955	)	$	(631	)	$	(3,586	)	$	38,362	$	(2,995	)	$	(904	)	$	(3,899	)
-1	Represents the gross unrealized losses for securities for which we have previously recognized other-than-temporary impairments in earnings.
-2	Represents the gross unrealized losses for securities for which we have not previously recognized other-than-temporary impairments in earnings.
At March 31, 2014, total gross unrealized losses on available-for-sale securities were $2.8 billion. The gross unrealized losses relate to 653 individual lots representing 626 separate securities, including securities with non-credit-related other-than-temporary impairments recognized in AOCI. We purchase multiple lots of individual securities at different times and at different costs. We determine gross unrealized gains and gross unrealized losses by specifically evaluating investment positions at the lot level; therefore, some of the lots we hold for a single security may be in an unrealized gain position while other lots for that security may be in an unrealized loss position, depending upon the amortized cost of the specific lot.
Impairment Recognition on Investments in Securities
We recognize impairment losses on available-for-sale securities within our consolidated statements of comprehensive income as net impairment of available-for-sale securities recognized in earnings when we conclude that a decrease in the fair value of a security is other-than-temporary. For information regarding our evaluation of our available-for-sale securities for impairment, see "NOTE 1: SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES — Investments in Securities" and "NOTE 7: INVESTMENTS IN SECURITIES" in our 2013 Annual Report.
See “Table 7.2 — Available-For-Sale Securities in a Gross Unrealized Loss Position” for the length of time our available-for-sale securities have been in an unrealized loss position. Also see “Table 7.3 — Significant Modeled Attributes for Certain Available-For-Sale Non-Agency Mortgage-Related Securities” for the modeled default rates and severities that were used to determine whether our senior interests in certain non-agency mortgage-related securities would experience a cash shortfall.
As noted in “Table 7.4 — Net Impairment of Available-For-Sale Securities Recognized in Earnings,” our net impairment on available-for-sale securities during 2014 includes certain securities that we have the intent to sell prior to the recovery of the unrealized loss. In cases where we have the intent to sell or it is more likely than not that we will be required to sell the security before recovery of its amortized cost, the security’s entire decline in fair value would be deemed to be other-than-temporary and is recorded within our consolidated statements of comprehensive income as net impairment of available-for-sale securities recognized in earnings. For the remaining available-for-sale securities in an unrealized loss position at March 31, 2014, we have asserted that we have no intent to sell and that we believe it is not more likely than not that we will be required to sell the security before recovery of its amortized cost basis.
The table below presents the modeled attributes, including default rates, prepayment rates, and severities, without regard to subordination, that are used to determine whether our interests in certain available-for-sale non-agency mortgage-related securities will experience a cash shortfall.
Table 7.3 — Significant Modeled Attributes for Certain Available-For-Sale Non-Agency Mortgage-Related Securities
	31-Mar-14
							Alt-A(1)
	Subprime			Option ARM			Fixed Rate			Variable Rate			Hybrid Rate
	(dollars in millions)
Issuance Date
2004 and prior:
UPB	$	698		$	48		$	427		$	314		$	270
Weighted average collateral defaults(2)	36		%	23		%	13		%	31		%	18		%
Weighted average collateral severities(3)	58		%	45		%	47		%	43		%	36		%
Weighted average voluntary prepayment rates(4)	7		%	8		%	12		%	8		%	9		%
Average credit enhancements(5)	34		%	4		%	15		%	15		%	12		%
2005:00:00
UPB	$	3,367		$	2,183		$	620		$	561		$	2,547
Weighted average collateral defaults(2)	45		%	32		%	20		%	39		%	25		%
Weighted average collateral severities(3)	60		%	50		%	46		%	48		%	41		%
Weighted average voluntary prepayment rates(4)	4		%	8		%	10		%	7		%	9		%
Average credit enhancements(5)	46		%	2		%	—		%	19		%	—		%
2006:00:00
UPB	$	16,161		$	4,746		$	387		$	827		$	535
Weighted average collateral defaults(2)	52		%	41		%	27		%	46		%	34		%
Weighted average collateral severities(3)	61		%	51		%	47		%	53		%	42		%
Weighted average voluntary prepayment rates(4)	3		%	6		%	8		%	6		%	9		%
Average credit enhancements(5)	3		%	(5		)%	(1		)%	(9		)%	(8		)%
2007:00:00
UPB	$	17,732		$	3,220		$	131		$	1,065		$	220
Weighted average collateral defaults(2)	52		%	41		%	44		%	45		%	40		%
Weighted average collateral severities(3)	60		%	51		%	52		%	52		%	47		%
Weighted average voluntary prepayment rates(4)	2		%	6		%	6		%	7		%	8		%
Average credit enhancements(5)	2		%	4		%	(1		)%	(22		)%	—		%
Total:
UPB	$	37,958		$	10,197		$	1,565		$	2,767		$	3,572
Weighted average collateral defaults(2)	51		%	39		%	22		%	42		%	27		%
Weighted average collateral severities(3)	61		%	51		%	47		%	51		%	41		%
Weighted average voluntary prepayment rates(4)	3		%	7		%	10		%	7		%	9		%
Average credit enhancements(5)	7		%	(1		)%	4		%	(6		)%	—		%
-1	Excludes non-agency mortgage-related securities backed by other loans, which primarily consist of securities backed by home equity lines of credit.
-2	The expected cumulative default rate is expressed as a percentage of the current collateral UPB.
-3	The expected average loss given default is calculated as the ratio of cumulative loss over cumulative default for each security.
-4	The security’s voluntary prepayment rate represents the average of the monthly voluntary prepayment rate weighted by the security’s outstanding UPB.
-5	Positive values reflect the amount of subordination and other financial support (excluding credit enhancement provided by bond insurance) that will incur losses in the securitization structure before any losses are allocated to securities that we own. Percentage generally calculated based on: (a) the total UPB of securities subordinate to the securities we own; divided by (b) the total UPB of all of the securities issued by the trust (excluding notional balances). Negative values are shown when unallocated collateral losses will be allocated to the securities that we own in excess of current remaining credit enhancement, if any. The unallocated collateral losses have been considered in our assessment of other-than-temporary impairment.
Other-Than-Temporary Impairments on Available-for-Sale Securities
The table below summarizes our net impairment of available-for-sale securities recognized in earnings by security type.
Table 7.4 — Net Impairment of Available-For-Sale Securities Recognized in Earnings
	Three Months Ended March 31,
	2014			2013
	(in millions)
Available-for-sale securities:(1)
CMBS	$	—		$	(10	)
Subprime	(322		)	(33		)
Option ARM	(16		)	—
Alt-A and other	(26		)	—
Total net impairment of available-for-sale securities recognized in earnings	$	(364	)	$	(43	)
-1	Includes $328 million, and $0 million of other-than-temporary impairments recognized in earnings for the three months ended March 31, 2014 and 2013, respectively, as we had the intent to sell the related securities before recovery of their amortized cost basis.
The table below presents the changes in the unrealized credit-related other-than-temporary impairment component of the amortized cost related to available-for-sale securities: (a) that we have written down for other-than-temporary impairment; and (b) for which the credit component of the loss has been recognized in earnings. The credit-related other-than-temporary impairment component of the amortized cost represents the difference between the present value of expected future cash flows at the time of impairment, including the estimated proceeds from bond insurance, and the amortized cost basis of the security prior to considering credit losses. The beginning balances represent the other-than-temporary impairment credit loss components related to available-for-sale securities for which other-than-temporary impairment occurred prior to January 1, 2014 and January 1, 2013, respectively, but will not be realized until the securities are sold, written off, or mature. Net impairment of available-for-sale securities recognized in earnings is presented as additions in two components based upon whether the current period is: (a) the first time the debt security was credit-impaired; or (b) not the first time the debt security was credit-impaired. The credit loss component is reduced if we sell, intend to sell or believe we will be required to sell previously credit-impaired available-for-sale securities. Additionally, the credit loss component is reduced by the amortization resulting from significant increases in cash flows expected to be collected that are recognized over the remaining life of the security.
Table 7.5 — Other-Than-Temporary Impairments Related to Credit Losses on Available-For-Sale Securities
	Three Months Ended March 31,
	2014			2013
	(in millions)
Credit-related other-than-temporary impairments on available-for-sale securities recognized in earnings:
Beginning balance — remaining credit losses on available-for-sale securities where other-than-temporary impairments were recognized in earnings	$	14,463		$	16,745
Additions:
Amounts related to credit losses for which an other-than-temporary impairment was not previously recognized	—			16
Amounts related to credit losses for which an other-than-temporary impairment was previously recognized	36			27
Reductions:
Amounts related to securities which were sold, written off, or matured	(101		)	(416		)
Amounts for which we intend to sell the security or it is more likely than not that we will be required to sell the security before recovery of its amortized cost basis	(1,516		)	—
Amounts related to amortization resulting from significant increases in cash flows expected to be collected and/or due to the passage of time that are recognized over the remaining life of the security	(132		)	(40		)
Ending balance — remaining credit losses on available-for-sale securities where other-than-temporary impairments were recognized in earnings(1)	$	12,750		$	16,332
-1	Excludes other-than-temporary impairments on securities that we intend to sell or it is more likely than not that we will be required to sell before recovery of the unrealized losses.
Realized Gains and Losses on Sales of Available-For-Sale Securities
The table below illustrates the gross realized gains and gross realized losses from the sale of available-for-sale securities.
Table 7.6 — Gross Realized Gains and Gross Realized Losses on Sales of Available-For-Sale Securities
	Three Months Ended March 31,
	2014			2013
	(in millions)
Gross realized gains
Mortgage-related securities:
Freddie Mac	$	598		$	—
Fannie Mae	11			16
CMBS	29			83
Alt-A and other	112			—
Obligations of states and political subdivisions	—			2
Subprime	25			—
Total mortgage-related securities gross realized gains	775			101
Gross realized gains	775			101
Gross realized losses
Mortgage related securities:(1)
Alt-A and other	(1		)	—
Subprime	(1		)	—
Total mortgage-related securities gross realized losses	(2		)	—
Gross realized losses	(2		)	—
Net realized gains (losses)	$	773		$	101
-1	The individual sales do not change our conclusion, at period end, that we do not intend to sell our remaining mortgage-related available-for-sale securities that are in an unrealized loss position and it is not more likely than not that we will be required to sell these securities before a sufficient time to recover all unrealized losses.
Maturities of Available-For-Sale Securities
The table below summarizes the remaining contractual maturities of available-for-sale securities.
Table 7.7 — Maturities of Available-For-Sale Securities(1)
	As of March 31, 2014
													After One Year Through						After Five Years
	Total			Total			One Year or Less						Five Years						Through Ten Years						After Ten Years
	Amortized			Fair			Amortized			Fair			Amortized			Fair			Amortized			Fair			Amortized		Fair
	Cost			Value			Cost			Value			Cost			Value			Cost			Value			Cost		Value
	(in millions)
Available-for-sale securities:
Freddie Mac	$	33,818		$	35,165		$	1		$	1		$	511		$	537		$	557		$	593		$	32,749	$	34,034
Fannie Mae	9,498			10,139			1			1			99			103			144			158			9,254		9,877
Ginnie Mae	142			160			—			—			6			7			18			21			118		132
CMBS	27,451			28,616			—			—			586			630			—			—			26,865		27,986
Subprime	28,027			26,540			—			—			—			—			—			—			28,027		26,540
Option ARM	6,518			6,439			—			—			—			—			—			—			6,518		6,439
Alt-A and other	7,159			7,606			1			1			68			69			7			7			7,083		7,529
Obligations of states and political subdivisions	3,255			3,276			5			5			47			50			95			96			3,108		3,125
Manufactured housing	612			676			—			—			—			—			—			—			612		676
Total available-for-sale securities	$	116,480		$	118,617		$	8		$	8		$	1,317		$	1,396		$	821		$	875		$	114,334	$	116,338
-1	Maturity information provided is based on contractual maturities, which may not represent the expected life as obligations underlying these securities may be prepaid at any time without penalty.
Trading Securities
The table below summarizes the estimated fair values by major security type for trading securities. Our trading securities mainly consist of Treasury securities, agency fixed-rate and variable-rate pass-through mortgage-related securities, and agency REMICs, including inverse floating rate, interest-only and principal-only securities.
Table 7.8 — Trading Securities
	31-Mar-14			31-Dec-13
	(in millions)
Mortgage-related securities:
Freddie Mac	$	14,340		$	9,349
Fannie Mae	6,452			7,180
Ginnie Mae	92			98
Other	124			141
Total mortgage-related securities	21,008			16,768
Non-mortgage-related securities:
Treasury bills	4,574			2,254
Treasury notes	4,405			4,382
Total non-mortgage-related securities	8,979			6,636
Total fair value of trading securities	$	29,987		$	23,404
With the exception of principal-only securities, our agency securities, classified as trading, were valued at a net premium (i.e., net fair value was higher than UPB) as of March 31, 2014.
For the three months ended March 31, 2014 and 2013, we recorded net unrealized losses on trading securities held at those dates of $0 billion and $(0.4) billion, respectively.

Debt_Securities_and_Subordinat

Debt Securities and Subordinated Borrowings	3 Months Ended
	Mar. 31, 2014
Debt Disclosure [Abstract]	'
DEBT SECURITIES AND SUBORDINATED BORROWINGS	'
	NOTE 8: DEBT SECURITIES AND SUBORDINATED BORROWINGS
	Debt securities that we issue are classified on our consolidated balance sheets as either debt securities of consolidated trusts held by third parties or other debt. We issue other debt to fund our operations.
	Under the Purchase Agreement, without the prior written consent of Treasury, we may not incur indebtedness that would result in the par value of our aggregate indebtedness exceeding 120% of the amount of mortgage assets we are allowed to own on December 31 of the immediately preceding calendar year. Because of this debt limit, we may be restricted in the amount of debt we are allowed to issue to fund our operations. Under the Purchase Agreement, the amount of our “indebtedness” is determined without giving effect to the January 1, 2010 change in the accounting guidance related to transfers of financial assets and consolidation of VIEs. Therefore, “indebtedness” does not include debt securities of consolidated trusts held by third parties. We also cannot become liable for any subordinated indebtedness without the prior consent of Treasury. See “NOTE 2: CONSERVATORSHIP AND RELATED MATTERS” for information regarding restrictions on the amount of mortgage-related securities that we may own.
	Our debt cap under the Purchase Agreement is $663.0 billion in 2014 and will decline to $563.6 billion on January 1, 2015. As of March 31, 2014, our aggregate indebtedness was $458.3 billion. Our aggregate indebtedness is calculated as the par value of other debt.
	In the tables below, the categories of short-term debt (due within one year) and long-term debt (due after one year) are based on the original contractual maturity of the debt instruments classified as other debt.
	During the three months ended March 31, 2014 and 2013, we recognized fair value gains (losses) of $8 million and $9 million, respectively, on our foreign-currency denominated debt, of which $7 million and $5 million, respectively, were gains (losses) related to foreign-currency translation. Our last non-U.S. dollar denominated debt matured in January 2014.
	Other Debt
	The table below summarizes the balances and effective interest rates for other debt. We had no balances in federal funds purchased and securities sold under agreements to repurchase at either March 31, 2014 or December 31, 2013.
	Table 8.1 — Other Debt
		31-Mar-14											31-Dec-13
		Par Value				Balance,  Net(1)				Weighted			Par Value			Balance,  Net(1)		Weighted
										Average								Average
										Effective Rate(2)								Effective Rate(2)
		(dollars in millions)
	Other short-term debt:
	Reference Bills® securities and discount notes	$	114,681			$	114,637			0.13	%		$	137,767		$	137,712	0.13	%
	Medium-term notes	500				500				0.16			4,000			4,000		0.16
	Total other short-term debt	$	115,181			$	115,137			0.13			$	141,767		$	141,712	0.13
	Other long-term debt:
	Original maturities on or before December 31,
	2014	$	52,757			$	52,704			1.73	%		$	78,115		$	78,041	1.91	%
	2015	62,778				62,759				1.55			70,303			70,284		1.44
	2016	58,247				58,339				2.28			63,564			63,669		2.19
	2017	59,798				59,770				1.98			51,908			51,885		2.14
	2018	32,928				32,885				1.72			33,418			33,372		1.74
	Thereafter	76,645				72,254				2.89			72,270			67,804		2.93
	Total other long-term debt(3)	343,153				338,711				2.08			369,578			365,055		2.08
	Total other debt	$	458,334			$	453,848						$	511,345		$	506,767
	-1	Represents par value, net of associated discounts or premiums, and hedge-related basis adjustments with $3.2 billion and $2.7 billion, respectively, of other long-term debt that represents the fair value of debt securities with the fair value option elected at March 31, 2014 and December 31, 2013.
	-2	Represents the weighted average effective rate that remains constant over the life of the instrument, which includes the amortization of discounts or premiums, issuance costs, and hedge-related basis adjustments.
	-3	Balance, net for other long-term debt includes callable debt of $95.3 billion and $107.5 billion at March 31, 2014 and December 31, 2013, respectively.
	Debt Securities of Consolidated Trusts Held by Third Parties
	Debt securities of consolidated trusts held by third parties represents our liability to third parties that hold beneficial interests in our consolidated securitization trusts (i.e., single-family PC trusts and certain single-family and multifamily Other Guarantee Transactions).
	The table below summarizes the debt securities of consolidated trusts held by third parties based on underlying mortgage product type.
	Table 8.2 — Debt Securities of Consolidated Trusts Held by Third Parties
		31-Mar-14													31-Dec-13
		Contractual		UPB				Balance,				Weighted			Contractual	UPB		Balance,		Weighted
		Maturity(1)						Net(2)				Average			Maturity(1)			Net(2)		Average
												Coupon(1)								Coupon(1)
		(dollars in millions)													(dollars in millions)
	Single-family:(3)
	30-year or more, fixed-rate	2014 - 2052		$	982,584			$	1,007,823			4.12	%		2014 - 2052	$	969,270	$	993,683	4.14	%
	20-year fixed-rate	2014 - 2034		75,615				77,966				3.79			2014 - 2034	75,910		78,252		3.81
	15-year fixed-rate	2014 - 2029		270,285				276,794				3.2			2014 - 2029	270,513		277,018		3.23
	Adjustable-rate	2014 - 2047		60,862				62,036				2.63			2014 - 2047	60,683		61,830		2.64
	Interest-only(4)	2026 - 2041		20,069				20,105				3.59			2026 - 2041	21,352		21,390		3.7
	FHA/VA	2014 - 2041		1,231				1,249				5.65			2014 - 2041	1,284		1,303		5.67
	Total single-family			1,410,646				1,445,973								1,399,012		1,433,476
	Multifamily(5)	2018 - 2019		443				504				4.96			2018 - 2019	444		508		4.96
	Total debt securities of consolidated trusts held by third parties(6)			$	1,411,089			$	1,446,477							$	1,399,456	$	1,433,984
	-1	Based on the contractual maturity and interest rate of debt securities of our consolidated trusts held by third parties.
	-2	Represents par value, net of associated discounts, premiums, and other basis adjustments.
	-3	Debt securities of consolidated trusts held by third parties are prepayable as the loans that collateralize the debt may prepay without penalty at any time.
	-4	Includes interest-only securities and interest-only mortgage loans that allow the borrowers to pay only interest for a fixed period of time before the loans begin to amortize.
	-5	Balance, Net includes interest-only securities recorded at fair value.
	-6	The effective rate for debt securities of consolidated trusts held by third parties was 3.41% and 3.39% as of March 31, 2014 and December 31, 2013, respectively.
	Line of Credit
	At both March 31, 2014 and December 31, 2013, we had one secured, uncommitted intraday line of credit with a third party totaling $10 billion. We have used this line of credit to provide us with additional liquidity to fund our intraday payment activities through the Fedwire system in connection with the Federal Reserve’s payments system risk policy, which restricts or eliminates daylight overdrafts by the GSEs. No amounts were drawn on this line of credit at March 31, 2014 and December 31, 2013. As the line is uncommitted, we may not be able to draw on it if and when needed. At a future time, we may decide to restructure or discontinue this line of credit.
	Subordinated Debt Interest and Principal Payments
	The terms of certain of our subordinated debt securities provide for us to defer payments of interest in the event we fail to maintain specified capital levels. However, in a September 23, 2008 statement concerning the conservatorship, the Director of FHFA stated that we would continue to make interest and principal payments on our subordinated debt, even if we fail to maintain required capital levels.

Derivatives

Derivatives	3 Months Ended
	Mar. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
DERIVATIVES	'
	NOTE 9: DERIVATIVES
	Use of Derivatives
	We use derivatives primarily to manage the interest rate and prepayment risk associated with our investments in mortgage-related assets, net of related liabilities. When we use derivatives to mitigate our exposures, we consider a number of factors, including cost, exposure to counterparty risk, and our overall risk management strategy.
	We classify derivatives into three categories: (a) exchange-traded derivatives; (b) cleared derivatives; and (c) OTC derivatives. Exchange-traded derivatives include standardized interest-rate futures contracts and options on futures contracts. Cleared derivatives refer to those interest-rate swaps that the U.S. Commodity Futures Trading Commission has determined are subject to the central clearing requirement of the Dodd-Frank Act. OTC derivatives refer to those derivatives that are neither exchange-traded derivatives nor cleared derivatives.
	Types of Derivatives
	We principally use the following types of derivatives:
	•	LIBOR-based interest-rate swaps;
	•	LIBOR- and Treasury-based options (including swaptions); and
	•	LIBOR- and Treasury-based exchange-traded futures.
	In addition to swaps, futures, and purchased options, our derivative positions include written options and swaptions, commitments, swap guarantees, and credit derivatives. Our last foreign-currency swaps matured in January 2014.
	For additional information about our use of derivatives, and the types of derivatives that we use, see "NOTE 9: DERIVATIVES" in our 2013 Annual Report. For a discussion of our significant accounting policies related to derivatives, see “NOTE 1: SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES — Derivatives” in our 2013 Annual Report.
	Derivative Assets and Liabilities at Fair Value
	The table below presents the location and fair value of derivatives reported on our consolidated balance sheets.
	Table 9.1 — Derivative Assets and Liabilities at Fair Value
		31-Mar-14									31-Dec-13
		Notional or			Derivatives at Fair Value						Notional or		Derivatives at Fair Value
		Contractual									Contractual
		Amount			Assets			Liabilities			Amount		Assets			Liabilities
		(in millions)
	Total derivative portfolio
	Derivatives not designated as hedging instruments under the accounting guidance for derivatives and hedging
	Interest-rate swaps:
	Receive-fixed	$	249,536		$	4,615		$	(1,404	)	$	281,727	$	4,475		$	(2,438	)
	Pay-fixed	227,244			3,093			(11,265		)	242,597		5,540			(10,879		)
	Basis (floating to floating)	300			3			—			300		4			—
	Total interest-rate swaps	477,080			7,711			(12,669		)	524,624		10,019			(13,317		)
	Option-based:
	Call swaptions
	Purchased	39,790			2,910			—			59,290		2,373			—
	Written	3,500			—			(208		)	5,945		—			(201		)
	Put Swaptions
	Purchased	49,320			695			—			33,410		698			—
	Other option-based derivatives(1)	21,662			985			—			23,365		1,041			(3		)
	Total option-based	114,272			4,590			(208		)	122,010		4,112			(204		)
	Futures	70,234			—			—			50,270		—			—
	Foreign-currency swaps	—			—			—			528		39			—
	Commitments	23,563			41			(21		)	18,731		61			(69		)
	Credit derivatives	5,192			—			(9		)	5,386		—			(6		)
	Swap guarantee derivatives	3,412			—			(29		)	3,477		—			(31		)
	Total derivatives not designated as hedging instruments	693,753			12,342			(12,936		)	725,026		14,231			(13,627		)
	Derivative interest receivable (payable)				928			(1,599		)			1,243			(1,835		)
	Netting adjustments(2)				(12,115		)	14,424					(14,411		)	15,282
	Total derivative portfolio, net	$	693,753		$	1,155		$	(111	)	$	725,026	$	1,063		$	(180	)
	-1	Primarily includes purchased interest-rate caps and floors.
	-2	Represents counterparty netting and cash collateral netting. Net cash collateral posted was $2.3 billion and $871 million at March 31, 2014 and December 31, 2013, respectively.
	The carrying value of our derivatives on our consolidated balance sheets is equal to their fair value, including net derivative interest receivable or payable and net trade/settle receivable or payable, and is net of cash collateral held or posted, where allowable. Derivatives in a net asset position are reported as derivative assets, net. Similarly, derivatives in a net liability position are reported as derivative liabilities, net.
	Non-cash collateral held is not recognized on our consolidated balance sheets as we do not obtain effective control over the collateral, and non-cash collateral posted is not de-recognized from our consolidated balance sheets as we do not relinquish effective control over the collateral. Therefore, non-cash collateral held or posted is not presented as an offset against derivative assets or derivative liabilities on our consolidated balance sheets.
	See “NOTE 10: COLLATERAL AND OFFSETTING OF ASSETS AND LIABILITIES” for information related to our derivative counterparties and collateral held and posted.
	Gains and Losses on Derivatives
	The table below presents the gains and losses on derivatives reported in our consolidated statements of comprehensive income.
	Table 9.2 — Gains and Losses on Derivatives
	Derivatives not designated as hedging	Derivative Gains (Losses)(1)
	instruments under the accounting	Three Months Ended March 31,
	guidance for derivatives and hedging	2014			2013
		(in millions)
	Interest-rate swaps:
	Receive-fixed
	Foreign-currency denominated	$	(1	)	$	(7	)
	U.S. dollar denominated	1,395			(2,283		)
	Total receive-fixed swaps	1,394			(2,290		)
	Pay-fixed	(3,164		)	3,864
	Total interest-rate swaps	(1,770		)	1,574
	Option based:
Call swaptions
Purchased	528			(518		)
Written	(100		)	109
Put swaptions
Purchased	(419		)	53
Other option-based derivatives(2)	60			(81		)
Total option-based	69			(437		)
Futures	(30		)	38
Foreign-currency swaps	(7		)	(5		)
Commitments	66			109
Credit derivatives	(3		)	—
Swap guarantee derivatives	3			2
Other(3)	(1		)	—
Subtotal	(1,673		)	1,281
Accrual of periodic settlements:(4)
Receive-fixed interest-rate swaps	834			938
Pay-fixed interest-rate swaps	(1,512		)	(1,845		)
Other	—			1
Total accrual of periodic settlements	(678		)	(906		)
Total	$	(2,351	)	$	375
-1	Gains (losses) are reported as derivative gains (losses) on our consolidated statements of comprehensive income.
-2	Primarily includes purchased interest-rate caps and floors.
-3	Includes fees and commissions paid on cleared and exchange-traded derivatives.
-4	The accrual of periodic cash settlements is recorded in derivative gains (losses) on our consolidated statements of comprehensive income.
Hedge Designation of Derivatives
At March 31, 2014 and December 31, 2013, we did not have any derivatives in hedge accounting relationships; however, there are deferred net losses recorded in AOCI related to closed cash flow hedges. Net deferred gains and losses on closed cash flow hedges (i.e., where the derivative is either terminated or redesignated) are included in AOCI until the related forecasted transaction affects earnings or is determined to be probable of not occurring. Amounts reported in AOCI linked to interest payments on other debt are recorded in other debt interest expense and amounts not linked to interest payments on other debt are recorded in expense related to derivatives. In the three months ended March 31, 2014 and 2013, we reclassified from AOCI into earnings (effective portion) a loss of $80 million and $132 million, respectively, related to closed cash flow hedges. See “NOTE 11: STOCKHOLDERS’ EQUITY (DEFICIT) — Accumulated Other Comprehensive Income — Future Reclassifications from AOCI to Net Income Related to Closed Cash Flow Hedges” for information about future reclassifications of deferred net losses related to closed cash flow hedges to net income.

Collateral_and_Offsetting_of_A

Collateral and Offsetting of Assets and Liabilities	3 Months Ended
	Mar. 31, 2014
Offsetting [Abstract]	'
COLLATERAL AND OFFSETTING OF ASSETS AND LIABILITIES	'
	NOTE 10: COLLATERAL AND OFFSETTING OF ASSETS AND LIABILITIES
	Derivative Portfolio
	Derivative Counterparties
	Our use of cleared derivatives, exchange-traded derivatives, and OTC derivatives exposes us to institutional credit risk. The requirement that we post initial and variation margin in connection with cleared and exchange-traded derivatives, such as cleared interest-rate swaps and futures contracts, exposes us to institutional credit risk in the event that our clearing members or the financial clearinghouses fail to meet their obligations. The use of cleared and exchange-traded derivatives decreases our credit risk exposure to individual counterparties because a central counterparty is substituted for individual counterparties. OTC derivatives expose us to the credit risk of individual counterparties because transactions are executed and settled between us and each counterparty, exposing us to potential losses if a counterparty fails to meet its obligations.
	Our use of interest rate swaps and option-based derivatives is subject to internal credit and legal reviews. On an ongoing basis, we review the credit fundamentals of all of our derivative counterparties, clearinghouses, and clearing members to confirm that they continue to meet our internal risk management standards.
	Master Netting and Collateral Agreements
	We use master netting and collateral agreements to reduce our credit risk exposure to our derivative counterparties for interest-rate swap and option-based derivatives. Master netting agreements provide for the netting of amounts receivable and payable from an individual counterparty, which reduces our exposure to a single counterparty in the event of default. On a daily basis, the market value of each counterparty’s derivatives outstanding is calculated to determine the amount of our net credit exposure, which is equal to derivatives in a net gain position by counterparty after giving consideration to collateral posted.
	Our collateral agreements require most counterparties to post collateral to us for the amount of our net exposure to them above the counterparty’s collateral posting threshold. Collateral posting thresholds are tied to a counterparty’s credit rating. Bilateral collateral agreements are in place for all of our active OTC derivative counterparties. For OTC derivatives, we are subject to collateral posting thresholds based on S&P or Moody’s credit rating of our long-term senior unsecured debt securities. The amount of margin we must post for cleared and exchange-traded derivatives may be based, in part, on S&P or Moody’s credit rating of our long-term senior unsecured debt securities. The lowering or withdrawal of our credit rating by S&P or Moody’s may increase our obligation to post collateral, depending on the amount of the counterparty’s exposure to Freddie Mac with respect to the derivative transactions. Collateral is typically transferred within one business day based on the values of the related derivatives. This time lag in posting collateral can affect our net uncollateralized exposure to derivative counterparties.
	Collateral posted by a derivative counterparty is typically in the form of cash, although U.S. Treasury securities and Freddie Mac mortgage-related securities may also be posted. In the event a counterparty defaults on its obligations under the derivatives agreement and the default is not remedied in the manner prescribed in the agreement, we have the right under the agreement to direct the custodian bank to transfer the collateral to us or to sell the collateral and transfer the proceeds to us. At March 31, 2014 and December 31, 2013, all amounts of cash collateral related to derivatives were offset against derivative assets, net or derivative liabilities, net, as applicable.
	Our net uncollateralized exposure to derivative counterparties for OTC interest-rate swap, option-based, and foreign-currency swap derivatives was $170 million and $188 million at March 31, 2014 and December 31, 2013 respectively. In the event that all of our counterparties for these derivatives were to have defaulted simultaneously on March 31, 2014, our maximum loss for accounting purposes after applying netting agreements and collateral on an individual counterparty basis would have been approximately $170 million. Four counterparties each accounted for greater than 10% and collectively accounted for 66% of our net uncollateralized exposure to derivative counterparties, excluding cleared and exchange-traded derivatives, commitments, swap guarantee derivatives, certain written options, and certain credit derivatives at March 31, 2014. Three of these counterparties, Royal Bank of Canada, Deutsche Bank, AG, and Goldman Sachs Bank USA, were rated “A” or above and Royal Bank of Scotland PLC was rated "BBB+" using the lower of S&P’s or Moody’s rating stated in terms of the S&P equivalent as of March 31, 2014.
	Beginning with contracts executed or modified on or after June 10, 2013, the types of interest-rate swaps that we use most frequently became subject to the central clearing requirement. Our exposure to cleared and exchange-traded derivatives was $572 million and $382 million as of March 31, 2014 and December 31, 2013, respectively. We net our exposure to cleared derivatives by clearinghouse and clearing member. Exchange-traded derivatives are settled on a daily basis through the payment of variation margin. We are required to post margin in connection with our cleared and exchange-traded derivatives. At March 31, 2014, the majority of our exposure for our cleared and exchange-traded derivatives resulted from our posting of initial margin. For information about margin we have posted in connection with cleared and exchange-traded derivatives, see “— Collateral Pledged.”
	The total exposure on our forward purchase and sale commitments, which are treated as derivatives, was $41 million and $61 million at March 31, 2014 and December 31, 2013, respectively. Many of our transactions involving forward purchase and sale commitments of mortgage-related securities, including our dollar roll transactions, utilize the Mortgage Backed Securities Division of the Fixed Income Clearing Corporation (“MBSD/FICC”) as a clearinghouse. As a clearing member of the clearinghouse, we post margin to the MBSD/FICC and are exposed to the institutional credit risk of the organization.
	The table below displays information related to derivatives and securities purchased under agreements to resell on our consolidated balance sheets.
	Table 10.1 — Offsetting of Financial Assets and Liabilities
		31-Mar-14
		Gross			Amount Offset			Net Amount			Gross Amount			Net
		Amount			in the Consolidated			Presented in			Not Offset in			Amount
		Recognized(1)			Balance Sheets			the Consolidated			the Consolidated
								Balance Sheets(2)			Balance Sheets
		(in millions)
	Assets:
	Derivatives:
	Over-the-counter interest-rate swaps and option-based derivatives	$	12,762		$	(12,220	)	$	542		$	(372	)	$	170
	Cleared and exchange-traded derivatives	467			105			572			—			572
	Other(3)	41			—			41			—			41
	Total derivatives	13,270			(12,115		)	1,155			(372		)	783
	Securities purchased under agreements to resell	35,041			—			35,041			(35,041		)	—
	Total	$	48,311		$	(12,115	)	$	36,196		$	(35,413	)	$	783
	Liabilities:
	Derivatives:
	Over-the-counter interest-rate swaps and option-based derivatives	$	(13,696	)	$	13,644		$	(52	)	$	—		$	(52	)
	Cleared and exchange-traded derivatives	(780		)	780			—			—			—
	Other(3)	(59		)	—			(59		)	—			(59		)
	Total	$	(14,535	)	$	14,424		$	(111	)	$	—		$	(111	)
		December 31, 2013
		Gross			Amount Offset in			Net Amount			Gross Amount			Net
		Amount			the Consolidated			Presented in the			Not Offset in the			Amount
		Recognized(1)			Balance Sheets			Consolidated			Consolidated
								Balance Sheets(2)			Balance Sheets
		(in millions)
	Assets:
	Derivatives:
	Over-the-counter interest-rate and foreign-currency swaps, and option-based derivatives	$	13,886		$	(13,266	)	$	620		$	(432	)	$	188
	Cleared and exchange-traded derivatives	1,527			(1,145		)	382			—			382
	Other(3)	61			—			61			—			61
	Total derivatives	15,474			(14,411		)	1,063			(432		)	631
	Securities purchased under agreements to resell	62,383			—			62,383			(62,383		)	—
	Total	$	77,857		$	(14,411	)	$	63,446		$	(62,815	)	$	631
	Liabilities:
	Derivatives:
	Over-the-counter interest-rate and foreign-currency swaps, and option-based derivatives	$	(14,616	)	$	14,545		$	(71	)	$	—		$	(71	)
	Cleared and exchange-traded derivatives	(737		)	737			—			—			—
	Other(3)	(109		)	—			(109		)	—			(109		)
	Total	$	(15,462	)	$	15,282		$	(180	)	$	—		$	(180	)
	-1	For derivatives, includes interest receivable or payable and trade/settle receivable or payable.
	-2	For derivatives, includes cash collateral posted or held in excess of exposure.
	-3	Includes commitments, swap guarantee derivatives, certain written options and credit derivatives.
	Collateral Pledged
	Collateral Pledged to Freddie Mac
	Our counterparties are required to pledge collateral for transactions involving securities purchased under agreements to resell. Also, most derivative instruments are subject to collateral posting thresholds as prescribed by the collateral agreements with our counterparties. Under the derivative collateral agreements, U.S. Treasury securities, Freddie Mac mortgage-related securities, and cash may be pledged. We consider the types of securities being pledged to us as collateral when determining how much we lend in transactions involving securities purchased under agreements to resell. Additionally, we regularly review the market values of these securities compared to amounts loaned and derivative counterparty collateral posting thresholds in an effort to manage our exposure to losses.
	We had cash and cash equivalents pledged to us related to OTC derivative instruments of $1.7 billion and $1.9 billion at March 31, 2014 and December 31, 2013, respectively. At March 31, 2014 and December 31, 2013, we had $372 million and $432 million, respectively, of collateral in the form of securities pledged to and held by us related to OTC derivative instruments. Although it is our practice not to repledge assets held as collateral, a portion of the collateral may be repledged based on master netting agreements related to our derivative instruments. In addition, we had $8 million and $646 million of cash pledged to us related to cleared derivatives at March 31, 2014 and December 31, 2013, respectively.
	Also, at March 31, 2014 and December 31, 2013, we had $0 billion and $5 billion, respectively, of securities pledged to us for transactions involving securities purchased under agreements to resell that we had the right to repledge. From time to time we may obtain pledges of collateral from certain seller/servicers as additional security for certain of their obligations to us, including their obligations to repurchase mortgages sold to us in breach of representations and warranties. This collateral may, at our discretion, take the form of cash, cash equivalents, or agency securities.
	In addition, we hold cash and cash equivalents as collateral in connection with certain of our multifamily guarantees and mortgage loans as credit enhancements. The cash and cash equivalents held as collateral related to these transactions at March 31, 2014 and December 31, 2013 was $74 million and $66 million, respectively.
We consider federal funds sold to be overnight unsecured trades executed with insured depository institutions that are members of the Federal Reserve System. Federal funds sold trades are uninsured. We did not hold any federal funds sold at March 31, 2014 and December 31, 2013.
Collateral Pledged by Freddie Mac
We are required to pledge collateral for margin requirements with third-party custodians in connection with secured financings and derivative transactions with some counterparties. The amount of collateral pledged related to our derivative instruments is determined after giving consideration to our credit rating. As of March 31, 2014, we had one secured, uncommitted intraday line of credit with a third party in connection with the Federal Reserve’s payments system risk policy, which restricts or eliminates daylight overdrafts by the GSEs, in connection with our use of the Fedwire system. However, it is possible that this line of credit may not prevent us from overdrafting our account at the Federal Reserve. In certain circumstances, the line of credit agreement gives the secured party the right to repledge the securities underlying our financing to other third parties, including the Federal Reserve Bank of New York. We have pledged collateral to meet our collateral requirements under the line of credit agreement.
The table below summarizes all securities pledged as collateral by us, including assets that the secured party may repledge.
Table 10.2 — Collateral in the Form of Securities Pledged
	31-Mar-14			31-Dec-13
	(in millions)
Securities pledged with the ability for the secured party to repledge:
Debt securities of consolidated trusts held by third parties(1)	$	10,713		$	10,654
Available-for-sale securities	64			70
Trading securities	80			365
Total securities pledged	$	10,857		$	11,089
-1	Represents PCs held by us in our Investments segment mortgage investments portfolio and pledged as collateral which are recorded as a reduction to debt securities of consolidated trusts held by third parties on our consolidated balance sheets.
Securities Pledged with the Ability of the Secured Party to Repledge
At March 31, 2014, we pledged securities with the ability of the secured party to repledge of $10.9 billion, of which $10.5 billion was collateral posted in connection with our secured uncommitted intraday line of credit with a third party as discussed above. Of the remainder at March 31, 2014, we pledged $0.4 billion in connection with derivatives and securities transactions.
At December 31, 2013, we pledged securities with the ability of the secured party to repledge of $11.1 billion, of which $10.5 billion was collateral posted in connection with our secured uncommitted intraday line of credit with a third party as discussed above. Of the remainder at December 31, 2013, we pledged $0.6 billion in connection with derivative transactions.
Cash Pledged
At March 31, 2014, we pledged $4.0 billion of collateral in the form of cash and cash equivalents, of which $3.1 billion related to our OTC derivative agreements as we had $3.1 billion of such derivatives in a net loss position. At December 31, 2013, we pledged $3.4 billion of collateral in the form of cash and cash equivalents, of which $3.2 billion related to our OTC derivative agreements as we had $3.2 billion of such derivatives in a net loss position. The remaining $914 million and $275 million was posted at clearing members or clearinghouses in connection with derivatives and securities transactions at March 31, 2014 and December 31, 2013, respectively. The aggregate fair value of all derivative instruments with credit-risk-related contingent features that were in a liability position on March 31, 2014, was $3.1 billion for which we posted collateral of $3.1 billion in the normal course of business. Since we were fully collateralized as of March 31, 2014, we would not have been required to post additional collateral on that day if the credit-risk-related contingent features underlying these agreements were triggered.

Stockholders_Equity

Stockholders' Equity	3 Months Ended
	Mar. 31, 2014
Stockholders' Equity Note [Abstract]	'
STOCKHOLDERS' EQUITY (DEFICIT)	'
	NOTE 11: STOCKHOLDERS’ EQUITY
	Senior Preferred Stock
	No cash was received from Treasury under the Purchase Agreement during the three months ended March 31, 2014, because we had positive net worth at December 31, 2013 and, consequently, FHFA did not request a draw on our behalf. At March 31, 2014, our assets exceeded our liabilities under GAAP; therefore no draw is being requested from Treasury under the Purchase Agreement. Our quarterly senior preferred stock dividend is the amount, if any, by which our Net Worth Amount at the end of the immediately preceding fiscal quarter exceeds the applicable Capital Reserve Amount, which was established at $3 billion for 2013 and declines to zero in 2018. Based on our Net Worth Amount at March 31, 2014 and the Capital Reserve Amount of $2.4 billion in 2014, our dividend obligation to Treasury in June 2014 will be $4.5 billion. See “NOTE 2: CONSERVATORSHIP AND RELATED MATTERS — Government Support for our Business” in our 2013 Annual Report for additional information. The aggregate liquidation preference on the senior preferred stock owned by Treasury was $72.3 billion and $72.3 billion as of March 31, 2014 and December 31, 2013, respectively. See “NOTE 18: REGULATORY CAPITAL” for additional information.
	Stock-Based Compensation
	We did not repurchase or issue any of our common shares or non-cumulative preferred stock during the three months ended March 31, 2014, except for issuances of treasury stock relating to stock-based compensation granted prior to conservatorship. For a discussion regarding our stock-based compensation plans, see “NOTE 11: STOCKHOLDERS’ EQUITY (DEFICIT)” in our 2013 Annual Report.
	For purposes of the earnings-per-share calculation, all stock options outstanding at March 31, 2014 and 2013 were out of the money and excluded from the computation of dilutive potential common shares for the three months ended March 31, 2014 and 2013, respectively. The weighted average common shares outstanding for the period includes the weighted average number of shares that are associated with the warrant for our common stock issued to Treasury pursuant to the Purchase Agreement.
	Dividends Declared
	No common dividends were declared during the three months ended March 31, 2014. During the three months ended March 31, 2014, we paid dividends of $10.4 billion in cash on the senior preferred stock at the direction of our Conservator. We did not declare or pay dividends on any other series of Freddie Mac preferred stock outstanding during the three months ended March 31, 2014.
	Accumulated Other Comprehensive Income
	The table below presents changes in AOCI after the effects of our 35% federal statutory tax rate related to available-for-sale securities, closed cash flow hedges, and our defined benefit plans.
	Table 11.1 — Changes in AOCI by Component, Net of Tax
		Three Months Ended March 31, 2014
		AOCI Related				AOCI Related				AOCI Related			Total
		to Available-				to Cash Flow				to Defined
		For-Sale				Hedge				Benefit Plans
		Securities(1)				Relationships(2)
		(in millions)
	Beginning balance	$	962			$	(1,000	)		$	32		$	(6	)
	Other comprehensive income before reclassifications(3)	692				—				1			693
	Amounts reclassified from accumulated other comprehensive income	(265		)		52				(1		)	(214		)
	Changes in AOCI by component	427				52				—			479
	Ending balance	$	1,389			$	(948	)		$	32		$	473
		Three Months Ended March 31, 2013
		AOCI Related				AOCI Related				AOCI Related			Total
		to Available-				to Cash Flow				to Defined
		For-Sale				Hedge				Benefit Plans
		Securities(1)				Relationships(2)
		(in millions)
	Beginning balance	$	(1,444	)		$	(1,316	)		$	(178	)	$	(2,938	)
	Other comprehensive income before reclassifications(3)	2,317				—				18			2,335
	Amounts reclassified from accumulated other comprehensive income	(37		)		90				2			55
	Changes in AOCI by component	2,280				90				20			2,390
	Ending balance	$	836			$	(1,226	)		$	(158	)	$	(548	)
	-1	The amounts reclassified from AOCI represent the gain or loss recognized in earnings due to a sale of an available-for-sale security or the recognition of a net impairment recognized in earnings. See “NOTE 7: INVESTMENTS IN SECURITIES” for more information.
	-2	The amounts reclassified from AOCI represent the AOCI amount that was recognized in earnings as the originally hedged forecasted transactions affected earnings, unless it was deemed probable that the forecasted transaction would not occur. If it is probable that the forecasted transaction will not occur, then the deferred gain or loss associated with the hedge related to the forecasted transaction would be reclassified into earnings immediately. See “NOTE 9: DERIVATIVES” for more information about our derivatives.
	-3	For the three months ended March 31, 2014 and 2013, net of tax expense of $0.4 billion and $1.2 billion, respectively, for AOCI related to available-for-sale securities.
	Reclassifications from AOCI to Net Income
	The table below presents reclassifications from AOCI to net income, including the affected line item in our consolidated statements of comprehensive income.
	Table 11.2 — Reclassifications from AOCI to Net Income
	Details about Accumulated Other		Three Months Ended March 31, 2014				Three Months Ended March 31, 2013				Affected Line Item in the Consolidated
	Comprehensive Income Components										Statements of Comprehensive Income
			(in millions)
	AOCI related to available-for-sale  securities
			$	773			$	101			Other gains (losses) on investment securities recognized in earnings
			(364		)		(43		)		Net impairment of available-for-sale securities recognized in earnings
			409				58				Total before tax
			(144		)		(21		)		Tax (expense) or benefit
			265				37				Net of tax
	AOCI related to cash flow hedge relationships
			(1		)		(1		)		Interest expense — Other debt
			(79		)		(131		)		Expense related to derivatives
			(80		)		(132		)		Total before tax
			28				42				Tax (expense) or benefit
			(52		)		(90		)		Net of tax
	AOCI related to defined benefit plans
			1				(2		)		Salaries and employee benefits
			—				—				Tax (expense) or benefit
			1				(2		)		Net of tax
	Total reclassifications in the period		$	214			$	(55	)		Net of tax
	Future Reclassifications from AOCI to Net Income Related to Closed Cash Flow Hedges
	As shown in “Table 11.1 — Changes in AOCI by Component, Net of Tax,” the total AOCI related to derivatives designated as cash flow hedges was a loss of $0.9 billion and $1.2 billion at March 31, 2014 and 2013, respectively, composed of deferred net losses on closed cash flow hedges. Closed cash flow hedges involve derivatives that have been terminated or are no longer designated as cash flow hedges. Fluctuations in prevailing market interest rates have no effect on the deferred portion of AOCI relating to losses on closed cash flow hedges.
	The previously deferred amount related to closed cash flow hedges remains in our AOCI balance and will be recognized into earnings over the expected time period for which the forecasted transactions affect earnings, unless it is deemed probable that the forecasted transactions will not occur. Over the next 12 months, we estimate that approximately $204 million, net of taxes, of the $0.9 billion of cash flow hedge losses in AOCI at March 31, 2014 will be reclassified into earnings. The maximum remaining length of time over which we have hedged the exposure related to the variability in future cash flows on forecasted transactions, primarily forecasted debt issuances, is 20 years. However, 74% and 89% of AOCI relating to closed cash flow hedges at March 31, 2014 will be reclassified to earnings over the next five and ten years, respectively.

Income_Taxes

Income Taxes	3 Months Ended
	Mar. 31, 2014
Income Tax Disclosure [Abstract]	'
INCOME TAXES	'
	NOTE 12: INCOME TAXES
	Income Tax (Expense) Benefit
	For the three months ended March 31, 2014 and 2013, we reported an income tax (expense) benefit of $(1.7) billion and $35 million, respectively, resulting in effective tax rates of 30.3% and (0.8)%, respectively. The increase in income tax expense is primarily due to the release of the valuation allowance in 2013. For the three months ended March 31, 2014, our effective tax rate was different from the statutory rate of 35% primarily due to our recognition of low income housing tax credits.
	Deferred Tax Assets and Liabilities
	We had a net deferred tax asset of $20.7 billion and $22.7 billion as of March 31, 2014 and December 31, 2013, respectively. At March 31, 2014, our net deferred tax asset consisted primarily of basis differences related to derivative instruments and deferred fees. The net deferred tax asset decreased compared to December 31, 2013, primarily due to a decrease in the net operating loss carryforward as a result of taxable income estimated to be generated in 2014.
	Based on all positive and negative evidence available as of March 31, 2014, we have determined that it is more likely than not that our net deferred tax asset will be realized. Therefore, a valuation allowance is not needed.
	Unrecognized Tax Benefits and IRS Examinations
	We have evaluated all income tax positions and determined that there are no uncertain tax positions that require reserves as of March 31, 2014.
	The IRS is currently examining our income tax returns for tax years 2008 through 2011. We are currently working with the IRS to finalize the stipulation of settled issues and closing agreement for years 1998 through 2010 related to our tax accounting method for certain hedging transactions, and expect that a final decision can be entered within the next 12 months. For additional information, see “NOTE 17: LEGAL CONTINGENCIES.”
	For a discussion of our significant accounting policies related to income taxes, please see “NOTE 1: SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES" and "NOTE 12: INCOME TAXES" in our 2013 Annual Report

Segment_Reporting

Segment Reporting	3 Months Ended
	Mar. 31, 2014
Segment Reporting [Abstract]	'
SEGMENT REPORTING	'
	NOTE 13: SEGMENT REPORTING
	We evaluate segment performance and allocate resources based on a Segment Earnings approach, subject to the conduct of our business under the direction of the Conservator. See “NOTE 2: CONSERVATORSHIP AND RELATED MATTERS” for additional information about the conservatorship.
	We present Segment Earnings by: (a) reclassifying certain credit guarantee-related activities and investment-related activities between various line items on our GAAP consolidated statements of comprehensive income; and (b) allocating certain revenues and expenses, including certain returns on assets and funding costs, and all administrative expenses to our three reportable segments. These reclassifications and allocations are described in “NOTE 13: SEGMENT REPORTING” in our 2013 Annual Report.
	We do not consider our assets by segment when evaluating segment performance or allocating resources. We operate our business solely in the U.S. and its territories. Therefore, we do not generate any revenue from and do not have any long-lived assets other than financial instruments in geographic locations outside of the U.S. and its territories.
	Segments
	Our operations consist of three reportable segments, which are based on the type of business activities each performs — Single-family Guarantee, Investments, and Multifamily. See “NOTE 13: SEGMENT REPORTING” in our 2013 Annual Report for a description of our reportable segments and the activities and items included in each.
	Segment Earnings
	The financial performance of our Single-family Guarantee segment is measured based on its contribution to GAAP net income (loss). Our Investments segment and Multifamily segment are measured based on each segment's contribution to GAAP comprehensive income (loss), which consists of the sum of its contribution to: (a) GAAP net income (loss); and (b) GAAP total other comprehensive income (loss), net of taxes. Taxes for the reportable segments are calculated by applying our corporate estimated annual effective tax rate to each segment's pre-tax income.
	The sum of Segment Earnings for each segment and the All Other category equals GAAP net income (loss). Likewise, the sum of comprehensive income (loss) for each segment and the All Other category equals GAAP comprehensive income (loss). However, the accounting principles we apply to present certain financial statement line items in Segment Earnings for our reportable segments, in particular Segment Earnings management and guarantee income and net interest income, differ significantly from those applied in preparing the comparable line items in our consolidated financial statements prepared in accordance with GAAP. Accordingly, the results of such line items differ significantly from, and should not be used as a substitute for, the comparable line items as determined in accordance with GAAP. For reconciliations of the Segment Earnings line items to the comparable line items in our consolidated financial statements prepared in accordance with GAAP, see “Table 13.2 — Segment Earnings and Reconciliation to GAAP Results.”
	In the first quarter of 2014, we revised our inter-segment allocations between the Multifamily and the Investments segments for the Multifamily segment's investment securities and held-for-sale loans. Previously, changes in fair value of these assets attributed to interest rates were transferred to the Investments segment to offset the gains (losses) of the associated derivative instruments used to economically hedge the assets, while the changes in fair value not related to interest rates (i.e., liquidity and credit) remained in the Multifamily segment. Starting in the first quarter of 2014, the Multifamily segment will reflect the entire change in fair value of these assets in its financial results and the Investments segment will transfer the change in fair value of the derivatives associated with the Multifamily segment's investments securities and held-for-sale loans to the Multifamily segment. The purpose of this change is to better reflect the operations of the Multifamily segment on a stand-alone basis. Prior period results have been revised to conform with the current period presentation.
	Segment Adjustments
	In presenting Segment Earnings management and guarantee income and net interest income, we make adjustments to better reflect how management measures and assesses the performance of each segment and the company as a whole. These adjustments relate to amounts that are not reflected in net income (loss) as determined in accordance with GAAP. These adjustments are reversed through the segment adjustments line item within Segment Earnings, so that Segment Earnings (loss) for each segment equals GAAP net income (loss) for each segment. Segment adjustments consist of the following:
	•	We adjust our Segment Earnings management and guarantee income for the Single-family Guarantee segment to include the amortization of buy-down fees and credit delivery fees recorded in periods prior to the January 1, 2010 adoption of accounting guidance for the transfers of financial assets and the consolidation of VIEs. As of March 31, 2014, the unamortized balance of buy-down fees was $0.3 billion and the unamortized balance of credit delivery fees was $0.9 billion. We consider such fees to be part of the effective rate of the guarantee fee on guaranteed mortgage loans. These adjustments are necessary to better reflect the realization of revenue associated with guarantee contracts over the life of the underlying loans.
	•	We adjust our Segment Earnings net interest income for the Investments segment to include the amortization of cash premiums and discounts, as well as buy-up fees, on the consolidated Freddie Mac mortgage-related securities we purchase as investments. As of March 31, 2014, the unamortized balance of such premiums and discounts, net was $2.8 billion and the unamortized balance of buy-up fees was $0.4 billion. These adjustments are necessary to reflect the effective yield realized on investments in consolidated Freddie Mac mortgage-related securities purchased at a premium or discount or with buy-up fees.
	Segment Allocations
	The results of each reportable segment include directly attributable revenues and expenses. Administrative expenses that are not directly attributable to a segment are allocated to our segments using various methodologies, depending on the nature of the expense (i.e., semi-direct versus indirect). Net interest income for each segment includes allocated debt funding and hedging costs related to certain assets of each segment. The Investments segment manages the funding and interest rate risk for all business segments. In connection with this activity, the Investments segment transfers a cost to the other segments. The actual costs may vary relative to these intra-company transfers. In addition, the financial statement volatility associated with the use of derivatives to hedge certain assets outside the Investments segment is not fully allocated to other segments. These allocations do not include the effects of dividends paid on our senior preferred stock.
	The table below presents Segment Earnings by segment.
	Table 13.1 — Summary of Segment Earnings and Comprehensive Income (Loss)
		Three Months Ended March 31,
		2014			2013
		(in millions)
	Segment Earnings (loss), net of taxes:
	Single-family Guarantee	$	313		$	1,186
	Investments	3,302			2,420
	Multifamily	418			1,003
	All Other	(13		)	(28		)
	Total Segment Earnings (loss), net of taxes	4,020			4,581
	Net income (loss)	$	4,020		$	4,581
	Comprehensive income (loss) of segments:
	Single-family Guarantee	$	313		$	1,197
	Investments	3,781			4,794
	Multifamily	418			1,008
	All Other	(13		)	(28		)
	Comprehensive income (loss) of segments	4,499			6,971
	Comprehensive income (loss)	$	4,499		$	6,971
	The table below presents detailed reconciliations between our GAAP financial statements and Segment Earnings by financial statement line item for our reportable segments and All Other.
	Table 13.2 — Segment Earnings and Reconciliation to GAAP Results
		Three Months Ended March 31, 2014
														Total Segment			Reconciliation to Consolidated Statements of									Total per
														Earnings (Loss),			Comprehensive Income									Consolidated
														Net of Tax												Statements of
																										Comprehensive
		Single-family			Investments			Multifamily			All						Reclassifications(1)			Segment			Total			Income
		Guarantee									Other									Adjustments(2)			Reconciling
																							Items
		(in millions)
	Net interest income	$	33		$	836		$	215		$	—		$	1,084		$	2,275		$	151		$	2,426		$	3,510
	(Provision) benefit for credit losses	(322		)	—			19			—			(303		)	218			—			218			(85		)
	Non-interest income (loss):
	Management and guarantee income(3)	1,171			—			58			—			1,229			(1,069		)	(82		)	(1,151		)	78
	Net impairment of available-for-sale securities recognized in earnings	—			(215		)	—			—			(215		)	(149		)	—			(149		)	(364		)
	Derivative gains (losses)	(3		)	(1,488		)	85			—			(1,406		)	(945		)	—			(945		)	(2,351		)
	Gains (losses) on trading securities	—			(55		)	48			—			(7		)	—			—			—			(7		)
	Gains (losses) on mortgage loans	—			—			254			—			254			—			—			—			254
	Other non-interest income (loss)	203			5,637			(9		)	—			5,831			(330		)	—			(330		)	5,501
	Non-interest expense:
	Administrative expenses	(278		)	(124		)	(66		)	—			(468		)	—			—			—			(468		)
	REO operations expense	(59		)	—			—			—			(59		)	—			—			—			(59		)
	Temporary Payroll Tax Cut Continuation Act of 2011 expense	(178		)	—			—			—			(178		)	—			—			—			(178		)
	Other non-interest expense	(39		)	(4		)	(5		)	(18		)	(66		)	—			—			—			(66		)
	Segment adjustments(2)	(82		)	151			—			—			69			—			(69		)	(69		)	—
	Income tax (expense) benefit	(133		)	(1,436		)	(181		)	5			(1,745		)	—			—			—			(1,745		)
	Net income (loss)	313			3,302			418			(13		)	4,020			—			—			—			4,020
Total other comprehensive income, net of taxes	—			479			—			—			479			—			—			—			479
Comprehensive income (loss)	$	313		$	3,781		$	418		$	(13	)	$	4,499		$	—		$	—		$	—		$	4,499
	Three Months Ended March 31, 2013
													Total Segment			Reconciliation to Consolidated Statements of									Total per
													Earnings (Loss),			Comprehensive Income									Consolidated
													Net of Tax												Statements of
																									Comprehensive
	Single-family			Investments			Multifamily			All						Reclassifications(1)			Segment			Total			Income
	Guarantee									Other									Adjustments(2)			Reconciling
																						Items
	(in millions)
Net interest income	$	94		$	1,030		$	303		$	—		$	1,427		$	2,549		$	289		$	2,838		$	4,265
(Provision) benefit for credit losses	244			—			34			—			278			225			—			225			503
Non-interest income (loss):
Management and guarantee income(3)	1,243			—			46			—			1,289			(1,001		)	(228		)	(1,229		)	60
Net impairment of available-for-sale securities recognized in earnings	—			8			(11		)	—			(3		)	(40		)	—			(40		)	(43		)
Derivative gains (losses)	—			559			830			—			1,389			(1,014		)	—			(1,014		)	375
Gains (losses) on trading securities	—			(378		)	1			—			(377		)	—			—			—			(377		)
Gains (losses) on mortgage loans	—			—			9			—			9			—			—			—			9
Other non-interest income	241			757			99			—			1,097			(719		)	—			(719		)	378
Non-interest expense:
Administrative expenses	(241		)	(112		)	(79		)	—			(432		)	—			—			—			(432		)
REO operations income (expense)	(8		)	—			2			—			(6		)	—			—			—			(6		)
Temporary Payroll Tax Cut Continuation Act of 2011 expense	(93		)	—			—			—			(93		)	—			—			—			(93		)
Other non-interest expense	(61		)	—			(5		)	(27		)	(93		)	—			—			—			(93		)
Segment adjustments(2)	(228		)	289			—			—			61			—			(61		)	(61		)	—
Income tax (expense) benefit	(5		)	267			(226		)	(1		)	35			—			—			—			35
Net income (loss)	1,186			2,420			1,003			(28		)	4,581			—			—			—			4,581
Total other comprehensive income, net of taxes	11			2,374			5			—			2,390			—			—			—			2,390
Comprehensive income (loss)	$	1,197		$	4,794		$	1,008		$	(28	)	$	6,971		$	—		$	—		$	—		$	6,971
-1	See “NOTE 13: SEGMENT REPORTING — Segment Earnings — Investment Activity-Related Reclassifications” and “— Credit Guarantee Activity-Related Reclassifications” in our 2013 Annual Report for information regarding these reclassifications.
-2	See “Segment Adjustments” for information regarding these adjustments.
-3	Management and guarantee income total per consolidated statements of comprehensive income is included in other income on our GAAP consolidated statements of comprehensive income.
The table below presents comprehensive income (loss) by segment.
Table 13.3 — Comprehensive Income (Loss) of Segments
	Three Months Ended March 31, 2014
				Other Comprehensive Income (Loss), Net of Taxes
	Net Income			Changes in			Changes in			Changes in Defined			Total Other			Comprehensive Income
	(Loss)			Unrealized Gains			Unrealized Gains			Benefit Plans			Comprehensive			(Loss)
				(Losses) Related to			(Losses) Related to						Income (Loss),
				Available-For-Sale			Cash Flow Hedge						Net of Taxes
				Securities			Relationships
	(in millions)
Total comprehensive income (loss) of segments:
Single-family Guarantee	$	313		$	—		$	—		$	—		$	—		$	313
Investments	3,302			427			52			—			479			3,781
Multifamily	418			—			—			—			—			418
All Other	(13		)	—			—			—			—			(13		)
Total per consolidated statements of comprehensive income	$	4,020		$	427		$	52		$	—		$	479		$	4,499
	Three Months Ended March 31, 2013
				Other Comprehensive Income (Loss), Net of Taxes
	Net Income			Changes in			Changes in			Changes in Defined			Total Other			Comprehensive Income
	(Loss)			Unrealized Gains			Unrealized Gains			Benefit Plans			Comprehensive			(Loss)
				(Losses) Related to			(Losses) Related to						Income (Loss),
				Available-For-Sale			Cash Flow Hedge						Net of Taxes
				Securities			Relationships
	(in millions)
Total comprehensive income (loss) of segments:
Single-family Guarantee	$	1,186		$	—		$	—		$	11		$	11		$	1,197
Investments	2,420			2,277			90			7			2,374			4,794
Multifamily	1,003			3			—			2			5			1,008
All Other	(28		)	—			—			—			—			(28		)
Total per consolidated statements of comprehensive income	$	4,581		$	2,280		$	90		$	20		$	2,390		$	6,971

Financial_Guarantees

Financial Guarantees	3 Months Ended
	Mar. 31, 2014
Guarantees [Abstract]	'
FINANCIAL GUARANTEES	'
	NOTE 14: FINANCIAL GUARANTEES
	We provide financial guarantees to securitization trusts that issue mortgage-related securities backed by single-family mortgage loans, which we consolidate. During the three months ended March 31, 2014 and 2013, we issued approximately $52.1 billion and $133.5 billion, respectively, in UPB of Freddie Mac mortgage-related securities backed by single-family mortgage loans (excluding those backed by HFA bonds). For guarantees to consolidated securitization trusts, our exposure to these guarantees is generally the UPB of the loans recorded on our consolidated balance sheets. See "Note 14: FINANCIAL GUARANTEES" in our 2013 Annual Report for a description of the nature of the transactions that give rise to our financial guarantees.
	We also provide guarantees to non-consolidated securitization trusts that issue mortgage-related securities as well as in other guarantee commitments. If we are exposed to incremental credit risk by providing these guarantees, we charge a management and guarantee fee and recognize a guarantee asset, guarantee obligation, and a reserve for guarantee losses, as necessary.
	The table below presents our maximum potential exposure, our recognized liability, and the maximum remaining term of our financial guarantees that are not consolidated on our balance sheets.
	Table 14.1 — Financial Guarantees
		March 31, 2014					31-Dec-13
		Maximum		Recognized		Maximum	Maximum		Recognized		Maximum
		Exposure(1)		Liability(2)		Remaining	Exposure(1)		Liability(2)		Remaining
						Term					Term
		(dollars in millions, terms in years)
	Non-consolidated Freddie Mac securities(3)	$	74,620	$	740	39	$	71,809	$	731	40
	Other guarantee commitments	29,060		778		35	29,160		791		36
	Derivative instruments(4)	1,249		32		31	9,856		239		32
	Servicing-related premium guarantees	279		—		5	281		—		5
	-1	Maximum exposure represents the contractual amounts that could be lost under the non-consolidated guarantees if counterparties or borrowers defaulted, without consideration of possible recoveries under credit enhancement arrangements, such as recourse provisions, third-party insurance contracts, or from collateral held or pledged. The maximum exposure disclosed above is not representative of the actual loss we are likely to incur, based on our historical loss experience and after consideration of proceeds from related collateral liquidation. The maximum exposure for our liquidity guarantees is not mutually exclusive of our default guarantees on the same securities; therefore, these amounts are included within the maximum exposure of non-consolidated Freddie Mac securities and other guarantee commitments.
	-2	For non-consolidated Freddie Mac securities and other guarantee commitments, this amount represents the guarantee obligation on our consolidated balance sheets. This amount excludes our reserve for guarantee losses, which totaled $125 million and $111 million as of March 31, 2014 and December 31, 2013, respectively, and is included within other liabilities on our consolidated balance sheets.
	-3	In addition to our guarantee of principal and interest, we also provide liquidity guarantees for certain multifamily housing revenue bonds included in this category. However, no advances under these liquidity guarantees were outstanding at March 31, 2014 or December 31, 2013.
	-4	See “NOTE 9: DERIVATIVES” for information about these derivative guarantees.
	Non-Consolidated Freddie Mac Securities
	During the three months ended March 31, 2014 we issued approximately $3.3 billion, compared to $4.8 billion during the three months ended March 31, 2013, in UPB of Other Guarantee Transactions, all of which were backed by multifamily mortgage loans, for which a guarantee asset and guarantee obligation were recognized.
	For many of the loans underlying our non-consolidated guarantees, there are credit protections from third parties, including subordination, covering a portion of our exposure. See “NOTE 4: MORTGAGE LOANS AND LOAN LOSS RESERVES” for information about credit protections on loans we guarantee.
	Other Guarantee Commitments
	We provide long-term standby commitments to certain of our customers, which obligate us to purchase seriously delinquent loans that are covered by those agreements. During the three months ended March 31, 2014 and 2013, we issued and guaranteed $0.5 billion and $2.2 billion, respectively, in UPB of long-term standby commitments. These long-term standby commitments totaled $19.3 billion and $19.2 billion of UPB at March 31, 2014 and December 31, 2013, respectively. We also had other guarantee commitments on multifamily housing revenue bonds that were issued by HFAs of $9.1 billion in UPB at both March 31, 2014 and December 31, 2013. In addition, as of March 31, 2014 and December 31, 2013, we had issued guarantees under the TCLFP on securities backed by HFA bonds with UPB of $0.6 billion and $0.9 billion, respectively.

Concentration_of_Credit_and_Ot

Concentration of Credit and Other Risks	3 Months Ended
	Mar. 31, 2014
Risks and Uncertainties [Abstract]	'
CONCENTRATION OF CREDIT AND OTHER RISKS	'
	NOTE 15: CONCENTRATION OF CREDIT AND OTHER RISKS
	Single-Family Credit Guarantee Portfolio
	Our business activity is to participate in and support the residential mortgage market in the United States, which we pursue by both issuing guaranteed mortgage securities and investing in mortgage loans and mortgage-related securities.
	The table below summarizes the concentration by year of origination and geographical area of the approximately $1.7 trillion UPB of our single-family credit guarantee portfolio at both March 31, 2014 and December 31, 2013. See “NOTE 1: SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES” in our 2013 Annual Report and "NOTE 4: MORTGAGE LOANS AND LOAN LOSS RESERVES” and “NOTE 7: INVESTMENTS IN SECURITIES” for more information about credit risk associated with loans and mortgage-related securities that we hold.
	Table 15.1 — Concentration of Credit Risk — Single-Family Credit Guarantee Portfolio
		31-Mar-14					31-Dec-13						Percent of Credit Losses(1)
													Three Months Ended
		Percentage  of		Serious			Percentage  of			Serious			31-Mar-14		31-Mar-13
		Portfolio(2)		Delinquency			Portfolio(2)			Delinquency
				Rate						Rate
	Year of Origination
	2014	1	%	—	%		N/A			N/A			—	%	N/A
	2013	17		0.01			16	%		0.01	%		—		—	%
	2012	16		0.05			16			0.04			<1		—
	2011	7		0.2			8			0.18			<1		<1
	2010	7		0.4			7			0.39			1		<1
	2009	7		0.87			7			0.88			2		1
	Subtotal - New single-family book	55		0.24			54			0.24			3		1
	HARP and other relief refinance loans(3)	21		0.65			21			0.64			8		4
	2005 to 2008 Legacy single-family book	15		8.25			16			8.77			77		85
	Pre-2005 Legacy single-family book	9		3.16			9			3.24			12		10
	Total	100	%	2.2	%		100	%		2.39	%		100	%	100	%
	Region(4)
	West	28	%	1.55	%		28	%		1.73	%		8	%	34	%
	Northeast	26		3.1			26			3.23			27		10
	North Central	18		1.67			18			1.81			23		22
	Southeast	16		3.07			16			3.42			37		30
	Southwest	12		1.25			12			1.36			5		4
	Total	100	%	2.2	%		100	%		2.39	%		100	%	100	%
	State
	Arizona, California, Florida, and Nevada(5)	26	%	2.63	%		26	%		3.01	%		32	%	52	%
	Illinois, Michigan, and Ohio(6)	10		1.95			11			2.11			17		17
	New York and New Jersey(7)	9		4.98			9			5.11			11		2
	All other	55		1.72			54			1.85			40		29
	Total	100	%	2.2	%		100	%		2.39	%		100	%	100	%
	-1	Credit losses consist of the aggregate amount of charge-offs, net of recoveries, and REO operations expense in each of the respective periods and exclude foregone interest on TDRs and non-accrual loans and other market-based losses recognized on our consolidated statements of comprehensive income.
	-2	Based on the UPB of our single-family credit guarantee portfolio, which includes unsecuritized single-family mortgage loans held by us on our consolidated balance sheets and those underlying Freddie Mac mortgage-related securities, or covered by our other guarantee commitments.
	-3	HARP and other relief refinance loans are presented separately rather than in the year that the refinancing occurred (from 2009 to 2014). All other refinance loans are presented in the year that the refinancing occurred. Prior period information has been revised to conform with the current period presentation.
	-4	Region designation: West (AK, AZ, CA, GU, HI, ID, MT, NV, OR, UT, WA); Northeast (CT, DE, DC, MA, ME, MD, NH, NJ, NY, PA, RI, VT, VA, WV); North Central (IL, IN, IA, MI, MN, ND, OH, SD, WI); Southeast (AL, FL, GA, KY, MS, NC, PR, SC, TN, VI); Southwest (AR, CO, KS, LA, MO, NE, NM, OK, TX, WY).
	-5	Represents the four states that had the largest cumulative declines in home prices during the housing crisis that began in 2006, as measured using Freddie Mac’s home price index.
	-6	Represents selected states in the North Central region that have experienced adverse economic conditions since 2006.
	-7	Represents two states with a judicial foreclosure process in which there are a significant number of seriously delinquent loans within our single-family credit guarantee portfolio.
	Credit Performance of Certain Higher Risk Single-Family Loan Categories
	Participants in the mortgage market often characterize single-family loans based upon their overall credit quality at the time of origination, generally considering them to be prime or subprime. Many mortgage market participants classify single-family loans with credit characteristics that range between their prime and subprime categories as Alt-A because these loans have a combination of characteristics of each category, may be underwritten with lower or alternative income or asset documentation requirements compared to a full documentation mortgage loan, or both. However, there is no universally accepted definition of subprime or Alt-A. Although we discontinued new purchases of mortgage loans with lower documentation standards for assets or income beginning March 1, 2009, we continued to purchase certain amounts of these mortgages in cases where the loan was either: (a) purchased pursuant to a previously issued other guarantee commitment; (b) part of our relief refinance mortgage initiative; or (c) in another refinance mortgage initiative and the pre-existing mortgage (including Alt-A loans) was originated under less than full documentation standards. In the event we purchase a refinance mortgage and the original loan had been previously identified as Alt-A, such refinance loan may no longer be categorized or reported as Alt-A in the table below because the new refinance loan replacing the original loan would not be identified by the seller/servicer as an Alt-A loan. As a result, our reported Alt-A balances may be lower than would otherwise be the case had such refinancing not occurred.
	Although we do not categorize single-family mortgage loans we purchase or guarantee as prime or subprime, we recognize that there are a number of mortgage loan types with certain characteristics that indicate a higher degree of credit risk. For example, a borrower’s credit score is a useful measure for assessing the credit quality of the borrower. Statistically, borrowers with higher credit scores are more likely to repay or have the ability to refinance than those with lower scores.
	Presented below is a summary of the serious delinquency rates of certain higher-risk categories (based on characteristics of the loan at origination) of single-family loans in our single-family credit guarantee portfolio. The table includes a presentation of each higher-risk category in isolation. A single loan may fall within more than one category (for example, an interest-only loan may also have an original LTV ratio greater than 90%). Loans with a combination of these attributes will have an even higher risk of delinquency than those with an individual attribute.
	Table 15.2 — Certain Higher-Risk Categories in the Single-Family Credit Guarantee Portfolio(1)
		Percentage of Portfolio(1)					Serious Delinquency Rate
		31-Mar-14		31-Dec-13			31-Mar-14			31-Dec-13
	Interest-only	2	%	2	%		11.55	%		12.51	%
	Option ARM(2)	<1		<1			11.67			12.3
	Alt-A	3		3			9.66			10.06
	Original LTV ratio greater than 90%(3)	16		16			2.93			3.22
	Lower FICO scores at origination (less than 620)	3		3			9.29			9.99
	-1	Based on UPB.
	-2	For reporting purposes, loans within the option ARM category continue to be reported in that category following modification, even though the modified loan no longer provides for optional payment provisions.
	-3	Includes HARP loans, which we are required to purchase as part of our participation in the MHA Program.
	The percentage of borrowers in our single-family credit guarantee portfolio, based on UPB, with estimated current LTV ratios greater than 100% was 9% and 10% at March 31, 2014 and December 31, 2013, respectively. An increase in the estimated current LTV ratio of a loan indicates that the borrower’s equity in the home has declined, and can negatively affect the borrower’s ability to refinance (outside of HARP) or to sell the property for an amount at or above the balance of the outstanding mortgage loan. The serious delinquency rate for single-family loans with estimated current LTV ratios greater than 100% was 9.31% and 9.94% as of March 31, 2014 and December 31, 2013, respectively. Loans in our 2005-2008 Legacy single-family book have been more affected by declines in home prices during the housing crisis that began in 2006 than loans originated in other years. Our 2005-2008 Legacy single-family book comprised approximately 15% of our single-family credit guarantee portfolio, based on UPB at March 31, 2014, and these loans accounted for approximately 77% and 85% of our credit losses during the three months ended March 31, 2014 and 2013, respectively.
	We categorize our investments in non-agency mortgage-related securities as subprime, option ARM, or Alt-A if the securities were identified as such based on information provided to us when we entered into these transactions. We have not identified option ARM, CMBS, obligations of states and political subdivisions, and manufactured housing securities as either subprime or Alt-A securities. See “NOTE 7: INVESTMENTS IN SECURITIES” for further information on these categories and other concentrations in our investments in securities.
	Multifamily Mortgage Portfolio
	The table below summarizes the concentration of multifamily mortgages in our multifamily mortgage portfolio by certain attributes. Information presented for multifamily mortgage loans includes certain categories based on loan or borrower characteristics present at origination. The table includes a presentation of each category in isolation. A single loan may fall within more than one category (for example, a loan with an original LTV ratio greater than 80% may also have an original DSCR below 1.10).
	Table 15.3 — Concentration of Credit Risk — Multifamily Mortgage Portfolio
		31-Mar-14						31-Dec-13
	UPB			Delinquency			UPB				Delinquency
				Rate(1)							Rate(1)
	(dollars in billions)
State(2)
California	$	22.3		—	%		$	22.4			0.03	%
Texas	16.9			—			16.7				0.02
New York	11.5			0.08			11.4				0.12
Florida	9.2			—			9.3				0.28
Virginia	6.9			0.38			7				0.37
Maryland	6.5			—			6.7				—
All other states	59.3			0.04			59.3				0.08
Total	$	132.6		0.04	%		$	132.8			0.09	%
Region(3)
Northeast	$	37.3		0.1	%		$	37.5			0.1	%
West	33.7			—			33.8				0.07
Southwest	26.4			0.03			26.2				0.05
Southeast	23.9			0.01			24.1				0.16
North Central	11.3			0.07			11.2				0.07
Total	$	132.6		0.04	%		$	132.8			0.09	%
Other Categories(4)
Original LTV ratio greater than 80%	$	5.6		0.19	%		$	5.6			0.19	%
Original DSCR below 1.10	2.2			—			2.2				—
-1	Based on the UPB of multifamily mortgages two monthly payments or more delinquent or in foreclosure.
-2	Represents the six states with the highest UPB at March 31, 2014.
-3	See endnote (4) to “Table 15.1 — Concentration of Credit Risk — Single-Family Credit Guarantee Portfolio” for a description of these regions.
-4	These categories are not mutually exclusive and a loan in one category may also be included within another category.
One indicator of risk for mortgage loans in our multifamily mortgage portfolio is the amount of a borrower’s equity in the underlying property. A borrower’s equity in a property decreases as the LTV ratio increases. Higher LTV ratios negatively affect a borrower’s ability to refinance or sell a property for an amount at or above the balance of the outstanding mortgage. The DSCR is another indicator of future credit performance. The DSCR estimates a multifamily borrower’s ability to service its mortgage obligation using the secured property’s cash flow, after deducting non-mortgage expenses from income. The higher the DSCR, the more likely it is that a multifamily borrower will be able to continue servicing its mortgage obligation.
We estimate that the percentage of loans in our multifamily mortgage portfolio with a current LTV ratio greater than 100% was approximately 1% and 2% at March 31, 2014 and December 31, 2013, respectively, and our estimate of the current average DSCR for these loans was 0.96 and 0.95, respectively. We estimate that the percentage of loans in our multifamily mortgage portfolio with a current DSCR less than 1.0 was 2% and 3% at March 31, 2014 and December 31, 2013, respectively, and the average current LTV ratio of these loans was 90% and 95%, respectively. Our estimates of current DSCRs are based on the latest reported net operating income for these properties. Our estimates of the current LTV ratios are based on either values we receive from a third-party service provider or our internal estimates of property value. Our internal estimates of property value are primarily derived using techniques that include income capitalization and comparable sales analysis using third party market data.
Seller/Servicers
We acquire a significant portion of our single-family mortgage purchase volume from several large seller/servicers and we are exposed to the risk that we could lose purchase volume to the extent certain arrangements with these lenders are terminated. Our top 10 single-family seller/servicers provided approximately 54% of our single-family purchase volume during the three months ended March 31, 2014. Wells Fargo Bank, N.A. accounted for 14% of our single-family mortgage purchase volume and was the only single-family seller/servicer that comprised 10% or more of our purchase volume during the three months ended March 31, 2014.
We are exposed to institutional credit risk arising from the potential insolvency or non-performance by our seller/servicers of their obligations to repurchase mortgages or (at our option) indemnify us in the event of: (a) breaches of the representations and warranties they made when they sold the mortgages to us; or (b) failure to comply with our servicing requirements. Our contracts require that a seller/servicer repurchase a mortgage after we issue a repurchase request, unless the seller/servicer avails itself of an appeals process provided for in our contracts, in which case the deadline for repurchase is extended until we decide on the appeal. As of March 31, 2014 and December 31, 2013, the UPB of loans subject to our repurchase requests (seller and servicer related) issued to our single-family seller/servicers was approximately $1.2 billion and $2.2 billion, respectively (these figures include repurchase requests for which appeals were pending). During the three months ended March 31, 2014 and 2013, we recovered amounts that covered losses with respect to $1.0 billion and $0.9 billion, respectively, in UPB of loans subject to our repurchase requests.
During the first quarter of 2014, we entered into settlement agreements with certain counterparties to release specified loans from certain seller repurchase obligations in exchange for one-time cash payments, which totaled approximately $0.3 billion in aggregate. These agreements related to loans with $16.0 billion in aggregate principal amount (as of the dates of the respective agreements) and we recognized a benefit for credit losses of $0.3 billion included within our consolidated statement of comprehensive income during the three months ended March 31, 2014 related to these agreements.
The ultimate amounts of recovery payments we receive from seller/servicers related to their repurchase obligations may be significantly less than the amount of our estimates of potential exposure to losses. Our estimate of probable incurred losses for exposure to seller/servicers for their repurchase obligations is considered in our allowance for loan losses. See “NOTE 1: SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES — Allowance for Loan Losses and Reserve for Guarantee Losses” and "NOTE 15: CONCENTRATION OF CREDIT AND OTHER RISKS" in our 2013 Annual Report for further information. We believe we have appropriately provided for these exposures, based upon our estimates of incurred losses, in our loan loss reserves; however, our actual losses may exceed our estimates.
We are also exposed to the risk that seller/servicers might fail to service mortgages in accordance with our contractual requirements, resulting in increased credit losses. For example, our seller/servicers have an active role in our loss mitigation efforts, including under the servicing alignment initiative and the MHA Program, and therefore, we have exposure to them to the extent a decline in their performance results in a failure to realize the anticipated benefits of our loss mitigation plans. Since we do not have our own servicing operation, if our servicers lack appropriate process controls, experience a failure in their controls, or experience an operating disruption in their ability to service mortgage loans, our business and financial results could be adversely affected.
A significant portion of our single-family mortgage loans are serviced by several large seller/servicers. Our top two single-family loan servicers, Wells Fargo Bank, N.A. and JPMorgan Chase Bank, N.A., serviced approximately 24% and 12%, respectively, of our single-family mortgage loans, as of March 31, 2014.
As of March 31, 2014 our top three multifamily servicers, Berkadia Commercial Mortgage LLC, Wells Fargo Bank, N.A., and CBRE Capital Markets, Inc., each serviced more than 10% of our multifamily mortgage portfolio, excluding K Certificates, and together serviced approximately 37% of this portfolio.
Mortgage Insurers
We have institutional credit risk relating to the potential insolvency of, or non-performance by, mortgage insurers that insure single-family mortgages we purchase or guarantee. We evaluate the recovery and collectability from insurance policies for mortgage loans that we hold for investment as well as loans underlying our non-consolidated Freddie Mac mortgage-related securities or covered by other guarantee commitments as part of the estimate of our loan loss reserves. See “NOTE 1: SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES — Allowance for Loan Losses and Reserve for Guarantee Losses” in our 2013 Annual Report for additional information. As of March 31, 2014, mortgage insurers provided coverage with maximum loss limits of $52.7 billion, for $211.2 billion of UPB, in connection with our single-family credit guarantee portfolio. These amounts are based on gross coverage without regard to netting of coverage that may exist to the extent an affected mortgage is covered under both primary and pool insurance. Our top four mortgage insurer counterparties, Mortgage Guaranty Insurance Corporation, Radian Guaranty Inc., United Guaranty Residential Insurance Company, and Genworth Mortgage Insurance Corporation each accounted for more than 10% and collectively represented approximately 79% of our overall mortgage insurance coverage at March 31, 2014. Of our four largest counterparties, three are rated BB-, and one is rated BBB+, as of March 31, 2014, based on the lower of the S&P or Moody’s rating scales and stated in terms of the S&P equivalent. PMI Mortgage Insurance Co. (PMI), Republic Mortgage Insurance Co. (RMIC), and Triad Guaranty Insurance Corp. (Triad) are no longer rated by either S&P or Moody’s because they are under court-ordered or state supervision.
We received proceeds of $0.4 billion during both the three months ended March 31, 2014 and 2013 from our primary and pool mortgage insurance policies for recovery of losses on our single-family loans. We had outstanding receivables from mortgage insurers of $0.5 billion and $0.7 billion (excluding deferred payment obligations associated with unpaid claim amounts) as of March 31, 2014 and December 31, 2013, respectively. The balance of our outstanding accounts receivable from mortgage insurers, net of associated reserves, was approximately $0.4 billion and $0.5 billion at March 31, 2014 and December 31, 2013, respectively.
PMI, RMIC, and Triad are paying a portion of their claims in cash and the remaining portion of the claims represents a deferred payment obligation. It is not clear how the regulators of these companies will administer their respective deferred payment plans, nor when or if those obligations will be paid. See "NOTE 15: CONCENTRATION OF CREDIT AND OTHER RISKS" in our 2013 Annual Report for further information on our mortgage insurance counterparties.
Bond Insurers
Bond insurance, which may be either primary or secondary policies, is a credit enhancement covering some of the non-agency mortgage-related securities we hold. Primary policies are acquired by the securitization trust issuing the securities we purchase, while secondary policies are acquired by us. At March 31, 2014, the maximum principal exposure to credit losses related to such policies was $7.5 billion. At March 31, 2014, our top four bond insurers, Ambac Assurance Corporation (or Ambac), Financial Guaranty Insurance Company (or FGIC), National Public Finance Guarantee Corp., and MBIA Insurance Corp., each accounted for more than 10% of our overall bond insurance coverage and collectively represented approximately 91% of our total coverage.
We expect to receive substantially less than full payment of our claims from Ambac and FGIC as these companies are either insolvent or in rehabilitation. We believe that we will also likely receive substantially less than full payment of our claims from some of our other bond insurers, because we believe they also lack sufficient ability to fully meet all of their expected lifetime claims-paying obligations to us as such claims emerge. We evaluate the expected recovery from primary bond insurance policies as part of our impairment analysis for our investments in securities. See “NOTE 7: INVESTMENTS IN SECURITIES” in our 2013 Annual Report for further information on our evaluation of impairment on securities covered by bond insurance.
Cash and Other Investments Counterparties
We are exposed to institutional credit risk arising from the potential insolvency or non-performance of counterparties of non-mortgage-related investment agreements and cash equivalent transactions, including those entered into on behalf of our securitization trusts. Our policies require that the issuer be rated as investment grade at the time the financial instrument is purchased. We base the permitted term and dollar limits for each of these transactions on the counterparty's financial strength in order to further mitigate our risk.
Our cash and other investment counterparties are primarily major institutions, Treasury, and the Federal Reserve Bank of New York. As of March 31, 2014 and December 31, 2013, including amounts related to our consolidated VIEs, there were $48.8 billion and $85.9 billion, respectively, of: (a) cash and securities purchased under agreements to resell invested with institutional counterparties; (b) Treasury securities classified as cash equivalents; or (c) cash deposited with the Federal Reserve Bank of New York. As of March 31, 2014 these included:
•	$22.1 billion of securities purchased under agreements to resell with 10 counterparties that had short-term S&P ratings of A-1 or above;
•	$6.4 billion of securities purchased under agreements to resell with one counterparty that had a short-term S&P rating of A-2;
•	$6.5 billion of securities purchased under agreements to resell with two counterparties that do not have short-term S&P or other third-party credit ratings, but were evaluated under the company's counterparty credit risk system and were determined to be eligible for these transactions (by providing more than 100% in approved collateral);
•	$8.1 billion of cash equivalents invested in Treasury securities; and
•	$5.6 billion of cash deposited with the Federal Reserve Bank of New York (as a non-interest-bearing deposit).
In February 2014, we reached a settlement with Lehman Brothers Holdings Inc. pursuant to which we received $767 million to resolve our claims related to Lehman’s bankruptcy. The majority of this settlement was reflected as an adjustment to our December 31, 2013 estimate of the expected recoveries of our short-term lending receivable. The remaining portion of this settlement related to claims for repurchase requests associated with loans sold to us by Lehman and is included in our results for the first quarter of 2014. For more information, see "Seller/Servicers" and “NOTE 17: LEGAL CONTINGENCIES."
Non-Agency Mortgage-Related Security Issuers
We are engaged in various loss mitigation efforts concerning certain investments in non-agency mortgage-related securities, including the activities discussed below. The effectiveness of these various loss mitigation efforts is uncertain, in part because our rights as an investor are limited, and any potential recoveries may take significant time to realize. Lawsuits against a number of parties are currently pending. These parties include some of our significant seller/servicers and counterparties, including counterparties to debt funding and derivatives transactions.
In 2011, FHFA, as Conservator for Freddie Mac and Fannie Mae, filed lawsuits against 18 corporate families of financial institutions and related defendants alleging securities laws violations and, in some cases, fraud. These lawsuits seek to recover losses and damages sustained by Freddie Mac and Fannie Mae as a result of their investments in certain residential non-agency mortgage-related securities issued or sold by, or backed by mortgages originated by, these financial institutions or control persons thereof. We and FHFA reached settlements with the following parties in these FHFA-filed lawsuits in the first quarter of 2014:
•	Morgan Stanley (February 2014)
•	Societe Generale (February 2014)
•	Credit Suisse Holdings (USA), Inc. (March 2014)
•	Bank of America Corporation (March 2014)
At the direction of our Conservator, we are also working to enforce contractual rights of certain trusts with respect to the non-agency mortgage-related securities we hold, and have directed certain trustees to initiate litigation on behalf of certificate holders against several financial institutions for breach of contract claims. We reached a settlement with WMC Mortgage LLC in March 2014.
During the three months ended March 31, 2014, we recognized $4.5 billion within non-interest income on our consolidated statements of comprehensive income from the settlements discussed above.
In April 2014, we and FHFA entered into agreements with: (a) Barclays Bank PLC and related parties; and (b) First Horizon National Corporation and related parties, to settle FHFA-led litigation. Under these agreements, we will be paid a total of $275 million, which will be reflected in our consolidated financial results for the second quarter of 2014.
We have also been participating with other investors in non-agency mortgage-related securities in certain investor consortiums that seek to enforce certain claims relating to such securities. In April 2014, Citigroup Inc. announced a settlement with an investor consortium to resolve certain claims with respect to a number of mortgage securitization trusts. The settlement is subject to various conditions, and it is not possible to predict the timing or ultimate outcome of the approval process, which could take substantial time. We have investments in certain of these securitization trusts and would expect to benefit from this settlement, if it is ultimately approved. We would also expect to benefit from a settlement reached with Bank of America Corporation in June 2011. This settlement is also pending final approval, and any amounts in settlement would be in addition to the amounts we received in the March 2014 settlement with Bank of America Corporation mentioned above. For more information, see “NOTE 15: CONCENTRATION OF CREDIT AND OTHER RISKS - Non-Agency Mortgage-Related Security Issuers” in our 2013 Annual Report.
Derivative Portfolio
For a discussion of our derivative counterparties as well as related master netting and collateral agreements, see “NOTE 10: COLLATERAL AND OFFSETTING OF ASSETS AND LIABILITIES.”

Fair_Value_Disclosures

Fair Value Disclosures	3 Months Ended
	Mar. 31, 2014
Fair Value Disclosures [Abstract]	'
FAIR VALUE DISCLOSURES	'
	NOTE 16: FAIR VALUE DISCLOSURES
	The accounting guidance for fair value measurements and disclosures defines fair value, establishes a framework for measuring fair value, and sets forth disclosure requirements regarding fair value measurements. This guidance applies whenever other accounting guidance requires or permits assets or liabilities to be measured at fair value. Fair value measurement assumes that the transaction to sell the asset or transfer the liability takes place either in the principal market for the asset or liability, or, in the absence of a principal market, in the most advantageous market for the asset or liability.
	We use fair value measurements for the initial recording of certain assets and liabilities and periodic remeasurement of certain assets and liabilities on a recurring or non-recurring basis.
	Fair Value Measurements
	The accounting guidance for fair value measurements and disclosures establishes a three-level fair value hierarchy that prioritizes the inputs into the valuation techniques used to measure fair value. The fair value hierarchy gives the highest priority, Level 1, to measurements based on quoted prices in active markets for identical assets or liabilities. The next highest priority, Level 2, is given to measurements based on observable inputs other than quoted prices in active markets for identical assets or liabilities. The lowest priority, Level 3, is given to measurements based on unobservable inputs. Assets and liabilities are classified in their entirety within the fair value hierarchy based on the lowest level input that is significant to the fair value measurement.
	Assets and Liabilities Measured at Fair Value on a Recurring Basis
	The table below presents our assets and liabilities measured in our consolidated balance sheets at fair value on a recurring basis subsequent to initial recognition, including instruments where we have elected the fair value option, as of March 31, 2014 and December 31, 2013.
	Table 16.1 — Assets and Liabilities Measured at Fair Value on a Recurring Basis
		Fair Value at March 31, 2014
		Quoted Prices in				Significant Other				Significant			Netting				Total
		Active Markets for				Observable Inputs				Unobservable			Adjustment(1)
		Identical Assets				(Level 2)				Inputs
		(Level 1)								(Level 3)
		(in millions)
	Assets:
	Investments in securities:
	Available-for-sale, at fair value:
	Mortgage-related securities:
	Freddie Mac	$	—			$	32,722			$	2,443		$	—			$	35,165
	Fannie Mae	—				10,005				134			—				10,139
	Ginnie Mae	—				149				11			—				160
	CMBS	—				25,159				3,457			—				28,616
	Subprime	—				—				26,540			—				26,540
	Option ARM	—				—				6,439			—				6,439
	Alt-A and other	—				—				7,606			—				7,606
	Obligations of states and political subdivisions	—				—				3,276			—				3,276
	Manufactured housing	—				—				676			—				676
	Total available-for-sale securities, at fair value	—				68,035				50,582			—				118,617
	Trading, at fair value:
	Mortgage-related securities:
	Freddie Mac	—				13,827				513			—				14,340
	Fannie Mae	—				6,094				358			—				6,452
	Ginnie Mae	—				21				71			—				92
	Other	—				117				7			—				124
	Total mortgage-related securities	—				20,059				949			—				21,008
	Non-mortgage-related securities:
	Treasury bills	4,574				—				—			—				4,574
	Treasury notes	4,405				—				—			—				4,405
	Total non-mortgage-related securities	8,979				—				—			—				8,979
	Total trading securities, at fair value	8,979				20,059				949			—				29,987
	Total investments in securities	8,979				88,094				51,531			—				148,604
	Mortgage loans:
	Held-for-sale, at fair value	—				7,313				—			—				7,313
	Derivative assets, net:
	Interest-rate swaps	—				7,711				—			—				7,711
	Option-based derivatives	—				4,590				—			—				4,590
	Other	—				38				3			—				41
	Subtotal, before netting adjustments	—				12,339				3			—				12,342
	Netting adjustments(1)	—				—				—			(11,187		)		(11,187		)
	Total derivative assets, net	—				12,339				3			(11,187		)		1,155
	Other assets:
	Guarantee asset, at fair value	—				—				1,558			—				1,558
	All other, at fair value	—				—				12			—				12
	Total other assets	—				—				1,570			—				1,570
	Total assets carried at fair value on a recurring basis	$	8,979			$	107,746			$	53,104		$	(11,187	)		$	158,642
	Liabilities:
	Debt securities of consolidated trusts held by third parties, at fair value	$	—			$	56			$	—		$	—			$	56
	Other debt, at fair value	—				2,206				1,000			—				3,206
	Derivative liabilities, net:
	Interest-rate swaps	—				12,668				1			—				12,669
	Option-based derivatives	—				208				—			—				208
	Other	—				21				38			—				59
	Subtotal, before netting adjustments	—				12,897				39			—				12,936
Netting adjustments(1)	—				—				—			(12,825		)		(12,825		)
Total derivative liabilities, net	—				12,897				39			(12,825		)		111
Total liabilities carried at fair value on a recurring basis	$	—			$	15,159			$	1,039		$	(12,825	)		$	3,373
	Fair Value at December 31, 2013
	Quoted Prices in				Significant Other				Significant			Netting				Total
	Active Markets for				Observable Inputs				Unobservable			Adjustment(1)
	Identical Assets				(Level 2)				Inputs
	(Level 1)								(Level 3)
	(in millions)
Assets:
Investments in securities:
Available-for-sale, at fair value:
Mortgage-related securities:
Freddie Mac	$	—			$	38,720			$	1,939		$	—			$	40,659
Fannie Mae	—				10,666				131			—				10,797
Ginnie Mae	—				155				12			—				167
CMBS	—				27,229				3,109			—				30,338
Subprime	—				—				27,499			—				27,499
Option ARM	—				—				6,574			—				6,574
Alt-A and other	—				—				8,706			—				8,706
Obligations of states and political subdivisions	—				—				3,495			—				3,495
Manufactured housing	—				—				684			—				684
Total available-for-sale securities, at fair value	—				76,770				52,149			—				128,919
Trading, at fair value:
Mortgage-related securities:
Freddie Mac	—				9,006				343			—				9,349
Fannie Mae	—				6,959				221			—				7,180
Ginnie Mae	—				24				74			—				98
Other	—				133				8			—				141
Total mortgage-related securities	—				16,122				646			—				16,768
Non-mortgage-related securities:
Treasury bills	2,254				—				—			—				2,254
Treasury notes	4,382				—				—			—				4,382
Total non-mortgage-related securities	6,636				—				—			—				6,636
Total trading securities, at fair value	6,636				16,122				646			—				23,404
Total investments in securities	6,636				92,892				52,795			—				152,323
Mortgage loans:
Held-for-sale, at fair value	—				8,727				—			—				8,727
Derivative assets, net:
Interest-rate swaps	—				10,009				10			—				10,019
Option-based derivatives	—				4,112				—			—				4,112
Other	—				99				1			—				100
Subtotal, before netting adjustments	—				14,220				11			—				14,231
Netting adjustments(1)	—				—				—			(13,168		)		(13,168		)
Total derivative assets, net	—				14,220				11			(13,168		)		1,063
Other assets:
Guarantee asset, at fair value	—				—				1,611			—				1,611
All other, at fair value	—				—				9			—				9
Total other assets	—				—				1,620			—				1,620
Total assets carried at fair value on a recurring basis	$	6,636			$	115,839			$	54,426		$	(13,168	)		$	163,733
Liabilities:
Debt securities of consolidated trusts held by third parties, at fair value	$	—			$	59			$	—		$	—			$	59
Other debt, at fair value	—				1,155				1,528			—				2,683
Derivative liabilities, net:
Interest-rate swaps	—				13,022				295			—				13,317
Option-based derivatives	—				201				3			—				204
Other	—				68				38			—				106
Subtotal, before netting adjustments	—				13,291				336			—				13,627
Netting adjustments(1)	—				—				—			(13,447		)		(13,447		)
Total derivative liabilities, net	—				13,291				336			(13,447		)		180
Total liabilities carried at fair value on a recurring basis	$	—			$	14,505			$	1,864		$	(13,447	)		$	2,922
-1	Represents counterparty netting, cash collateral netting and net derivative interest receivable or payable. The net cash collateral posted was $2.3 billion and $871 million, respectively, at March 31, 2014 and December 31, 2013. The net interest receivable (payable) of derivative assets and derivative liabilities was $(0.7) billion and $(0.6) billion at March 31, 2014 and December 31, 2013, respectively, which was mainly related to interest rate swaps.
Changes in Fair Value Levels
We monitor the availability of observable market data to: (a) assess the appropriate classification of financial instruments within the fair value hierarchy; and (b) transfer assets and liabilities between Level 1, Level 2, and Level 3 accordingly. Observable market data includes, but is not limited to, quoted prices and market transactions. Changes in economic conditions or the volume and level of activity in a market generally will drive changes in availability of observable market data. Changes in availability of observable market data, which also may result in changing the valuation technique used, are generally the cause of transfers between Level 1, 2, or 3.
For the three months ended March 31, 2014 and 2013, our transfers between Level 1 and Level 2 assets and liabilities were less than $1 million.
The table below presents a reconciliation of all assets and liabilities measured in our consolidated balance sheets at fair value on a recurring basis using significant unobservable inputs (Level 3) for the three months ended March 31, 2014 and 2013, including transfers into and out of Level 3 assets and liabilities. The table also presents gains and losses due to changes in fair value, including both realized and unrealized gains and losses, recognized in our consolidated statements of comprehensive income for Level 3 assets and liabilities for the three months ended March 31, 2014 and 2013. When assets and liabilities are transferred between levels, we recognize the transfer as of the beginning of the period.
Table 16.2 — Fair Value Measurements of Assets and Liabilities Using Significant Unobservable Inputs
	Three Months Ended March 31, 2014
					Realized and unrealized gains (losses)
	Balance,				Included in				Included in			Total				Purchases			Issues		Sales			Settlements,			Transfers		Transfers			Balance,		Unrealized
	January 1,				earnings(1)(2)(3)(4)				other															net			into		out of			March 31,		gains (losses)
	2014								comprehensive																		Level 3(5)		Level 3(5)			2014		still held(6)
									income(1)
	(in millions)
Assets
Investments in securities:
Available-for-sale, at fair value:
Mortgage-related securities:
Freddie Mac	$	1,939			$	—			$	(1	)	$	(1	)		$	1,207		$	—	$	(607	)	$	(11	)	$	3	$	(87	)	$	2,443	$	—
Fannie Mae	131				—				—			—				—			—		—			(5		)	8		—			134		—
Ginnie Mae	12				—				—			—				—			—		—			(1		)	—		—			11		—
CMBS	3,109				—				119			119				—			—		—			(13		)	242		—			3,457		—
Subprime	27,499				(299		)		911			612				—			—		(816		)	(755		)	—		—			26,540		(322		)
Option ARM	6,574				(16		)		(36		)	(52		)		—			—		—			(83		)	—		—			6,439		(16		)
Alt-A and other	8,706				85				63			148				—			—		(1,107		)	(141		)	—		—			7,606		(26		)
Obligations of states and political subdivisions	3,495				—				59			59				1			—		(1		)	(278		)	—		—			3,276		—
Manufactured housing	684				—				10			10				—			—		—			(18		)	—		—			676		—
Total available-for-sale mortgage-related securities	52,149				(230		)		1,125			895				1,208			—		(2,531		)	(1,305		)	253		(87		)	50,582		(364		)
Trading, at fair value:
Mortgage-related securities:
Freddie Mac	343				(7		)		—			(7		)		250			—		(3		)	(3		)	—		(67		)	513		(8		)
Fannie Mae	221				(8		)		—			(8		)		178			—		—			(2		)	—		(31		)	358		(8		)
Ginnie Mae	74				—				—			—				—			—		—			(3		)	—		—			71		—
Other	8				—				—			—				—			—		—			(1		)	—		—			7		—
Total trading mortgage-related securities	646				(15		)		—			(15		)		428			—		(3		)	(9		)	—		(98		)	949		(16		)
Other assets:
Guarantee asset(7)	1,611				(88		)		—			(88		)		—			67		—			(32		)	—		—			1,558		(88		)
All other, at fair value	9				3				—			3				—			—		—			—			—		—			12		2
Total other assets	1,620				(85		)		—			(85		)		—			67		—			(32		)	—		—			1,570		(86		)
					Realized and unrealized (gains) losses
	Balance,				Included in				Included in			Total				Purchases			Issues		Sales			Settlements,			Transfers		Transfers			Balance,		Unrealized
	January 1,				earnings(1)(2)(3)(4)				other															net			into		out of			March 31,		(gains)
	2014								comprehensive																		Level 3(5)		Level 3(5)			2014		losses
									income(1)																									still held(6)
	(in millions)
Liabilities
Other debt, at fair value	$	1,528			$	(7	)		$	—		$	(7	)		$	—		$	—	$	—		$	(521	)	$	—	$	—		$	1,000	$	—
Net derivatives(8)	325				(22		)		—			(22		)		—			—		—			14			—		(281		)	36		(7		)
	Three Months Ended March 31, 2013
					Realized and unrealized gains (losses)
	Balance,				Included in				Included in			Total				Purchases			Issues		Sales			Settlements,			Transfers		Transfers			Balance,		Unrealized
	January 1,				earnings(1)(2)(3)(4)				other															net			into		out of			March 31,		gains (losses)
	2013								comprehensive																		Level 3		Level 3			2013		still held(6)
									income(1)
	(in millions)
Assets
Investments in securities:
Available-for-sale, at fair value:
Mortgage-related securities:
Freddie Mac	$	1,802			$	—			$	(2	)	$	(2	)		$	—		$	—	$	—		$	(16	)	$	—	$	—		$	1,784	$	—
Fannie Mae	163				—				—			—				—			—		—			(10		)	—		—			153		—
Ginnie Mae	16				—				—			—				—			—		—			(1		)	1		—			16		—
CMBS	3,429				—				(66		)	(66		)		—			—		—			(14		)	49		—			3,398		—
Subprime	26,457				(33		)		3,148			3,115				—			—		—			(1,054		)	—		—			28,518		(33		)
Option ARM	5,717				—				622			622				—			—		—			(195		)	—		—			6,144		—
Alt-A and other	10,904				—				432			432				—			—		—			(376		)	—		—			10,960		—
Obligations of states and political subdivisions	5,798				1				(28		)	(27		)		(10		)	—		(49		)	(407		)	—		—			5,305		—
Manufactured housing	709				—				12			12				—			—		—			(21		)	—		—			700		—
Total available-for-sale mortgage-related securities	54,995				(32		)		4,118			4,086				(10		)	—		(49		)	(2,094		)	50		—			56,978		(33		)
Trading, at fair value:
Mortgage-related securities:
Freddie Mac	1,165				(86		)		—			(86		)		46			—		(24		)	(60		)	—		(64		)	977		(86		)
Fannie Mae	312				(15		)		—			(15		)		—			—		—			(9		)	—		—			288		(15		)
Ginnie Mae	92				—				—			—				3			—		—			(7		)	—		—			88		—
Other	21				—				—			—				—			—		—			(2		)	—		—			19		—
Total trading mortgage-related securities	1,590				(101		)		—			(101		)		49			—		(24		)	(78		)	—		(64		)	1,372		(101		)
Mortgage loans:
Held-for-sale, at fair value	14,238				9				—			9				5,709			—		(5,749		)	(67		)	—		—			14,140		1
Other assets:
Guarantee asset(7)	1,029				6				—			6				—			148		—			(24		)	—		—			1,159		6
All other, at fair value	114				24				—			24				—			—		—			—			—		—			138		24
Total other assets	1,143				30				—			30				—			148		—			(24		)	—		—			1,297		30
					Realized and unrealized (gains) losses
	Balance,				Included in				Included in			Total				Purchases			Issues		Sales			Settlements,			Transfers		Transfers			Balance,		Unrealized
	January 1,				earnings(1)(2)(3)(4)				other															net			into		out of			March 31,		(gains) losses
	2013								comprehensive																		Level 3		Level 3			2013		still held(6)
									income(1)
	(in millions)
Liabilities
Other debt, at fair value	$	2,187			$	(9	)		$	—		$	(9	)		$	—		$	—	$	—		$	(670	)	$	—	$	—		$	1,508	$	(16	)
Net derivatives(8)	47				59				—			59				—			—		—			(29		)	—		—			77		35
-1	Changes in fair value for available-for-sale investment securities are recorded in AOCI, while gains and losses from sales are recorded in other gains (losses) on investment securities recognized in earnings on our consolidated statements of comprehensive income. For mortgage-related securities classified as trading, the realized and unrealized gains (losses) are recorded in other gains (losses) on investment securities recognized in earnings on our consolidated statements of comprehensive income.
-2	Changes in fair value of derivatives not designated as accounting hedges are recorded in derivative gains (losses) on our consolidated statements of comprehensive income.
-3	Changes in fair value of the guarantee asset are recorded in other income on our consolidated statements of comprehensive income.
-4	For held-for-sale mortgage loans with the fair value option elected, gains (losses) on fair value changes and from sales of mortgage loans are recorded in other income on our consolidated statements of comprehensive income.
-5	Transfers out of Level 3 during the three months ended March 31, 2014 consist primarily of certain mortgage-related securities and certain derivatives due to an increased volume and level of activity in the market and availability of price quotes from dealers and third-party pricing services. Transfers into Level 3 during the three months ended March 31, 2014 consist primarily of certain mortgage-related securities due to a lack of relevant price quotes from dealers and third-party pricing services.
-6	Represents the amount of total gains or losses for the period, included in earnings, attributable to the change in unrealized gains and losses related to assets and liabilities classified as Level 3 that were still held at March 31, 2014 and 2013, respectively. Included in these amounts are credit-related other-than-temporary impairments recorded on available-for-sale securities.
-7	We estimate that all amounts recorded for unrealized gains and losses on our guarantee asset relate to those guarantee asset amounts still recorded on our balance sheet. The amounts reflected as included in earnings represent the periodic fair value changes of our guarantee asset.
-8	Net derivatives include derivative assets and derivative liabilities prior to counterparty netting, cash collateral netting, net trade/settle receivable or payable and net derivative interest receivable or payable.
Assets Measured at Fair Value on a Non-Recurring Basis
We may be required, from time to time, to measure certain assets at fair value on a non-recurring basis after our initial recognition. These adjustments usually result from the application of lower of cost or fair value accounting or measurement of impairment based on the fair value of the underlying collateral. These assets include impaired held-for-investment multifamily mortgage loans and REO, net.
The table below presents assets measured in our consolidated balance sheets at fair value on a non-recurring basis at March 31, 2014 and December 31, 2013, respectively.
Table 16.3 — Assets Measured at Fair Value on a Non-Recurring Basis
	Fair Value at March 31, 2014															Fair Value at December 31, 2013
	Quoted Prices				Significant Other				Significant			Total				Quoted Prices			Significant Other		Significant			Total
	in Active Markets				Observable				Unobservable							in Active Markets			Observable		Unobservable
	for Identical				Inputs				Inputs							for Identical			Inputs (Level 2)		Inputs
	Assets (Level 1)				(Level 2)				(Level 3)							Assets (Level 1)					(Level 3)
	(in millions)
Assets measured at fair value on a non-recurring basis:
Mortgage loans:(1)
Held-for-investment	$	—			$	—			$	481		$	481			$	—		$	—	$	515		$	515
REO, net(2)	—				—				1,437			1,437				—			—		1,837			1,837
Total assets measured at fair value on a non-recurring basis	$	—			$	—			$	1,918		$	1,918			$	—		$	—	$	2,352		$	2,352
			Total Gains (Losses)(3)
			Three Months Ended March 31,
			2014				2013
			(in millions)
Assets measured at fair value on a non-recurring basis:
Mortgage loans:(1)
Held-for-investment			$	3			$	(1	)
REO, net(2)			(25		)		(28		)
Total gains (losses)			$	(22	)		$	(29	)
-1	These loans consist of impaired multifamily mortgage loans that are classified as held-for-investment and have a related valuation allowance.
-2	Represents the fair value and related losses of foreclosed properties that were measured at fair value subsequent to their initial classification as REO, net. The carrying amount of REO, net was written down to fair value of $1.4 billion, less estimated costs to sell of $93 million (or approximately $1.3 billion) at March 31, 2014. The carrying amount of REO, net was written down to fair value of $1.8 billion, less estimated costs to sell of $118 million (or approximately $1.7 billion) at December 31, 2013.
-3	Represents the total net gains (losses) recorded on items measured at fair value on a non-recurring basis as of March 31, 2014 and 2013, respectively.
Valuation Processes and Controls Over Fair Value Measurement
We designed our control processes so that our fair value measurements are appropriate and reliable, that they are based on observable inputs where possible, and that our valuation approaches are consistently applied and the assumptions and inputs are reasonable. Our control processes provide a framework for segregation of duties and oversight of our fair value methodologies, techniques, validation procedures, and results.
Groups within our Finance division, independent of our business functions, execute and validate the valuation processes and are responsible for determining the fair values of the majority of our financial assets and liabilities. In determining fair value, we consider the credit risk of our counterparties in estimating the fair values of our assets and our own credit risk in estimating the fair values of our liabilities. The fair values determined by our Finance division are further verified by an independent group within our Enterprise Risk Management (ERM) division.
The validation procedures performed by ERM are intended to ensure that the prices we receive from third parties are consistent with our observations of market activity, and that fair value measurements developed using internal data reflect the assumptions that a market participant would use in pricing our assets and liabilities. These validation procedures include performing a monthly independent verification of fair value measurements through independent modeling, analytics, and comparisons to other market source data, if available. Where applicable, prices are back-tested by comparing actual settlement prices to our fair value measurements. Analytical procedures include automated checks consisting of prior-period variance analysis, comparisons of actual prices to internally calculated expected prices based on observable market changes, analysis of changes in pricing ranges, relative value comparisons, and comparisons using modeled yields. Thresholds are set for each product category by ERM to identify exceptions that require further analysis. If a price is outside of our established thresholds, we perform additional validation procedures, including supplemental analytics and/or follow up discussions with the third-party provider. If we are unable to validate the reasonableness of a given price, we ultimately do not use that price for fair value measurements in our consolidated financial statements. These reviews are risk-based, cover all product categories, and are executed before we finalize the prices used in preparing our fair value measurements for our financial statements.
In addition to performing the validation procedures noted above, ERM provides independent risk governance over all valuation processes by establishing and maintaining a corporate-wide valuation control policy. ERM also independently reviews key judgments, methodologies, and valuation techniques to ensure compliance with established policies.
Our Valuation & Finance Model Committee (“Valuation Committee”), which includes representation from our business areas, ERM, and Finance divisions, provides senior management’s governance over valuation processes, methodologies, controls and fair value measurements. Identified exceptions are reviewed and resolved through the verification process and reviewed at the Valuation Committee.
Where models are employed to assist in the measurement and verification of fair values, changes made to those models during the period are reviewed and approved according to the corporate model change governance process, with all material changes reviewed at the Valuation Committee. Inputs used by models are regularly updated for changes in the underlying data, assumptions, valuation inputs, and market conditions, and are subject to the valuation controls noted above.
Use of Third-Party Pricing Data in Fair Value Measurement
As discussed in the sections that follow, many of our valuation techniques use, either directly or indirectly, data provided by third-party pricing services or dealers. The techniques used by these pricing services and dealers to develop the prices generally are either: (a) a comparison to transactions involving instruments with similar collateral and risk profiles, adjusted as necessary based on specific characteristics of the asset or liability being valued; or (b) industry-standard modeling, such as a discounted cash flow model. The prices provided by the pricing services and dealers reflect their observations and assumptions related to market activity, including risk premiums and liquidity adjustments. The models and related assumptions used by the pricing services and dealers are owned and managed by them and, in many cases, the significant inputs used in the valuation techniques are not reasonably available to us. However, we have an understanding of the processes and assumptions used to develop the prices based on our ongoing due diligence, which includes discussions with our vendors at least annually and often more frequently. We believe that the procedures executed by the pricing services and dealers, combined with our internal verification and analytical procedures, provide assurance that the prices used in our financial statements comply with the accounting guidance for fair value measurements and disclosures and reflect the assumptions that a market participant would use in pricing our assets and liabilities. The price quotes we receive are non-binding both to us and to our counterparties.
In many cases, we receive prices from third-party pricing services or dealers and use those prices without adjustment. For a large majority of the assets and liabilities we value using pricing services and dealers, we obtain prices from multiple external sources and use the median of the prices to measure fair value. This technique is referred to below as “median of external sources.” The significant inputs used in the fair value measurement of assets and liabilities that are valued using the median of external sources pricing technique are the third-party prices. Significant increases (decreases) in any of the third-party prices in isolation may result in a significantly higher (lower) fair value measurement. In limited circumstances, we may be able to receive pricing information from only a single external source. This technique is referred to below as “single external source.”
In limited circumstances, we receive prices or pricing-related data that we adjust or use as an input to our models or other valuation techniques to measure fair value, as described in “Valuation Techniques for Assets and Liabilities Measured in Our Consolidated Balance Sheets at Fair Value — Derivative Assets, Net and Derivative Liabilities, Net.” In other limited circumstances, we receive prices from a third-party provider and use those prices without adjustment, but the inputs used by the third-party provider to develop the prices are reasonably available to us, as described in “Valuation Techniques for Assets and Liabilities Measured in Our Consolidated Balance Sheets at Fair Value — Mortgage Loans, Held-for-Sale” and “— Other Assets and Other Liabilities.”
Valuation Techniques for Assets and Liabilities Measured in Our Consolidated Balance Sheets at Fair Value
We categorize assets and liabilities that we measure and report in our consolidated balance sheets at fair value within the fair value hierarchy based on the valuation techniques used to derive the fair value and our judgment regarding the observability of the related inputs. The following is a description of the valuation techniques we use for fair value measurement and disclosure; the significant inputs used in those techniques (if applicable); our basis for classifying the measurements as Level 1, Level 2, or Level 3 of the fair value hierarchy; and, for those measurements classified as Level 3 of the hierarchy, a narrative description of the sensitivity of the fair value measurement to changes in significant unobservable inputs and a description of any interrelationships between those unobservable inputs. Although the sensitivities of the unobservable inputs are generally discussed below in isolation, interrelationships exist among the inputs such that a change in one unobservable input typically results in a change to one or more of the other inputs. For example, the most common interrelationship that impacts the majority of our fair value measurements is between future interest rates, prepayment speeds, and probabilities of default. Generally, a change in the assumption used for future interest rates results in a directionally opposite change in the assumption used for prepayment speeds and a directionally similar change in the assumption used for probabilities of default.
Each technique discussed below may not be used in a given reporting period, depending on the composition of our assets and liabilities measured at fair value and relevant market activity during that period.
Investments in Securities
Mortgage-Related Securities
Agency Securities
Agency securities, both trading and available-for-sale, consist of mortgage-related securities issued and guaranteed by Freddie Mac, Fannie Mae, and Ginnie Mae. The valuation techniques for agency securities vary depending on the type of security.
Fixed-rate single-class securities are valued using observable prices for similar securities in the TBA market. The observable TBA prices vary based on agency, term, coupon, and settlement date. In addition, we may adjust the TBA price accordingly based on matrices we receive from external dealers for securities with specific collateral characteristics if we observe those collateral characteristics to be trading at a premium or discount to the TBA price. Significant inputs used in this technique are the TBA prices and the security characteristics mentioned above. These securities have observable market pricing and are classified as Level 2.
Adjustable-rate single-class securities and the majority of multiclass securities are valued using the median of external sources. For certain multiclass securities, we are able to receive prices from only a single external source. Adjustable-rate single-class securities and the multiclass securities valued using these techniques generally have observable market prices and are classified as Level 2. However, certain multiclass securities valued using these techniques are classified as Level 3 when there is a low volume or level of activity in the market for those securities.
Certain multiclass securities for which we are not able to obtain external prices due to limited relevant market activity are valued using a discounted cash flow technique. Under this technique, securities are valued by starting with a third-party market price for a similar security within our portfolio. We then use our proprietary prepayment and interest rate models to calculate an OAS for the similar security, which is used to determine the net present value of the projected cash flows for the security to be valued. The significant unobservable input used in the fair value measurement of these securities is the OAS. Significant increases (decreases) in the OAS in isolation would result in a significantly lower (higher) fair value measurement. These securities are classified as Level 3 as significant inputs used in the fair value measurement are unobservable.
Certain complex multiclass securities for which current cash flow information is not readily available are valued using a risk-metric pricing technique. Under this technique, securities are valued by starting with a prior period price and adjusting that price for market changes in certain key risk metrics such as key rate durations. If necessary, our judgment is applied to adjust the price based on specific security characteristics. The significant unobservable inputs used in the fair value measurement of these securities are the key risk metrics. Significant increases (decreases) in key rate durations in isolation would result in a significantly lower (higher) fair value measurement. These securities are classified as Level 3 as significant inputs used in the fair value measurement are unobservable.
Commercial Mortgage-Backed Securities
The majority of our CMBS are valued using the median of external sources. For a small number of CMBS, we are able to receive prices from only a single external source. CMBS valued using these techniques generally have observable market pricing and are classified as Level 2. However, certain CMBS valued using these techniques are classified as Level 3 when there is a low volume or level of activity in the market for those securities.
Subprime, Option ARM, and Alt-A and Other (Mortgage-Related); Obligations of States and Political Subdivisions; and Manufactured Housing
Subprime, option ARM, and Alt-A and other securities consist of non-agency mortgage-related securities backed by subprime, option ARM, and/or Alt-A and other collateral. Obligations of states and political subdivisions consist primarily of housing revenue bonds. Manufactured housing securities consist of non-agency mortgage-related securities backed by loans on manufactured housing properties. These types of securities are all valued based on the median of external sources and are classified as Level 3 due to the low volume and level of activity in the markets for these securities.
Non-Mortgage-Related Securities
Treasury Bills and Treasury Notes
Treasury bills and Treasury notes are valued using quoted prices in active markets for identical assets and are classified as Level 1.
Mortgage Loans, Held-for-Sale
Mortgage loans, held-for-sale consist of multifamily mortgage loans with the fair value option elected and are measured at fair value on a recurring basis. Mortgage loans, held-for-sale are primarily valued using market prices from a third-party pricing service that uses a discounted cash flow technique calibrated to the exit price for these loans as reflected in the K Certificate securitization market. Under this technique, the pricing service forecasts cash flows for the various mortgage loans and discounts them at a market rate, including a spread that is based on our recent securitization activity, which we have defined as our principal exit market. These loans are classified as Level 2 given the observable nature of our securitization pricing.
Mortgage Loans, Held-for-Investment
Mortgage loans, held-for-investment are measured at fair value on a non-recurring basis and represent multifamily mortgage loans that have been written down to the fair value of the underlying collateral due to impairment. The underlying collateral is primarily valued using either an income capitalization technique or third-party appraisals.
Under the income capitalization technique, the collateral is valued by discounting the present value of future cash flows by applying an overall capitalization rate to the forecasted net operating income. The significant unobservable input used in the fair value measurement of these loans is the capitalization rate, which is determined through analysis of the DSCR. Significant increases (decreases) in the capitalization rate in isolation would result in a significantly lower (higher) fair value measurement.
Under the third-party appraisal technique, we use the prices provided by third-party appraisers without adjustment. The third-party appraisers consider the physical condition of the property and use comparable sales and other market data in determining the appraised value.
Impaired multifamily mortgage loans held-for-investment are classified as Level 3 as significant inputs used in the fair value measurement are unobservable.
Derivative Assets, Net and Derivative Liabilities, Net
Derivative assets and derivative liabilities consist of interest-rate swaps, option-based derivatives, and other derivatives, such as exchange-traded futures and certain forward purchase and sale commitments.
Interest-Rate Swaps
Interest-rate swaps consist of receive-fixed, pay-fixed, and basis swaps. The majority of our interest-rate swaps are valued using a discounted cash flow technique. Under this technique, interest-rate swaps are valued by using the appropriate yield curves to discount the expected cash flows of both the fixed and variable rate components of the swap contracts. The significant inputs used in the fair value measurement of these derivatives are market-based interest rates. These derivatives are classified as Level 2 as the significant inputs used in the fair value measurement are observable in active markets.
Option-Based Derivatives
Option-based derivatives consist of interest rate caps, interest rate floors, call swaptions, and put swaptions. We value the majority of our option-based derivatives using an option-pricing model. Dealer-supplied interest rate volatility matrices are a key input into the model. Within each matrix, prices are provided for a range of option terms, swap terms, and strikes. Our model then interpolates between swaption terms to determine the volatility for each instrument. This volatility is the input to the option-pricing model to establish the price. These derivatives are classified as Level 2 as the significant inputs used are observable in active markets.
Other Derivatives
Other derivatives consist of exchange-traded futures and certain forward purchase and sale commitments.
Exchange-traded futures are valued using quoted prices in active markets for identical assets or liabilities and are classified as Level 1.
Certain purchase and sale commitments are also considered to be derivatives and are valued using the same techniques we use to value the underlying instruments we are committing to purchase or sell. These instruments generally have observable market pricing and are classified as Level 2. Valuation techniques for commitments to purchase or sell investment securities and to extinguish or issue debt securities of consolidated trusts are further discussed in “Investments in Securities.” Valuation techniques for commitments to purchase single-family mortgage loans are further discussed in “Valuation Techniques for Assets and Liabilities Not Measured in Our Consolidated Balance Sheets at Fair Value, but for Which the Fair Value is Disclosed — Mortgage Loans.”
Other Assets and Other Liabilities
Other assets consist of our guarantee asset related to guarantees issued to unconsolidated securitization trusts and mortgage servicing rights. Other liabilities, from time to time, consist of mortgage servicing rights.
Guarantee Asset
Our guarantee asset is primarily related to our multifamily guarantees. The multifamily guarantee asset is valued using a discounted cash flow technique. Under this technique, the present value of future cash flows related to our management and guarantee fee is discounted based on the current OAS-to-benchmark interest rates for new guarantees, which are driven by changes in our estimates of credit risk and changes in the credit profile of the multifamily guarantee portfolio. The significant unobservable input used in the fair value measurement of the guarantee asset is the OAS-to-benchmark rates. Significant increases (decreases) in the OAS in isolation would result in a significantly lower (higher) fair value measurement.
Our guarantee asset also consists of single family guarantees primarily related to long-term standby commitments, the vast majority of which is valued using the median of external sources. Under this technique, we obtain multiple price quotes from dealers, who provide estimates based on pricing for comparable benchmark securities with specific adjustments to reflect the unique characteristics of this asset class.
The guarantee asset is classified as Level 3 as significant inputs used in the fair value measurement are unobservable.
All Other Assets and Liabilities
All other assets and, from time to time, other liabilities consist primarily of mortgage servicing rights. Mortgage servicing rights are valued using a discounted cash flow technique by a third-party vendor that specializes in valuing and brokering sales of mortgage servicing rights. Under this technique, the cash flows from the mortgage servicing rights are discounted based on estimated prepayment rates, estimated costs to service both performing and non-accrual loans, and estimated servicing income per loan (including ancillary income). The significant unobservable inputs used in the fair value measurement of mortgage servicing rights are the estimates of prepayment rates, costs to service per loan, and servicing income per loan. Significant increases (decreases) in cost to service per loan, and prepayment rate in isolation would result in a significantly lower (higher) fair value measurement. Significant increases (decreases) in servicing income per loan in isolation would result in a significantly higher (lower) fair value measurement. Mortgage servicing rights are classified as Level 3 as significant inputs used in the fair value measurement are unobservable.
REO, Net
REO, net consists primarily of single-family REO. REO, net is initially measured at its fair value less costs to sell, and is subsequently measured at the lower of cost or fair value less costs to sell. REO, net is valued using an internal model. Under this technique, our internal model uses actual REO disposition prices for the prior three months, calibrated to the most recent month's disposition prices, to determine the average sales proceeds per property at the state level, expressed as a fixed percentage based on the ratio of the disposition price to the UPB of the associated loan. This fixed percentage is then applied to the UPB immediately prior to the acquisition to determine the fair value of the individual property. Certain adjustments, such as state-level adjustments, are made to the estimated fair value, as applicable. The significant unobservable input used in the fair value measurement of REO, net is the historical average sales proceeds per property by state. Significant increases (decreases) in the historical average sales proceeds per property by state in isolation would result in a significantly higher (lower) fair value measurement. REO, net is classified as Level 3 as significant inputs used in the fair value measurement are unobservable.
Debt Securities of Consolidated Trusts Held by Third Parties, at Fair Value
We elected the fair value option for certain debt securities of consolidated trusts held by third parties. These consist of a multifamily K Certificate where we are in a first loss position and certain REMIC interest-only mortgage-related debt securities. These are valued using either the median of external sources or a single external source (which may be the counterparty to the transaction) and are classified as Level 2 due to market pricing that is observable. See “Fair Value Option — Debt Securities of Consolidated Trusts Held by Third Parties” for additional information.
Other Debt, at Fair Value
We elected the fair value option on: (a) STACR debt notes; and (b) extendible variable-rate notes containing quarterly options for investors to extend the maturity of the notes. Our STACR debt notes are valued using the median of external sources and are classified as Level 2 based on observable market prices. Extendible variable-rate notes are valued using either the median of external sources or a single external source (which may be the counterparty to the transaction) and are classified as Level 3 due to the low volume and level of activity in the market for these types of debt instruments. See “Fair Value Option — Other Debt” for additional information.
Quantitative Information about Level 3 Fair Value Measurements for Assets and Liabilities Measured in Our Consolidated Balance Sheets at Fair Value
The table below provides valuation techniques, the range, and the weighted average of significant unobservable inputs for assets and liabilities measured in our consolidated balance sheets at fair value on a recurring basis using unobservable inputs (Level 3) as of March 31, 2014 and December 31, 2013.
Table 16.4 — Quantitative Information about Recurring Level 3 Fair Value Measurements
	31-Mar-14
	Total				Level  3				Predominant		Unobservable Inputs(1)
	Fair				Fair				Valuation
	Value				Value				Technique(s)		Type	Range		Weighted
														Average
	(dollars in millions)
Recurring fair value measurements
Assets
Investments in securities
Available-for-sale, at fair value
Mortgage-related securities
Freddie Mac					$	1,460			Risk metric		Effective duration(2)	1.45 - 1.47 years		1.46 years
					678				Discounted cash flows		OAS	21 - 126 bps		30 bps
					305				Other
Total Freddie Mac	$	35,165			2,443
Fannie Mae					80				Single external source		External pricing source	$110.2 - $110.2		$	110.2
					32				Median of external sources		External pricing sources	$103.8 - $105.4		$	104.6
					22				Other
Total Fannie Mae	10,139				134
Ginnie Mae					6				Median of external sources
					5				Discounted cash flows
Total Ginnie Mae	160				11
CMBS					2,528				Risk Metrics		Effective duration(2)	6.08 - 9.28 years		8.53 years
					929				Discounted cash flows		OAS	202 - 715 bps		457 bps
Total CMBS	28,616				3,457
Subprime, option ARM, and Alt-A:
Subprime					24,237				Median of external sources		External pricing sources	$64.7 - $73.4		$	68.9
					2,303				Other
Total subprime	26,540				26,540
Option ARM					5,573				Median of external sources		External pricing sources	$60.8 - $67.1		$	63.9
					866				Other
Total option ARM	6,439				6,439
Alt-A and other					3,312				Median of external sources		External pricing sources	$72.7 - $77.7		$	75.1
					3,264				Single external source		External pricing source	$83.3 - $83.3		$	83.3
					1,030				Other
Total Alt-A and other	7,606				7,606
Obligations of states and political subdivisions					2,957				Median of external sources		External pricing sources	$100.5 - $101.1		$	100.8
					319				Other
Total obligations of states and political subdivisions	3,276				3,276
Manufactured housing					591				Median of external sources		External pricing sources	$87.0 - $92.6		$	89.8
					85				Other
Total manufactured housing	676				676
Total available-for-sale mortgage-related securities	118,617				50,582
Trading, at fair value
Mortgage-related securities
Freddie Mac					396				Discounted cash flows		OAS	(33) - 9,441 bps		272 bps
					117				Other
Total Freddie Mac	14,340				513
Fannie Mae					181				Discounted cash flows		OAS	(33) - 1,964 bps		426 bps
					177				Other
Total Fannie Mae	6,452				358
Ginnie Mae					71				Median of external sources
Total Ginnie Mae	92				71
Other					5				Single external source
					2				Discounted cash flows
Total other	124				7
Total trading mortgage-related securities	21,008				949
Total investments in securities	$	139,625			$	51,531
Other assets:
Guarantee asset, at fair value					1,117				Discounted cash flows		OAS	17 - 202 bps		54 bps
					441				Median of external sources		External pricing sources	$12.1 - $25.6		$	19.4
Total guarantee asset, at fair value	1,558				1,558
All other, at fair value					12				Other
Total all other, at fair value	12				12
Total other assets	1,570				1,570
Liabilities
Other debt, at fair value					1,000				Single external source		External pricing source	$100.0 - $100.0		$	100
Total other debt recorded at fair value	3,206				1,000
Net derivatives					36				Other
Total net derivatives	(1,044		)		36
	31-Dec-13
	Total				Level  3				Predominant		Unobservable Inputs(1)
	Fair				Fair				Valuation
	Value				Value				Technique(s)		Type	Range		Weighted
														Average
	(dollars in millions)
Recurring fair value measurements
Assets
Investments in securities
Available-for-sale, at fair value
Mortgage-related securities
Freddie Mac					$	1,547			Risk metric		Effective duration(2)	2.25 -5.17 years		2.44 years
					133				Single external source		External pricing source	$99.3 - $99.3		$	99.3
					259				Other
Total Freddie Mac	$	40,659			1,939
Fannie Mae					91				Single external source		External pricing source	$110.5 - $110.5		$	110.5
					26				Median of external sources		External pricing sources	$104.1 - $105.3		$	104.7
					14				Other
Total Fannie Mae	10,797				131
Ginnie Mae					6				Median of external sources
					6				Discounted cash flows
Total Ginnie Mae	167				12
CMBS					2,942				Single external source		External pricing source	$90.9 - $90.9		$	90.9
					167				Other
Total CMBS	30,338				3,109
Subprime, option ARM, and Alt-A:
Subprime					25,367				Median of external sources		External pricing sources	$64.5 - $73.8		$	68.7
					2,132				Other
Total subprime	27,499				27,499
Option ARM					4,995				Median of external sources		External pricing sources	$60.8 - $67.0		$	64.4
					705				Discounted cash flows		OAS	461 - 944 bps		729 bps
					874				Other
Total option ARM	6,574				6,574
Alt-A and other					4,028				Single external source		External pricing source	$83.4 - $83.4		$	83.4
					3,503				Median of external sources		External pricing sources	$72.5 - $79.1		$	75.7
					1,175				Other
Total Alt-A and other	8,706				8,706
Obligations of states and political subdivisions					3,067				Median of external sources		External pricing sources	$98.7 - $99.7		$	99.2
					428				Other
Total obligations of states and political subdivisions	3,495				3,495
Manufactured housing					577				Median of external sources		External pricing sources	$86.7 - $92.8		$	89.7
					107				Other
Total manufactured housing	684				684
Total available-for-sale mortgage-related securities	128,919				52,149
Trading, at fair value
Mortgage-related securities
Freddie Mac					297				Discounted cash flows		OAS	(5) - 9,441 bps		364 bps
					46				Other
Total Freddie Mac	9,349				343
Fannie Mae					191				Discounted cash flows		OAS	(2,257) - 2,295 bps		199 bps
					30				Other
Total Fannie Mae	7,180				221
Ginnie Mae					74				Median of external sources
Total Ginnie Mae	98				74
Other					7				Single external source
					1				Other
Total other	141				8
Total trading mortgage-related securities	16,768				646
Total investments in securities	$	145,687			$	52,795
Other assets:
Guarantee asset, at fair value					1,163				Discounted cash flows		OAS	16 - 202 bps		53 bps
					448				Median of external sources		External pricing sources	$11.6 - $25.4		$	19.2
Total guarantee asset, at fair value	1,611				1,611
All other, at fair value					9				Other
Total all other, at fair value	9				9
Total other assets	1,620				1,620
Liabilities
Other debt, at fair value					1,000				Single external source		External pricing source	$100.0 - $100.0		$	100
					528				Median of external sources		External pricing sources	$100.0 - $100.1		$	100
Total other debt recorded at fair value	2,683				1,528
Net derivatives					283				Single external source		External pricing source	$0.8 - $0.8		$	0.8
					37				Discounted cash flows
					5				Other
Total net derivatives	(883		)		325
-1	Certain unobservable input types, range, and weighted average data are not disclosed in this table if they are associated with a class: (a) that has a Level 3 fair value measurement that is not considered material; or (b) where we have disclosed the predominant valuation technique with related unobservable inputs for the most significant portion of that class.
-2	Effective duration is used as a proxy to represent the aggregate impact of key rate durations.
The table below provides valuation techniques, the range, and the weighted average of significant unobservable inputs for assets and liabilities measured in our consolidated balance sheets at fair value on a non-recurring basis using unobservable inputs (Level 3) as of March 31, 2014 and December 31, 2013.
Table 16.5 — Quantitative Information about Non-Recurring Level 3 Fair Value Measurements
	31-Mar-14
	Total				Level 3				Predominant		Unobservable Inputs(1)
	Fair				Fair				Valuation
	Value				Value				Technique(s)		Type	Range		Weighted
														Average
	(dollars in millions)
Non-recurring fair value measurements
Mortgage loans
Held-for-investment					$	245			Income capitalization		Capitalization rates(2)	6% - 9%		7%
					236				Third-party appraisal		Property value	$7 million - $44 million		$27 million
Total held-for-investment	$	481			481
REO, net					1,437				Internal model(3)		Historical average sales	$36,792 - $425,610		$107,007
											proceeds per property
											by state(4)
Total REO, net	1,437				1,437
	31-Dec-13
	Total				Level  3				Predominant		Unobservable Inputs(1)
	Fair				Fair				Valuation
	Value				Value				Technique(s)		Type	Range		Weighted
														Average
	(dollars in millions)
Non-recurring fair value measurements
Mortgage loans
Held-for-investment					$	298			Income capitalization		Capitalization rates(2)	6% - 9%		7%
					217				Third-party appraisal		Property value	$4 million - $44 million		$27 million
Total held-for-investment	$	515			515
REO, net					1,837				Internal model(3)		Historical average sales	$17,500 - $318,391		$105,508
											proceeds per property
											by state(4)
Total REO, net	1,837				1,837
-1	Certain unobservable input types, range, and weighted average data are not disclosed in this table if they are associated with a class: (a) that has a Level 3 fair value measurement that is not considered material; or (b) where we have disclosed the predominant valuation technique with related unobservable inputs for the most significant portion of that class.
-2	The capitalization rate “Range” and “Weighted Average” represent those loans that are valued using the Income Capitalization approach, which is the predominant valuation technique used for this population. Certain loans in this population are valued using other techniques, and the capitalization rate for those is not represented in the “Range” or “Weighted Average” above.
-3	Represents an internal model that uses actual REO disposition prices for the prior three months, calibrated to the most recent month's disposition prices, to determine the average sales proceeds per property at the state level, expressed as a fixed percentage based on the ratio of the disposition price to the UPB of the associated loan. This valuation technique is used to measure both the initial value of REO and the valuation of REO at the lower of cost or fair value, as necessary.
-4	Represents the average of three months of REO sales proceeds by state. The national average REO disposition severity ratio for our REO properties was 35.6% and 35.8% for the three months ended March 31, 2014 and December 31, 2013, respectively.
Fair Value of Financial Instruments
The table below presents the carrying value and estimated fair value of our financial instruments as of March 31, 2014 and December 31, 2013.
Table 16.6 — Fair Value of Financial Instruments
	31-Mar-14
					Fair Value
	Carrying  Amount(1)				Level 1				Level 2			Level 3				Netting Adjustments			Total
	(in millions)
Financial Assets
Cash and cash equivalents	$	10,611			$	2,530			$	8,081		$	—			$	—		$	10,611
Restricted cash and cash equivalents	3,154				3,153				1			—				—			3,154
Federal funds sold and securities purchased under agreements to resell	35,041				—				35,041			—				—			35,041
Investments in securities:
Available-for-sale, at fair value	118,617				—				68,035			50,582				—			118,617
Trading, at fair value	29,987				8,979				20,059			949				—			29,987
Total investments in securities	148,604				8,979				88,094			51,531				—			148,604
Mortgage loans:
Mortgage loans held by consolidated trusts	1,533,106				—				1,282,911			236,862				—			1,519,773
Unsecuritized mortgage loans	147,790				—				13,063			120,259				—			133,322
Total mortgage loans	1,680,896				—				1,295,974			357,121				—			1,653,095
Derivative assets, net	1,155				—				12,339			3				(11,187		)	1,155
Guarantee asset	1,588				—				—			1,809				—			1,809
Total financial assets	$	1,881,049			$	14,662			$	1,439,530		$	410,464			$	(11,187	)	$	1,853,469
Financial Liabilities
Debt, net:
Debt securities of consolidated trusts held by third parties	$	1,446,477			$	—			$	1,459,395		$	704			$	—		$	1,460,099
Other debt	453,848				—				448,916			12,087				—			461,003
Total debt, net	1,900,325				—				1,908,311			12,791				—			1,921,102
Derivative liabilities, net	111				—				12,897			39				(12,825		)	111
Guarantee obligation	1,518				—				—			3,135				—			3,135
Total financial liabilities	$	1,901,954			$	—			$	1,921,208		$	15,965			$	(12,825	)	$	1,924,348
	31-Dec-13
					Fair Value
	Carrying Amount(1)				Level 1				Level 2			Level 3				Netting Adjustments			Total
	(in millions)
Financial Assets
Cash and cash equivalents	$	11,281			$	7,360			$	3,921		$	—			$	—		$	11,281
Restricted cash and cash equivalents	12,265				12,264				1			—				—			12,265
Federal funds sold and securities purchased under agreements to resell	62,383				—				62,383			—				—			62,383
Investments in securities:
Available-for-sale, at fair value	128,919				—				76,770			52,149				—			128,919
Trading, at fair value	23,404				6,636				16,122			646				—			23,404
Total investments in securities	152,323				6,636				92,892			52,795				—			152,323
Mortgage loans:
Mortgage loans held by consolidated trusts	1,529,905				—				1,258,049			249,693				—			1,507,742
Unsecuritized mortgage loans	154,885				—				16,145			122,065				—			138,210
Total mortgage loans	1,684,790				—				1,274,194			371,758				—			1,645,952
Derivative assets, net	1,063				—				14,220			11				(13,168		)	1,063
Guarantee asset	1,611				—				—			1,879				—			1,879
Total financial assets	$	1,925,716			$	26,260			$	1,447,611		$	426,443			$	(13,168	)	$	1,887,146
Financial Liabilities
Debt, net:
Debt securities of consolidated trusts held by third parties	$	1,433,984			$	—			$	1,435,894		$	1,004			$	—		$	1,436,898
Other debt	506,767				—				499,756			13,089				—			512,845
Total debt, net	1,940,751				—				1,935,650			14,093				—			1,949,743
Derivative liabilities, net	180				—				13,291			336				(13,447		)	180
Guarantee obligation	1,522				—				—			3,067				—			3,067
Total financial liabilities	$	1,942,453			$	—			$	1,948,941		$	17,496			$	(13,447	)	$	1,952,990
-1	Equals the amount reported on our GAAP consolidated balance sheets.
Valuation Techniques for Assets and Liabilities Not Measured in Our Consolidated Balance Sheets at Fair Value, but for Which the Fair Value is Disclosed
The following is a description of the valuation techniques we use for items not measured in our consolidated balance sheets at fair value, but for which the fair value is disclosed, the significant inputs used in those techniques (if applicable), and our basis for classifying the measurements as Level 1, Level 2, or Level 3 of the valuation hierarchy. Each technique discussed below may not be used in a given reporting period, depending on the composition of our assets and liabilities measured at fair value and relevant market activity during that period.
Cash and Cash Equivalents (including Restricted Cash and Cash Equivalents)
Cash and cash equivalents (including restricted cash and cash equivalents) largely consist of highly liquid investment securities with an original maturity of three months or less used for cash management purposes, as well as cash held at financial institutions and cash collateral posted by our derivative counterparties. Given that these assets are short-term in nature with limited market value volatility, the carrying amount on our GAAP consolidated balance sheets is deemed to be a reasonable approximation of fair value. Cash and restricted cash are classified as Level 1. Cash equivalents (including restricted cash equivalents) are primarily classified as Level 2 because we use observable inputs other than quoted prices in active markets for identical assets to determine the fair value measurement. However, cash equivalents (including restricted cash equivalents) for which we can obtain quoted prices in active markets for identical assets are classified as Level 1.
Federal Funds Sold and Securities Purchased Under Agreements to Resell
Federal funds sold and securities purchased under agreements to resell principally consist of short-term contractual agreements such as reverse repurchase agreements involving Treasury and agency securities and federal funds sold. Given that these assets are short-term in nature, the carrying amount on our GAAP consolidated balance sheets is deemed to be a reasonable approximation of fair value. Federal funds sold and securities purchased under agreements to resell are classified as Level 2 because these assets have observable market pricing, but quoted prices for identical assets are not available.
Mortgage Loans
Single-family and multifamily mortgage loans classified as held-for-investment are recorded at amortized cost. Certain held-for-investment multifamily mortgage loans are recorded at the fair value of the underlying collateral upon impairment. Multifamily held-for-sale mortgage loans are recorded at fair value due to the election of the fair value option.
Single-Family Loans
Determination of Principal Market
In determining the fair value of single-family mortgage loans, valuation outcomes can vary widely based on management judgments and decisions used in determining: (a) the principal market; (b) modeling assumptions, including default, severity, home prices, and risk premiums; and (c) inputs used to determine variables including risk premiums, credit costs, security pricing, and implied management and guarantee fees. Our principal markets include the GSE securitization market and the whole loan market. To determine the principal market, we considered the market with the greatest volume and level of activity and our ability to access that market. In the absence of a market with active trading, we determined the market that would maximize the amount we would receive upon sale. We determined that the principal market is the whole loan market for loans that: (a) are four or more months delinquent; (b) are in foreclosure; (c) have completed a loan modification but have not been current for at least 12 consecutive months; or (d) have been modified through a process that included forbearance on a portion of the outstanding balance. The total UPB of loans where the whole loan market is the principal market was approximately $99.5 billion and $101.2 billion as of March 31, 2014 and December 31, 2013, respectively. We determined that the principal market for all other loans, regardless of whether the loan is currently securitized or whether the loan is eligible for purchase under current underwriting standards, is the GSE securitization market. The total UPB of loans where the GSE securitization market is the principal market was approximately $1.5 trillion as of both March 31, 2014 and December 31, 2013.
Whole Loan Market as Principal Market
Loans where we determine that the principal market is the whole loan market are valued using the median of external sources. Under the median of external sources technique, prices for single-family loans are obtained from multiple dealers. These dealers reference market activity for deeply delinquent and modified loans, where available, and use internal models and their judgment to determine default rates, severity rates, home prices, and risk premiums. Single-family mortgage loans valued using this technique are classified as Level 3 due to the low volume and level of activity in this market.
GSE Securitization Market as Principal Market
Loans where we determine that the principal market is the GSE securitization market are valued using the build-up technique. Under the build-up technique, the fair value of single-family mortgage loans is based on the estimate of the price we would receive if we were to securitize the loans. These loans are valued by starting with benchmark security pricing for actively traded mortgage-related securities with similar characteristics; adding in the value of our management and guarantee fee, which is the compensation we receive for performing our management and guarantee activities; and subtracting the value of the credit obligation related to performing our guarantee.
The security price is based on benchmark security pricing for similar actively traded mortgage-related securities, adjusted as necessary based on security characteristics. This security pricing process is consistent with our approach for valuing similar securities retained in our investment portfolio or issued as debt to third parties. See “Valuation Techniques for Assets and Liabilities Measured in Our Consolidated Balance Sheets at Fair Value — Investments in Securities.”
The management and guarantee fee is valued by estimating the present value of the additional cash flows related to our management and guarantee fee. The management and guarantee fees for the majority of our loans are valued using third-party dealer prices on hypothetical interest-only securities based on collateral characteristics from our single-family credit guarantee portfolio. For loans where third-party market data is not readily available, we use a discounted cash flow approach, leveraging the dealer prices received for the majority of our loans and including only those cash flows related to our management and guarantee fee.
The credit obligation related to performing our guarantee is valued by estimating the fair value of the related credit and other costs (such as general and administrative expenses) and benefits (such as credit enhancements) inherent in our guarantee obligation. For loans that qualify for purchase under current underwriting standards, we use the delivery and guarantee fees that we charge under our current market pricing as a market observation. For loans that do not qualify for purchase based on current underwriting standards, we use our internal credit models, which incorporate factors such as loan characteristics, loan performance status information, expected losses, and risk premiums.
Single-family mortgage loans that qualify for purchase under current underwriting standards are classified as Level 2 as the significant inputs used for the valuation of these loans, such as security pricing, our externally published credit pricing matrices, and third-party prices used in valuing the management and guarantee fee, are observable, while the unobservable inputs, such as general and administrative expenses and credit enhancements, are not significant to the fair value measurement. Single-family mortgage loans that do not qualify for purchase under current underwriting standards are classified as Level 3 as the credit cost is based on our internal credit models which use unobservable inputs that are significant to the fair value measurement.
HARP Loans
For loans that have been refinanced under HARP, we value our guarantee obligation using the delivery and guarantee fees currently charged by us under that initiative. HARP loans valued using this technique are classified as Level 2, as the fees charged by us are observable. If, subsequent to delivery, the refinanced loan no longer qualifies for purchase based on current underwriting standards (such as becoming past due or being modified), the fair value of the guarantee obligation is then measured using: (a) our internal credit models; or (b) the median of external sources, if the loan’s principal market has changed to the whole loan market. HARP loans valued using either of these techniques are classified as Level 3 as significant inputs are unobservable. The majority of our HARP loans are classified as Level 2.
The total compensation that we receive for the delivery of a HARP loan reflects the pricing that we are willing to offer because HARP is a part of a broader government program intended to provide assistance to homeowners and prevent foreclosures. When HARP ends (currently scheduled for December 31, 2015), the beneficial pricing afforded to HARP loans will no longer be reflected in our delivery and guarantee fee pricing structure. If these benefits were not reflected in the pricing for these loans, the fair value of our mortgage loans would have decreased by $22.2 billion and $18.5 billion as of March 31, 2014 and December 31, 2013, respectively. The total fair value of the loans in our portfolio that reflects the pricing afforded to HARP loans as of March 31, 2014 and December 31, 2013 as presented in our consolidated fair value balance sheets is $141.8 billion and $145.0 billion, respectively.
Multifamily Loans
For a discussion of the techniques used to determine the fair value of held-for-sale and impaired held-for-investment multifamily mortgage loans, see “Valuation Techniques for Assets and Liabilities Measured in Our Consolidated Balance Sheets at Fair Value — Mortgage Loans, Held-for-Sale” and “— Mortgage Loans, Held-for-Investment,” respectively. Non-impaired multifamily mortgage loans are primarily valued using market prices from a third-party pricing service that uses a discounted cash-flow technique. Under this technique, the pricing service forecasts cash flows for the various mortgage loans and discounts them at a market rate, including a spread that is based on pricing data obtained from purchases and sales of similar mortgage loans, adjusted based on the mortgage's current LTV ratio and DSCR. The significant unobservable inputs used in the fair value measurement of these loans are the current LTV ratio and DSCR. These loans are classified as Level 3 as significant inputs used in the fair value measurement are unobservable.
Total Debt, Net
Total debt, net represents debt securities of consolidated trusts held by third parties and other debt that we issued to finance our assets. On our consolidated GAAP balance sheets, total debt, net, excluding debt securities for which the fair value option has been elected, is reported at amortized cost, which is net of deferred items, including premiums, discounts, and hedging-related basis adjustments.
For debt securities of consolidated trusts, the valuation techniques we use are similar to the techniques we use to value our investments in agency securities for GAAP purposes. See “Valuation Techniques for Assets and Liabilities Measured in Our Consolidated Balance Sheets at Fair Value — Investments in Securities — Mortgage-Related Securities — Agency Securities” for additional information regarding the valuation techniques we use.
Other debt includes short-term zero-coupon discount notes, callable debt, and non-callable debt. Short-term zero-coupon discount notes are valued using a yield analysis technique. Under this technique, the debt instruments are valued using published yield matrices which are based on the days to maturity of the debt and converted into a price. Significant inputs used in this technique are the published yield matrices. Short-term zero-coupon discount notes are classified as Level 2 as the significant inputs used are observable in active markets. Other debt securities, including both callable and non-callable debt, are valued using a single external source or median of external sources. These debt securities generally have observable market pricing and are classified as Level 2. However, certain other debt securities are classified as Level 3 when there is a low volume or level of activity in the market for those types of debt securities.
Total debt, net for which we have elected the fair value option includes certain debt securities of consolidated trusts held by third parties and certain other debt. We report these items at fair value on our GAAP consolidated balance sheets. See “Valuation Techniques for Assets and Liabilities Measured in Our Consolidated Balance Sheets at Fair Value — Debt Securities of Consolidated Trusts Held by Third Parties, at Fair Value” and “— Other Debt, at Fair Value” for additional information.
Guarantee Obligation
Our guarantee obligation is classified as Level 3 as significant inputs used in the fair value measurement are unobservable. The technique for estimating the fair value of our guarantee obligation is described in the “Mortgage Loans — Single-Family Loans” section above.
Fair Value Option
We elected the fair value option for certain types of investments in securities, multifamily held-for-sale mortgage loans, and certain debt.
Investments in Securities
We elected the fair value option for certain mortgage-related securities to better reflect the natural offset these securities provide to fair value changes recorded historically on our guarantee asset at the time of our election. In addition, upon adoption of the accounting guidance for the fair value option, we elected this option for securities within the scope of the accounting guidance for investments in beneficial interests in securitized financial assets to better reflect any valuation changes that would occur subsequent to impairment write-downs previously recorded on these instruments. Related interest income continues to be reported as interest income in our consolidated statements of comprehensive income. See “NOTE 1: SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES — Investments in Securities” in our 2013 Annual Report for additional information about the measurement and recognition of interest income on investments in securities. For information regarding the net unrealized gains (losses) on trading securities, which include gains (losses) for other items that are not selected for the fair value option, see Gains (losses) on trading securities within “Table 13.2 — Segment Earnings and Reconciliation to GAAP Results."
Multifamily Held-For-Sale Mortgage Loans
We elected the fair value option for multifamily mortgage loans that were purchased for securitization. These multifamily mortgage loans are classified as held-for-sale mortgage loans in our consolidated balance sheets to reflect our intent to sell in the future. Related interest income continues to be reported as interest income in our consolidated statements of comprehensive income. See “NOTE 1: SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES — Mortgage Loans” in our 2013 Annual Report for additional information about the measurement and recognition of interest income on our mortgage loans.
Debt Securities of Consolidated Trusts Held by Third Parties
We elected the fair value option for certain debt securities of consolidated trusts held by third parties. These consist of a multifamily K Certificate where we are in a first loss position and certain REMIC interest-only mortgage-related debt securities. We elected the fair value option on these debt instruments as they contain embedded derivatives that require bifurcation. Fair value changes for debt securities of consolidated trusts held by third parties are recorded in other income in our consolidated statements of comprehensive income. Related interest expense continues to be reported as interest expense in our consolidated statements of comprehensive income. See “NOTE 1: SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES — Debt Securities Issued” in our 2013 Annual Report for additional information about the measurement and recognition of interest expense on debt securities issued.
Other Debt
We elected the fair value option on: (a) STACR debt notes; and (b) extendible variable-rate notes containing quarterly options for investors to extend the maturity of the notes as they contain potential embedded derivatives requiring bifurcation. We elected the fair value option on these debt instruments to better reflect the economic offset that naturally results from the debt due to changes in interest rates. Fair value changes for debt for which we have elected the fair value option are recorded in other income in our consolidated statements of comprehensive income. Related interest expense continues to be reported as interest expense in our consolidated statements of comprehensive income. See “NOTE 1: SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES — Debt Securities Issued” in our 2013 Annual Report for additional information about the measurement and recognition of interest expense on debt securities issued.
The table below presents the fair value and UPB related to certain items for which we have elected the fair value option at March 31, 2014 and December 31, 2013.
Table 16.7 — Difference between Fair Value and Unpaid Principal Balance for Certain Financial Instruments with Fair Value Option Elected
	31-Mar-14								31-Dec-13
	Multifamily				Other Debt -				Multifamily			Other Debt -
	Held-For-Sale				Long Term				Held-For-Sale			Long Term
	Mortgage Loans								Mortgage Loans
	(in millions)
Fair value	$	7,313			$	3,206			$	8,727		$	2,683
Unpaid principal balance	7,193				3,098				8,721			2,635
Difference	$	120			$	108			$	6		$	48
Changes in Fair Value under the Fair Value Option Election
We recorded gains (losses) of $0.3 billion and $9 million for the three months ended March 31, 2014 and 2013, respectively, from the change in fair value on multifamily held-for-sale mortgage loans recorded at fair value in other income in our consolidated statements of comprehensive income.
Gains (losses) on debt securities with the fair value option elected were $(50) million and $12 million for the three months ended March 31, 2014 and 2013, respectively, and were recorded in other income in our consolidated statements of comprehensive income.
Changes in fair value attributable to instrument-specific credit risk were not material for the three months ended March 31, 2014 and 2013 for any assets or liabilities for which we elected the fair value option.

Legal_Contingencies

Legal Contingencies	3 Months Ended
	Mar. 31, 2014
Commitments and Contingencies Disclosure [Abstract]	'
LEGAL CONTINGENCIES	'
	NOTE 17: LEGAL CONTINGENCIES
	We are involved as a party in a variety of legal and regulatory proceedings arising from time to time in the ordinary course of business including, among other things, contractual disputes, personal injury claims, employment-related litigation and other legal proceedings incidental to our business. We are frequently involved, directly or indirectly, in litigation involving mortgage foreclosures. From time to time, we are also involved in proceedings arising from our termination of a seller/servicer’s eligibility to sell mortgages to, and/or service mortgages for, us. In these cases, the former seller/servicer sometimes seeks damages against us for wrongful termination under a variety of legal theories. In addition, we are sometimes sued in connection with the origination or servicing of mortgages. These suits typically involve claims alleging wrongful actions of seller/servicers. Our contracts with our seller/servicers generally provide for indemnification against liability arising from their wrongful actions with respect to mortgages sold to or serviced for Freddie Mac.
	Litigation and claims resolution are subject to many uncertainties and are not susceptible to accurate prediction. In accordance with the accounting guidance for contingencies, we reserve for litigation claims and assessments asserted or threatened against us when a loss is probable (as defined in such guidance) and the amount of the loss can be reasonably estimated.
	During the three months ended March 31, 2014, we paid approximately $2 million for the advancement of legal fees and expenses of former officers pursuant to our indemnification obligations to them. These fees and expenses related to certain of the matters described below, and are being partially offset by insurance payments. This figure does not include certain administrative support costs and certain costs related to document production and storage.
	Putative Securities Class Action Lawsuits
	Ohio Public Employees Retirement System (“OPERS”) vs. Freddie Mac, Syron, et al. This putative securities class action lawsuit was filed against Freddie Mac and certain former officers on January 18, 2008 in the U.S. District Court for the Northern District of Ohio purportedly on behalf of a class of purchasers of Freddie Mac stock from August 1, 2006 through November 20, 2007. FHFA later intervened as Conservator. The plaintiff alleges that the defendants violated federal securities laws by making false and misleading statements concerning our business, risk management, and the procedures we put into place to protect the company from problems in the mortgage industry. The plaintiff seeks unspecified damages and interest, and reasonable costs and expenses, including attorney and expert fees. The plaintiff amended its complaint on several occasions. Defendants filed motions to dismiss the second and third amended complaints, which the Court denied. On April 13, 2013, the judge who had presided over the case since 2008 recused himself, and the case was reassigned to a new judge. On August 23, 2013, the new judge granted defendants' motion to vacate the previous judge's orders denying defendants' motions to dismiss. Defendants filed new motions to dismiss the complaint on October 8, 2013.
	At present, it is not possible for us to predict the probable outcome of this lawsuit or any potential effect on our business, financial condition, liquidity, or results of operations. In addition, we are unable to reasonably estimate the possible loss or range of possible loss in the event of an adverse judgment in the foregoing matter due to the following factors, among others: the inherent uncertainty of pre-trial litigation; the fact that the Court has not yet ruled upon defendants' new motion to dismiss the complaint; and the fact that the Court has not yet ruled upon motions for class certification or summary judgment. In particular, absent the certification of a class, the identification of a class period, and the identification of the alleged statement or statements that survive dispositive motions, we cannot reasonably estimate any possible loss or range of possible loss.
	Kuriakose vs. Freddie Mac, Syron, Piszel and Cook. Another putative class action lawsuit was filed against Freddie Mac and certain former officers on August 15, 2008 in the U.S. District Court for the Southern District of New York for alleged violations of federal securities laws. The case is purportedly brought on behalf of a class of purchasers of Freddie Mac stock from November 21, 2007 through September 7, 2008. FHFA later intervened as Conservator. The plaintiffs claimed that defendants made false and misleading statements about Freddie Mac’s business that artificially inflated the price of Freddie Mac’s common stock, and sought unspecified damages, costs, and attorneys’ fees. The plaintiffs twice amended their complaint, and sought leave to amend a third time. On September 24, 2012, the Court granted with prejudice defendants’ motions to dismiss plaintiffs’ second amended complaint in its entirety, denied plaintiffs’ motion to file a third amended complaint, and directed that the case be closed. Judgment was entered in favor of the defendants on September 27, 2012. On October 26, 2012, plaintiffs filed a notice of appeal in the U.S. Court of Appeals for the Second Circuit. By order dated November 5, 2013, the U.S. Court of Appeals for the Second Circuit affirmed the District Court's decisions granting defendants' motions to dismiss and denying plaintiffs' motion to file a third amended complaint. On November 19, 2013, plaintiffs filed a petition for panel rehearing, which was denied. Plaintiffs have not sought a further appeal of this case, and the time to do so has passed.
	Related Third Party Litigation and Indemnification Requests
	On December 16, 2011, the SEC announced that it had charged three former executives of Freddie Mac with securities laws violations. These executives are former Chairman of the Board and Chief Executive Officer Richard F. Syron, former Executive Vice President and Chief Business Officer Patricia L. Cook, and former Executive Vice President for the single-family guarantee business Donald J. Bisenius.
	On September 23, 2008, a plaintiff filed a putative class action securities lawsuit in the U.S. District Court for the Southern District of New York styled Mark vs. Goldman, Sachs & Co., J.P. Morgan Chase & Co., and Citigroup Global Markets Inc. On January 29, 2009, another plaintiff filed a putative class action lawsuit in the same Court styled Kreysar vs. Syron, et al. The cases, which were subsequently consolidated by the Court, concern the company’s November 29, 2007 public offering of $6 billion of 8.375% Fixed to Floating Rate Non-Cumulative Perpetual Preferred Stock.
	In the consolidated complaint, plaintiffs alleged that three former Freddie Mac officers (including Syron and former Executive Vice President and Chief Financial Officer Anthony S. Piszel), certain underwriters and Freddie Mac’s auditor violated federal securities laws by making material false and misleading statements in connection with the company’s November 2007 public offering. The complaint further alleged that certain defendants and others made additional false statements following the offering. After a series of motions and amendments to the complaint, only Syron and Piszel remain as defendants.
	The plaintiffs moved for class certification, which motion was ultimately denied by the Court. On May 31, 2012, the U.S. Court of Appeals for the Second Circuit denied plaintiffs’ motion for leave to appeal on an interlocutory basis the denial of class certification. In August 2012, plaintiffs sought leave to file another motion for class certification, which request the Court denied on September 25, 2012.
	Freddie Mac is not named as a defendant in the consolidated lawsuit, but the underwriters previously gave notice to Freddie Mac of their intention to seek full indemnity and contribution under the underwriting agreement in this case, including reimbursement of fees and disbursements of their legal counsel. At present, it is not possible for us to predict the probable outcome of the lawsuit or any potential effect on our business, financial condition, liquidity, or results of operations. In addition, we are unable to reasonably estimate the possible loss or range of possible loss in the event of an adverse judgment in the foregoing matter due to the inherent uncertainty of litigation and the fact that plaintiffs may appeal the denial of class certification. Absent the certification of a specified class, the identification of a class period, and the identification of the alleged statement or statements that survive dispositive motions, we cannot reasonably estimate any possible loss or range of possible loss.
	Two other lawsuits have been filed against certain underwriters of the company’s November 2007 public offering. Plaintiffs in the cases generally allege that the underwriters made materially misleading statements and omissions in connection with the offering. Freddie Mac is not named as a defendant in either lawsuit. On July 6, 2011, a lawsuit styled Liberty Mutual Insurance Company, Peerless Insurance Company, Employers Insurance Company of Wausau, Safeco Corporation and Liberty Life Assurance Company of Boston vs. Goldman, Sachs & Co. was filed in the U.S. District Court for Massachusetts. In a second lawsuit, Western and Southern Life Insurance Company and others asserted claims against GS Mortgage Securities Corp., Goldman Sachs Mortgage Company and Goldman Sachs & Co. in the Court of Common Pleas, Hamilton County, Ohio. The parties to this second lawsuit dismissed it voluntarily in October 2013.
	Lehman Bankruptcy
	On September 15, 2008, Lehman Brothers Holdings Inc. ("Lehman") filed a chapter 11 bankruptcy petition in the U.S. Bankruptcy Court for the Southern District of New York. Thereafter, many of Lehman’s U.S. subsidiaries and affiliates also filed bankruptcy petitions (collectively, the “Lehman Entities”). Freddie Mac had numerous relationships with the Lehman Entities which gave rise to several claims. As discussed below, these claims have been resolved.
	On September 22, 2009, Freddie Mac filed proofs of claim in the Lehman bankruptcies aggregating approximately $2.1 billion. On December 6, 2011, the Court confirmed Lehman’s chapter 11 plan of liquidation (the "Liquidation Plan"), which provides for the liquidation of the bankruptcy estate’s assets over the next three years. Our claims consisted primarily of (a) a $1.2 billion claim (for which we asserted priority status) relating to losses incurred on short-term lending transactions with certain Lehman Entities; and (b) an $869 million unsecured claim relating to Lehman’s repurchase obligations for breaches of representations and warranties on single-family loans sold to us. The Liquidation Plan addressed these claims as follows:
	•	Short-term lending claim: The Liquidation Plan treated this claim as a senior unsecured claim, pursuant to which we would have ultimately received an estimated distribution of approximately 21% (or approximately $250 million). However, the Liquidation Plan left open for subsequent determination whether our claim would be accorded priority status, and the Lehman estate set aside $1.2 billion to pay our claim in full if, after litigation or settlement, it was allowed as a priority claim. On September 13, 2013, Lehman filed a motion to have the Court classify and allow the claim as a senior unsecured claim. Freddie Mac opposed the motion and, as a result, the issue of the proper classification of the claim was in litigation between the parties.
	•	Repurchase claim: The Liquidation Plan did not adjudge or allow this claim, but instead permitted claims allowance proceedings to continue. To the extent the claim was allowed, it would have been treated as a general unsecured claim, for which Freddie Mac would ultimately have received a distribution of approximately 19.9% of the allowed amount.
	On February 12, 2014, Freddie Mac and Lehman entered into a settlement agreement, under which Lehman would pay us a lump sum of $767 million to resolve our claims. On February 19, 2014, the settlement was approved by the Court. Freddie Mac received the lump sum payment in March 2014.
	Taylor, Bean & Whitaker and Ocala Funding, LLC Bankruptcies
	On August 24, 2009, TBW, which had been one of our single-family seller/servicers, filed for bankruptcy in the U.S. Bankruptcy Court for the Middle District of Florida. We entered into a settlement regarding the TBW bankruptcy in 2011. However, we continue to be involved in certain matters relating to the TBW bankruptcy, as described below.
	On July 10, 2012, Ocala Funding, LLC, or Ocala, which is a wholly owned subsidiary of TBW, filed for bankruptcy in the U.S. Bankruptcy Court for the Middle District of Florida. In connection with the bankruptcy filing, Ocala also filed a motion seeking an examination of and subsequent document discovery from Freddie Mac and FHFA, asserting that it has “viable, legitimate and valuable causes of action against Freddie Mac” to recover approximately $805 million of funds that were allegedly transferred from Ocala to Freddie Mac custodial accounts maintained by TBW, prior to the TBW bankruptcy. In its filings, Ocala also indicated that it wishes to use the examination to obtain information relating to whether it may have other claims against Freddie Mac relating to TBW’s fraudulent conduct prior to the TBW bankruptcy. In June 2013, the Court confirmed Ocala’s plan of liquidation. The plan established a liquidation trust, and authorizes it to investigate and initiate actions to recover on claims and causes of action, such as those asserted against Freddie Mac. Discovery is proceeding.
	On or about May 14, 2010, certain underwriters at Lloyds, London and London Market Insurance Companies brought an adversary proceeding in the U.S. Bankruptcy Court for the Middle District of Florida against TBW, Freddie Mac and other parties seeking a declaration rescinding $90 million of mortgage bankers bonds providing fidelity and errors and omissions insurance coverage. Several excess insurers on the bonds thereafter filed similar claims in that action. Freddie Mac has filed a proof of loss under the bonds. The underwriters moved for partial summary judgment against Freddie Mac in April 2013. The Court denied this motion on March 27, 2014. Discovery is proceeding. We are unable at this time to estimate our potential recovery, if any, in this case.
	IRS Litigation
	In 2010 and 2011, we received Statutory Notices from the IRS assessing a total of $3.0 billion of additional income taxes and penalties for the 1998 to 2007 tax years. We filed a petition with the U.S. Tax Court on October 22, 2010 in response to the Statutory Notices for the 1998 to 2005 tax years and, in 2012, paid the tax assessed in the Statutory Notices for the years 2006 and 2007 of $36 million. In the fourth quarter of 2012 we reached an agreement in principle with the IRS for all years, including 2006 and 2007, to favorably resolve the matters in dispute and reduced the previously unrecognized tax benefits to zero. We are currently working with the IRS to finalize the stipulation of settled issues and closing agreement for years 1998 through 2010 related to our tax accounting method for certain hedging transactions, and expect that a final decision can be entered within the next 12 months.
	Lawsuits Involving Real Estate Transfer Taxes
	Beginning in 2011 in Michigan, counties in numerous states filed lawsuits challenging Freddie Mac and Fannie Mae’s statutory exemption from real estate transfer taxes imposed on the transfer of real property for which Freddie Mac or Fannie Mae was the grantor or grantee. Currently, approximately 22 lawsuits are pending in 11 states and the District of Columbia, including 16 appeals. We have received favorable rulings from district courts in 37 of the cases (ten of which have been affirmed on appeal), and the only unfavorable ruling was overturned on appeal in May 2013. Plaintiffs in these cases are generally seeking a declaration that Freddie Mac and Fannie Mae are not exempt from transfer taxes, damages for unpaid transfer taxes, as well as other items, which may include penalties, interest, liquidated penalties, pre-judgment interest, costs and attorneys’ fees. In these actions, FHFA, Freddie Mac and Fannie Mae assert that the enterprises are not liable for the transfer taxes based on federal statutory tax exemptions applicable to each. We do not expect the outcome of these lawsuits will have a material effect on our results of operations or financial condition.
	LIBOR Lawsuit
	On March 14, 2013, Freddie Mac filed a lawsuit in the U.S. District Court for the Eastern District of Virginia against the British Bankers Association and the 16 U.S. Dollar LIBOR panel banks and a number of their affiliates. The case was subsequently transferred to the U.S. District Court for the Southern District of New York. The complaint alleges, among other things, that the defendants fraudulently and collusively suppressed LIBOR, a benchmark interest rate indexed to trillions of dollars of financial products, and asserts claims for antitrust violations, breach of contract, tortious interference with contract and fraud. Freddie Mac filed an amended complaint on July 22, 2013.
	Litigation Concerning the Purchase Agreement
	In July and September 2013, four lawsuits were filed against us in the U.S. District Court for the District of Columbia concerning the August 2012 amendment to the Purchase Agreement. It is possible that similar lawsuits will be filed in the future. The lawsuits are as follows:
	•	A putative class action lawsuit filed on July 29, 2013 styled Cacciapelle and Bareiss vs. Federal National Mortgage Association, Federal Home Loan Mortgage Corporation and FHFA;
	•	A putative class action lawsuit filed on July 30, 2013 styled American European Insurance Company vs. Federal National Mortgage Association, Federal Home Loan Mortgage Corporation and FHFA;
	•	A putative class action and shareholder derivative lawsuit filed on September 18, 2013 styled Marneu Holdings, Co. vs. FHFA, Treasury, Federal National Mortgage Association and Federal Home Loan Mortgage Corporation; and
	•	A lawsuit filed on September 20, 2013 styled Arrowood Indemnity Company vs. Federal National Mortgage Association, Federal Home Loan Mortgage Corporation, FHFA and Treasury.
	The Cacciapelle and American European Insurance Company lawsuits were filed purportedly on behalf of a class of purchasers of junior preferred stock issued by Freddie Mac or Fannie Mae who held stock prior to, and as of, August 17, 2012. The Marneu lawsuit was filed purportedly on behalf of a class of purchasers of junior preferred stock and purchasers of common stock issued by Freddie Mac or Fannie Mae over a not-yet-defined period of time. Plaintiffs in the Arrowood lawsuit allege that they are holders of junior preferred stock issued by Freddie Mac and Fannie Mae. (For purposes of this discussion, junior preferred stock refers to the various series of preferred stock of Freddie Mac and Fannie Mae other than the senior preferred stock issued to Treasury.)
	In the lawsuits, plaintiffs allege that the amendment to the Purchase Agreement in August 2012 (which implemented the net worth sweep dividend provisions of the senior preferred stock) breached Freddie Mac's and Fannie Mae's respective contracts with the holders of junior preferred stock and common stock and the covenant of good faith and fair dealing inherent in such contracts. Plaintiffs seek unspecified damages, equitable and injunctive relief, and costs and expenses, including attorney and expert fees. Plaintiffs in the Arrowood lawsuit also request that, if injunctive relief is not granted, the Arrowood plaintiffs be awarded damages against the defendants in an amount to be determined including, but not limited to, the aggregate par value of their junior preferred stock, the total of which they state is $42,297,500.
	Plaintiffs in the Marneu and Arrowood lawsuits also make certain claims against, and seek certain remedies from, Treasury and FHFA.
	The Court consolidated three of the cases (Cacciapelle, American European Insurance Company and Marneu) together in a new case styled In re Fannie Mae/Freddie Mac Senior Preferred Stock Purchase Agreement Class Action Litigations. A consolidated amended complaint was filed on December 3, 2013. The consolidated amended complaint makes essentially the same allegations against Freddie Mac as the original complaints described above. FHFA, joined by Freddie Mac and Fannie Mae, moved to dismiss the consolidated complaint and the other related cases (including Arrowood) on January 17, 2014. Treasury filed a motion to dismiss the same day, which plaintiffs have opposed.
	On February 26, 2014, Bruce Reid and Bryndon Fisher, who are purported shareholders of Freddie Mac, filed a lawsuit against the U.S. government and against Freddie Mac as a “nominal” defendant. This action was filed as a derivative complaint, purportedly on behalf of Freddie Mac, in the U.S. Court of Federal Claims. As discussed below, Messrs. Reid and Fisher had sent a letter to Freddie Mac in October 2013. The complaint alleges that the net worth sweep dividend constitutes an unlawful taking of private property for public use without just compensation. The complaint also contains allegations related to plaintiffs’ October 2013 letter discussed below. The plaintiffs ask that Freddie Mac be awarded just compensation for the U.S. government’s alleged taking of its property, attorneys’ fees, costs and other expenses.
	At present, it is not possible for us to predict the probable outcome of these lawsuits or any potential effect on our business, financial condition, liquidity, or results of operations. In addition, we are unable to reasonably estimate the possible loss or range of possible loss in the event of an adverse judgment in the foregoing matters due to a number of factors, including the inherent uncertainty of pre-trial litigation. In addition, with respect to the consolidated lawsuits, the plaintiffs have not demanded a stated amount of damages they believe are due and the Court has not certified a class.
	We received a letter dated October 16, 2013 addressed to the Chief Executive Officer, the Board of Directors and the then Acting Director of FHFA, purportedly on behalf of holders of common stock and junior preferred stock of Freddie Mac. We received a similar letter dated January 6, 2014, and two more dated January 7, 2014, each on behalf of a plaintiff in the consolidated lawsuits. The letters demanded that Freddie Mac commence legal action against the U.S. government to recover all losses sustained by Freddie Mac as a result of the August 2012 amendment to the Purchase Agreement. The letters also demanded that Freddie Mac take action to terminate the August 2012 amendment to the Purchase Agreement. On January 15, 2014, FHFA (as Conservator) sent a letter to the purported shareholders named in the October 2013 letter informing them that the Conservator does not intend to authorize Freddie Mac or its directors or officers on behalf of Freddie Mac to take the actions that such shareholders demand. On April 9, 2014, FHFA (as Conservator) sent similar letters to the purported shareholders named in the January 2014 letters. As discussed above, the purported shareholders in the October 2013 letter filed a lawsuit against the U.S. government and against Freddie Mac in February 2014.

Regulatory_Capital

Regulatory Capital	3 Months Ended
	Mar. 31, 2014
Mortgage Banking [Abstract]	'
REGULATORY CAPITAL	'
	NOTE 18: REGULATORY CAPITAL
	On October 9, 2008, FHFA announced that it was suspending capital classification of us during conservatorship in light of the Purchase Agreement. FHFA continues to closely monitor our capital levels, but the existing statutory and FHFA-directed regulatory capital requirements are not binding during conservatorship. We continue to provide quarterly submissions to FHFA on minimum capital, but no longer provide submissions on risk-based capital.
	Our regulatory minimum capital is a leverage-based measure that is generally calculated based on GAAP and reflects a 2.50% capital requirement for on-balance sheet assets and a 0.45% capital requirement for off-balance sheet obligations. Based upon our adoption of amendments to the accounting guidance for transfers of financial assets and consolidation of VIEs, we determined that, under the new consolidation guidance, we are the primary beneficiary of trusts that issue our single-family PCs and certain Other Guarantee Transactions and, therefore, effective January 1, 2010, we consolidated on our balance sheet the assets and liabilities of these trusts. Pursuant to regulatory guidance from FHFA, our minimum capital requirement was not affected by adoption of these amendments. Specifically, upon adoption of these amendments, FHFA directed us, for purposes of minimum capital, to continue reporting single-family PCs and certain Other Guarantee Transactions held by third parties using a 0.45% capital requirement. FHFA reserves the authority under the GSE Act to raise the minimum capital requirement for any of our assets or activities.
	The table below summarizes our minimum capital requirements and deficits and net worth.
	Table 18.1 — Net Worth and Minimum Capital
		31-Mar-14			31-Dec-13
		(in millions)
	GAAP net worth(1)	$	6,899		$	12,835
	Core capital (deficit)(2)(3)	$	(65,910	)	$	(59,495	)
	Less: Minimum capital requirement(2)	20,091			21,404
	Minimum capital surplus (deficit)(2)	$	(86,001	)	$	(80,899	)
	-1	Net worth (deficit) represents the difference between our assets and liabilities under GAAP.
	-2	Core capital and minimum capital figures for March 31, 2014 are estimates. FHFA is the authoritative source for our regulatory capital.
	-3	Core capital excludes certain components of GAAP total equity (i.e., AOCI and the liquidation preference of the senior preferred stock) as these items do not meet the statutory definition of core capital.
	Following our entry into conservatorship and consistent with the objectives of conservatorship, we have focused our risk and capital management on, among other things, maintaining a positive balance of GAAP equity in order to reduce the likelihood that we will need to make additional draws on the Purchase Agreement with Treasury. The Purchase Agreement provides that, if FHFA determines as of quarter end that our liabilities have exceeded our assets under GAAP, Treasury will contribute funds to us in an amount at least equal to the difference between such liabilities and assets.
	Under the GSE Act, FHFA must place us into receivership if FHFA determines in writing that our assets are and have been less than our obligations for a period of 60 days. FHFA has notified us that the measurement period for any mandatory receivership determination with respect to our assets and obligations would commence no earlier than the SEC public filing deadline for our quarterly or annual financial statements and would continue for 60 calendar days after that date. FHFA has advised us that, if, during that 60-day period, we receive funds from Treasury in an amount at least equal to the deficiency amount under the Purchase Agreement, the Director of FHFA will not make a mandatory receivership determination. If funding has been requested under the Purchase Agreement to address a deficit in our net worth, and Treasury is unable to provide us with such funding within the 60-day period specified by FHFA, FHFA would be required to place us into receivership if our assets remain less than our obligations during that 60-day period.
	At March 31, 2014, our assets exceeded our liabilities under GAAP; therefore no draw is being requested from Treasury under the Purchase Agreement. As of March 31, 2014, our aggregate funding received from Treasury under the Purchase Agreement was $71.3 billion. This aggregate funding amount does not include the initial $1 billion liquidation preference of senior preferred stock that we issued to Treasury in September 2008 as an initial commitment fee and for which no cash was received. We paid quarterly dividends of $10.4 billion on the senior preferred stock in cash in March 2014 at the direction of the Conservator.

Selected_Financial_Statement_L

Selected Financial Statement Line Items	3 Months Ended
	Mar. 31, 2014
Selected Financial Statement Data [Abstract]	'
Selected Financial Statement Line Items	'
	NOTE 19: SELECTED FINANCIAL STATEMENT LINE ITEMS
	Settlement agreements primarily related to lawsuits regarding our investments in certain non-agency mortgage-related securities is a significant component of other income during the three months ended March 31, 2014. For more information, see “NOTE 15: CONCENTRATION OF CREDIT AND OTHER RISKS — Non-Agency Mortgage-Related Security Issuers.”
	The table below presents the significant components of other income (loss) on our consolidated statements of comprehensive income.
	Table 19.1 — Significant Components of Other Income (Loss) on Our Consolidated Statements of Comprehensive Income
		Three Months Ended March 31,
		2014		2013
		(in millions)
	Other income (loss):
	Non-agency mortgage-related securities settlements	$	4,533	$	6
	Gains (losses) on mortgage loans	254		9
	Other	254		329
	Total other income (loss)	$	5,041	$	344
	The table below presents the significant components of other assets and other liabilities on our consolidated balance sheets.
	Table 19.2 — Significant Components of Other Assets and Other Liabilities on Our Consolidated Balance Sheets
		31-Mar-14		31-Dec-13
		(in millions)
	Other assets:
	Accounts and other receivables(1)	$	6,854	$	4,367
	Guarantee asset	1,558		1,611
	All other	2,519		2,561
	Total other assets	$	10,931	$	8,539
	Other liabilities:
	Servicer liabilities	$	2,115	$	2,277
	Guarantee obligation	1,518		1,522
	Accounts payable and accrued expenses	906		886
	All other	3,324		807
	Total other liabilities	$	7,863	$	5,492
	-1	Primarily consists of servicer receivables and other non-interest receivables.
	END OF CONSOLIDATED FINANCIAL STATEMENTS AND ACCOMPANYING NOTES

Summary_of_Significant_Account1

Summary of Significant Accounting Policies (Policies)	3 Months Ended
	Mar. 31, 2014
Accounting Policies [Abstract]	'
Segment Reporting	'
	Our operations consist of three reportable segments, which are based on the type of business activities each performs — Single-family Guarantee, Investments, and Multifamily. Our Single-family Guarantee segment reflects results from our single-family credit guarantee activities. In our Single-family Guarantee segment, we purchase and guarantee single-family mortgage loans originated by our seller/servicers in the primary mortgage market. In most instances, we use the mortgage securitization process to package the loans into guaranteed mortgage-related securities. We guarantee the payment of principal and interest on the mortgage-related securities in exchange for management and guarantee fees. Our Investments segment reflects results from three primary activities: (a) managing the company’s mortgage-related investments portfolio, excluding Multifamily segment investments; (b) managing the treasury function, including funding and liquidity, for the overall company; and (c) managing interest-rate risk for the overall company. In our Investments segment, we invest principally in mortgage-related securities and single-family performing mortgage loans. Our Multifamily segment reflects results from our investment (both purchases and sales), securitization, and guarantee activities in multifamily mortgage loans and securities. In our Multifamily segment, our primary business model is to purchase multifamily mortgage loans for aggregation and then securitization through issuance of multifamily K Certificates. See “NOTE 13: SEGMENT REPORTING” in our 2013 Annual Report for additional information.
Basis of Presentation	'
	Basis of Presentation
	The accompanying unaudited consolidated financial statements have been prepared in accordance with GAAP for interim financial information and include our accounts as well as the accounts of other entities in which we have a controlling financial interest. All intercompany balances and transactions have been eliminated. These unaudited consolidated financial statements should be read in conjunction with the audited consolidated financial statements and related notes in our 2013 Annual Report. We are operating under the basis that we will realize assets and satisfy liabilities in the normal course of business as a going concern and in accordance with the delegation of authority from FHFA to our Board of Directors and management. Certain financial statement information that is normally included in annual financial statements prepared in conformity with GAAP, but is not required for interim reporting purposes, has been condensed or omitted. Certain amounts in prior periods’ consolidated financial statements have been reclassified to conform to the current presentation. In the opinion of management, all adjustments, which include only normal recurring adjustments, have been recorded for a fair presentation of our unaudited consolidated financial statements.
Reclassification	'
	In the first quarter of 2014, we reclassified net discounts paid on retirements of other debt and net premiums received from issuance of debt securities of consolidated trusts and other debt from cash flows from operating activities to cash flows from financing activities on our consolidated statements of cash flows. This reclassification resulted in a decrease of $852 million to net cash provided by operating activities and an increase of $852 million to net cash used in financing activities for the three months ended March 31, 2013.
Use of Estimates	'
	Use of Estimates
	The preparation of financial statements requires us to make estimates and assumptions that affect: (a) the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements; and (b) the reported amounts of revenues and expenses and gains and losses during the reporting period. Management has made significant estimates in preparing the financial statements, including, but not limited to, establishing the allowance for loan losses and reserve for guarantee losses, valuing financial instruments and other assets and liabilities, assessing impairments on investments, and assessing our ability to realize net deferred tax assets. Actual results could be different from these estimates.
Earnings Per Common Share	'
	Earnings Per Common Share
	The August 2012 amendment to the Purchase Agreement changed the manner in which the dividend on the senior preferred stock is determined. For each quarter from January 1, 2013 through and including December 31, 2017, the dividend payment will be the amount, if any, by which our Net Worth Amount at the end of the immediately preceding fiscal quarter, less the applicable Capital Reserve Amount, exceeds zero. See "NOTE 11: STOCKHOLDERS' EQUITY (DEFICIT) — Senior Preferred Stock" for additional information regarding the Capital Reserve Amount. For each quarter beginning January 1, 2018, the dividend payment will be the amount, if any, by which our Net Worth Amount at the end of the immediately preceding fiscal quarter exceeds zero. The dividend is presented in the period in which it is determinable for the senior preferred stock as a reduction to net income (loss) available to common stockholders and net income (loss) per common share. The dividend is declared and paid in the following period and recorded as a reduction to equity in the period declared.
	Because we have issued participating securities, we use the “two-class” method of computing earnings per common share. Basic earnings per common share is computed as net income attributable to common stockholders divided by the weighted average common shares outstanding for the period. The weighted average common shares outstanding for the period includes the weighted average number of shares that are associated with the warrant for our common stock issued to Treasury pursuant to the Purchase Agreement. This warrant is included since it is unconditionally exercisable by the holder at a minimal cost. See “NOTE 2: CONSERVATORSHIP AND RELATED MATTERS” in our 2013 Annual Report for further information.
	Diluted earnings per common share is computed as net income attributable to common stockholders divided by the weighted average common shares outstanding during the period adjusted for the dilutive effect of common equivalent shares outstanding. For periods with net income attributable to common stockholders, the calculation includes the effect of the weighted average shares related to stock options if the average market price during the period exceeds the exercise price. During periods in which a net loss attributable to common stockholders has been incurred, potential common equivalent shares outstanding are not included in the calculation because it would have an antidilutive effect. See “NOTE 1: SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES — Earnings Per Common Share” in our 2013 Annual Report for further discussion of our significant accounting policies regarding our calculation of earnings per common share and “NOTE 11: STOCKHOLDERS’ EQUITY (DEFICIT) — Stock-Based Compensation” in this Form 10-Q for additional information on our earnings-per-share calculation.
Recently Adopted or Issued Accounting Guidance	'
	Recently Adopted Accounting Guidance
	Accounting for Investments in Qualified Affordable Housing Projects
	In the first quarter of 2014, we adopted an amendment to the accounting guidance related to accounting for investments in qualified affordable housing projects. This amendment permitted entities to elect to account for their investments in qualified affordable housing projects using the proportional amortization method if certain conditions were met. The adoption of this amendment did not have a material impact on our consolidated financial statements.
	Recently Issued Accounting Guidance, Not Yet Adopted Within These Consolidated Financial Statements
	Reclassification of Residential Real Estate Collateralized Consumer Mortgage Loans upon Foreclosure
	In January 2014, the FASB issued an amendment to the accounting guidance related to reclassifying residential real estate collateralized consumer mortgage loans upon foreclosure. This amendment clarifies that a creditor is considered to have received physical possession of residential real estate property collateralizing a consumer mortgage loan, upon either: (a) the creditor obtaining legal title to the residential real estate property upon completion of a foreclosure; or (b) the borrower conveying all interest in the residential real estate property to the creditor to satisfy that loan through completion of a deed in lieu of foreclosure or through a similar legal agreement. This amendment is effective for interim and annual periods beginning after December 15, 2014. We expect that the adoption of this amendment will not have a material impact on our consolidated financial statements.

Variable_Interest_Entities_Tab

Variable Interest Entities (Tables)	3 Months Ended
	Mar. 31, 2014
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Table - Variable Interests in VIEs for Which We are not the Primary Beneficiary	'
	Table 3.1 — Variable Interests in VIEs for which We are not the Primary Beneficiary
		31-Mar-14
		Mortgage-Related
		Security Trusts
		Freddie  Mac			Non-Freddie Mac			Unsecuritized			Other(2)
		Securities(1)			Securities(2)			Multifamily
								Loans (3)
		(in millions)
	Assets and Liabilities Recorded on our Consolidated Balance Sheets
	Assets:
	Restricted cash and cash equivalents	$	6		$	—		$	11		$	62
	Investments in securities:
	Available-for-sale, at fair value	35,165			80,176			—			—
	Trading, at fair value	14,340			6,664			—			—
	Mortgage loans:
	Held-for-investment, unsecuritized	—			—			48,625			—
	Held-for-sale	—			—			7,313			—
	Accrued interest receivable	227			215			242			8
	Other assets	794			—			262			454
	Liabilities:
	Derivative liabilities, net	—			—			—			(33		)
	Other liabilities	(900		)	(2		)	(16		)	(566		)
	Maximum Exposure to Loss	$	74,871		$	86,285		$	56,453		$	10,389
	Total Assets of Non-Consolidated VIEs(4)	$	88,108		$	468,276		$	100,653		$	23,855
		December 31, 2013
		Mortgage-Related
		Security Trusts
		Freddie Mac			Non-Freddie Mac			Unsecuritized			Other(2)
		Securities(1)			Securities(2)			Multifamily
								Loans(3)
		(in millions)
	Assets and Liabilities Recorded on our Consolidated Balance Sheets
	Assets:
	Restricted cash and cash equivalents	$	6		$	—		$	8		$	58
	Investments in securities:
	Available-for-sale, at fair value	40,659			84,765			—			—
	Trading, at fair value	9,349			7,414			—			—
	Mortgage loans:
	Held-for-investment, unsecuritized	—			—			50,306			—
	Held-for-sale	—			—			8,727			—
	Accrued interest receivable	232			226			261			7
	Other assets	833			14			407			477
	Liabilities:
	Derivative liabilities, net	(3		)	—			—			(35		)
	Other liabilities	(875		)	(2		)	(12		)	(558		)
	Maximum Exposure to Loss	$	72,072		$	92,559		$	59,710		$	10,415
	Total Assets of Non-Consolidated VIEs(4)	$	84,731		$	506,699		$	105,120		$	23,707
	-1	Freddie Mac securities include our variable interests in single-family multiclass REMICs and Other Structured Securities, multifamily PCs, multifamily Other Structured Securities, and Other Guarantee Transactions that we do not consolidate. Our maximum exposure to loss includes guaranteed UPB of assets held by the non-consolidated VIEs related to multifamily PCs, multifamily Other Structured Securities, and Other Guarantee Transactions for which we record a guarantee asset (component of Other Assets) and guarantee obligation (component of Other Liabilities) on our consolidated balance sheets. Our maximum exposure to loss on Freddie Mac securities excludes investments in single-family multiclass REMICs and Other Structured Securities, because we already consolidate the collateral of these trusts on our consolidated balance sheets.
	-2	For our involvement with non-consolidated non-Freddie Mac security trusts, and certain other VIEs where we do not provide a guarantee, our maximum exposure to loss is computed as the carrying amount if the security is classified as trading or the amortized cost if the security is classified as available-for-sale for our investments and related assets recorded on our consolidated balance sheets, including any unrealized amounts recorded in AOCI for securities classified as available-for-sale. See “NOTE 7: INVESTMENTS IN SECURITIES” for additional information regarding our non-Freddie Mac securities.
	-3	For unsecuritized multifamily loans, our maximum exposure to loss includes accrued interest receivable associated with these loans. See “NOTE 4: MORTGAGE LOANS AND LOAN LOSS RESERVES” for additional information about our unsecuritized multifamily loans.
	-4	Except for unsecuritized multifamily loans, this represents the remaining UPB of assets held by non-consolidated VIEs using the most current information available. For unsecuritized multifamily loans, this represents the fair value of the property serving as collateral for the loan. We do not include the assets of our non-consolidated trusts related to single-family REMICs and Other Structured Securities backed by our PCs in this amount as we already consolidate the underlying collateral of these trusts on our consolidated balance sheets.

Mortgage_Loans_and_Loan_Loss_R1

Mortgage Loans and Loan Loss Reserves (Tables)	3 Months Ended
	Mar. 31, 2014
Mortgage Loans on Real Estate [Abstract]	'
Table - Mortgage Loans	'
	Table 4.1 — Mortgage Loans
		31-Mar-14									31-Dec-13
		Unsecuritized			Held by			Total			Unsecuritized			Held by			Total
					Consolidated									Consolidated
					Trusts									Trusts
		(in millions)
	Single-family:(1)
	Fixed-rate
	Amortizing	$	109,896		$	1,407,045		$	1,516,941		$	113,597		$	1,402,841		$	1,516,438
	Interest-only	1,327			4,401			5,728			1,476			4,826			6,302
	Total fixed-rate	111,223			1,411,446			1,522,669			115,073			1,407,667			1,522,740
	Adjustable-rate
	Amortizing	1,638			65,642			67,280			1,935			65,429			67,364
	Interest-only	4,191			22,881			27,072			4,576			23,841			28,417
	Total adjustable-rate	5,829			88,523			94,352			6,511			89,270			95,781
	Other Guarantee Transactions	—			8,057			8,057			—			8,431			8,431
	FHA/VA and other governmental	505			3,333			3,838			553			3,354			3,907
	Total single-family	117,557			1,511,359			1,628,916			122,137			1,508,722			1,630,859
	Multifamily:(1)
	Fixed-rate	47,345			443			47,788			50,701			444			51,145
	Adjustable-rate	8,600			—			8,600			8,467			—			8,467
	Other governmental	3			—			3			3			—			3
	Total multifamily	55,948			443			56,391			59,171			444			59,615
	Total UPB of mortgage loans	173,505			1,511,802			1,685,307			181,308			1,509,166			1,690,474
	Deferred fees, unamortized premiums, discounts and other cost basis adjustments	(4,615		)	24,093			19,478			(4,817		)	23,745			18,928
	Fair value adjustments on loans held-for sale(2)	120			—			120			6			—			6
	Allowance for loan losses on mortgage loans held-for-investment	(21,220		)	(2,789		)	(24,009		)	(21,612		)	(3,006		)	(24,618		)
	Total mortgage loans, net	$	147,790		$	1,533,106		$	1,680,896		$	154,885		$	1,529,905		$	1,684,790
	Mortgage loans, net:
	Held-for-investment	$	140,477		$	1,533,106		$	1,673,583		$	146,158		$	1,529,905		$	1,676,063
	Held-for-sale	7,313			—			7,313			8,727			—			8,727
	Total mortgage loans, net	$	147,790		$	1,533,106		$	1,680,896		$	154,885		$	1,529,905		$	1,684,790
	-1	Based on UPB.
	-2	Consists of fair value adjustments associated with multifamily mortgage loans for which we have made a fair value election.
Table - Recorded Investment of Held-For-Invstment Mortgage Loans, by LTV Ratio	'
	Table 4.2 — Recorded Investment of Held-For-Investment Mortgage Loans, by LTV Ratio
		As of March 31, 2014												As of December 31, 2013
		Estimated Current LTV Ratio(1)												Estimated Current LTV Ratio(1)
		≤ 80			> 80 to 100			> 100(2)			Total			≤ 80			> 80 to 100			> 100(2)			Total
		(in millions)
	Single-family loans:
	20 and 30-year or more, amortizing fixed-rate(3)	$	833,119		$	267,938		$	117,211		$	1,218,268		$	819,509		$	269,110		$	124,491		$	1,213,110
	15-year amortizing fixed-rate(3)	268,653			18,576			5,283			292,512			270,211			19,658			5,748			295,617
	Adjustable-rate(4)	56,660			6,597			1,323			64,580			56,208			6,714			1,578			64,500
	Alt-A, interest-only, and option ARM(5)	29,723			20,757			22,572			73,052			29,927			21,564			25,089			76,580
	Total single-family loans	$	1,188,155		$	313,868		$	146,389		1,648,412			$	1,175,855		$	317,046		$	156,906		1,649,807
	Multifamily loans										49,180												50,874
	Total recorded investment of held-for-investment loans										$	1,697,592											$	1,700,681
	-1	The current LTV ratios are management estimates, which are updated on a monthly basis. Current market values are estimated by adjusting the value of the property at origination based on changes in the market value of homes in the same geographical area since that time. The value of a property at origination is based on: (a) for purchase mortgages, either the lesser of the appraised value of the property at the time of mortgage origination or the mortgage borrower’s purchase price; or (b) for refinance mortgages, a third-party appraisal. Changes in market value are derived from our internal index which measures price changes for repeat sales and refinancing activity on the same properties using Freddie Mac and Fannie Mae single-family mortgage acquisitions, including foreclosure sales. Estimates of the current LTV ratio include the credit-enhanced portion of the loan and exclude any secondary financing by third parties. The existence of a second lien reduces the borrower’s equity in the property and, therefore, can increase the risk of default.
	-2	The serious delinquency rate for the total of single-family held-for-investment mortgage loans with estimated current LTV ratios in excess of 100% was 9.3% and 9.9% as of March 31, 2014 and December 31, 2013, respectively.
	-3	The majority of our loan modifications result in new terms that include fixed interest rates after modification. As of March 31, 2014 and December 31, 2013, we have categorized UPB of approximately $43.6 billion and $43.8 billion, respectively, of modified loans as fixed-rate loans (instead of as adjustable rate loans), even though the modified loans have rate adjustment provisions. In these cases, while the terms of the modified loans provide for the interest rate to adjust in the future, such future rates are determined at the time of modification rather than at a subsequent date.
	-4	Includes balloon/reset mortgage loans and excludes option ARMs.
	-5	We have discontinued our purchases of Alt-A, interest-only, and option ARM loans. For reporting purposes: (a) loans within the Alt-A category continue to be presented in that category following modification, even though the borrower may have provided full documentation of assets and income to complete the modification; and (b) loans within the option ARM category continue to be presented in that category following modification, even though the modified loan no longer provides for optional payment provisions.
Table - Detail of Loan Loss Reserves	'
	Table 4.3 — Detail of Loan Loss Reserves
		Three Months Ended March 31,
		2014												2013
		Allowance for Loan Losses						Reserve  for						Allowance for Loan Losses						Reserve  for
								Guarantee												Guarantee
		Unsecuritized			Held By			Losses(1)			Total			Unsecuritized			Held By			Losses(1)			Total
					Consolidated												Consolidated
					Trusts												Trusts
		(in millions)
	Single-family:
	Beginning balance	$	21,487		$	3,006		$	85		$	24,578		$	25,449		$	4,918		$	141		$	30,508
	Provision (benefit) for credit losses	(89		)	171			22			104			(1,063		)	610			(16		)	(469		)
	Charge-offs(2)	(1,300		)	(156		)	(1		)	(1,457		)	(2,484		)	(170		)	(2		)	(2,656		)
	Recoveries(3)	337			230			—			567			623			35			—			658
	Transfers, net(4)	672			(462		)	—			210			1,564			(1,304		)	(2		)	258
	Ending balance	$	21,107		$	2,789		$	106		$	24,002		$	24,089		$	4,089		$	121		$	28,299
	Multifamily:
	Beginning balance	$	125		$	—		$	26		$	151		$	339		$	1		$	42		$	382
	Provision (benefit) for credit losses	(12		)	—			(7		)	(19		)	(30		)	—			(4		)	(34		)
	Charge-offs(2)	—			—			—			—			(2		)	—			—			(2		)
	Recoveries(3)	—			—			—			—			1			—			—			1
	Transfers, net(4)	—			—			—			—			—			—			(7		)	(7		)
	Ending balance	$	113		$	—		$	19		$	132		$	308		$	1		$	31		$	340
	Total:
	Beginning balance	$	21,612		$	3,006		$	111		$	24,729		$	25,788		$	4,919		$	183		$	30,890
	Provision (benefit) for credit losses	(101		)	171			15			85			(1,093		)	610			(20		)	(503		)
	Charge-offs(2)	(1,300		)	(156		)	(1		)	(1,457		)	(2,486		)	(170		)	(2		)	(2,658		)
	Recoveries(3)	337			230			—			567			624			35			—			659
	Transfers, net(4)	672			(462		)	—			210			1,564			(1,304		)	(9		)	251
	Ending balance	$	21,220		$	2,789		$	125		$	24,134		$	24,397		$	4,090		$	152		$	28,639
	-1	Loans associated with our reserve for guarantee losses are those loans that underlie our non-consolidated securitization trusts and other guarantee commitments and are evaluated for impairment on a collective basis. Our reserve for guarantee losses is included in other liabilities on our consolidated balance sheets.
	-2	Charge-offs represent the amount of a loan that has been discharged to remove the loan from our consolidated balance sheet principally due to either foreclosure transfers or short sales. Charge-offs exclude $18 million and $73 million for the three months ended March 31, 2014 and 2013, respectively, related to: (a) amounts recorded as losses on loans purchased within other expenses on our consolidated statements of comprehensive income, which relate to certain loans purchased under financial guarantees; or (b) cumulative fair value losses recognized through the date of foreclosure for multifamily loans which we elected to carry at fair value at the time of our purchase. We record charge-offs and recoveries on loans held by consolidated trusts when a loss event (such as a foreclosure transfer or foreclosure alternative) occurs on a loan while it remains in a consolidated trust.
	-3	Recoveries of charge-offs primarily result from foreclosure alternatives and REO acquisitions on loans where: (a) a share of default risk has been assumed by mortgage insurers, servicers, or other third parties through certain credit enhancements; or (b) we received a reimbursement of our losses from a seller/servicer associated with a repurchase request on a loan that experienced a foreclosure transfer or a foreclosure alternative.
	-4	For the three months ended March 31, 2014 and 2013, consists of: (a) approximately $0.5 billion and $1.3 billion, respectively, of reclassified single-family reserves related to our removal of loans previously held by consolidated trusts; and (b) approximately $0.2 billion and $0.3 billion, respectively, attributable to capitalization of past due interest on modified mortgage loans.
Table - Net Investment in Mortgage Loans	'
	Table 4.4 — Net Investment in Mortgage Loans
		31-Mar-14									31-Dec-13
		Single-family			Multifamily			Total			Single-family			Multifamily			Total
		(in millions)
	Recorded investment:
	Collectively evaluated	$	1,549,320		$	48,010		$	1,597,330		$	1,551,667		$	49,598		$	1,601,265
	Individually evaluated	99,092			1,170			100,262			98,140			1,276			99,416
	Total recorded investment	1,648,412			49,180			1,697,592			1,649,807			50,874			1,700,681
	Ending balance of the allowance for loan losses:
	Collectively evaluated	(5,336		)	(39		)	(5,375		)	(5,939		)	(45		)	(5,984		)
	Individually evaluated	(18,560		)	(74		)	(18,634		)	(18,554		)	(80		)	(18,634		)
	Total ending balance of the allowance	(23,896		)	(113		)	(24,009		)	(24,493		)	(125		)	(24,618		)
	Net investment in mortgage loans	$	1,624,516		$	49,067		$	1,673,583		$	1,625,314		$	50,749		$	1,676,063
Table - Recourse and other forms of credit protection	'
	Table 4.5 — Recourse and Other Forms of Credit Protection(1)
		UPB at						Maximum Coverage(2) at
		31-Mar-14			31-Dec-13			31-Mar-14			31-Dec-13
		(in millions)
	Single-family:
	Primary mortgage insurance	$	205,699		$	203,470		$	51,598		$	50,823
	Risk transfer transactions(3)	88,317			56,903			2,174			1,183
	Lender recourse and indemnifications	6,992			7,119			6,563			6,726
	Pool insurance(4)	4,083			4,683			1,081			1,186
	HFA indemnification(5)	3,752			4,051			3,323			3,323
	Subordination(6)	2,579			2,644			386			399
	Other credit enhancements	26			38			26			38
	Total	$	311,448		$	278,908		$	65,151		$	63,678
	Multifamily:
	K Certificates(7)	$	62,349		$	59,326		$	11,204		$	10,601
	Subordination(6)	4,419			4,435			756			756
	HFA indemnification(5)	875			905			699			699
	Other credit enhancements	6,526			6,666			1,775			1,834
	Total	$	74,169		$	71,332		$	14,434		$	13,890
	-1	Excludes FHA/VA and other governmental loans. Except for subordination coverage, these amounts exclude other credit protection associated with $11.1 billion and $11.5 billion in UPB of single-family loans underlying Other Guarantee Transactions as of March 31, 2014 and December 31, 2013, respectively, for which the information was not available. Also excludes repurchase rights (subject to certain conditions and limitations) we have under representations and warranties provided by our agreements with seller/servicers to underwrite loans and service them in accordance with our standards.
	-2	Except for subordination and K Certificates, this represents the remaining amount of loss recovery that is available subject to terms of counterparty agreements. For subordination and K Certificates coverage, this represents the UPB of the securities that are subordinate to our guarantee, which could provide protection by absorbing first losses.
	-3	Represents: (a) STACR debt note transactions in which we issue and sell debt securities, the principal balance of which is subject to the performance of a reference pool of single-family mortgage loans owned or guaranteed by Freddie Mac; and (b) a transaction in which we purchased an insurance policy on a portion of the mezzanine loss position that was not issued in one of the STACR debt note transactions. UPB amounts presented represent the UPB of the loans in the reference pool. Maximum coverage amounts presented represent the outstanding balance of the debt securities held by third parties as well as the remaining aggregate limit of insurance purchased from a third party.
	-4	Maximum coverage amounts presented have been limited to the UPB at period end. Excludes approximately $1.6 billion and $1.8 billion in UPB at March 31, 2014 and December 31, 2013, respectively, where the related loans are also covered by primary mortgage insurance.
	-5	Represents the amount of potential reimbursement of losses on securities we have guaranteed that are backed by state and local HFA bonds related to the HFA initiative.
	-6	Represents Freddie Mac issued mortgage-related securities with subordination protection, excluding multifamily K Certificates and those securities backed by state and local HFA bonds related to the HFA initiative.
	-7	Represents multifamily K Certificates with subordination protection.

Impaired_Loans_Tables

Impaired Loans (Tables)	3 Months Ended
	Mar. 31, 2014
Receivables [Abstract]	'
Table - Individually Impaired Loans	'
	Table 5.1 — Individually Impaired Loans
		Balance at														For The Three Months Ended
		31-Mar-14														March 31, 2014
		UPB				Recorded				Associated				Net		Average		Interest		Interest
						Investment				Allowance				Investment		Recorded		Income		Income
																Investment		Recognized		Recognized
																				On Cash
																				Basis(1)
		(in millions)
	Single-family —
	With no specific allowance recorded(2):
	20 and 30-year or more, amortizing fixed-rate(3)	$	5,862			$	3,396			$	—			$	3,396	$	3,460	$	90	$	7
	15-year amortizing fixed-rate(3)	56				33				—				33		35		2		—
	Adjustable-rate(4)	21				16				—				16		12		—		—
	Alt-A, interest-only, and option ARM(5)	1,788				1,088				—				1,088		1,084		19		1
	Total with no specific allowance recorded	7,727				4,533				—				4,533		4,591		111		8
	With specific allowance recorded:(6)
	20 and 30-year or more, amortizing fixed-rate(3)	76,606				75,559				(14,512		)		61,047		74,926		587		68
	15-year amortizing fixed-rate(3)	1,305				1,306				(41		)		1,265		1,273		14		2
	Adjustable-rate(4)	940				935				(78		)		857		918		6		1
	Alt-A, interest-only, and option ARM(5)	17,095				16,759				(3,929		)		12,830		16,669		96		14
	Total with specific allowance recorded	95,946				94,559				(18,560		)		75,999		93,786		703		85
	Combined single-family:
	20 and 30-year or more, amortizing fixed-rate(3)	82,468				78,955				(14,512		)		64,443		78,386		677		75
	15-year amortizing fixed-rate(3)	1,361				1,339				(41		)		1,298		1,308		16		2
	Adjustable-rate(4)	961				951				(78		)		873		930		6		1
	Alt-A, interest-only, and option ARM(5)	18,883				17,847				(3,929		)		13,918		17,753		115		15
	Total single-family(7)	$	103,673			$	99,092			$	(18,560	)		$	80,532	$	98,377	$	814	$	93
	Multifamily —
	With no specific allowance recorded(8)	$	627			$	615			$	—			$	615	$	623	$	8	$	2
	With specific allowance recorded	567				555				(74		)		481		556		7		5
	Total multifamily	$	1,194			$	1,170			$	(74	)		$	1,096	$	1,179	$	15	$	7
	Total single-family and multifamily	$	104,867			$	100,262			$	(18,634	)		$	81,628	$	99,556	$	829	$	100
		Balance at														For The Three Months Ended
		31-Dec-13														March 31, 2013
		UPB				Recorded				Associated				Net		Average		Interest		Interest
						Investment				Allowance				Investment		Recorded		Income		Income
																Investment		Recognized		Recognized
																				On Cash
																				Basis(1)
		(in millions)
	Single-family —
	With no specific allowance recorded(2):
	20 and 30-year or more, amortizing fixed-rate(3)	$	5,927			$	3,355			$	—			$	3,355	$	3,267	$	99	$	11
	15-year amortizing fixed-rate(3)	62				34				—				34		30		1		—
	Adjustable rate(4)	19				13				—				13		13		—		—
	Alt-A, interest-only, and option ARM(5)	1,758				1,038				—				1,038		879		17		2
	Total with no specific allowance recorded	7,766				4,440				—				4,440		4,189		117		13
	With specific allowance recorded:(6)
	20 and 30-year or more, amortizing fixed-rate(3)	75,633				74,554				(14,431		)		60,123		67,423		513		71
	15-year amortizing fixed-rate(3)	1,324				1,324				(43		)		1,281		1,083		12		3
	Adjustable rate(4)	967				962				(84		)		878		837		5		1
	Alt-A, interest-only, and option ARM(5)	17,210				16,860				(3,996		)		12,864		16,527		92		16
	Total with specific allowance recorded	95,134				93,700				(18,554		)		75,146		85,870		622		91
	Combined single-family:
	20 and 30-year or more, amortizing fixed-rate(3)	81,560				77,909				(14,431		)		63,478		70,690		612		82
	15-year amortizing fixed-rate(3)	1,386				1,358				(43		)		1,315		1,113		13		3
	Adjustable rate (4)	986				975				(84		)		891		850		5		1
	Alt-A, interest-only, and option ARM(5)	18,968				17,898				(3,996		)		13,902		17,406		109		18
	Total single-family(7)	$	102,900			$	98,140			$	(18,554	)		$	79,586	$	90,059	$	739	$	104
	Multifamily —
	With no specific allowance recorded(8)	$	694			$	681			$	—			$	681	$	777	$	10	$	4
	With specific allowance recorded	608				595				(80		)		515		1,170		16		11
Total multifamily	$	1,302			$	1,276			$	(80	)		$	1,196	$	1,947	$	26	$	15
Total single-family and multifamily	$	104,202			$	99,416			$	(18,634	)		$	80,782	$	92,006	$	765	$	119
-1	Consists of income recognized during the period related to loans categorized as non-accrual.
-2	Individually impaired loans with no specific related valuation allowance primarily represent mortgage loans removed from PC pools and accounted for in accordance with the accounting guidance for loans and debt securities acquired with deteriorated credit quality that have not experienced further deterioration.
-3	See endnote (3) of “Table 4.2 — Recorded Investment of Held-For-Investment Mortgage Loans, by LTV Ratio.”
-4	Includes balloon/reset mortgage loans and excludes option ARMs.
-5	See endnote (5) of “Table 4.2 — Recorded Investment of Held-For-Investment Mortgage Loans, by LTV Ratio.”
-6	Consists primarily of mortgage loans classified as TDRs.
-7	As of March 31, 2014 and December 31, 2013 includes $95.9 billion and $95.1 billion, respectively, of UPB associated with loans for which we have recorded a specific allowance, and $7.7 billion and $7.8 billion, respectively, of UPB associated with loans that have no specific allowance recorded. See endnote (2) for additional information.
-8	Individually impaired multifamily loans with no specific related valuation allowance primarily represent those loans for which the collateral value is sufficiently in excess of the loan balance to result in recovery of the entire recorded investment if the property were foreclosed upon or otherwise subject to disposition.
Table - Payment Status of Mortgage Loans	'
	Table 5.2 — Payment Status of Mortgage Loans(1)
		31-Mar-14
		Current				One				Two				Three Months or		Total		Non-accrual
						Month				Months				More Past Due,
						Past Due				Past Due				or in Foreclosure
		(in millions)
	Single-family —
	20 and 30-year or more, amortizing fixed-rate(2)	$	1,169,476			$	15,981			$	5,584			$	27,227	$	1,218,268	$	27,201
	15-year amortizing fixed-rate(2)	290,515				957				231				809		292,512		809
	Adjustable-rate(3)	63,272				408				122				778		64,580		778
	Alt-A, interest-only, and option ARM(4)	60,401				2,424				1,016				9,211		73,052		9,205
	Total single-family	1,583,664				19,770				6,953				38,025		1,648,412		37,993
	Total multifamily	49,162				9				—				9		49,180		579
	Total single-family and multifamily	$	1,632,826			$	19,779			$	6,953			$	38,034	$	1,697,592	$	38,572
		December 31, 2013
		Current				One				Two				Three Months or		Total		Non-accrual
						Month				Months				More Past Due,
						Past Due				Past Due				or in Foreclosure
		(in millions)
	Single-family —
	20 and 30-year or more, amortizing fixed-rate(2)	$	1,157,057			$	19,743			$	6,675			$	29,635	$	1,213,110	$	29,620
	15-year amortizing fixed-rate(2)	293,286				1,196				271				864		295,617		863
	Adjustable-rate(3)	62,987				495				147				871		64,500		871
	Alt-A, interest-only, and option ARM(4)	62,356				2,898				1,157				10,169		76,580		10,162
	Total single-family	1,575,686				24,332				8,250				41,539		1,649,807		41,516
	Total multifamily	50,827				—				21				26		50,874		627
	Total single-family and multifamily	$	1,626,513			$	24,332			$	8,271			$	41,565	$	1,700,681	$	42,143
	-1	Based on recorded investment in the loan. Mortgage loans that have been modified are not counted as past due as long as the borrower is current under the modified terms. The payment status of a loan may be affected by temporary timing differences, or lags, in the reporting of this information to us by our servicers.
	-2	See endnote (3) of “Table 4.2 — Recorded Investment of Held-For-Investment Mortgage Loans, by LTV Ratio.”
	-3	Includes balloon/reset mortgage loans and excludes option ARMs.
	-4	See endnote (5) of “Table 4.2 — Recorded Investment of Held-For-Investment Mortgage Loans, by LTV Ratio.”
Table - Delinquency Rates	'
	Table 5.3 — Delinquency Rates
		31-Mar-14				31-Dec-13
	Single-family:(1)
	Non-credit-enhanced portfolio (excluding Other Guarantee Transactions):
	Serious delinquency rate	1.84		%		1.99		%
	Total number of seriously delinquent loans	169,535				183,822
	Credit-enhanced portfolio (excluding Other Guarantee Transactions):
	Serious delinquency rate	3.92		%		4.34		%
	Total number of seriously delinquent loans	51,087				56,794
	Other Guarantee Transactions:(2)
	Serious delinquency rate	11.01		%		10.91		%
	Total number of seriously delinquent loans	14,330				14,709
	Total single-family:
	Serious delinquency rate	2.2		%		2.39		%
	Total number of seriously delinquent loans	234,952				255,325
	Multifamily:(3)
	Non-credit-enhanced portfolio:
	Delinquency rate	0.02		%		0.07		%
	UPB of delinquent loans (in millions)	$	10			$	46
	Credit-enhanced portfolio:
	Delinquency rate	0.07		%		0.11		%
	UPB of delinquent loans (in millions)	$	49			$	75
	Total Multifamily:
	Delinquency rate	0.04		%		0.09		%
	UPB of delinquent loans (in millions)	$	59			$	121
	-1	Single-family mortgage loans that have been modified are not counted as seriously delinquent if the borrower is less than three monthly payments past due under the modified terms. Serious delinquencies on single-family mortgage loans underlying certain REMICs and Other Structured Securities, Other Guarantee Transactions, and other guarantee commitments may be reported on a different schedule due to variances in industry practice.
	-2	Single-family Other Guarantee Transactions generally have underlying mortgage loans with higher risk characteristics, but some single-family Other Guarantee Transactions may provide inherent credit protections from losses due to underlying subordination, excess interest, overcollateralization and other features.
	-3	Multifamily delinquency performance is based on UPB of mortgage loans that are two monthly payments or more past due or those in the process of foreclosure and includes multifamily Other Guarantee Transactions (e.g., K Certificates). Excludes mortgage loans that have been modified as long as the borrower is less than two monthly payments past due under the modified contractual terms.
Table - TDR Activity, by Segment	'
	Table 5.4 — TDR Activity, by Segment
		Three Months Ended March 31,
		2014							2013
		# of Loans			Post-TDR				# of Loans			Post-TDR
					Recorded							Recorded
					Investment							Investment
		(dollars in millions)
	Single-family:(1)
	20 and 30-year or more, amortizing fixed-rate(2)	17,738			$	2,727			22,481			$	3,695
	15-year amortizing fixed-rate	1,510			118				1,888			143
	Adjustable-rate(3)	497			80				689			118
	Alt-A, interest-only, and option ARM(4)	2,706			573				4,667			1,088
	Total Single-family	22,451			3,498				29,725			5,044
	Multifamily	—			—				3			31
	Total	22,451			$	3,498			29,728			$	5,075
	-1	The pre-TDR recorded investment for single-family loans initially classified as TDR during the three months ended March 31, 2014 and 2013, was $3.5 billion and $5.0 billion, respectively.
	-2	See endnote (3) of “Table 4.2 — Recorded Investment of Held-For-Investment Mortgage Loans, by LTV Ratio.”
	-3	Includes balloon/reset mortgage loans.
	-4	See endnote (5) of “Table 4.2 — Recorded Investment of Held-For-Investment Mortgage Loans, by LTV Ratio.”
Table - Payment Defaults of Completed TDR Modifications, by Segment	'
	Table 5.5 — Payment Defaults of Completed TDR Modifications, by Segment(1)
		Three Months Ended March 31,
		2014							2013
		# of Loans			Post-TDR				# of Loans			Post-TDR
					Recorded							Recorded
					Investment(2)							Investment(2)
		(dollars in millions)
	Single-family:
	20 and 30-year or more, amortizing fixed-rate(3)	4,232			$	781			3,171			$	593
	15-year amortizing fixed-rate	153			16				90			9
	Adjustable-rate	74			14				54			11
	Alt-A, interest-only, and option ARM(4)	612			153				511			135
	Total single-family	5,071			$	964			3,826			$	748
	Multifamily	—			$	—			—			$	—
	-1	Represents TDR loans that experienced a payment default during the period and had completed a modification during the year preceding the payment default. A payment default occurs when a borrower either: (a) became two or more months delinquent; or (b) completed a loss event, such as a short sale or foreclosure transfer. We only include payment defaults for a single loan once during each quarterly period within a year; however, a single loan will be reflected more than once if the borrower experienced another payment default in a subsequent quarterly period.
	-2	Represents the recorded investment at the end of the period in which the loan was modified and does not represent the recorded investment as of March 31.
	-3	See endnote (3) of “Table 4.2 — Recorded Investment of Held-For-Investment Mortgage Loans, by LTV Ratio.”
	-4	See endnote (5) of “Table 4.2 — Recorded Investment of Held-For-Investment Mortgage Loans, by LTV Ratio.”

Real_Estate_Owned_Tables

Real Estate Owned (Tables)	3 Months Ended
	Mar. 31, 2014
Repossessed Assets [Abstract]	'
Table - REO	'
	Table 6.1 — REO
		Three Months Ended March 31,
		2014			2013
		(in millions)
	Beginning balance — REO	$	4,602		$	4,407
	Additions	1,452			1,561
	Dispositions	(1,657		)	(1,603		)
	Ending balance — REO	4,397			4,365
	Beginning balance, valuation allowance	(51		)	(29		)
	Change in valuation allowance	(7		)	(13		)
	Ending balance, valuation allowance	(58		)	(42		)
	Ending balance — REO, net	$	4,339		$	4,323

Investments_in_Securities_Tabl

Investments in Securities (Tables)	3 Months Ended
	Mar. 31, 2014
Investments, Debt and Equity Securities [Abstract]	'
Table - Available-For-Sale Securities	'
	Table 7.1 — Available-For-Sale Securities
	31-Mar-14	Amortized			Gross			Gross			Fair
		Cost			Unrealized			Unrealized			Value
					Gains			Losses
		(in millions)
	Available-for-sale securities:
	Freddie Mac	$	33,818		$	1,441		$	(94	)	$	35,165
	Fannie Mae	9,498			642			(1		)	10,139
	Ginnie Mae	142			18			—			160
	CMBS	27,451			1,380			(215		)	28,616
	Subprime	28,027			550			(2,037		)	26,540
	Option ARM	6,518			302			(381		)	6,439
	Alt-A and other	7,159			534			(87		)	7,606
	Obligations of states and political subdivisions	3,255			33			(12		)	3,276
	Manufactured housing	612			70			(6		)	676
	Total available-for-sale securities	$	116,480		$	4,970		$	(2,833	)	$	118,617
	31-Dec-13
	Available-for-sale securities:
	Freddie Mac	$	39,001		$	1,847		$	(189	)	$	40,659
	Fannie Mae	10,140			660			(3		)	10,797
	Ginnie Mae	149			18			—			167
	CMBS	29,151			1,524			(337		)	30,338
	Subprime	29,897			382			(2,780		)	27,499
	Option ARM	6,617			338			(381		)	6,574
	Alt-A and other	8,322			526			(142		)	8,706
	Obligations of states and political subdivisions	3,533			23			(61		)	3,495
	Manufactured housing	629			61			(6		)	684
	Total available-for-sale securities	$	127,439		$	5,379		$	(3,899	)	$	128,919
Table - Available-For-Sale Securities in a Gross Unrealized Loss Position	'
	Table 7.2 — Available-For-Sale Securities in a Gross Unrealized Loss Position
		Less than 12 Months												12 Months or Greater												Total
					Gross Unrealized Losses												Gross Unrealized Losses											Gross Unrealized Losses
	31-Mar-14	Fair			Other-Than-			Temporary			Total			Fair			Other-Than-			Temporary			Total			Fair		Other-Than-			Temporary			Total
		Value			Temporary			Impairment(2)						Value			Temporary			Impairment(2)						Value		Temporary			Impairment(2)
					Impairment(1)												Impairment(1)											Impairment(1)
		(in millions)
	Available-for-sale securities:
	Freddie Mac	$	3,688		$	—		$	(54	)	$	(54	)	$	641		$	—		$	(40	)	$	(40	)	$	4,329	$	—		$	(94	)	$	(94	)
	Fannie Mae	163			—			(1		)	(1		)	19			—			—			—			182		—			(1		)	(1		)
	CMBS	854			—			(38		)	(38		)	1,919			(18		)	(159		)	(177		)	2,773		(18		)	(197		)	(215		)
	Subprime	1,039			(29		)	—			(29		)	15,133			(1,783		)	(225		)	(2,008		)	16,172		(1,812		)	(225		)	(2,037		)
	Option ARM	789			(12		)	—			(12		)	2,455			(365		)	(4		)	(369		)	3,244		(377		)	(4		)	(381		)
	Alt-A and other	236			(2		)	(1		)	(3		)	1,339			(70		)	(14		)	(84		)	1,575		(72		)	(15		)	(87		)
	Obligations of states and political subdivisions	558			(1		)	(7		)	(8		)	27			—			(4		)	(4		)	585		(1		)	(11		)	(12		)
	Manufactured housing	46			(2		)	—			(2		)	47			(2		)	(2		)	(4		)	93		(4		)	(2		)	(6		)
	Total available-for-sale securities in a gross unrealized loss position	$	7,373		$	(46	)	$	(101	)	$	(147	)	$	21,580		$	(2,238	)	$	(448	)	$	(2,686	)	$	28,953	$	(2,284	)	$	(549	)	$	(2,833	)
		Less than 12 Months												12 Months or Greater												Total
					Gross Unrealized Losses												Gross Unrealized Losses											Gross Unrealized Losses
	31-Dec-13	Fair			Other-Than-			Temporary			Total			Fair			Other-Than-			Temporary			Total			Fair		Other-Than-			Temporary			Total
		Value			Temporary			Impairment(2)						Value			Temporary			Impairment(2)						Value		Temporary			Impairment(2)
					Impairment(1)												Impairment(1)											Impairment(1)
		(in millions)
	Available-for-sale securities:
	Freddie Mac	$	7,957		$	—		$	(144	)	$	(144	)	$	649		$	—		$	(45	)	$	(45	)	$	8,606	$	—		$	(189	)	$	(189	)
	Fannie Mae	248			—			(2		)	(2		)	19			—			(1		)	(1		)	267		—			(3		)	(3		)
	CMBS	1,147			(7		)	(78		)	(85		)	1,992			(16		)	(236		)	(252		)	3,139		(23		)	(314		)	(337		)
	Subprime	472			(19		)	—			(19		)	19,103			(2,448		)	(313		)	(2,761		)	19,575		(2,467		)	(313		)	(2,780		)
	Option ARM	77			(2		)	—			(2		)	2,608			(374		)	(5		)	(379		)	2,685		(376		)	(5		)	(381		)
	Alt-A and other	262			(5		)	—			(5		)	1,854			(113		)	(24		)	(137		)	2,116		(118		)	(24		)	(142		)
	Obligations of states and political subdivisions	1,885			(7		)	(49		)	(56		)	24			—			(5		)	(5		)	1,909		(7		)	(54		)	(61		)
	Manufactured housing	—			—			—			—			65			(4		)	(2		)	(6		)	65		(4		)	(2		)	(6		)
	Total available-for-sale securities in a gross unrealized loss position	$	12,048		$	(40	)	$	(273	)	$	(313	)	$	26,314		$	(2,955	)	$	(631	)	$	(3,586	)	$	38,362	$	(2,995	)	$	(904	)	$	(3,899	)
	-1	Represents the gross unrealized losses for securities for which we have previously recognized other-than-temporary impairments in earnings.
	-2	Represents the gross unrealized losses for securities for which we have not previously recognized other-than-temporary impairments in earnings.
Table - Significant Modeled Attributes for Certain Available-For-Sale Non-Agency Mortgage-Related Securities	'
	Table 7.3 — Significant Modeled Attributes for Certain Available-For-Sale Non-Agency Mortgage-Related Securities
		31-Mar-14
								Alt-A(1)
		Subprime			Option ARM			Fixed Rate			Variable Rate			Hybrid Rate
		(dollars in millions)
	Issuance Date
	2004 and prior:
	UPB	$	698		$	48		$	427		$	314		$	270
	Weighted average collateral defaults(2)	36		%	23		%	13		%	31		%	18		%
	Weighted average collateral severities(3)	58		%	45		%	47		%	43		%	36		%
	Weighted average voluntary prepayment rates(4)	7		%	8		%	12		%	8		%	9		%
	Average credit enhancements(5)	34		%	4		%	15		%	15		%	12		%
	2005:00:00
	UPB	$	3,367		$	2,183		$	620		$	561		$	2,547
	Weighted average collateral defaults(2)	45		%	32		%	20		%	39		%	25		%
	Weighted average collateral severities(3)	60		%	50		%	46		%	48		%	41		%
	Weighted average voluntary prepayment rates(4)	4		%	8		%	10		%	7		%	9		%
	Average credit enhancements(5)	46		%	2		%	—		%	19		%	—		%
	2006:00:00
	UPB	$	16,161		$	4,746		$	387		$	827		$	535
	Weighted average collateral defaults(2)	52		%	41		%	27		%	46		%	34		%
	Weighted average collateral severities(3)	61		%	51		%	47		%	53		%	42		%
	Weighted average voluntary prepayment rates(4)	3		%	6		%	8		%	6		%	9		%
	Average credit enhancements(5)	3		%	(5		)%	(1		)%	(9		)%	(8		)%
	2007:00:00
	UPB	$	17,732		$	3,220		$	131		$	1,065		$	220
	Weighted average collateral defaults(2)	52		%	41		%	44		%	45		%	40		%
	Weighted average collateral severities(3)	60		%	51		%	52		%	52		%	47		%
	Weighted average voluntary prepayment rates(4)	2		%	6		%	6		%	7		%	8		%
	Average credit enhancements(5)	2		%	4		%	(1		)%	(22		)%	—		%
	Total:
	UPB	$	37,958		$	10,197		$	1,565		$	2,767		$	3,572
	Weighted average collateral defaults(2)	51		%	39		%	22		%	42		%	27		%
	Weighted average collateral severities(3)	61		%	51		%	47		%	51		%	41		%
	Weighted average voluntary prepayment rates(4)	3		%	7		%	10		%	7		%	9		%
	Average credit enhancements(5)	7		%	(1		)%	4		%	(6		)%	—		%
	-1	Excludes non-agency mortgage-related securities backed by other loans, which primarily consist of securities backed by home equity lines of credit.
	-2	The expected cumulative default rate is expressed as a percentage of the current collateral UPB.
	-3	The expected average loss given default is calculated as the ratio of cumulative loss over cumulative default for each security.
	-4	The security’s voluntary prepayment rate represents the average of the monthly voluntary prepayment rate weighted by the security’s outstanding UPB.
	-5	Positive values reflect the amount of subordination and other financial support (excluding credit enhancement provided by bond insurance) that will incur losses in the securitization structure before any losses are allocated to securities that we own. Percentage generally calculated based on: (a) the total UPB of securities subordinate to the securities we own; divided by (b) the total UPB of all of the securities issued by the trust (excluding notional balances). Negative values are shown when unallocated collateral losses will be allocated to the securities that we own in excess of current remaining credit enhancement, if any. The unallocated collateral losses have been considered in our assessment of other-than-temporary impairment.
Table - Net Impairment of Available-For-Sale Securities Recognized in Earnings	'
	Table 7.4 — Net Impairment of Available-For-Sale Securities Recognized in Earnings
		Three Months Ended March 31,
		2014			2013
		(in millions)
	Available-for-sale securities:(1)
	CMBS	$	—		$	(10	)
	Subprime	(322		)	(33		)
	Option ARM	(16		)	—
	Alt-A and other	(26		)	—
	Total net impairment of available-for-sale securities recognized in earnings	$	(364	)	$	(43	)
	-1	Includes $328 million, and $0 million of other-than-temporary impairments recognized in earnings for the three months ended March 31, 2014 and 2013, respectively, as we had the intent to sell the related securities before recovery of their amortized cost basis.
Table - Other-Than-Temporary Impairments Related to Credit Losses on Available-For-Sale Securities	'
	Table 7.5 — Other-Than-Temporary Impairments Related to Credit Losses on Available-For-Sale Securities
		Three Months Ended March 31,
		2014			2013
		(in millions)
	Credit-related other-than-temporary impairments on available-for-sale securities recognized in earnings:
	Beginning balance — remaining credit losses on available-for-sale securities where other-than-temporary impairments were recognized in earnings	$	14,463		$	16,745
	Additions:
	Amounts related to credit losses for which an other-than-temporary impairment was not previously recognized	—			16
	Amounts related to credit losses for which an other-than-temporary impairment was previously recognized	36			27
	Reductions:
	Amounts related to securities which were sold, written off, or matured	(101		)	(416		)
	Amounts for which we intend to sell the security or it is more likely than not that we will be required to sell the security before recovery of its amortized cost basis	(1,516		)	—
	Amounts related to amortization resulting from significant increases in cash flows expected to be collected and/or due to the passage of time that are recognized over the remaining life of the security	(132		)	(40		)
	Ending balance — remaining credit losses on available-for-sale securities where other-than-temporary impairments were recognized in earnings(1)	$	12,750		$	16,332
	-1	Excludes other-than-temporary impairments on securities that we intend to sell or it is more likely than not that we will be required to sell before recovery of the unrealized losses.
Table - Gross Realized Gains and Gross Realized Losses on Sales of Available-For-Sale Securities	'
	Table 7.6 — Gross Realized Gains and Gross Realized Losses on Sales of Available-For-Sale Securities
		Three Months Ended March 31,
		2014			2013
		(in millions)
	Gross realized gains
	Mortgage-related securities:
	Freddie Mac	$	598		$	—
	Fannie Mae	11			16
	CMBS	29			83
	Alt-A and other	112			—
	Obligations of states and political subdivisions	—			2
	Subprime	25			—
	Total mortgage-related securities gross realized gains	775			101
	Gross realized gains	775			101
	Gross realized losses
	Mortgage related securities:(1)
	Alt-A and other	(1		)	—
	Subprime	(1		)	—
	Total mortgage-related securities gross realized losses	(2		)	—
	Gross realized losses	(2		)	—
	Net realized gains (losses)	$	773		$	101
	-1	The individual sales do not change our conclusion, at period end, that we do not intend to sell our remaining mortgage-related available-for-sale securities that are in an unrealized loss position and it is not more likely than not that we will be required to sell these securities before a sufficient time to recover all unrealized losses.
Table - Maturities of Available-For-Sale Securities	'
	Table 7.7 — Maturities of Available-For-Sale Securities(1)
		As of March 31, 2014
														After One Year Through						After Five Years
		Total			Total			One Year or Less						Five Years						Through Ten Years						After Ten Years
		Amortized			Fair			Amortized			Fair			Amortized			Fair			Amortized			Fair			Amortized		Fair
		Cost			Value			Cost			Value			Cost			Value			Cost			Value			Cost		Value
		(in millions)
	Available-for-sale securities:
	Freddie Mac	$	33,818		$	35,165		$	1		$	1		$	511		$	537		$	557		$	593		$	32,749	$	34,034
	Fannie Mae	9,498			10,139			1			1			99			103			144			158			9,254		9,877
	Ginnie Mae	142			160			—			—			6			7			18			21			118		132
	CMBS	27,451			28,616			—			—			586			630			—			—			26,865		27,986
	Subprime	28,027			26,540			—			—			—			—			—			—			28,027		26,540
	Option ARM	6,518			6,439			—			—			—			—			—			—			6,518		6,439
	Alt-A and other	7,159			7,606			1			1			68			69			7			7			7,083		7,529
	Obligations of states and political subdivisions	3,255			3,276			5			5			47			50			95			96			3,108		3,125
	Manufactured housing	612			676			—			—			—			—			—			—			612		676
	Total available-for-sale securities	$	116,480		$	118,617		$	8		$	8		$	1,317		$	1,396		$	821		$	875		$	114,334	$	116,338
	-1	Maturity information provided is based on contractual maturities, which may not represent the expected life as obligations underlying these securities may be prepaid at any time without penalty.
Table - Trading Securities	'
	Table 7.8 — Trading Securities
		31-Mar-14			31-Dec-13
		(in millions)
	Mortgage-related securities:
	Freddie Mac	$	14,340		$	9,349
	Fannie Mae	6,452			7,180
	Ginnie Mae	92			98
	Other	124			141
	Total mortgage-related securities	21,008			16,768
	Non-mortgage-related securities:
	Treasury bills	4,574			2,254
	Treasury notes	4,405			4,382
	Total non-mortgage-related securities	8,979			6,636
	Total fair value of trading securities	$	29,987		$	23,404

Debt_Securities_and_Subordinat1

Debt Securities and Subordinated Borrowings (Tables)	3 Months Ended
	Mar. 31, 2014
Debt Disclosure [Abstract]	'
Table - Other Debt	'
	Table 8.1 — Other Debt
		31-Mar-14											31-Dec-13
		Par Value				Balance,  Net(1)				Weighted			Par Value			Balance,  Net(1)		Weighted
										Average								Average
										Effective Rate(2)								Effective Rate(2)
		(dollars in millions)
	Other short-term debt:
	Reference Bills® securities and discount notes	$	114,681			$	114,637			0.13	%		$	137,767		$	137,712	0.13	%
	Medium-term notes	500				500				0.16			4,000			4,000		0.16
	Total other short-term debt	$	115,181			$	115,137			0.13			$	141,767		$	141,712	0.13
	Other long-term debt:
	Original maturities on or before December 31,
	2014	$	52,757			$	52,704			1.73	%		$	78,115		$	78,041	1.91	%
	2015	62,778				62,759				1.55			70,303			70,284		1.44
	2016	58,247				58,339				2.28			63,564			63,669		2.19
	2017	59,798				59,770				1.98			51,908			51,885		2.14
	2018	32,928				32,885				1.72			33,418			33,372		1.74
	Thereafter	76,645				72,254				2.89			72,270			67,804		2.93
	Total other long-term debt(3)	343,153				338,711				2.08			369,578			365,055		2.08
	Total other debt	$	458,334			$	453,848						$	511,345		$	506,767
	-1	Represents par value, net of associated discounts or premiums, and hedge-related basis adjustments with $3.2 billion and $2.7 billion, respectively, of other long-term debt that represents the fair value of debt securities with the fair value option elected at March 31, 2014 and December 31, 2013.
	-2	Represents the weighted average effective rate that remains constant over the life of the instrument, which includes the amortization of discounts or premiums, issuance costs, and hedge-related basis adjustments.
	-3	Balance, net for other long-term debt includes callable debt of $95.3 billion and $107.5 billion at March 31, 2014 and December 31, 2013, respectively.
Table - Debt Securities of Consolidated Trusts Held by Third Parties	'
	Table 8.2 — Debt Securities of Consolidated Trusts Held by Third Parties
		31-Mar-14													31-Dec-13
		Contractual		UPB				Balance,				Weighted			Contractual	UPB		Balance,		Weighted
		Maturity(1)						Net(2)				Average			Maturity(1)			Net(2)		Average
												Coupon(1)								Coupon(1)
		(dollars in millions)													(dollars in millions)
	Single-family:(3)
	30-year or more, fixed-rate	2014 - 2052		$	982,584			$	1,007,823			4.12	%		2014 - 2052	$	969,270	$	993,683	4.14	%
	20-year fixed-rate	2014 - 2034		75,615				77,966				3.79			2014 - 2034	75,910		78,252		3.81
	15-year fixed-rate	2014 - 2029		270,285				276,794				3.2			2014 - 2029	270,513		277,018		3.23
	Adjustable-rate	2014 - 2047		60,862				62,036				2.63			2014 - 2047	60,683		61,830		2.64
	Interest-only(4)	2026 - 2041		20,069				20,105				3.59			2026 - 2041	21,352		21,390		3.7
	FHA/VA	2014 - 2041		1,231				1,249				5.65			2014 - 2041	1,284		1,303		5.67
	Total single-family			1,410,646				1,445,973								1,399,012		1,433,476
	Multifamily(5)	2018 - 2019		443				504				4.96			2018 - 2019	444		508		4.96
	Total debt securities of consolidated trusts held by third parties(6)			$	1,411,089			$	1,446,477							$	1,399,456	$	1,433,984
	-1	Based on the contractual maturity and interest rate of debt securities of our consolidated trusts held by third parties.
	-2	Represents par value, net of associated discounts, premiums, and other basis adjustments.
	-3	Debt securities of consolidated trusts held by third parties are prepayable as the loans that collateralize the debt may prepay without penalty at any time.
	-4	Includes interest-only securities and interest-only mortgage loans that allow the borrowers to pay only interest for a fixed period of time before the loans begin to amortize.
	-5	Balance, Net includes interest-only securities recorded at fair value.
	-6	The effective rate for debt securities of consolidated trusts held by third parties was 3.41% and 3.39% as of March 31, 2014 and December 31, 2013, respectively.

Derivatives_Tables

Derivatives (Tables)	3 Months Ended
	Mar. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Table - Derivative Assets and Liabilities at Fair Value	'
	Table 9.1 — Derivative Assets and Liabilities at Fair Value
		31-Mar-14									31-Dec-13
		Notional or			Derivatives at Fair Value						Notional or		Derivatives at Fair Value
		Contractual									Contractual
		Amount			Assets			Liabilities			Amount		Assets			Liabilities
		(in millions)
	Total derivative portfolio
	Derivatives not designated as hedging instruments under the accounting guidance for derivatives and hedging
	Interest-rate swaps:
	Receive-fixed	$	249,536		$	4,615		$	(1,404	)	$	281,727	$	4,475		$	(2,438	)
	Pay-fixed	227,244			3,093			(11,265		)	242,597		5,540			(10,879		)
	Basis (floating to floating)	300			3			—			300		4			—
	Total interest-rate swaps	477,080			7,711			(12,669		)	524,624		10,019			(13,317		)
	Option-based:
	Call swaptions
	Purchased	39,790			2,910			—			59,290		2,373			—
	Written	3,500			—			(208		)	5,945		—			(201		)
	Put Swaptions
	Purchased	49,320			695			—			33,410		698			—
	Other option-based derivatives(1)	21,662			985			—			23,365		1,041			(3		)
	Total option-based	114,272			4,590			(208		)	122,010		4,112			(204		)
	Futures	70,234			—			—			50,270		—			—
	Foreign-currency swaps	—			—			—			528		39			—
	Commitments	23,563			41			(21		)	18,731		61			(69		)
	Credit derivatives	5,192			—			(9		)	5,386		—			(6		)
	Swap guarantee derivatives	3,412			—			(29		)	3,477		—			(31		)
	Total derivatives not designated as hedging instruments	693,753			12,342			(12,936		)	725,026		14,231			(13,627		)
	Derivative interest receivable (payable)				928			(1,599		)			1,243			(1,835		)
	Netting adjustments(2)				(12,115		)	14,424					(14,411		)	15,282
	Total derivative portfolio, net	$	693,753		$	1,155		$	(111	)	$	725,026	$	1,063		$	(180	)
	-1	Primarily includes purchased interest-rate caps and floors.
	-2	Represents counterparty netting and cash collateral netting. Net cash collateral posted was $2.3 billion and $871 million at March 31, 2014 and December 31, 2013, respectively.
Table - Gains and Losses on Derivatives	'
	Table 9.2 — Gains and Losses on Derivatives
	Derivatives not designated as hedging	Derivative Gains (Losses)(1)
	instruments under the accounting	Three Months Ended March 31,
	guidance for derivatives and hedging	2014			2013
		(in millions)
	Interest-rate swaps:
	Receive-fixed
	Foreign-currency denominated	$	(1	)	$	(7	)
	U.S. dollar denominated	1,395			(2,283		)
	Total receive-fixed swaps	1,394			(2,290		)
	Pay-fixed	(3,164		)	3,864
	Total interest-rate swaps	(1,770		)	1,574
	Option based:
	Call swaptions
	Purchased	528			(518		)
	Written	(100		)	109
	Put swaptions
	Purchased	(419		)	53
	Other option-based derivatives(2)	60			(81		)
	Total option-based	69			(437		)
	Futures	(30		)	38
	Foreign-currency swaps	(7		)	(5		)
	Commitments	66			109
	Credit derivatives	(3		)	—
	Swap guarantee derivatives	3			2
	Other(3)	(1		)	—
	Subtotal	(1,673		)	1,281
	Accrual of periodic settlements:(4)
	Receive-fixed interest-rate swaps	834			938
	Pay-fixed interest-rate swaps	(1,512		)	(1,845		)
	Other	—			1
	Total accrual of periodic settlements	(678		)	(906		)
	Total	$	(2,351	)	$	375
	-1	Gains (losses) are reported as derivative gains (losses) on our consolidated statements of comprehensive income.
	-2	Primarily includes purchased interest-rate caps and floors.
	-3	Includes fees and commissions paid on cleared and exchange-traded derivatives.
	-4	The accrual of periodic cash settlements is recorded in derivative gains (losses) on our consolidated statements of comprehensive income.

Collateral_and_Offsetting_of_A1

Collateral and Offsetting of Assets and Liabilities (Tables)	3 Months Ended
	Mar. 31, 2014
Offsetting [Abstract]	'
Table - Offsetting of Financial Assets and Liabilities	'
	Table 10.1 — Offsetting of Financial Assets and Liabilities
		31-Mar-14
		Gross			Amount Offset			Net Amount			Gross Amount			Net
		Amount			in the Consolidated			Presented in			Not Offset in			Amount
		Recognized(1)			Balance Sheets			the Consolidated			the Consolidated
								Balance Sheets(2)			Balance Sheets
		(in millions)
	Assets:
	Derivatives:
	Over-the-counter interest-rate swaps and option-based derivatives	$	12,762		$	(12,220	)	$	542		$	(372	)	$	170
	Cleared and exchange-traded derivatives	467			105			572			—			572
	Other(3)	41			—			41			—			41
	Total derivatives	13,270			(12,115		)	1,155			(372		)	783
	Securities purchased under agreements to resell	35,041			—			35,041			(35,041		)	—
	Total	$	48,311		$	(12,115	)	$	36,196		$	(35,413	)	$	783
	Liabilities:
	Derivatives:
	Over-the-counter interest-rate swaps and option-based derivatives	$	(13,696	)	$	13,644		$	(52	)	$	—		$	(52	)
	Cleared and exchange-traded derivatives	(780		)	780			—			—			—
	Other(3)	(59		)	—			(59		)	—			(59		)
	Total	$	(14,535	)	$	14,424		$	(111	)	$	—		$	(111	)
		December 31, 2013
		Gross			Amount Offset in			Net Amount			Gross Amount			Net
		Amount			the Consolidated			Presented in the			Not Offset in the			Amount
		Recognized(1)			Balance Sheets			Consolidated			Consolidated
								Balance Sheets(2)			Balance Sheets
		(in millions)
	Assets:
	Derivatives:
	Over-the-counter interest-rate and foreign-currency swaps, and option-based derivatives	$	13,886		$	(13,266	)	$	620		$	(432	)	$	188
	Cleared and exchange-traded derivatives	1,527			(1,145		)	382			—			382
	Other(3)	61			—			61			—			61
	Total derivatives	15,474			(14,411		)	1,063			(432		)	631
	Securities purchased under agreements to resell	62,383			—			62,383			(62,383		)	—
	Total	$	77,857		$	(14,411	)	$	63,446		$	(62,815	)	$	631
	Liabilities:
	Derivatives:
	Over-the-counter interest-rate and foreign-currency swaps, and option-based derivatives	$	(14,616	)	$	14,545		$	(71	)	$	—		$	(71	)
	Cleared and exchange-traded derivatives	(737		)	737			—			—			—
	Other(3)	(109		)	—			(109		)	—			(109		)
	Total	$	(15,462	)	$	15,282		$	(180	)	$	—		$	(180	)
	-1	For derivatives, includes interest receivable or payable and trade/settle receivable or payable.
	-2	For derivatives, includes cash collateral posted or held in excess of exposure.
	-3	Includes commitments, swap guarantee derivatives, certain written options and credit derivatives.
Table - Collateral in the Form of Securities Pledged	'
	Table 10.2 — Collateral in the Form of Securities Pledged
		31-Mar-14			31-Dec-13
		(in millions)
	Securities pledged with the ability for the secured party to repledge:
	Debt securities of consolidated trusts held by third parties(1)	$	10,713		$	10,654
	Available-for-sale securities	64			70
	Trading securities	80			365
	Total securities pledged	$	10,857		$	11,089
	-1	Represents PCs held by us in our Investments segment mortgage investments portfolio and pledged as collateral which are recorded as a reduction to debt securities of consolidated trusts held by third parties on our consolidated balance sheets.

Stockholders_Equity_Tables

Stockholders' Equity (Tables)	3 Months Ended
	Mar. 31, 2014
Stockholders' Equity Note [Abstract]	'
Table - Changes in AOCI by Component, Net of Tax	'
	Table 11.1 — Changes in AOCI by Component, Net of Tax
		Three Months Ended March 31, 2014
		AOCI Related				AOCI Related				AOCI Related			Total
		to Available-				to Cash Flow				to Defined
		For-Sale				Hedge				Benefit Plans
		Securities(1)				Relationships(2)
		(in millions)
	Beginning balance	$	962			$	(1,000	)		$	32		$	(6	)
	Other comprehensive income before reclassifications(3)	692				—				1			693
	Amounts reclassified from accumulated other comprehensive income	(265		)		52				(1		)	(214		)
	Changes in AOCI by component	427				52				—			479
	Ending balance	$	1,389			$	(948	)		$	32		$	473
		Three Months Ended March 31, 2013
		AOCI Related				AOCI Related				AOCI Related			Total
		to Available-				to Cash Flow				to Defined
		For-Sale				Hedge				Benefit Plans
		Securities(1)				Relationships(2)
		(in millions)
	Beginning balance	$	(1,444	)		$	(1,316	)		$	(178	)	$	(2,938	)
	Other comprehensive income before reclassifications(3)	2,317				—				18			2,335
	Amounts reclassified from accumulated other comprehensive income	(37		)		90				2			55
	Changes in AOCI by component	2,280				90				20			2,390
	Ending balance	$	836			$	(1,226	)		$	(158	)	$	(548	)
	-1	The amounts reclassified from AOCI represent the gain or loss recognized in earnings due to a sale of an available-for-sale security or the recognition of a net impairment recognized in earnings. See “NOTE 7: INVESTMENTS IN SECURITIES” for more information.
	-2	The amounts reclassified from AOCI represent the AOCI amount that was recognized in earnings as the originally hedged forecasted transactions affected earnings, unless it was deemed probable that the forecasted transaction would not occur. If it is probable that the forecasted transaction will not occur, then the deferred gain or loss associated with the hedge related to the forecasted transaction would be reclassified into earnings immediately. See “NOTE 9: DERIVATIVES” for more information about our derivatives.
	-3	For the three months ended March 31, 2014 and 2013, net of tax expense of $0.4 billion and $1.2 billion, respectively, for AOCI related to available-for-sale securities.
Table - Reclassifications from AOCI to Net Income	'
	Table 11.2 — Reclassifications from AOCI to Net Income
	Details about Accumulated Other		Three Months Ended March 31, 2014				Three Months Ended March 31, 2013				Affected Line Item in the Consolidated
	Comprehensive Income Components										Statements of Comprehensive Income
			(in millions)
	AOCI related to available-for-sale  securities
			$	773			$	101			Other gains (losses) on investment securities recognized in earnings
			(364		)		(43		)		Net impairment of available-for-sale securities recognized in earnings
			409				58				Total before tax
			(144		)		(21		)		Tax (expense) or benefit
			265				37				Net of tax
	AOCI related to cash flow hedge relationships
			(1		)		(1		)		Interest expense — Other debt
			(79		)		(131		)		Expense related to derivatives
			(80		)		(132		)		Total before tax
			28				42				Tax (expense) or benefit
			(52		)		(90		)		Net of tax
	AOCI related to defined benefit plans
			1				(2		)		Salaries and employee benefits
			—				—				Tax (expense) or benefit
			1				(2		)		Net of tax
	Total reclassifications in the period		$	214			$	(55	)		Net of tax

Segment_Reporting_Tables

Segment Reporting (Tables)	3 Months Ended
	Mar. 31, 2014
Segment Reporting [Abstract]	'
Table - Summary of Segment Earnings and Comprehensive Income (Loss)	'
	Table 13.1 — Summary of Segment Earnings and Comprehensive Income (Loss)
		Three Months Ended March 31,
		2014			2013
		(in millions)
	Segment Earnings (loss), net of taxes:
	Single-family Guarantee	$	313		$	1,186
	Investments	3,302			2,420
	Multifamily	418			1,003
	All Other	(13		)	(28		)
	Total Segment Earnings (loss), net of taxes	4,020			4,581
	Net income (loss)	$	4,020		$	4,581
	Comprehensive income (loss) of segments:
	Single-family Guarantee	$	313		$	1,197
	Investments	3,781			4,794
	Multifamily	418			1,008
	All Other	(13		)	(28		)
	Comprehensive income (loss) of segments	4,499			6,971
	Comprehensive income (loss)	$	4,499		$	6,971
Table - Segment Earnings and Reconciliation to GAAP Results	'
	Table 13.2 — Segment Earnings and Reconciliation to GAAP Results
		Three Months Ended March 31, 2014
														Total Segment			Reconciliation to Consolidated Statements of									Total per
														Earnings (Loss),			Comprehensive Income									Consolidated
														Net of Tax												Statements of
																										Comprehensive
		Single-family			Investments			Multifamily			All						Reclassifications(1)			Segment			Total			Income
		Guarantee									Other									Adjustments(2)			Reconciling
																							Items
		(in millions)
	Net interest income	$	33		$	836		$	215		$	—		$	1,084		$	2,275		$	151		$	2,426		$	3,510
	(Provision) benefit for credit losses	(322		)	—			19			—			(303		)	218			—			218			(85		)
	Non-interest income (loss):
	Management and guarantee income(3)	1,171			—			58			—			1,229			(1,069		)	(82		)	(1,151		)	78
	Net impairment of available-for-sale securities recognized in earnings	—			(215		)	—			—			(215		)	(149		)	—			(149		)	(364		)
	Derivative gains (losses)	(3		)	(1,488		)	85			—			(1,406		)	(945		)	—			(945		)	(2,351		)
	Gains (losses) on trading securities	—			(55		)	48			—			(7		)	—			—			—			(7		)
	Gains (losses) on mortgage loans	—			—			254			—			254			—			—			—			254
	Other non-interest income (loss)	203			5,637			(9		)	—			5,831			(330		)	—			(330		)	5,501
	Non-interest expense:
	Administrative expenses	(278		)	(124		)	(66		)	—			(468		)	—			—			—			(468		)
	REO operations expense	(59		)	—			—			—			(59		)	—			—			—			(59		)
	Temporary Payroll Tax Cut Continuation Act of 2011 expense	(178		)	—			—			—			(178		)	—			—			—			(178		)
	Other non-interest expense	(39		)	(4		)	(5		)	(18		)	(66		)	—			—			—			(66		)
	Segment adjustments(2)	(82		)	151			—			—			69			—			(69		)	(69		)	—
	Income tax (expense) benefit	(133		)	(1,436		)	(181		)	5			(1,745		)	—			—			—			(1,745		)
	Net income (loss)	313			3,302			418			(13		)	4,020			—			—			—			4,020
	Total other comprehensive income, net of taxes	—			479			—			—			479			—			—			—			479
	Comprehensive income (loss)	$	313		$	3,781		$	418		$	(13	)	$	4,499		$	—		$	—		$	—		$	4,499
		Three Months Ended March 31, 2013
														Total Segment			Reconciliation to Consolidated Statements of									Total per
														Earnings (Loss),			Comprehensive Income									Consolidated
														Net of Tax												Statements of
																										Comprehensive
		Single-family			Investments			Multifamily			All						Reclassifications(1)			Segment			Total			Income
		Guarantee									Other									Adjustments(2)			Reconciling
																							Items
		(in millions)
	Net interest income	$	94		$	1,030		$	303		$	—		$	1,427		$	2,549		$	289		$	2,838		$	4,265
	(Provision) benefit for credit losses	244			—			34			—			278			225			—			225			503
	Non-interest income (loss):
	Management and guarantee income(3)	1,243			—			46			—			1,289			(1,001		)	(228		)	(1,229		)	60
	Net impairment of available-for-sale securities recognized in earnings	—			8			(11		)	—			(3		)	(40		)	—			(40		)	(43		)
	Derivative gains (losses)	—			559			830			—			1,389			(1,014		)	—			(1,014		)	375
	Gains (losses) on trading securities	—			(378		)	1			—			(377		)	—			—			—			(377		)
	Gains (losses) on mortgage loans	—			—			9			—			9			—			—			—			9
	Other non-interest income	241			757			99			—			1,097			(719		)	—			(719		)	378
	Non-interest expense:
	Administrative expenses	(241		)	(112		)	(79		)	—			(432		)	—			—			—			(432		)
	REO operations income (expense)	(8		)	—			2			—			(6		)	—			—			—			(6		)
	Temporary Payroll Tax Cut Continuation Act of 2011 expense	(93		)	—			—			—			(93		)	—			—			—			(93		)
	Other non-interest expense	(61		)	—			(5		)	(27		)	(93		)	—			—			—			(93		)
	Segment adjustments(2)	(228		)	289			—			—			61			—			(61		)	(61		)	—
	Income tax (expense) benefit	(5		)	267			(226		)	(1		)	35			—			—			—			35
	Net income (loss)	1,186			2,420			1,003			(28		)	4,581			—			—			—			4,581
	Total other comprehensive income, net of taxes	11			2,374			5			—			2,390			—			—			—			2,390
	Comprehensive income (loss)	$	1,197		$	4,794		$	1,008		$	(28	)	$	6,971		$	—		$	—		$	—		$	6,971
	-1	See “NOTE 13: SEGMENT REPORTING — Segment Earnings — Investment Activity-Related Reclassifications” and “— Credit Guarantee Activity-Related Reclassifications” in our 2013 Annual Report for information regarding these reclassifications.
	-2	See “Segment Adjustments” for information regarding these adjustments.
	-3	Management and guarantee income total per consolidated statements of comprehensive income is included in other income on our GAAP consolidated statements of comprehensive income.
Table - Comprehensive Income (Loss) of Segments	'
	Table 13.3 — Comprehensive Income (Loss) of Segments
		Three Months Ended March 31, 2014
					Other Comprehensive Income (Loss), Net of Taxes
		Net Income			Changes in			Changes in			Changes in Defined			Total Other			Comprehensive Income
		(Loss)			Unrealized Gains			Unrealized Gains			Benefit Plans			Comprehensive			(Loss)
					(Losses) Related to			(Losses) Related to						Income (Loss),
					Available-For-Sale			Cash Flow Hedge						Net of Taxes
					Securities			Relationships
		(in millions)
	Total comprehensive income (loss) of segments:
	Single-family Guarantee	$	313		$	—		$	—		$	—		$	—		$	313
	Investments	3,302			427			52			—			479			3,781
	Multifamily	418			—			—			—			—			418
	All Other	(13		)	—			—			—			—			(13		)
	Total per consolidated statements of comprehensive income	$	4,020		$	427		$	52		$	—		$	479		$	4,499
		Three Months Ended March 31, 2013
					Other Comprehensive Income (Loss), Net of Taxes
		Net Income			Changes in			Changes in			Changes in Defined			Total Other			Comprehensive Income
		(Loss)			Unrealized Gains			Unrealized Gains			Benefit Plans			Comprehensive			(Loss)
					(Losses) Related to			(Losses) Related to						Income (Loss),
					Available-For-Sale			Cash Flow Hedge						Net of Taxes
					Securities			Relationships
		(in millions)
	Total comprehensive income (loss) of segments:
	Single-family Guarantee	$	1,186		$	—		$	—		$	11		$	11		$	1,197
	Investments	2,420			2,277			90			7			2,374			4,794
	Multifamily	1,003			3			—			2			5			1,008
	All Other	(28		)	—			—			—			—			(28		)
	Total per consolidated statements of comprehensive income	$	4,581		$	2,280		$	90		$	20		$	2,390		$	6,971

Financial_Guarantees_Tables

Financial Guarantees (Tables)	3 Months Ended
	Mar. 31, 2014
Guarantees [Abstract]	'
Table - Financial Guarantees	'
	Table 14.1 — Financial Guarantees
		March 31, 2014					31-Dec-13
		Maximum		Recognized		Maximum	Maximum		Recognized		Maximum
		Exposure(1)		Liability(2)		Remaining	Exposure(1)		Liability(2)		Remaining
						Term					Term
		(dollars in millions, terms in years)
	Non-consolidated Freddie Mac securities(3)	$	74,620	$	740	39	$	71,809	$	731	40
	Other guarantee commitments	29,060		778		35	29,160		791		36
	Derivative instruments(4)	1,249		32		31	9,856		239		32
	Servicing-related premium guarantees	279		—		5	281		—		5
	-1	Maximum exposure represents the contractual amounts that could be lost under the non-consolidated guarantees if counterparties or borrowers defaulted, without consideration of possible recoveries under credit enhancement arrangements, such as recourse provisions, third-party insurance contracts, or from collateral held or pledged. The maximum exposure disclosed above is not representative of the actual loss we are likely to incur, based on our historical loss experience and after consideration of proceeds from related collateral liquidation. The maximum exposure for our liquidity guarantees is not mutually exclusive of our default guarantees on the same securities; therefore, these amounts are included within the maximum exposure of non-consolidated Freddie Mac securities and other guarantee commitments.
	-2	For non-consolidated Freddie Mac securities and other guarantee commitments, this amount represents the guarantee obligation on our consolidated balance sheets. This amount excludes our reserve for guarantee losses, which totaled $125 million and $111 million as of March 31, 2014 and December 31, 2013, respectively, and is included within other liabilities on our consolidated balance sheets.
	-3	In addition to our guarantee of principal and interest, we also provide liquidity guarantees for certain multifamily housing revenue bonds included in this category. However, no advances under these liquidity guarantees were outstanding at March 31, 2014 or December 31, 2013.
	-4	See “NOTE 9: DERIVATIVES” for information about these derivative guarantees.

Concentration_of_Credit_and_Ot1

Concentration of Credit and Other Risks (Tables)	3 Months Ended
	Mar. 31, 2014
Risks and Uncertainties [Abstract]	'
Table - Concentration of Credit Risk	'
	Table 15.1 — Concentration of Credit Risk — Single-Family Credit Guarantee Portfolio
		31-Mar-14					31-Dec-13						Percent of Credit Losses(1)
													Three Months Ended
		Percentage  of		Serious			Percentage  of			Serious			31-Mar-14		31-Mar-13
		Portfolio(2)		Delinquency			Portfolio(2)			Delinquency
				Rate						Rate
	Year of Origination
	2014	1	%	—	%		N/A			N/A			—	%	N/A
	2013	17		0.01			16	%		0.01	%		—		—	%
	2012	16		0.05			16			0.04			<1		—
	2011	7		0.2			8			0.18			<1		<1
	2010	7		0.4			7			0.39			1		<1
	2009	7		0.87			7			0.88			2		1
	Subtotal - New single-family book	55		0.24			54			0.24			3		1
	HARP and other relief refinance loans(3)	21		0.65			21			0.64			8		4
	2005 to 2008 Legacy single-family book	15		8.25			16			8.77			77		85
	Pre-2005 Legacy single-family book	9		3.16			9			3.24			12		10
	Total	100	%	2.2	%		100	%		2.39	%		100	%	100	%
	Region(4)
	West	28	%	1.55	%		28	%		1.73	%		8	%	34	%
	Northeast	26		3.1			26			3.23			27		10
	North Central	18		1.67			18			1.81			23		22
	Southeast	16		3.07			16			3.42			37		30
	Southwest	12		1.25			12			1.36			5		4
	Total	100	%	2.2	%		100	%		2.39	%		100	%	100	%
	State
	Arizona, California, Florida, and Nevada(5)	26	%	2.63	%		26	%		3.01	%		32	%	52	%
	Illinois, Michigan, and Ohio(6)	10		1.95			11			2.11			17		17
	New York and New Jersey(7)	9		4.98			9			5.11			11		2
	All other	55		1.72			54			1.85			40		29
	Total	100	%	2.2	%		100	%		2.39	%		100	%	100	%
	-1	Credit losses consist of the aggregate amount of charge-offs, net of recoveries, and REO operations expense in each of the respective periods and exclude foregone interest on TDRs and non-accrual loans and other market-based losses recognized on our consolidated statements of comprehensive income.
	-2	Based on the UPB of our single-family credit guarantee portfolio, which includes unsecuritized single-family mortgage loans held by us on our consolidated balance sheets and those underlying Freddie Mac mortgage-related securities, or covered by our other guarantee commitments.
	-3	HARP and other relief refinance loans are presented separately rather than in the year that the refinancing occurred (from 2009 to 2014). All other refinance loans are presented in the year that the refinancing occurred. Prior period information has been revised to conform with the current period presentation.
	-4	Region designation: West (AK, AZ, CA, GU, HI, ID, MT, NV, OR, UT, WA); Northeast (CT, DE, DC, MA, ME, MD, NH, NJ, NY, PA, RI, VT, VA, WV); North Central (IL, IN, IA, MI, MN, ND, OH, SD, WI); Southeast (AL, FL, GA, KY, MS, NC, PR, SC, TN, VI); Southwest (AR, CO, KS, LA, MO, NE, NM, OK, TX, WY).
	-5	Represents the four states that had the largest cumulative declines in home prices during the housing crisis that began in 2006, as measured using Freddie Mac’s home price index.
	-6	Represents selected states in the North Central region that have experienced adverse economic conditions since 2006.
	-7	Represents two states with a judicial foreclosure process in which there are a significant number of seriously delinquent loans within our single-family credit guarantee portfolio.
	Table 15.3 — Concentration of Credit Risk — Multifamily Mortgage Portfolio
		31-Mar-14						31-Dec-13
		UPB			Delinquency			UPB				Delinquency
					Rate(1)							Rate(1)
		(dollars in billions)
	State(2)
	California	$	22.3		—	%		$	22.4			0.03	%
	Texas	16.9			—			16.7				0.02
	New York	11.5			0.08			11.4				0.12
	Florida	9.2			—			9.3				0.28
	Virginia	6.9			0.38			7				0.37
	Maryland	6.5			—			6.7				—
	All other states	59.3			0.04			59.3				0.08
	Total	$	132.6		0.04	%		$	132.8			0.09	%
	Region(3)
	Northeast	$	37.3		0.1	%		$	37.5			0.1	%
	West	33.7			—			33.8				0.07
	Southwest	26.4			0.03			26.2				0.05
	Southeast	23.9			0.01			24.1				0.16
	North Central	11.3			0.07			11.2				0.07
	Total	$	132.6		0.04	%		$	132.8			0.09	%
	Other Categories(4)
	Original LTV ratio greater than 80%	$	5.6		0.19	%		$	5.6			0.19	%
	Original DSCR below 1.10	2.2			—			2.2				—
	-1	Based on the UPB of multifamily mortgages two monthly payments or more delinquent or in foreclosure.
-2	Represents the six states with the highest UPB at March 31, 2014.
-3	See endnote (4) to “Table 15.1 — Concentration of Credit Risk — Single-Family Credit Guarantee Portfolio” for a description of these regions.
-4	These categories are not mutually exclusive and a loan in one category may also be included within another category.
Certain Higher Risk Categories In The Single Family Credit Guarantee Portfolio [Table Text Block]	'
	Table 15.2 — Certain Higher-Risk Categories in the Single-Family Credit Guarantee Portfolio(1)
		Percentage of Portfolio(1)					Serious Delinquency Rate
		31-Mar-14		31-Dec-13			31-Mar-14			31-Dec-13
	Interest-only	2	%	2	%		11.55	%		12.51	%
	Option ARM(2)	<1		<1			11.67			12.3
	Alt-A	3		3			9.66			10.06
	Original LTV ratio greater than 90%(3)	16		16			2.93			3.22
	Lower FICO scores at origination (less than 620)	3		3			9.29			9.99
	-1	Based on UPB.
	-2	For reporting purposes, loans within the option ARM category continue to be reported in that category following modification, even though the modified loan no longer provides for optional payment provisions.
	-3	Includes HARP loans, which we are required to purchase as part of our participation in the MHA Program.

Fair_Value_Disclosures_Tables

Fair Value Disclosures (Tables)	3 Months Ended
	Mar. 31, 2014
Fair Value Disclosures [Abstract]	'
Table - Assets and Liabilities Measured at Fair Value on a Recurring Basis	'
	Table 16.1 — Assets and Liabilities Measured at Fair Value on a Recurring Basis
		Fair Value at March 31, 2014
		Quoted Prices in				Significant Other				Significant			Netting				Total
		Active Markets for				Observable Inputs				Unobservable			Adjustment(1)
		Identical Assets				(Level 2)				Inputs
		(Level 1)								(Level 3)
		(in millions)
	Assets:
	Investments in securities:
	Available-for-sale, at fair value:
	Mortgage-related securities:
	Freddie Mac	$	—			$	32,722			$	2,443		$	—			$	35,165
	Fannie Mae	—				10,005				134			—				10,139
	Ginnie Mae	—				149				11			—				160
	CMBS	—				25,159				3,457			—				28,616
	Subprime	—				—				26,540			—				26,540
	Option ARM	—				—				6,439			—				6,439
	Alt-A and other	—				—				7,606			—				7,606
	Obligations of states and political subdivisions	—				—				3,276			—				3,276
	Manufactured housing	—				—				676			—				676
	Total available-for-sale securities, at fair value	—				68,035				50,582			—				118,617
	Trading, at fair value:
	Mortgage-related securities:
	Freddie Mac	—				13,827				513			—				14,340
	Fannie Mae	—				6,094				358			—				6,452
	Ginnie Mae	—				21				71			—				92
	Other	—				117				7			—				124
	Total mortgage-related securities	—				20,059				949			—				21,008
	Non-mortgage-related securities:
	Treasury bills	4,574				—				—			—				4,574
	Treasury notes	4,405				—				—			—				4,405
	Total non-mortgage-related securities	8,979				—				—			—				8,979
	Total trading securities, at fair value	8,979				20,059				949			—				29,987
	Total investments in securities	8,979				88,094				51,531			—				148,604
	Mortgage loans:
	Held-for-sale, at fair value	—				7,313				—			—				7,313
	Derivative assets, net:
	Interest-rate swaps	—				7,711				—			—				7,711
	Option-based derivatives	—				4,590				—			—				4,590
	Other	—				38				3			—				41
	Subtotal, before netting adjustments	—				12,339				3			—				12,342
	Netting adjustments(1)	—				—				—			(11,187		)		(11,187		)
	Total derivative assets, net	—				12,339				3			(11,187		)		1,155
	Other assets:
	Guarantee asset, at fair value	—				—				1,558			—				1,558
	All other, at fair value	—				—				12			—				12
	Total other assets	—				—				1,570			—				1,570
	Total assets carried at fair value on a recurring basis	$	8,979			$	107,746			$	53,104		$	(11,187	)		$	158,642
	Liabilities:
	Debt securities of consolidated trusts held by third parties, at fair value	$	—			$	56			$	—		$	—			$	56
	Other debt, at fair value	—				2,206				1,000			—				3,206
	Derivative liabilities, net:
	Interest-rate swaps	—				12,668				1			—				12,669
	Option-based derivatives	—				208				—			—				208
	Other	—				21				38			—				59
	Subtotal, before netting adjustments	—				12,897				39			—				12,936
	Netting adjustments(1)	—				—				—			(12,825		)		(12,825		)
	Total derivative liabilities, net	—				12,897				39			(12,825		)		111
	Total liabilities carried at fair value on a recurring basis	$	—			$	15,159			$	1,039		$	(12,825	)		$	3,373
		Fair Value at December 31, 2013
		Quoted Prices in				Significant Other				Significant			Netting				Total
		Active Markets for				Observable Inputs				Unobservable			Adjustment(1)
		Identical Assets				(Level 2)				Inputs
(Level 1)						(Level 3)
	(in millions)
Assets:
Investments in securities:
Available-for-sale, at fair value:
Mortgage-related securities:
Freddie Mac	$	—			$	38,720			$	1,939		$	—			$	40,659
Fannie Mae	—				10,666				131			—				10,797
Ginnie Mae	—				155				12			—				167
CMBS	—				27,229				3,109			—				30,338
Subprime	—				—				27,499			—				27,499
Option ARM	—				—				6,574			—				6,574
Alt-A and other	—				—				8,706			—				8,706
Obligations of states and political subdivisions	—				—				3,495			—				3,495
Manufactured housing	—				—				684			—				684
Total available-for-sale securities, at fair value	—				76,770				52,149			—				128,919
Trading, at fair value:
Mortgage-related securities:
Freddie Mac	—				9,006				343			—				9,349
Fannie Mae	—				6,959				221			—				7,180
Ginnie Mae	—				24				74			—				98
Other	—				133				8			—				141
Total mortgage-related securities	—				16,122				646			—				16,768
Non-mortgage-related securities:
Treasury bills	2,254				—				—			—				2,254
Treasury notes	4,382				—				—			—				4,382
Total non-mortgage-related securities	6,636				—				—			—				6,636
Total trading securities, at fair value	6,636				16,122				646			—				23,404
Total investments in securities	6,636				92,892				52,795			—				152,323
Mortgage loans:
Held-for-sale, at fair value	—				8,727				—			—				8,727
Derivative assets, net:
Interest-rate swaps	—				10,009				10			—				10,019
Option-based derivatives	—				4,112				—			—				4,112
Other	—				99				1			—				100
Subtotal, before netting adjustments	—				14,220				11			—				14,231
Netting adjustments(1)	—				—				—			(13,168		)		(13,168		)
Total derivative assets, net	—				14,220				11			(13,168		)		1,063
Other assets:
Guarantee asset, at fair value	—				—				1,611			—				1,611
All other, at fair value	—				—				9			—				9
Total other assets	—				—				1,620			—				1,620
Total assets carried at fair value on a recurring basis	$	6,636			$	115,839			$	54,426		$	(13,168	)		$	163,733
Liabilities:
Debt securities of consolidated trusts held by third parties, at fair value	$	—			$	59			$	—		$	—			$	59
Other debt, at fair value	—				1,155				1,528			—				2,683
Derivative liabilities, net:
Interest-rate swaps	—				13,022				295			—				13,317
Option-based derivatives	—				201				3			—				204
Other	—				68				38			—				106
Subtotal, before netting adjustments	—				13,291				336			—				13,627
Netting adjustments(1)	—				—				—			(13,447		)		(13,447		)
Total derivative liabilities, net	—				13,291				336			(13,447		)		180
Total liabilities carried at fair value on a recurring basis	$	—			$	14,505			$	1,864		$	(13,447	)		$	2,922
-1	Represents counterparty netting, cash collateral netting and net derivative interest receivable or payable. The net cash collateral posted was $2.3 billion and $871 million, respectively, at March 31, 2014 and December 31, 2013. The net interest receivable (payable) of derivative assets and derivative liabilities was $(0.7) billion and $(0.6) billion at March 31, 2014 and December 31, 2013, respectively, which was mainly related to interest rate swaps.
Table - Fair Value Measurements of Assets and Liabilities Using Significant Unobservable Inputs	'
	Table 16.2 — Fair Value Measurements of Assets and Liabilities Using Significant Unobservable Inputs
		Three Months Ended March 31, 2014
						Realized and unrealized gains (losses)
		Balance,				Included in				Included in			Total				Purchases			Issues		Sales			Settlements,			Transfers		Transfers			Balance,		Unrealized
		January 1,				earnings(1)(2)(3)(4)				other															net			into		out of			March 31,		gains (losses)
		2014								comprehensive																		Level 3(5)		Level 3(5)			2014		still held(6)
										income(1)
		(in millions)
	Assets
	Investments in securities:
	Available-for-sale, at fair value:
	Mortgage-related securities:
	Freddie Mac	$	1,939			$	—			$	(1	)	$	(1	)		$	1,207		$	—	$	(607	)	$	(11	)	$	3	$	(87	)	$	2,443	$	—
	Fannie Mae	131				—				—			—				—			—		—			(5		)	8		—			134		—
	Ginnie Mae	12				—				—			—				—			—		—			(1		)	—		—			11		—
	CMBS	3,109				—				119			119				—			—		—			(13		)	242		—			3,457		—
	Subprime	27,499				(299		)		911			612				—			—		(816		)	(755		)	—		—			26,540		(322		)
	Option ARM	6,574				(16		)		(36		)	(52		)		—			—		—			(83		)	—		—			6,439		(16		)
	Alt-A and other	8,706				85				63			148				—			—		(1,107		)	(141		)	—		—			7,606		(26		)
	Obligations of states and political subdivisions	3,495				—				59			59				1			—		(1		)	(278		)	—		—			3,276		—
	Manufactured housing	684				—				10			10				—			—		—			(18		)	—		—			676		—
	Total available-for-sale mortgage-related securities	52,149				(230		)		1,125			895				1,208			—		(2,531		)	(1,305		)	253		(87		)	50,582		(364		)
	Trading, at fair value:
	Mortgage-related securities:
	Freddie Mac	343				(7		)		—			(7		)		250			—		(3		)	(3		)	—		(67		)	513		(8		)
	Fannie Mae	221				(8		)		—			(8		)		178			—		—			(2		)	—		(31		)	358		(8		)
	Ginnie Mae	74				—				—			—				—			—		—			(3		)	—		—			71		—
	Other	8				—				—			—				—			—		—			(1		)	—		—			7		—
	Total trading mortgage-related securities	646				(15		)		—			(15		)		428			—		(3		)	(9		)	—		(98		)	949		(16		)
	Other assets:
	Guarantee asset(7)	1,611				(88		)		—			(88		)		—			67		—			(32		)	—		—			1,558		(88		)
	All other, at fair value	9				3				—			3				—			—		—			—			—		—			12		2
	Total other assets	1,620				(85		)		—			(85		)		—			67		—			(32		)	—		—			1,570		(86		)
						Realized and unrealized (gains) losses
		Balance,				Included in				Included in			Total				Purchases			Issues		Sales			Settlements,			Transfers		Transfers			Balance,		Unrealized
		January 1,				earnings(1)(2)(3)(4)				other															net			into		out of			March 31,		(gains)
		2014								comprehensive																		Level 3(5)		Level 3(5)			2014		losses
										income(1)																									still held(6)
		(in millions)
	Liabilities
	Other debt, at fair value	$	1,528			$	(7	)		$	—		$	(7	)		$	—		$	—	$	—		$	(521	)	$	—	$	—		$	1,000	$	—
	Net derivatives(8)	325				(22		)		—			(22		)		—			—		—			14			—		(281		)	36		(7		)
		Three Months Ended March 31, 2013
						Realized and unrealized gains (losses)
		Balance,				Included in				Included in			Total				Purchases			Issues		Sales			Settlements,			Transfers		Transfers			Balance,		Unrealized
		January 1,				earnings(1)(2)(3)(4)				other															net			into		out of			March 31,		gains (losses)
		2013								comprehensive																		Level 3		Level 3			2013		still held(6)
										income(1)
		(in millions)
	Assets
	Investments in securities:
	Available-for-sale, at fair value:
	Mortgage-related securities:
	Freddie Mac	$	1,802			$	—			$	(2	)	$	(2	)		$	—		$	—	$	—		$	(16	)	$	—	$	—		$	1,784	$	—
	Fannie Mae	163				—				—			—				—			—		—			(10		)	—		—			153		—
	Ginnie Mae	16				—				—			—				—			—		—			(1		)	1		—			16		—
	CMBS	3,429				—				(66		)	(66		)		—			—		—			(14		)	49		—			3,398		—
	Subprime	26,457				(33		)		3,148			3,115				—			—		—			(1,054		)	—		—			28,518		(33		)
	Option ARM	5,717				—				622			622				—			—		—			(195		)	—		—			6,144		—
	Alt-A and other	10,904				—				432			432				—			—		—			(376		)	—		—			10,960		—
	Obligations of states and political subdivisions	5,798				1				(28		)	(27		)		(10		)	—		(49		)	(407		)	—		—			5,305		—
	Manufactured housing	709				—				12			12				—			—		—			(21		)	—		—			700		—
	Total available-for-sale mortgage-related securities	54,995				(32		)		4,118			4,086				(10		)	—		(49		)	(2,094		)	50		—			56,978		(33		)
Trading, at fair value:
Mortgage-related securities:
Freddie Mac	1,165				(86		)		—			(86		)		46			—		(24		)	(60		)	—		(64		)	977		(86		)
Fannie Mae	312				(15		)		—			(15		)		—			—		—			(9		)	—		—			288		(15		)
Ginnie Mae	92				—				—			—				3			—		—			(7		)	—		—			88		—
Other	21				—				—			—				—			—		—			(2		)	—		—			19		—
Total trading mortgage-related securities	1,590				(101		)		—			(101		)		49			—		(24		)	(78		)	—		(64		)	1,372		(101		)
Mortgage loans:
Held-for-sale, at fair value	14,238				9				—			9				5,709			—		(5,749		)	(67		)	—		—			14,140		1
Other assets:
Guarantee asset(7)	1,029				6				—			6				—			148		—			(24		)	—		—			1,159		6
All other, at fair value	114				24				—			24				—			—		—			—			—		—			138		24
Total other assets	1,143				30				—			30				—			148		—			(24		)	—		—			1,297		30
					Realized and unrealized (gains) losses
	Balance,				Included in				Included in			Total				Purchases			Issues		Sales			Settlements,			Transfers		Transfers			Balance,		Unrealized
	January 1,				earnings(1)(2)(3)(4)				other															net			into		out of			March 31,		(gains) losses
	2013								comprehensive																		Level 3		Level 3			2013		still held(6)
									income(1)
	(in millions)
Liabilities
Other debt, at fair value	$	2,187			$	(9	)		$	—		$	(9	)		$	—		$	—	$	—		$	(670	)	$	—	$	—		$	1,508	$	(16	)
Net derivatives(8)	47				59				—			59				—			—		—			(29		)	—		—			77		35
-1	Changes in fair value for available-for-sale investment securities are recorded in AOCI, while gains and losses from sales are recorded in other gains (losses) on investment securities recognized in earnings on our consolidated statements of comprehensive income. For mortgage-related securities classified as trading, the realized and unrealized gains (losses) are recorded in other gains (losses) on investment securities recognized in earnings on our consolidated statements of comprehensive income.
-2	Changes in fair value of derivatives not designated as accounting hedges are recorded in derivative gains (losses) on our consolidated statements of comprehensive income.
-3	Changes in fair value of the guarantee asset are recorded in other income on our consolidated statements of comprehensive income.
-4	For held-for-sale mortgage loans with the fair value option elected, gains (losses) on fair value changes and from sales of mortgage loans are recorded in other income on our consolidated statements of comprehensive income.
-5	Transfers out of Level 3 during the three months ended March 31, 2014 consist primarily of certain mortgage-related securities and certain derivatives due to an increased volume and level of activity in the market and availability of price quotes from dealers and third-party pricing services. Transfers into Level 3 during the three months ended March 31, 2014 consist primarily of certain mortgage-related securities due to a lack of relevant price quotes from dealers and third-party pricing services.
-6	Represents the amount of total gains or losses for the period, included in earnings, attributable to the change in unrealized gains and losses related to assets and liabilities classified as Level 3 that were still held at March 31, 2014 and 2013, respectively. Included in these amounts are credit-related other-than-temporary impairments recorded on available-for-sale securities.
-7	We estimate that all amounts recorded for unrealized gains and losses on our guarantee asset relate to those guarantee asset amounts still recorded on our balance sheet. The amounts reflected as included in earnings represent the periodic fair value changes of our guarantee asset.
-8	Net derivatives include derivative assets and derivative liabilities prior to counterparty netting, cash collateral netting, net trade/settle receivable or payable and net derivative interest receivable or payable.
Table - Assets Measured at Fair Value on a Non-Recurring Basis	'
	Table 16.3 — Assets Measured at Fair Value on a Non-Recurring Basis
		Fair Value at March 31, 2014															Fair Value at December 31, 2013
		Quoted Prices				Significant Other				Significant			Total				Quoted Prices			Significant Other		Significant			Total
		in Active Markets				Observable				Unobservable							in Active Markets			Observable		Unobservable
		for Identical				Inputs				Inputs							for Identical			Inputs (Level 2)		Inputs
		Assets (Level 1)				(Level 2)				(Level 3)							Assets (Level 1)					(Level 3)
		(in millions)
	Assets measured at fair value on a non-recurring basis:
	Mortgage loans:(1)
	Held-for-investment	$	—			$	—			$	481		$	481			$	—		$	—	$	515		$	515
	REO, net(2)	—				—				1,437			1,437				—			—		1,837			1,837
	Total assets measured at fair value on a non-recurring basis	$	—			$	—			$	1,918		$	1,918			$	—		$	—	$	2,352		$	2,352
				Total Gains (Losses)(3)
				Three Months Ended March 31,
				2014				2013
				(in millions)
	Assets measured at fair value on a non-recurring basis:
	Mortgage loans:(1)
	Held-for-investment			$	3			$	(1	)
	REO, net(2)			(25		)		(28		)
	Total gains (losses)			$	(22	)		$	(29	)
	-1	These loans consist of impaired multifamily mortgage loans that are classified as held-for-investment and have a related valuation allowance.
	-2	Represents the fair value and related losses of foreclosed properties that were measured at fair value subsequent to their initial classification as REO, net. The carrying amount of REO, net was written down to fair value of $1.4 billion, less estimated costs to sell of $93 million (or approximately $1.3 billion) at March 31, 2014. The carrying amount of REO, net was written down to fair value of $1.8 billion, less estimated costs to sell of $118 million (or approximately $1.7 billion) at December 31, 2013.
	-3	Represents the total net gains (losses) recorded on items measured at fair value on a non-recurring basis as of March 31, 2014 and 2013, respectively.
Table - Quantitative Information about Recurring Level 3 Fair Value Measurements	'
	Table 16.4 — Quantitative Information about Recurring Level 3 Fair Value Measurements
		31-Mar-14
		Total				Level  3				Predominant		Unobservable Inputs(1)
		Fair				Fair				Valuation
		Value				Value				Technique(s)		Type	Range		Weighted
															Average
		(dollars in millions)
	Recurring fair value measurements
	Assets
	Investments in securities
	Available-for-sale, at fair value
	Mortgage-related securities
	Freddie Mac					$	1,460			Risk metric		Effective duration(2)	1.45 - 1.47 years		1.46 years
						678				Discounted cash flows		OAS	21 - 126 bps		30 bps
						305				Other
	Total Freddie Mac	$	35,165			2,443
	Fannie Mae					80				Single external source		External pricing source	$110.2 - $110.2		$	110.2
						32				Median of external sources		External pricing sources	$103.8 - $105.4		$	104.6
						22				Other
	Total Fannie Mae	10,139				134
	Ginnie Mae					6				Median of external sources
						5				Discounted cash flows
	Total Ginnie Mae	160				11
	CMBS					2,528				Risk Metrics		Effective duration(2)	6.08 - 9.28 years		8.53 years
						929				Discounted cash flows		OAS	202 - 715 bps		457 bps
	Total CMBS	28,616				3,457
	Subprime, option ARM, and Alt-A:
	Subprime					24,237				Median of external sources		External pricing sources	$64.7 - $73.4		$	68.9
						2,303				Other
	Total subprime	26,540				26,540
	Option ARM					5,573				Median of external sources		External pricing sources	$60.8 - $67.1		$	63.9
						866				Other
	Total option ARM	6,439				6,439
	Alt-A and other					3,312				Median of external sources		External pricing sources	$72.7 - $77.7		$	75.1
						3,264				Single external source		External pricing source	$83.3 - $83.3		$	83.3
						1,030				Other
	Total Alt-A and other	7,606				7,606
	Obligations of states and political subdivisions					2,957				Median of external sources		External pricing sources	$100.5 - $101.1		$	100.8
						319				Other
	Total obligations of states and political subdivisions	3,276				3,276
	Manufactured housing					591				Median of external sources		External pricing sources	$87.0 - $92.6		$	89.8
						85				Other
	Total manufactured housing	676				676
	Total available-for-sale mortgage-related securities	118,617				50,582
	Trading, at fair value
	Mortgage-related securities
	Freddie Mac					396				Discounted cash flows		OAS	(33) - 9,441 bps		272 bps
						117				Other
	Total Freddie Mac	14,340				513
	Fannie Mae					181				Discounted cash flows		OAS	(33) - 1,964 bps		426 bps
						177				Other
	Total Fannie Mae	6,452				358
	Ginnie Mae					71				Median of external sources
	Total Ginnie Mae	92				71
	Other					5				Single external source
						2				Discounted cash flows
	Total other	124				7
	Total trading mortgage-related securities	21,008				949
	Total investments in securities	$	139,625			$	51,531
	Other assets:
	Guarantee asset, at fair value					1,117				Discounted cash flows		OAS	17 - 202 bps		54 bps
						441				Median of external sources		External pricing sources	$12.1 - $25.6		$	19.4
	Total guarantee asset, at fair value	1,558				1,558
All other, at fair value					12				Other
Total all other, at fair value	12				12
Total other assets	1,570				1,570
Liabilities
Other debt, at fair value					1,000				Single external source		External pricing source	$100.0 - $100.0		$	100
Total other debt recorded at fair value	3,206				1,000
Net derivatives					36				Other
Total net derivatives	(1,044		)		36
	31-Dec-13
	Total				Level  3				Predominant		Unobservable Inputs(1)
	Fair				Fair				Valuation
	Value				Value				Technique(s)		Type	Range		Weighted
														Average
	(dollars in millions)
Recurring fair value measurements
Assets
Investments in securities
Available-for-sale, at fair value
Mortgage-related securities
Freddie Mac					$	1,547			Risk metric		Effective duration(2)	2.25 -5.17 years		2.44 years
					133				Single external source		External pricing source	$99.3 - $99.3		$	99.3
					259				Other
Total Freddie Mac	$	40,659			1,939
Fannie Mae					91				Single external source		External pricing source	$110.5 - $110.5		$	110.5
					26				Median of external sources		External pricing sources	$104.1 - $105.3		$	104.7
					14				Other
Total Fannie Mae	10,797				131
Ginnie Mae					6				Median of external sources
					6				Discounted cash flows
Total Ginnie Mae	167				12
CMBS					2,942				Single external source		External pricing source	$90.9 - $90.9		$	90.9
					167				Other
Total CMBS	30,338				3,109
Subprime, option ARM, and Alt-A:
Subprime					25,367				Median of external sources		External pricing sources	$64.5 - $73.8		$	68.7
					2,132				Other
Total subprime	27,499				27,499
Option ARM					4,995				Median of external sources		External pricing sources	$60.8 - $67.0		$	64.4
					705				Discounted cash flows		OAS	461 - 944 bps		729 bps
					874				Other
Total option ARM	6,574				6,574
Alt-A and other					4,028				Single external source		External pricing source	$83.4 - $83.4		$	83.4
					3,503				Median of external sources		External pricing sources	$72.5 - $79.1		$	75.7
					1,175				Other
Total Alt-A and other	8,706				8,706
Obligations of states and political subdivisions					3,067				Median of external sources		External pricing sources	$98.7 - $99.7		$	99.2
					428				Other
Total obligations of states and political subdivisions	3,495				3,495
Manufactured housing					577				Median of external sources		External pricing sources	$86.7 - $92.8		$	89.7
					107				Other
Total manufactured housing	684				684
Total available-for-sale mortgage-related securities	128,919				52,149
Trading, at fair value
Mortgage-related securities
Freddie Mac					297				Discounted cash flows		OAS	(5) - 9,441 bps		364 bps
					46				Other
Total Freddie Mac	9,349				343
Fannie Mae					191				Discounted cash flows		OAS	(2,257) - 2,295 bps		199 bps
					30				Other
Total Fannie Mae	7,180				221
Ginnie Mae					74				Median of external sources
Total Ginnie Mae	98				74
Other					7				Single external source
					1				Other
Total other	141				8
Total trading mortgage-related securities	16,768				646
Total investments in securities	$	145,687			$	52,795
Other assets:
Guarantee asset, at fair value					1,163				Discounted cash flows		OAS	16 - 202 bps		53 bps
					448				Median of external sources		External pricing sources	$11.6 - $25.4		$	19.2
Total guarantee asset, at fair value	1,611				1,611
All other, at fair value					9				Other
Total all other, at fair value	9				9
Total other assets	1,620				1,620
Liabilities
Other debt, at fair value					1,000				Single external source		External pricing source	$100.0 - $100.0		$	100
					528				Median of external sources		External pricing sources	$100.0 - $100.1		$	100
Total other debt recorded at fair value	2,683				1,528
Net derivatives					283				Single external source		External pricing source	$0.8 - $0.8		$	0.8
					37				Discounted cash flows
					5				Other
Total net derivatives	(883		)		325
-1	Certain unobservable input types, range, and weighted average data are not disclosed in this table if they are associated with a class: (a) that has a Level 3 fair value measurement that is not considered material; or (b) where we have disclosed the predominant valuation technique with related unobservable inputs for the most significant portion of that class.
-2	Effective duration is used as a proxy to represent the aggregate impact of key rate durations.
Table - Quantitative Information about Non-Recurring Level 3 Fair Value Measurements	'
	Table 16.5 — Quantitative Information about Non-Recurring Level 3 Fair Value Measurements
		31-Mar-14
		Total				Level 3				Predominant		Unobservable Inputs(1)
		Fair				Fair				Valuation
		Value				Value				Technique(s)		Type	Range		Weighted
															Average
		(dollars in millions)
	Non-recurring fair value measurements
	Mortgage loans
	Held-for-investment					$	245			Income capitalization		Capitalization rates(2)	6% - 9%		7%
						236				Third-party appraisal		Property value	$7 million - $44 million		$27 million
	Total held-for-investment	$	481			481
	REO, net					1,437				Internal model(3)		Historical average sales	$36,792 - $425,610		$107,007
												proceeds per property
												by state(4)
	Total REO, net	1,437				1,437
		31-Dec-13
		Total				Level  3				Predominant		Unobservable Inputs(1)
		Fair				Fair				Valuation
		Value				Value				Technique(s)		Type	Range		Weighted
															Average
		(dollars in millions)
	Non-recurring fair value measurements
	Mortgage loans
	Held-for-investment					$	298			Income capitalization		Capitalization rates(2)	6% - 9%		7%
						217				Third-party appraisal		Property value	$4 million - $44 million		$27 million
	Total held-for-investment	$	515			515
	REO, net					1,837				Internal model(3)		Historical average sales	$17,500 - $318,391		$105,508
												proceeds per property
												by state(4)
	Total REO, net	1,837				1,837
	-1	Certain unobservable input types, range, and weighted average data are not disclosed in this table if they are associated with a class: (a) that has a Level 3 fair value measurement that is not considered material; or (b) where we have disclosed the predominant valuation technique with related unobservable inputs for the most significant portion of that class.
	-2	The capitalization rate “Range” and “Weighted Average” represent those loans that are valued using the Income Capitalization approach, which is the predominant valuation technique used for this population. Certain loans in this population are valued using other techniques, and the capitalization rate for those is not represented in the “Range” or “Weighted Average” above.
	-3	Represents an internal model that uses actual REO disposition prices for the prior three months, calibrated to the most recent month's disposition prices, to determine the average sales proceeds per property at the state level, expressed as a fixed percentage based on the ratio of the disposition price to the UPB of the associated loan. This valuation technique is used to measure both the initial value of REO and the valuation of REO at the lower of cost or fair value, as necessary.
	-4	Represents the average of three months of REO sales proceeds by state. The national average REO disposition severity ratio for our REO properties was 35.6% and 35.8% for the three months ended March 31, 2014 and December 31, 2013, respectively.
Table - Fair Value of Financial Instruments	'
	Table 16.6 — Fair Value of Financial Instruments
		31-Mar-14
						Fair Value
		Carrying  Amount(1)				Level 1				Level 2			Level 3				Netting Adjustments			Total
		(in millions)
	Financial Assets
	Cash and cash equivalents	$	10,611			$	2,530			$	8,081		$	—			$	—		$	10,611
	Restricted cash and cash equivalents	3,154				3,153				1			—				—			3,154
	Federal funds sold and securities purchased under agreements to resell	35,041				—				35,041			—				—			35,041
	Investments in securities:
	Available-for-sale, at fair value	118,617				—				68,035			50,582				—			118,617
	Trading, at fair value	29,987				8,979				20,059			949				—			29,987
	Total investments in securities	148,604				8,979				88,094			51,531				—			148,604
	Mortgage loans:
	Mortgage loans held by consolidated trusts	1,533,106				—				1,282,911			236,862				—			1,519,773
	Unsecuritized mortgage loans	147,790				—				13,063			120,259				—			133,322
	Total mortgage loans	1,680,896				—				1,295,974			357,121				—			1,653,095
	Derivative assets, net	1,155				—				12,339			3				(11,187		)	1,155
	Guarantee asset	1,588				—				—			1,809				—			1,809
	Total financial assets	$	1,881,049			$	14,662			$	1,439,530		$	410,464			$	(11,187	)	$	1,853,469
	Financial Liabilities
	Debt, net:
	Debt securities of consolidated trusts held by third parties	$	1,446,477			$	—			$	1,459,395		$	704			$	—		$	1,460,099
	Other debt	453,848				—				448,916			12,087				—			461,003
	Total debt, net	1,900,325				—				1,908,311			12,791				—			1,921,102
	Derivative liabilities, net	111				—				12,897			39				(12,825		)	111
	Guarantee obligation	1,518				—				—			3,135				—			3,135
	Total financial liabilities	$	1,901,954			$	—			$	1,921,208		$	15,965			$	(12,825	)	$	1,924,348
		31-Dec-13
						Fair Value
		Carrying Amount(1)				Level 1				Level 2			Level 3				Netting Adjustments			Total
		(in millions)
	Financial Assets
	Cash and cash equivalents	$	11,281			$	7,360			$	3,921		$	—			$	—		$	11,281
	Restricted cash and cash equivalents	12,265				12,264				1			—				—			12,265
	Federal funds sold and securities purchased under agreements to resell	62,383				—				62,383			—				—			62,383
	Investments in securities:
	Available-for-sale, at fair value	128,919				—				76,770			52,149				—			128,919
	Trading, at fair value	23,404				6,636				16,122			646				—			23,404
	Total investments in securities	152,323				6,636				92,892			52,795				—			152,323
	Mortgage loans:
	Mortgage loans held by consolidated trusts	1,529,905				—				1,258,049			249,693				—			1,507,742
	Unsecuritized mortgage loans	154,885				—				16,145			122,065				—			138,210
	Total mortgage loans	1,684,790				—				1,274,194			371,758				—			1,645,952
	Derivative assets, net	1,063				—				14,220			11				(13,168		)	1,063
	Guarantee asset	1,611				—				—			1,879				—			1,879
	Total financial assets	$	1,925,716			$	26,260			$	1,447,611		$	426,443			$	(13,168	)	$	1,887,146
	Financial Liabilities
	Debt, net:
	Debt securities of consolidated trusts held by third parties	$	1,433,984			$	—			$	1,435,894		$	1,004			$	—		$	1,436,898
	Other debt	506,767				—				499,756			13,089				—			512,845
	Total debt, net	1,940,751				—				1,935,650			14,093				—			1,949,743
	Derivative liabilities, net	180				—				13,291			336				(13,447		)	180
	Guarantee obligation	1,522				—				—			3,067				—			3,067
	Total financial liabilities	$	1,942,453			$	—			$	1,948,941		$	17,496			$	(13,447	)	$	1,952,990
	-1	Equals the amount reported on our GAAP consolidated balance sheets.
Table - Difference between Fair Value and Unpaid Principal Balance for Certain Financial Instruments with Fair Value Option Elected	'
	Table 16.7 — Difference between Fair Value and Unpaid Principal Balance for Certain Financial Instruments with Fair Value Option Elected
		31-Mar-14								31-Dec-13
		Multifamily				Other Debt -				Multifamily			Other Debt -
		Held-For-Sale				Long Term				Held-For-Sale			Long Term
		Mortgage Loans								Mortgage Loans
		(in millions)
	Fair value	$	7,313			$	3,206			$	8,727		$	2,683
	Unpaid principal balance	7,193				3,098				8,721			2,635
	Difference	$	120			$	108			$	6		$	48

Regulatory_Capital_Tables

Regulatory Capital (Tables)	3 Months Ended
	Mar. 31, 2014
Mortgage Banking [Abstract]	'
Table - Net Worth and Minimum Capital	'
	Table 18.1 — Net Worth and Minimum Capital
		31-Mar-14			31-Dec-13
		(in millions)
	GAAP net worth(1)	$	6,899		$	12,835
	Core capital (deficit)(2)(3)	$	(65,910	)	$	(59,495	)
	Less: Minimum capital requirement(2)	20,091			21,404
	Minimum capital surplus (deficit)(2)	$	(86,001	)	$	(80,899	)
	-1	Net worth (deficit) represents the difference between our assets and liabilities under GAAP.
	-2	Core capital and minimum capital figures for March 31, 2014 are estimates. FHFA is the authoritative source for our regulatory capital.
	-3	Core capital excludes certain components of GAAP total equity (i.e., AOCI and the liquidation preference of the senior preferred stock) as these items do not meet the statutory definition of core capital.

Selected_Financial_Statement_L1

Selected Financial Statement Line Items (Tables)	3 Months Ended
	Mar. 31, 2014
Selected Financial Statement Data [Abstract]	'
Table - Significant Components of Other Income (Loss) on Our Consolidated Statements of Comprehensive Income	'
	Table 19.1 — Significant Components of Other Income (Loss) on Our Consolidated Statements of Comprehensive Income
		Three Months Ended March 31,
		2014		2013
		(in millions)
	Other income (loss):
	Non-agency mortgage-related securities settlements	$	4,533	$	6
	Gains (losses) on mortgage loans	254		9
	Other	254		329
	Total other income (loss)	$	5,041	$	344
Table - Significant Components of Other Assets and Other Liabilities on Our Consolidated Balance Sheets	'
	Table 19.2 — Significant Components of Other Assets and Other Liabilities on Our Consolidated Balance Sheets
		31-Mar-14		31-Dec-13
		(in millions)
	Other assets:
	Accounts and other receivables(1)	$	6,854	$	4,367
	Guarantee asset	1,558		1,611
	All other	2,519		2,561
	Total other assets	$	10,931	$	8,539
	Other liabilities:
	Servicer liabilities	$	2,115	$	2,277
	Guarantee obligation	1,518		1,522
	Accounts payable and accrued expenses	906		886
	All other	3,324		807
	Total other liabilities	$	7,863	$	5,492
	-1	Primarily consists of servicer receivables and other non-interest receivables.

Summary_of_Significant_Account2

Summary of Significant Accounting Policies (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
	numberofreportablesegments
Accounting Policies [Abstract]	'	'
Number of reportable segments	3	'
Statement [Line Items]	'	'
Net cash provided by operating activities	$4,217	$1,108
Net cash used in financing activities	-89,501	-122,050
Immaterial Error Correction	'We recorded the cumulative effect of the correction of errors related to previously reported periods in the three months ended March 31, 2014. We concluded that these errors are not material individually or in the aggregate to our previously issued consolidated financial statements for any of the periods affected, or to our estimated earnings for the full year ending December 31, 2014, or to the trend of earnings.	'
Reclassification adjustment	'	'
Statement [Line Items]	'	'
Net cash provided by operating activities	'	-852
Net cash used in financing activities	'	$852

Conservatorship_and_Related_Ma1

Conservatorship and Related Matters (Details) (USD $)	3 Months Ended
	Mar. 31, 2014
	numberofstrategicgoals
Conservatorship And Related Matters [Line Items]	'
Number of strategic goals	3
UPB of mortgage-related investments portfolio	$434,000,000,000
Annual percentage reduction of the mortgage-related investments portfolio	15.00%
Minimum amount of the mortgage-related investments portfolio limit	250,000,000,000
Draw received	0
Aggregate dividend payments since conservatorship began	81,800,000,000
Expected draw request from Treasury	0
Year 2014	'
Conservatorship And Related Matters [Line Items]	'
UPB of mortgage-related investments portfolio limit	$470,000,000,000

Variable_Interest_Entities_Det

Variable Interest Entities (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]	'	'
UPB of Mortgage Loans	$1,685,307	$1,690,474
Multifamily Loan Product	'	'
Variable Interest Entity [Line Items]	'	'
UPB of Mortgage Loans	56,391	59,615
Single-family PC Trusts	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets of VIEs	1,500,000	1,500,000
Other Guarantee Transactions	'	'
Variable Interest Entity [Line Items]	'	'
Total Assets of VIEs	$8,100	$8,900

Variable_Interest_Entities_Var

Variable Interest Entities - Variable Interests in VIEs for which We are not the Primary Beneficiary (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Assets [Abstract]	'	'	'	'
Cash and cash equivalents related to consolidated VIEs	$10,611	$11,281	$27,733	$8,513
Restricted Cash and Cash Equivalents	3,154	12,265	'	'
Investments in Securities [Abstract]	'	'	'	'
Available-for-sale Securities, Debt Securities	118,617	128,919	'	'
Trading Securities, Debt	29,987	23,404	'	'
Mortgage Loans [Abstract]	'	'	'	'
Mortgage loans held-for-investment	1,673,583	1,676,063	'	'
Mortgage loans held-for-sale	7,313	8,727	'	'
Accrued interest receivable	6,097	6,150	'	'
Other Assets	10,931	8,539	'	'
Liabilities [Abstract]	'	'	'	'
Derivative liabilities, net	-111	-180	'	'
Other Liabilities	-7,863	-5,492	'	'
Freddie Mac Securities	'	'	'	'
Assets [Abstract]	'	'	'	'
Restricted Cash and Cash Equivalents	6	6	'	'
Investments in Securities [Abstract]	'	'	'	'
Available-for-sale Securities, Debt Securities	35,165	40,659	'	'
Trading Securities, Debt	14,340	9,349	'	'
Mortgage Loans [Abstract]	'	'	'	'
Mortgage loans held-for-investment	0	0	'	'
Mortgage loans held-for-sale	0	0	'	'
Accrued interest receivable	227	232	'	'
Other Assets	794	833	'	'
Liabilities [Abstract]	'	'	'	'
Derivative liabilities, net	0	-3	'	'
Other Liabilities	-900	-875	'	'
Maximum Exposure to Loss	74,871	72,072	'	'
Total Assets of Non-Consolidated VIEs	88,108	84,731	'	'
Non Freddie Mac Securities	'	'	'	'
Assets [Abstract]	'	'	'	'
Restricted Cash and Cash Equivalents	0	0	'	'
Investments in Securities [Abstract]	'	'	'	'
Available-for-sale Securities, Debt Securities	80,176	84,765	'	'
Trading Securities, Debt	6,664	7,414	'	'
Mortgage Loans [Abstract]	'	'	'	'
Mortgage loans held-for-investment	0	0	'	'
Mortgage loans held-for-sale	0	0	'	'
Accrued interest receivable	215	226	'	'
Other Assets	0	14	'	'
Liabilities [Abstract]	'	'	'	'
Derivative liabilities, net	0	0	'	'
Other Liabilities	-2	-2	'	'
Maximum Exposure to Loss	86,285	92,559	'	'
Total Assets of Non-Consolidated VIEs	468,276	506,699	'	'
Unsecuritized Multifamily Loans	'	'	'	'
Assets [Abstract]	'	'	'	'
Restricted Cash and Cash Equivalents	11	8	'	'
Investments in Securities [Abstract]	'	'	'	'
Available-for-sale Securities, Debt Securities	0	0	'	'
Trading Securities, Debt	0	0	'	'
Mortgage Loans [Abstract]	'	'	'	'
Mortgage loans held-for-investment	48,625	50,306	'	'
Mortgage loans held-for-sale	7,313	8,727	'	'
Accrued interest receivable	242	261	'	'
Other Assets	262	407	'	'
Liabilities [Abstract]	'	'	'	'
Derivative liabilities, net	0	0	'	'
Other Liabilities	-16	-12	'	'
Maximum Exposure to Loss	56,453	59,710	'	'
Total Assets of Non-Consolidated VIEs	100,653	105,120	'	'
Other VIE	'	'	'	'
Assets [Abstract]	'	'	'	'
Restricted Cash and Cash Equivalents	62	58	'	'
Investments in Securities [Abstract]	'	'	'	'
Available-for-sale Securities, Debt Securities	0	0	'	'
Trading Securities, Debt	0	0	'	'
Mortgage Loans [Abstract]	'	'	'	'
Mortgage loans held-for-investment	0	0	'	'
Mortgage loans held-for-sale	0	0	'	'
Accrued interest receivable	8	7	'	'
Other Assets	454	477	'	'
Liabilities [Abstract]	'	'	'	'
Derivative liabilities, net	-33	-35	'	'
Other Liabilities	-566	-558	'	'
Maximum Exposure to Loss	10,389	10,415	'	'
Total Assets of Non-Consolidated VIEs	$23,855	$23,707	'	'

Mortgage_Loans_and_Loan_Loss_R2

Mortgage Loans and Loan Loss Reserves (Details) (USD $)	3 Months Ended						3 Months Ended
	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Mar. 31, 2013	Mar. 31, 2014	Mar. 31, 2013
	transaction		Unsecuritized	Unsecuritized	Held by consolidated trusts	Held by consolidated trusts	Single Family Loan Product	Single Family Loan Product	Multifamily Loan Product	Multifamily Loan Product
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'	'	'	'	'	'	'
Financing Receivable, Significant Purchases	'	'	'	'	'	'	$48,600,000,000	$129,700,000,000	$500,000,000	$300,000,000
Financing Receivable, Significant Sales	'	'	'	'	'	'	'	'	3,900,000,000	5,600,000,000
Financing Receivable, Reclassification to Held-for-sale	0	'	'	'	'	'	'	'	'	'
Percent of Single-Family Credit Guarantee portfolio with second lien financing by third parties at origination	14.00%	14.00%	'	'	'	'	'	'	'	'
Allowance for loan losses as a percentage of recorded investment of mortgage loans, held for investment	'	'	13.10%	12.90%	0.20%	0.20%	'	'	'	'
Mortgage loan UPB covered by federal agency issued insurance or partial guarantee	$3,800,000,000	$3,900,000,000	'	'	'	'	'	'	'	'
Number Of STACR Transactions	1	'	'	'	'	'	'	'	'	'

Mortgage_Loans_and_Loan_Loss_R3

Mortgage Loans and Loan Loss Reserves - Mortgage Loans (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	$1,685,307	$1,690,474	'	'
Deferred fees, unamortized premiums, discounts and other cost basis adjustments	19,478	18,928	'	'
Fair value adjustments on loans held-for-sale	120	6	'	'
Allowance for loan losses on mortgage loans held-for-investment	-24,009	-24,618	'	'
Total mortgage loans, net	1,680,896	1,684,790	'	'
Mortgage loans held-for-investment	1,673,583	1,676,063	'	'
Mortgage loans held-for-sale	7,313	8,727	'	'
Total mortgage loans, net	1,680,896	1,684,790	'	'
Single Family Loan Product	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	1,628,916	1,630,859	'	'
Allowance for loan losses on mortgage loans held-for-investment	-23,896	-24,493	'	'
Mortgage loans held-for-investment	1,624,516	1,625,314	'	'
Single Family Loan Product | Fixed-rate	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	1,522,669	1,522,740	'	'
Single Family Loan Product | Fixed-rate amortizing	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	1,516,941	1,516,438	'	'
Single Family Loan Product | Fixed-rate interest-only	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	5,728	6,302	'	'
Single Family Loan Product | Adjustable-rate	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	94,352	95,781	'	'
Single Family Loan Product | Adjustable-rate amortizing	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	67,280	67,364	'	'
Single Family Loan Product | Adjustable-rate interest-only	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	27,072	28,417	'	'
Single Family Loan Product | Other Guarantee Transactions	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	8,057	8,431	'	'
Single Family Loan Product | FHA/VA and other governmental	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	3,838	3,907	'	'
Multifamily Loan Product	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	56,391	59,615	'	'
Allowance for loan losses on mortgage loans held-for-investment	-113	-125	'	'
Mortgage loans held-for-investment	49,067	50,749	'	'
Multifamily Loan Product | Fixed-rate	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	47,788	51,145	'	'
Multifamily Loan Product | Adjustable-rate	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	8,600	8,467	'	'
Multifamily Loan Product | FHA/VA and other governmental	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	3	3	'	'
Unsecuritized	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	173,505	181,308	'	'
Deferred fees, unamortized premiums, discounts and other cost basis adjustments	-4,615	-4,817	'	'
Fair value adjustments on loans held-for-sale	120	6	'	'
Allowance for loan losses on mortgage loans held-for-investment	-21,220	-21,612	-24,397	-25,788
Total mortgage loans, net	147,790	154,885	'	'
Mortgage loans held-for-investment	140,477	146,158	'	'
Mortgage loans held-for-sale	7,313	8,727	'	'
Total mortgage loans, net	147,790	154,885	'	'
Unsecuritized | Single Family Loan Product	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	117,557	122,137	'	'
Allowance for loan losses on mortgage loans held-for-investment	-21,107	-21,487	-24,089	-25,449
Unsecuritized | Single Family Loan Product | Fixed-rate	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	111,223	115,073	'	'
Unsecuritized | Single Family Loan Product | Fixed-rate amortizing	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	109,896	113,597	'	'
Unsecuritized | Single Family Loan Product | Fixed-rate interest-only	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	1,327	1,476	'	'
Unsecuritized | Single Family Loan Product | Adjustable-rate	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	5,829	6,511	'	'
Unsecuritized | Single Family Loan Product | Adjustable-rate amortizing	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	1,638	1,935	'	'
Unsecuritized | Single Family Loan Product | Adjustable-rate interest-only	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	4,191	4,576	'	'
Unsecuritized | Single Family Loan Product | Other Guarantee Transactions	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	0	0	'	'
Unsecuritized | Single Family Loan Product | FHA/VA and other governmental	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	505	553	'	'
Unsecuritized | Multifamily Loan Product	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	55,948	59,171	'	'
Allowance for loan losses on mortgage loans held-for-investment	-113	-125	-308	-339
Unsecuritized | Multifamily Loan Product | Fixed-rate	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	47,345	50,701	'	'
Unsecuritized | Multifamily Loan Product | Adjustable-rate	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	8,600	8,467	'	'
Unsecuritized | Multifamily Loan Product | FHA/VA and other governmental	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	3	3	'	'
Held by consolidated trusts	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	1,511,802	1,509,166	'	'
Deferred fees, unamortized premiums, discounts and other cost basis adjustments	24,093	23,745	'	'
Fair value adjustments on loans held-for-sale	0	0	'	'
Allowance for loan losses on mortgage loans held-for-investment	-2,789	-3,006	-4,090	-4,919
Total mortgage loans, net	1,533,106	1,529,905	'	'
Mortgage loans held-for-investment	1,533,106	1,529,905	'	'
Mortgage loans held-for-sale	0	0	'	'
Total mortgage loans, net	1,533,106	1,529,905	'	'
Held by consolidated trusts | Single Family Loan Product	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	1,511,359	1,508,722	'	'
Allowance for loan losses on mortgage loans held-for-investment	-2,789	-3,006	-4,089	-4,918
Held by consolidated trusts | Single Family Loan Product | Fixed-rate	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	1,411,446	1,407,667	'	'
Held by consolidated trusts | Single Family Loan Product | Fixed-rate amortizing	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	1,407,045	1,402,841	'	'
Held by consolidated trusts | Single Family Loan Product | Fixed-rate interest-only	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	4,401	4,826	'	'
Held by consolidated trusts | Single Family Loan Product | Adjustable-rate	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	88,523	89,270	'	'
Held by consolidated trusts | Single Family Loan Product | Adjustable-rate amortizing	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	65,642	65,429	'	'
Held by consolidated trusts | Single Family Loan Product | Adjustable-rate interest-only	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	22,881	23,841	'	'
Held by consolidated trusts | Single Family Loan Product | Other Guarantee Transactions	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	8,057	8,431	'	'
Held by consolidated trusts | Single Family Loan Product | FHA/VA and other governmental	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	3,333	3,354	'	'
Held by consolidated trusts | Multifamily Loan Product	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	443	444	'	'
Allowance for loan losses on mortgage loans held-for-investment	0	0	-1	-1
Held by consolidated trusts | Multifamily Loan Product | Fixed-rate	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	443	444	'	'
Held by consolidated trusts | Multifamily Loan Product | Adjustable-rate	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	0	0	'	'
Held by consolidated trusts | Multifamily Loan Product | FHA/VA and other governmental	'	'	'	'
Accounts, Notes, Loans and Financing Receivables [Line Items]	'	'	'	'
UPB of Mortgage Loans	$0	$0	'	'

Mortgage_Loans_and_Loan_Loss_R4

Mortgage Loans and Loan Loss Reserves - Recorded Investment of Held-For-Investment Mortgage Loans, by LTV Ratio (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
Financing Receivable, Recorded Investment [Line Items]	'	'
Recorded investment in mortgage loans	$1,697,592,000,000	$1,700,681,000,000
UPB for Single-family reduced interest rate provision	43,600,000,000	43,800,000,000
Single-family 20 and 30-year or more, amortizing fixed-rate	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Recorded investment in mortgage loans	1,218,268,000,000	1,213,110,000,000
Single-family 15-year amortizing fixed-rate	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Recorded investment in mortgage loans	292,512,000,000	295,617,000,000
Single-family Adjustable-rate	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Recorded investment in mortgage loans	64,580,000,000	64,500,000,000
Single-family Alt-A, interest-only, and option ARM	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Recorded investment in mortgage loans	73,052,000,000	76,580,000,000
Single Family Loan Product	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Recorded investment in mortgage loans	1,648,412,000,000	1,649,807,000,000
Single-Family serious delinquency rate	2.20%	2.39%
Multifamily Loan Product	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Recorded investment in mortgage loans	49,180,000,000	50,874,000,000
Less Than Or Equal To 80 Loan To Value Ratio | Single-family 20 and 30-year or more, amortizing fixed-rate	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Recorded investment in mortgage loans	833,119,000,000	819,509,000,000
Less Than Or Equal To 80 Loan To Value Ratio | Single-family 15-year amortizing fixed-rate	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Recorded investment in mortgage loans	268,653,000,000	270,211,000,000
Less Than Or Equal To 80 Loan To Value Ratio | Single-family Adjustable-rate	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Recorded investment in mortgage loans	56,660,000,000	56,208,000,000
Less Than Or Equal To 80 Loan To Value Ratio | Single-family Alt-A, interest-only, and option ARM	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Recorded investment in mortgage loans	29,723,000,000	29,927,000,000
Less Than Or Equal To 80 Loan To Value Ratio | Single Family Loan Product	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Recorded investment in mortgage loans	1,188,155,000,000	1,175,855,000,000
Greater Than 80 Through 100 Loan To Value Ratio | Single-family 20 and 30-year or more, amortizing fixed-rate	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Recorded investment in mortgage loans	267,938,000,000	269,110,000,000
Greater Than 80 Through 100 Loan To Value Ratio | Single-family 15-year amortizing fixed-rate	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Recorded investment in mortgage loans	18,576,000,000	19,658,000,000
Greater Than 80 Through 100 Loan To Value Ratio | Single-family Adjustable-rate	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Recorded investment in mortgage loans	6,597,000,000	6,714,000,000
Greater Than 80 Through 100 Loan To Value Ratio | Single-family Alt-A, interest-only, and option ARM	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Recorded investment in mortgage loans	20,757,000,000	21,564,000,000
Greater Than 80 Through 100 Loan To Value Ratio | Single Family Loan Product	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Recorded investment in mortgage loans	313,868,000,000	317,046,000,000
Greater Than 100 Loan To Value Ratio | Single-family 20 and 30-year or more, amortizing fixed-rate	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Recorded investment in mortgage loans	117,211,000,000	124,491,000,000
Greater Than 100 Loan To Value Ratio | Single-family 15-year amortizing fixed-rate	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Recorded investment in mortgage loans	5,283,000,000	5,748,000,000
Greater Than 100 Loan To Value Ratio | Single-family Adjustable-rate	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Recorded investment in mortgage loans	1,323,000,000	1,578,000,000
Greater Than 100 Loan To Value Ratio | Single-family Alt-A, interest-only, and option ARM	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Recorded investment in mortgage loans	22,572,000,000	25,089,000,000
Greater Than 100 Loan To Value Ratio | Single Family Loan Product	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Recorded investment in mortgage loans	$146,389,000,000	$156,906,000,000
Single-Family serious delinquency rate	9.30%	9.90%

Mortgage_Loans_and_Loan_Loss_R5

Mortgage Loans and Loan Loss Reserves - Detail of Loan Loss Reserves (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Rollforward of Allowance for Loan Losses	'	'
Beginning balance	$24,618	'
Ending balance	24,009	'
Reserve For Guarantee Losses Rollforward	'	'
Beginning balance	111	183
Provision (benefit) for credit losses	15	-20
Charge-offs	-1	-2
Recoveries	0	0
Transfers, net	0	-9
Ending balance	125	152
Rollforward of Total loan loss reserves	'	'
Beginning balance	24,729	30,890
Provision (benefit) for credit losses	85	-503
Charge-offs	-1,457	-2,658
Recoveries	567	659
Transfers, net	210	251
Ending balance	24,134	28,639
Losses on loans purchased and certain fair value losses excluded from charge offs	18	73
Reclassified reserves	'	'
Rollforward of Total loan loss reserves	'	'
Transfers, net	500	1,300
Capitalization of past due interest on modified loans	'	'
Rollforward of Total loan loss reserves	'	'
Transfers, net	200	300
Single Family Loan Product	'	'
Rollforward of Allowance for Loan Losses	'	'
Beginning balance	24,493	'
Ending balance	23,896	'
Reserve For Guarantee Losses Rollforward	'	'
Beginning balance	85	141
Provision (benefit) for credit losses	22	-16
Charge-offs	-1	-2
Recoveries	0	0
Transfers, net	0	-2
Ending balance	106	121
Rollforward of Total loan loss reserves	'	'
Beginning balance	24,578	30,508
Provision (benefit) for credit losses	104	-469
Charge-offs	-1,457	-2,656
Recoveries	567	658
Transfers, net	210	258
Ending balance	24,002	28,299
Multifamily Loan Product	'	'
Rollforward of Allowance for Loan Losses	'	'
Beginning balance	125	'
Ending balance	113	'
Reserve For Guarantee Losses Rollforward	'	'
Beginning balance	26	42
Provision (benefit) for credit losses	-7	-4
Charge-offs	0	0
Recoveries	0	0
Transfers, net	0	-7
Ending balance	19	31
Rollforward of Total loan loss reserves	'	'
Beginning balance	151	382
Provision (benefit) for credit losses	-19	-34
Charge-offs	0	-2
Recoveries	0	1
Transfers, net	0	-7
Ending balance	132	340
Unsecuritized	'	'
Rollforward of Allowance for Loan Losses	'	'
Beginning balance	21,612	25,788
Provision (benefit) for credit losses	-101	-1,093
Charge-offs	-1,300	-2,486
Recoveries	337	624
Transfers, net	672	1,564
Ending balance	21,220	24,397
Unsecuritized | Single Family Loan Product	'	'
Rollforward of Allowance for Loan Losses	'	'
Beginning balance	21,487	25,449
Provision (benefit) for credit losses	-89	-1,063
Charge-offs	-1,300	-2,484
Recoveries	337	623
Transfers, net	672	1,564
Ending balance	21,107	24,089
Unsecuritized | Multifamily Loan Product	'	'
Rollforward of Allowance for Loan Losses	'	'
Beginning balance	125	339
Provision (benefit) for credit losses	-12	-30
Charge-offs	0	-2
Recoveries	0	1
Transfers, net	0	0
Ending balance	113	308
Held by consolidated trusts	'	'
Rollforward of Allowance for Loan Losses	'	'
Beginning balance	3,006	4,919
Provision (benefit) for credit losses	171	610
Charge-offs	-156	-170
Recoveries	230	35
Transfers, net	-462	-1,304
Ending balance	2,789	4,090
Held by consolidated trusts | Single Family Loan Product	'	'
Rollforward of Allowance for Loan Losses	'	'
Beginning balance	3,006	4,918
Provision (benefit) for credit losses	171	610
Charge-offs	-156	-170
Recoveries	230	35
Transfers, net	-462	-1,304
Ending balance	2,789	4,089
Held by consolidated trusts | Multifamily Loan Product	'	'
Rollforward of Allowance for Loan Losses	'	'
Beginning balance	0	1
Provision (benefit) for credit losses	0	0
Charge-offs	0	0
Recoveries	0	0
Transfers, net	0	0
Ending balance	$0	$1

Mortgage_Loans_and_Loan_Loss_R6

Mortgage Loans and Loan Loss Reserves - Net Investment in Mortgage Loans (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'
Recorded investment, collectively evaluated	$1,597,330	$1,601,265
Recorded investment, individually evaluated	100,262	99,416
Total recorded investment	1,697,592	1,700,681
Allowance for loan losses, collectively evaluated	-5,375	-5,984
Allowance for loan losses, individually evaluated	-18,634	-18,634
Total allowance for loan losses	-24,009	-24,618
Total held-for-investment mortgage loans, net	1,673,583	1,676,063
Single Family Loan Product	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'
Recorded investment, collectively evaluated	1,549,320	1,551,667
Recorded investment, individually evaluated	99,092	98,140
Total recorded investment	1,648,412	1,649,807
Allowance for loan losses, collectively evaluated	-5,336	-5,939
Allowance for loan losses, individually evaluated	-18,560	-18,554
Total allowance for loan losses	-23,896	-24,493
Total held-for-investment mortgage loans, net	1,624,516	1,625,314
Multifamily Loan Product	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'
Recorded investment, collectively evaluated	48,010	49,598
Recorded investment, individually evaluated	1,170	1,276
Total recorded investment	49,180	50,874
Allowance for loan losses, collectively evaluated	-39	-45
Allowance for loan losses, individually evaluated	-74	-80
Total allowance for loan losses	-113	-125
Total held-for-investment mortgage loans, net	$49,067	$50,749

Mortgage_Loans_and_Loan_Loss_R7

Mortgage Loans and Loan Loss Reserves - Recourse and Other Forms of Credit Protection (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
Recourse And Other Forms Of Credit Protection [Line Items]	'	'
Excluded credit protected mortgage loans UPB underlying Other Guarantee Transactions	$11,100,000,000	$11,500,000,000
Excluded credit protected mortgage loans UPB with primary mortgage insurance	1,600,000,000	1,800,000,000
Single Family Loan Product	'	'
Recourse And Other Forms Of Credit Protection [Line Items]	'	'
Credit Protected Mortgage Loans UPB	311,448,000,000	278,908,000,000
Credit protected maximum coverage - loans	65,151,000,000	63,678,000,000
Single Family Loan Product | Primary Mortgage Insurance	'	'
Recourse And Other Forms Of Credit Protection [Line Items]	'	'
Credit Protected Mortgage Loans UPB	205,699,000,000	203,470,000,000
Credit protected maximum coverage - loans	51,598,000,000	50,823,000,000
Single Family Loan Product | Risk transfer transactions	'	'
Recourse And Other Forms Of Credit Protection [Line Items]	'	'
Credit Protected Mortgage Loans UPB	88,317,000,000	56,903,000,000
Credit protected maximum coverage - loans	2,174,000,000	1,183,000,000
Single Family Loan Product | Lender Recourse And Indemnification	'	'
Recourse And Other Forms Of Credit Protection [Line Items]	'	'
Credit Protected Mortgage Loans UPB	6,992,000,000	7,119,000,000
Credit protected maximum coverage - loans	6,563,000,000	6,726,000,000
Single Family Loan Product | Pool Insurance	'	'
Recourse And Other Forms Of Credit Protection [Line Items]	'	'
Credit Protected Mortgage Loans UPB	4,083,000,000	4,683,000,000
Credit protected maximum coverage - loans	1,081,000,000	1,186,000,000
Single Family Loan Product | HFA indemnification	'	'
Recourse And Other Forms Of Credit Protection [Line Items]	'	'
Credit Protected Mortgage Loans UPB	3,752,000,000	4,051,000,000
Credit protected maximum coverage - loans	3,323,000,000	3,323,000,000
Single Family Loan Product | Subordination	'	'
Recourse And Other Forms Of Credit Protection [Line Items]	'	'
Credit Protected Mortgage Loans UPB	2,579,000,000	2,644,000,000
Credit protected maximum coverage - loans	386,000,000	399,000,000
Single Family Loan Product | Other Credit Enhancements	'	'
Recourse And Other Forms Of Credit Protection [Line Items]	'	'
Credit Protected Mortgage Loans UPB	26,000,000	38,000,000
Credit protected maximum coverage - loans	26,000,000	38,000,000
Multifamily Loan Product	'	'
Recourse And Other Forms Of Credit Protection [Line Items]	'	'
Credit Protected Mortgage Loans UPB	74,169,000,000	71,332,000,000
Credit protected maximum coverage - loans	14,434,000,000	13,890,000,000
Multifamily Loan Product | K Certificates	'	'
Recourse And Other Forms Of Credit Protection [Line Items]	'	'
Credit Protected Mortgage Loans UPB	62,349,000,000	59,326,000,000
Credit protected maximum coverage - loans	11,204,000,000	10,601,000,000
Multifamily Loan Product | HFA indemnification	'	'
Recourse And Other Forms Of Credit Protection [Line Items]	'	'
Credit Protected Mortgage Loans UPB	875,000,000	905,000,000
Credit protected maximum coverage - loans	699,000,000	699,000,000
Multifamily Loan Product | Subordination	'	'
Recourse And Other Forms Of Credit Protection [Line Items]	'	'
Credit Protected Mortgage Loans UPB	4,419,000,000	4,435,000,000
Credit protected maximum coverage - loans	756,000,000	756,000,000
Multifamily Loan Product | Other Credit Enhancements	'	'
Recourse And Other Forms Of Credit Protection [Line Items]	'	'
Credit Protected Mortgage Loans UPB	6,526,000,000	6,666,000,000
Credit protected maximum coverage - loans	$1,775,000,000	$1,834,000,000

Impaired_Loans_Individially_Im

Impaired Loans - Individially Impaired Loans (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Individually Impaired Mortgage Loans [Abstract]	'	'	'
UPB	$104,867,000,000	'	$104,202,000,000
Recorded Investment	100,262,000,000	'	99,416,000,000
Associated Allowance	-18,634,000,000	'	-18,634,000,000
Net Investment	81,628,000,000	'	80,782,000,000
Average Recorded Investment	99,556,000,000	92,006,000,000	'
Interest Income Recognized	829,000,000	765,000,000	'
Interest Income Recognized On Cash Basis	100,000,000	119,000,000	'
Impaired Financing Receivable, Interest Income foregone	700,000,000	700,000,000	'
Single-family 20 and 30-year or more, amortizing fixed-rate	'	'	'
With no specific allowance recorded [Abstract]	'	'	'
UPB, With No Related Allowance	5,862,000,000	'	5,927,000,000
Recorded Investment, With No Related Allowance	3,396,000,000	'	3,355,000,000
Associated Allowance, With No Related Allowance	0	'	0
Net Investment, With No Related Allowance	3,396,000,000	'	3,355,000,000
Average Recorded Investment, With No Related Allowance	3,460,000,000	3,267,000,000	'
Interest Income Recognized, With No Related Allowance, Accrual Method	90,000,000	99,000,000	'
Interest Income Recognized, With No Related Allowance, Cash Basis Method	7,000,000	11,000,000	'
With specific allowance recorded [Abstract]	'	'	'
UPB, With Related Allowance	76,606,000,000	'	75,633,000,000
Recorded Investment, With Related Allowance	75,559,000,000	'	74,554,000,000
Associated Allowance, With Related Allowance	-14,512,000,000	'	-14,431,000,000
Net Investment, With Related Allowance	61,047,000,000	'	60,123,000,000
Average Recorded Investment, With Related Allowance	74,926,000,000	67,423,000,000	'
Interest Income Recognized, With Related Allowance, Accrual Method	587,000,000	513,000,000	'
Interest Income Recognized, With Related Allowance, Cash Basis Method	68,000,000	71,000,000	'
Individually Impaired Mortgage Loans [Abstract]	'	'	'
UPB	82,468,000,000	'	81,560,000,000
Recorded Investment	78,955,000,000	'	77,909,000,000
Associated Allowance	-14,512,000,000	'	-14,431,000,000
Net Investment	64,443,000,000	'	63,478,000,000
Average Recorded Investment	78,386,000,000	70,690,000,000	'
Interest Income Recognized	677,000,000	612,000,000	'
Interest Income Recognized On Cash Basis	75,000,000	82,000,000	'
Single-family 15-year amortizing fixed-rate	'	'	'
With no specific allowance recorded [Abstract]	'	'	'
UPB, With No Related Allowance	56,000,000	'	62,000,000
Recorded Investment, With No Related Allowance	33,000,000	'	34,000,000
Associated Allowance, With No Related Allowance	0	'	0
Net Investment, With No Related Allowance	33,000,000	'	34,000,000
Average Recorded Investment, With No Related Allowance	35,000,000	30,000,000	'
Interest Income Recognized, With No Related Allowance, Accrual Method	2,000,000	1,000,000	'
Interest Income Recognized, With No Related Allowance, Cash Basis Method	0	0	'
With specific allowance recorded [Abstract]	'	'	'
UPB, With Related Allowance	1,305,000,000	'	1,324,000,000
Recorded Investment, With Related Allowance	1,306,000,000	'	1,324,000,000
Associated Allowance, With Related Allowance	-41,000,000	'	-43,000,000
Net Investment, With Related Allowance	1,265,000,000	'	1,281,000,000
Average Recorded Investment, With Related Allowance	1,273,000,000	1,083,000,000	'
Interest Income Recognized, With Related Allowance, Accrual Method	14,000,000	12,000,000	'
Interest Income Recognized, With Related Allowance, Cash Basis Method	2,000,000	3,000,000	'
Individually Impaired Mortgage Loans [Abstract]	'	'	'
UPB	1,361,000,000	'	1,386,000,000
Recorded Investment	1,339,000,000	'	1,358,000,000
Associated Allowance	-41,000,000	'	-43,000,000
Net Investment	1,298,000,000	'	1,315,000,000
Average Recorded Investment	1,308,000,000	1,113,000,000	'
Interest Income Recognized	16,000,000	13,000,000	'
Interest Income Recognized On Cash Basis	2,000,000	3,000,000	'
Single-family Adjustable-rate	'	'	'
With no specific allowance recorded [Abstract]	'	'	'
UPB, With No Related Allowance	21,000,000	'	19,000,000
Recorded Investment, With No Related Allowance	16,000,000	'	13,000,000
Associated Allowance, With No Related Allowance	0	'	0
Net Investment, With No Related Allowance	16,000,000	'	13,000,000
Average Recorded Investment, With No Related Allowance	12,000,000	13,000,000	'
Interest Income Recognized, With No Related Allowance, Accrual Method	0	0	'
Interest Income Recognized, With No Related Allowance, Cash Basis Method	0	0	'
With specific allowance recorded [Abstract]	'	'	'
UPB, With Related Allowance	940,000,000	'	967,000,000
Recorded Investment, With Related Allowance	935,000,000	'	962,000,000
Associated Allowance, With Related Allowance	-78,000,000	'	-84,000,000
Net Investment, With Related Allowance	857,000,000	'	878,000,000
Average Recorded Investment, With Related Allowance	918,000,000	837,000,000	'
Interest Income Recognized, With Related Allowance, Accrual Method	6,000,000	5,000,000	'
Interest Income Recognized, With Related Allowance, Cash Basis Method	1,000,000	1,000,000	'
Individually Impaired Mortgage Loans [Abstract]	'	'	'
UPB	961,000,000	'	986,000,000
Recorded Investment	951,000,000	'	975,000,000
Associated Allowance	-78,000,000	'	-84,000,000
Net Investment	873,000,000	'	891,000,000
Average Recorded Investment	930,000,000	850,000,000	'
Interest Income Recognized	6,000,000	5,000,000	'
Interest Income Recognized On Cash Basis	1,000,000	1,000,000	'
Single-family Alt-A, interest-only, and option ARM	'	'	'
With no specific allowance recorded [Abstract]	'	'	'
UPB, With No Related Allowance	1,788,000,000	'	1,758,000,000
Recorded Investment, With No Related Allowance	1,088,000,000	'	1,038,000,000
Associated Allowance, With No Related Allowance	0	'	0
Net Investment, With No Related Allowance	1,088,000,000	'	1,038,000,000
Average Recorded Investment, With No Related Allowance	1,084,000,000	879,000,000	'
Interest Income Recognized, With No Related Allowance, Accrual Method	19,000,000	17,000,000	'
Interest Income Recognized, With No Related Allowance, Cash Basis Method	1,000,000	2,000,000	'
With specific allowance recorded [Abstract]	'	'	'
UPB, With Related Allowance	17,095,000,000	'	17,210,000,000
Recorded Investment, With Related Allowance	16,759,000,000	'	16,860,000,000
Associated Allowance, With Related Allowance	-3,929,000,000	'	-3,996,000,000
Net Investment, With Related Allowance	12,830,000,000	'	12,864,000,000
Average Recorded Investment, With Related Allowance	16,669,000,000	16,527,000,000	'
Interest Income Recognized, With Related Allowance, Accrual Method	96,000,000	92,000,000	'
Interest Income Recognized, With Related Allowance, Cash Basis Method	14,000,000	16,000,000	'
Individually Impaired Mortgage Loans [Abstract]	'	'	'
UPB	18,883,000,000	'	18,968,000,000
Recorded Investment	17,847,000,000	'	17,898,000,000
Associated Allowance	-3,929,000,000	'	-3,996,000,000
Net Investment	13,918,000,000	'	13,902,000,000
Average Recorded Investment	17,753,000,000	17,406,000,000	'
Interest Income Recognized	115,000,000	109,000,000	'
Interest Income Recognized On Cash Basis	15,000,000	18,000,000	'
Single Family Loan Product	'	'	'
With no specific allowance recorded [Abstract]	'	'	'
UPB, With No Related Allowance	7,727,000,000	'	7,766,000,000
Recorded Investment, With No Related Allowance	4,533,000,000	'	4,440,000,000
Associated Allowance, With No Related Allowance	0	'	0
Net Investment, With No Related Allowance	4,533,000,000	'	4,440,000,000
Average Recorded Investment, With No Related Allowance	4,591,000,000	4,189,000,000	'
Interest Income Recognized, With No Related Allowance, Accrual Method	111,000,000	117,000,000	'
Interest Income Recognized, With No Related Allowance, Cash Basis Method	8,000,000	13,000,000	'
With specific allowance recorded [Abstract]	'	'	'
UPB, With Related Allowance	95,946,000,000	'	95,134,000,000
Recorded Investment, With Related Allowance	94,559,000,000	'	93,700,000,000
Associated Allowance, With Related Allowance	-18,560,000,000	'	-18,554,000,000
Net Investment, With Related Allowance	75,999,000,000	'	75,146,000,000
Average Recorded Investment, With Related Allowance	93,786,000,000	85,870,000,000	'
Interest Income Recognized, With Related Allowance, Accrual Method	703,000,000	622,000,000	'
Interest Income Recognized, With Related Allowance, Cash Basis Method	85,000,000	91,000,000	'
Individually Impaired Mortgage Loans [Abstract]	'	'	'
UPB	103,673,000,000	'	102,900,000,000
Recorded Investment	99,092,000,000	'	98,140,000,000
Associated Allowance	-18,560,000,000	'	-18,554,000,000
Net Investment	80,532,000,000	'	79,586,000,000
Average Recorded Investment	98,377,000,000	90,059,000,000	'
Interest Income Recognized	814,000,000	739,000,000	'
Interest Income Recognized On Cash Basis	93,000,000	104,000,000	'
Multifamily Loan Product	'	'	'
With no specific allowance recorded [Abstract]	'	'	'
UPB, With No Related Allowance	627,000,000	'	694,000,000
Recorded Investment, With No Related Allowance	615,000,000	'	681,000,000
Associated Allowance, With No Related Allowance	0	'	0
Net Investment, With No Related Allowance	615,000,000	'	681,000,000
Average Recorded Investment, With No Related Allowance	623,000,000	777,000,000	'
Interest Income Recognized, With No Related Allowance, Accrual Method	8,000,000	10,000,000	'
Interest Income Recognized, With No Related Allowance, Cash Basis Method	2,000,000	4,000,000	'
With specific allowance recorded [Abstract]	'	'	'
UPB, With Related Allowance	567,000,000	'	608,000,000
Recorded Investment, With Related Allowance	555,000,000	'	595,000,000
Associated Allowance, With Related Allowance	-74,000,000	'	-80,000,000
Net Investment, With Related Allowance	481,000,000	'	515,000,000
Average Recorded Investment, With Related Allowance	556,000,000	1,170,000,000	'
Interest Income Recognized, With Related Allowance, Accrual Method	7,000,000	16,000,000	'
Interest Income Recognized, With Related Allowance, Cash Basis Method	5,000,000	11,000,000	'
Individually Impaired Mortgage Loans [Abstract]	'	'	'
UPB	1,194,000,000	'	1,302,000,000
Recorded Investment	1,170,000,000	'	1,276,000,000
Associated Allowance	-74,000,000	'	-80,000,000
Net Investment	1,096,000,000	'	1,196,000,000
Average Recorded Investment	1,179,000,000	1,947,000,000	'
Interest Income Recognized	15,000,000	26,000,000	'
Interest Income Recognized On Cash Basis	$7,000,000	$15,000,000	'

Impaired_Loans_Payment_Status_

Impaired Loans - Payment Status of Mortgage Loans (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Current	$1,632,826,000,000	'	$1,626,513,000,000
One Month Past Due	19,779,000,000	'	24,332,000,000
Two Months Past Due	6,953,000,000	'	8,271,000,000
Three Months or More Past Due, or in Foreclosure	38,034,000,000	'	41,565,000,000
Total recorded investment	1,697,592,000,000	'	1,700,681,000,000
Non-Accrual Mortgage Loans	38,572,000,000	'	42,143,000,000
Single-family 20 and 30-year or more, amortizing fixed-rate	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Current	1,169,476,000,000	'	1,157,057,000,000
One Month Past Due	15,981,000,000	'	19,743,000,000
Two Months Past Due	5,584,000,000	'	6,675,000,000
Three Months or More Past Due, or in Foreclosure	27,227,000,000	'	29,635,000,000
Total recorded investment	1,218,268,000,000	'	1,213,110,000,000
Non-Accrual Mortgage Loans	27,201,000,000	'	29,620,000,000
Single-family 15-year amortizing fixed-rate	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Current	290,515,000,000	'	293,286,000,000
One Month Past Due	957,000,000	'	1,196,000,000
Two Months Past Due	231,000,000	'	271,000,000
Three Months or More Past Due, or in Foreclosure	809,000,000	'	864,000,000
Total recorded investment	292,512,000,000	'	295,617,000,000
Non-Accrual Mortgage Loans	809,000,000	'	863,000,000
Single-family Adjustable-rate	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Current	63,272,000,000	'	62,987,000,000
One Month Past Due	408,000,000	'	495,000,000
Two Months Past Due	122,000,000	'	147,000,000
Three Months or More Past Due, or in Foreclosure	778,000,000	'	871,000,000
Total recorded investment	64,580,000,000	'	64,500,000,000
Non-Accrual Mortgage Loans	778,000,000	'	871,000,000
Single-family Alt-A, interest-only, and option ARM	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Current	60,401,000,000	'	62,356,000,000
One Month Past Due	2,424,000,000	'	2,898,000,000
Two Months Past Due	1,016,000,000	'	1,157,000,000
Three Months or More Past Due, or in Foreclosure	9,211,000,000	'	10,169,000,000
Total recorded investment	73,052,000,000	'	76,580,000,000
Non-Accrual Mortgage Loans	9,205,000,000	'	10,162,000,000
Single Family Loan Product	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Current	1,583,664,000,000	'	1,575,686,000,000
One Month Past Due	19,770,000,000	'	24,332,000,000
Two Months Past Due	6,953,000,000	'	8,250,000,000
Three Months or More Past Due, or in Foreclosure	38,025,000,000	'	41,539,000,000
Total recorded investment	1,648,412,000,000	'	1,649,807,000,000
Non-Accrual Mortgage Loans	37,993,000,000	'	41,516,000,000
SF UPB not removed from Consolidated Trust for loans 120 days or more delinquent	900,000,000	'	'
SF UPB removed from Consolidated Trust	3,400,000,000	5,800,000,000	'
Multifamily Loan Product	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Current	49,162,000,000	'	50,827,000,000
One Month Past Due	9,000,000	'	0
Two Months Past Due	0	'	21,000,000
Three Months or More Past Due, or in Foreclosure	9,000,000	'	26,000,000
Total recorded investment	49,180,000,000	'	50,874,000,000
Non-Accrual Mortgage Loans	$579,000,000	'	$627,000,000

Impaired_Loans_Delinquency_Rat

Impaired Loans - Delinquency Rates (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified	numberofloans	numberofloans
Single Family Loan Product	'	'
Delinquent Mortgage Loan Attributes [Line Items]	'	'
Single-Family serious delinquency rate	2.20%	2.39%
Single-family seriously delinquent mortgage loans, count of contracts	234,952	255,325
Single Family Loan Product | Non-credit-enhanced loans	'	'
Delinquent Mortgage Loan Attributes [Line Items]	'	'
Single-Family serious delinquency rate	1.84%	1.99%
Single-family seriously delinquent mortgage loans, count of contracts	169,535	183,822
Single Family Loan Product | Credit-enhanced loans	'	'
Delinquent Mortgage Loan Attributes [Line Items]	'	'
Single-Family serious delinquency rate	3.92%	4.34%
Single-family seriously delinquent mortgage loans, count of contracts	51,087	56,794
Single Family Loan Product | Other Guarantee Transactions	'	'
Delinquent Mortgage Loan Attributes [Line Items]	'	'
Single-Family serious delinquency rate	11.01%	10.91%
Single-family seriously delinquent mortgage loans, count of contracts	14,330	14,709
Multifamily Loan Product	'	'
Delinquent Mortgage Loan Attributes [Line Items]	'	'
Multifamily Delinquency Rate	0.04%	0.09%
Mortgage loans on Real Estate, principal amount of delinquent loans	59	121
Multifamily Loan Product | Non-credit-enhanced loans	'	'
Delinquent Mortgage Loan Attributes [Line Items]	'	'
Multifamily Delinquency Rate	0.02%	0.07%
Mortgage loans on Real Estate, principal amount of delinquent loans	10	46
Multifamily Loan Product | Credit-enhanced loans	'	'
Delinquent Mortgage Loan Attributes [Line Items]	'	'
Multifamily Delinquency Rate	0.07%	0.11%
Mortgage loans on Real Estate, principal amount of delinquent loans	49	75

Impaired_Loans_TDR_Activity_By

Impaired Loans - TDR Activity, By Segment (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
	numberofcontracts	numberofcontracts
Financing Receivable, Modifications [Line Items]	'	'
Number of Loans	22,451	29,728
Post TDR Recorded Investments	$3,498,000,000	$5,075,000,000
Single-family 20 and 30-year or more, amortizing fixed-rate	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Loans	17,738	22,481
Post TDR Recorded Investments	2,727,000,000	3,695,000,000
Single-family 15-year amortizing fixed-rate	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Loans	1,510	1,888
Post TDR Recorded Investments	118,000,000	143,000,000
Single-family Adjustable-rate	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Loans	497	689
Post TDR Recorded Investments	80,000,000	118,000,000
Single-family Alt-A, interest-only, and option ARM	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Loans	2,706	4,667
Post TDR Recorded Investments	573,000,000	1,088,000,000
Single Family Loan Product	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Loans	22,451	29,725
Post TDR Recorded Investments	3,498,000,000	5,044,000,000
Pre-TDR Recorded Investments	3,500,000,000	5,000,000,000
Interest rate reduction and term extension types, percentage of completed modifications	56.00%	'
Principal forebearance and interest rate reductions and term extension types, percentage of completed modifications	32.00%	'
Average term extension, number of months of completed modifications	'173 months	'
Average interest rate reduction, percentage of completed modifications	1.70%	'
Multifamily Loan Product	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Loans	0	3
Post TDR Recorded Investments	$0	$31,000,000

Impaired_Loans_Payment_Default

Impaired Loans - Payment Defaults of Completed TDR Modifications, by Segment (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
	numberofcontracts	numberofcontracts
Single-family 20 and 30-year or more, amortizing fixed-rate	'	'
Financing Receivable, Modifications and Other Loss Mitigation Activities	'	'
Number of Loans, Modifications, Subsequent Default	4,232	3,171
Post-TDR Recorded Investment, Modifications, Subsequent Default	$781	$593
Single-family 15-year amortizing fixed-rate	'	'
Financing Receivable, Modifications and Other Loss Mitigation Activities	'	'
Number of Loans, Modifications, Subsequent Default	153	90
Post-TDR Recorded Investment, Modifications, Subsequent Default	16	9
Single-family Adjustable-rate	'	'
Financing Receivable, Modifications and Other Loss Mitigation Activities	'	'
Number of Loans, Modifications, Subsequent Default	74	54
Post-TDR Recorded Investment, Modifications, Subsequent Default	14	11
Single-family Alt-A, interest-only, and option ARM	'	'
Financing Receivable, Modifications and Other Loss Mitigation Activities	'	'
Number of Loans, Modifications, Subsequent Default	612	511
Post-TDR Recorded Investment, Modifications, Subsequent Default	153	135
Single Family Loan Product	'	'
Financing Receivable, Modifications and Other Loss Mitigation Activities	'	'
Number of Loans, Modifications, Subsequent Default	5,071	3,826
Post-TDR Recorded Investment, Modifications, Subsequent Default	964	748
Financing Receivable, Other Loss Mitigation Activities, Subsequent Default, Number Of Contracts	2,028	1,934
Financing Receivable, Other Loss Mitigation Activities, Subsequent Default, Recorded Investment	310	325
Multifamily Loan Product	'	'
Financing Receivable, Modifications and Other Loss Mitigation Activities	'	'
Number of Loans, Modifications, Subsequent Default	0	0
Post-TDR Recorded Investment, Modifications, Subsequent Default	0	0
Loans Discharged From Chapter 7 Bankruptcy	'	'
Financing Receivable, Modifications and Other Loss Mitigation Activities	'	'
Number of Loans, Modifications, Subsequent Default	1,343	5,400
Post-TDR Recorded Investment, Modifications, Subsequent Default	$200	$900

Real_Estate_Owned_Details

Real Estate Owned (Details) (USD $)	3 Months Ended					3 Months Ended	12 Months Ended	3 Months Ended	12 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Dec. 31, 2013
				Single Family	Single Family	Single Family	Single Family	Single Family	Single Family	Multifamily	Multifamily
				numberofproperties	numberofproperties	Southeast	Southeast	North Central	North Central
Real Estate Acquired Through Foreclosure Data [Line Items]	'	'	'	'	'	'	'	'	'	'	'
Real estate owned, net	$4,339,000,000	$4,323,000,000	$4,551,000,000	$4,300,000,000	$4,500,000,000	'	'	'	'	$26,000,000	$10,000,000
Single-Family REO, percentage of additions	'	'	'	'	'	37.00%	31.00%	24.00%	34.00%	'	'
REO, number of properties	'	'	'	43,565	47,307	'	'	'	'	'	'
Gain (Loss) on disposition of REO, net	129,000,000	159,000,000	'	'	'	'	'	'	'	'	'
Increase (Decrease) in REO valuation allowance, inventory	25,000,000	23,000,000	'	'	'	'	'	'	'	'	'
REO acquired in non-cash transfer	$1,300,000,000	$1,500,000,000	'	'	'	'	'	'	'	'	'

Real_Estate_Owned_REO_Details

Real Estate Owned - REO (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
REO	'	'	'
Beginning balance - REO	$4,602	$4,407	'
Additions	1,452	1,561	'
Dispositions	-1,657	-1,603	'
Ending balance - REO	4,397	4,365	'
REO, valuation allowance	'	'	'
Beginning balance, valuation allowance	-51	-29	'
Change in valuation allowance	-7	-13	'
Ending balance, valuation allowance	-58	-42	'
Ending Balance	$4,339	$4,323	$4,551

Investments_in_Securities_Deta

Investments in Securities (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
	numberofsecurities
	numberoflots
Investments, Debt and Equity Securities [Abstract]	'	'	'
Total Gross Unrealized Losses	$2,833,000,000	'	$3,899,000,000
Individual lots in gross unrealized loss position	653	'	'
Separate securities in gross unrealized loss position	626	'	'
Net unrealized gains (losses) on trading securities held at balance sheets date	$0	($400,000,000)	'

Investments_in_Securities_Avai

Investments in Securities - Available-For-Sale Securities (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	$116,480	$127,439
Gross Unrealized Gains	4,970	5,379
Gross Unrealized Losses	-2,833	-3,899
Fair Value	118,617	128,919
Freddie Mac	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	33,818	39,001
Gross Unrealized Gains	1,441	1,847
Gross Unrealized Losses	-94	-189
Fair Value	35,165	40,659
Fannie Mae	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	9,498	10,140
Gross Unrealized Gains	642	660
Gross Unrealized Losses	-1	-3
Fair Value	10,139	10,797
Ginnie Mae	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	142	149
Gross Unrealized Gains	18	18
Gross Unrealized Losses	0	0
Fair Value	160	167
CMBS	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	27,451	29,151
Gross Unrealized Gains	1,380	1,524
Gross Unrealized Losses	-215	-337
Fair Value	28,616	30,338
Subprime	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	28,027	29,897
Gross Unrealized Gains	550	382
Gross Unrealized Losses	-2,037	-2,780
Fair Value	26,540	27,499
Option ARM	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	6,518	6,617
Gross Unrealized Gains	302	338
Gross Unrealized Losses	-381	-381
Fair Value	6,439	6,574
Alt-A and other	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	7,159	8,322
Gross Unrealized Gains	534	526
Gross Unrealized Losses	-87	-142
Fair Value	7,606	8,706
Obligations of states and political subdivisions	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	3,255	3,533
Gross Unrealized Gains	33	23
Gross Unrealized Losses	-12	-61
Fair Value	3,276	3,495
Manufactured housing	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	612	629
Gross Unrealized Gains	70	61
Gross Unrealized Losses	-6	-6
Fair Value	$676	$684

Investments_in_Securities_Avai1

Investments in Securities - Available-For-Sale Securities in a Gross Unrealized Loss Position (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Fair Value	$7,373	$12,048
12 Months or Greater Fair Value	21,580	26,314
Total Fair Value	28,953	38,362
Less than 12 Months Gross Unrealized Losses	-147	-313
12 Months or Greater Gross Unrealized Losses	-2,686	-3,586
Total Gross Unrealized Losses	-2,833	-3,899
Other-than-temporary impairment	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Gross Unrealized Losses	-46	-40
12 Months or Greater Gross Unrealized Losses	-2,238	-2,955
Total Gross Unrealized Losses	-2,284	-2,995
Temporary impairment	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Gross Unrealized Losses	-101	-273
12 Months or Greater Gross Unrealized Losses	-448	-631
Total Gross Unrealized Losses	-549	-904
Freddie Mac	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Fair Value	3,688	7,957
12 Months or Greater Fair Value	641	649
Total Fair Value	4,329	8,606
Less than 12 Months Gross Unrealized Losses	-54	-144
12 Months or Greater Gross Unrealized Losses	-40	-45
Total Gross Unrealized Losses	-94	-189
Freddie Mac | Other-than-temporary impairment	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Gross Unrealized Losses	0	0
12 Months or Greater Gross Unrealized Losses	0	0
Total Gross Unrealized Losses	0	0
Freddie Mac | Temporary impairment	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Gross Unrealized Losses	-54	-144
12 Months or Greater Gross Unrealized Losses	-40	-45
Total Gross Unrealized Losses	-94	-189
Fannie Mae	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Fair Value	163	248
12 Months or Greater Fair Value	19	19
Total Fair Value	182	267
Less than 12 Months Gross Unrealized Losses	-1	-2
12 Months or Greater Gross Unrealized Losses	0	-1
Total Gross Unrealized Losses	-1	-3
Fannie Mae | Other-than-temporary impairment	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Gross Unrealized Losses	0	0
12 Months or Greater Gross Unrealized Losses	0	0
Total Gross Unrealized Losses	0	0
Fannie Mae | Temporary impairment	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Gross Unrealized Losses	-1	-2
12 Months or Greater Gross Unrealized Losses	0	-1
Total Gross Unrealized Losses	-1	-3
CMBS	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Fair Value	854	1,147
12 Months or Greater Fair Value	1,919	1,992
Total Fair Value	2,773	3,139
Less than 12 Months Gross Unrealized Losses	-38	-85
12 Months or Greater Gross Unrealized Losses	-177	-252
Total Gross Unrealized Losses	-215	-337
CMBS | Other-than-temporary impairment	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Gross Unrealized Losses	0	-7
12 Months or Greater Gross Unrealized Losses	-18	-16
Total Gross Unrealized Losses	-18	-23
CMBS | Temporary impairment	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Gross Unrealized Losses	-38	-78
12 Months or Greater Gross Unrealized Losses	-159	-236
Total Gross Unrealized Losses	-197	-314
Subprime	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Fair Value	1,039	472
12 Months or Greater Fair Value	15,133	19,103
Total Fair Value	16,172	19,575
Less than 12 Months Gross Unrealized Losses	-29	-19
12 Months or Greater Gross Unrealized Losses	-2,008	-2,761
Total Gross Unrealized Losses	-2,037	-2,780
Subprime | Other-than-temporary impairment	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Gross Unrealized Losses	-29	-19
12 Months or Greater Gross Unrealized Losses	-1,783	-2,448
Total Gross Unrealized Losses	-1,812	-2,467
Subprime | Temporary impairment	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Gross Unrealized Losses	0	0
12 Months or Greater Gross Unrealized Losses	-225	-313
Total Gross Unrealized Losses	-225	-313
Option ARM	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Fair Value	789	77
12 Months or Greater Fair Value	2,455	2,608
Total Fair Value	3,244	2,685
Less than 12 Months Gross Unrealized Losses	-12	-2
12 Months or Greater Gross Unrealized Losses	-369	-379
Total Gross Unrealized Losses	-381	-381
Option ARM | Other-than-temporary impairment	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Gross Unrealized Losses	-12	-2
12 Months or Greater Gross Unrealized Losses	-365	-374
Total Gross Unrealized Losses	-377	-376
Option ARM | Temporary impairment	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Gross Unrealized Losses	0	0
12 Months or Greater Gross Unrealized Losses	-4	-5
Total Gross Unrealized Losses	-4	-5
Alt-A and other	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Fair Value	236	262
12 Months or Greater Fair Value	1,339	1,854
Total Fair Value	1,575	2,116
Less than 12 Months Gross Unrealized Losses	-3	-5
12 Months or Greater Gross Unrealized Losses	-84	-137
Total Gross Unrealized Losses	-87	-142
Alt-A and other | Other-than-temporary impairment	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Gross Unrealized Losses	-2	-5
12 Months or Greater Gross Unrealized Losses	-70	-113
Total Gross Unrealized Losses	-72	-118
Alt-A and other | Temporary impairment	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Gross Unrealized Losses	-1	0
12 Months or Greater Gross Unrealized Losses	-14	-24
Total Gross Unrealized Losses	-15	-24
Obligations of states and political subdivisions	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Fair Value	558	1,885
12 Months or Greater Fair Value	27	24
Total Fair Value	585	1,909
Less than 12 Months Gross Unrealized Losses	-8	-56
12 Months or Greater Gross Unrealized Losses	-4	-5
Total Gross Unrealized Losses	-12	-61
Obligations of states and political subdivisions | Other-than-temporary impairment	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Gross Unrealized Losses	-1	-7
12 Months or Greater Gross Unrealized Losses	0	0
Total Gross Unrealized Losses	-1	-7
Obligations of states and political subdivisions | Temporary impairment	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Gross Unrealized Losses	-7	-49
12 Months or Greater Gross Unrealized Losses	-4	-5
Total Gross Unrealized Losses	-11	-54
Manufactured housing	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Fair Value	46	0
12 Months or Greater Fair Value	47	65
Total Fair Value	93	65
Less than 12 Months Gross Unrealized Losses	-2	0
12 Months or Greater Gross Unrealized Losses	-4	-6
Total Gross Unrealized Losses	-6	-6
Manufactured housing | Other-than-temporary impairment	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Gross Unrealized Losses	-2	0
12 Months or Greater Gross Unrealized Losses	-2	-4
Total Gross Unrealized Losses	-4	-4
Manufactured housing | Temporary impairment	'	'
Available For Sale Securities With Gross Unrealized Losses [Line Items]	'	'
Less than 12 Months Gross Unrealized Losses	0	0
12 Months or Greater Gross Unrealized Losses	-2	-2
Total Gross Unrealized Losses	($2)	($2)

Investments_in_Securities_Sign

Investments in Securities - Significant Modeled Attributes for Certain Available-For-Sale Non-Agency Mortgage-Related Securities (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014
Subprime	'
Significant Modeled Attributes For Certain Available-For-Sale Non-Agency Mortgage-Related Securities [Line Items]	'
UPB	$37,958
Weighted Average Collateral Defaults	51.00%
Weighted Average Collateral Severities	61.00%
Weighted Average Voluntary Prepayment Rates	3.00%
Average Credit Enhancement	7.00%
Option ARM	'
Significant Modeled Attributes For Certain Available-For-Sale Non-Agency Mortgage-Related Securities [Line Items]	'
UPB	10,197
Weighted Average Collateral Defaults	39.00%
Weighted Average Collateral Severities	51.00%
Weighted Average Voluntary Prepayment Rates	7.00%
Average Credit Enhancement	-1.00%
Alt-A Fixed Rate	'
Significant Modeled Attributes For Certain Available-For-Sale Non-Agency Mortgage-Related Securities [Line Items]	'
UPB	1,565
Weighted Average Collateral Defaults	22.00%
Weighted Average Collateral Severities	47.00%
Weighted Average Voluntary Prepayment Rates	10.00%
Average Credit Enhancement	4.00%
Alt-A Variable Rate	'
Significant Modeled Attributes For Certain Available-For-Sale Non-Agency Mortgage-Related Securities [Line Items]	'
UPB	2,767
Weighted Average Collateral Defaults	42.00%
Weighted Average Collateral Severities	51.00%
Weighted Average Voluntary Prepayment Rates	7.00%
Average Credit Enhancement	-6.00%
Alt-A Hybrid Rate	'
Significant Modeled Attributes For Certain Available-For-Sale Non-Agency Mortgage-Related Securities [Line Items]	'
UPB	3,572
Weighted Average Collateral Defaults	27.00%
Weighted Average Collateral Severities	41.00%
Weighted Average Voluntary Prepayment Rates	9.00%
Average Credit Enhancement	0.00%
2004 and prior | Subprime	'
Significant Modeled Attributes For Certain Available-For-Sale Non-Agency Mortgage-Related Securities [Line Items]	'
UPB	698
Weighted Average Collateral Defaults	36.00%
Weighted Average Collateral Severities	58.00%
Weighted Average Voluntary Prepayment Rates	7.00%
Average Credit Enhancement	34.00%
2004 and prior | Option ARM	'
Significant Modeled Attributes For Certain Available-For-Sale Non-Agency Mortgage-Related Securities [Line Items]	'
UPB	48
Weighted Average Collateral Defaults	23.00%
Weighted Average Collateral Severities	45.00%
Weighted Average Voluntary Prepayment Rates	8.00%
Average Credit Enhancement	4.00%
2004 and prior | Alt-A Fixed Rate	'
Significant Modeled Attributes For Certain Available-For-Sale Non-Agency Mortgage-Related Securities [Line Items]	'
UPB	427
Weighted Average Collateral Defaults	13.00%
Weighted Average Collateral Severities	47.00%
Weighted Average Voluntary Prepayment Rates	12.00%
Average Credit Enhancement	15.00%
2004 and prior | Alt-A Variable Rate	'
Significant Modeled Attributes For Certain Available-For-Sale Non-Agency Mortgage-Related Securities [Line Items]	'
UPB	314
Weighted Average Collateral Defaults	31.00%
Weighted Average Collateral Severities	43.00%
Weighted Average Voluntary Prepayment Rates	8.00%
Average Credit Enhancement	15.00%
2004 and prior | Alt-A Hybrid Rate	'
Significant Modeled Attributes For Certain Available-For-Sale Non-Agency Mortgage-Related Securities [Line Items]	'
UPB	270
Weighted Average Collateral Defaults	18.00%
Weighted Average Collateral Severities	36.00%
Weighted Average Voluntary Prepayment Rates	9.00%
Average Credit Enhancement	12.00%
2005 | Subprime	'
Significant Modeled Attributes For Certain Available-For-Sale Non-Agency Mortgage-Related Securities [Line Items]	'
UPB	3,367
Weighted Average Collateral Defaults	45.00%
Weighted Average Collateral Severities	60.00%
Weighted Average Voluntary Prepayment Rates	4.00%
Average Credit Enhancement	46.00%
2005 | Option ARM	'
Significant Modeled Attributes For Certain Available-For-Sale Non-Agency Mortgage-Related Securities [Line Items]	'
UPB	2,183
Weighted Average Collateral Defaults	32.00%
Weighted Average Collateral Severities	50.00%
Weighted Average Voluntary Prepayment Rates	8.00%
Average Credit Enhancement	2.00%
2005 | Alt-A Fixed Rate	'
Significant Modeled Attributes For Certain Available-For-Sale Non-Agency Mortgage-Related Securities [Line Items]	'
UPB	620
Weighted Average Collateral Defaults	20.00%
Weighted Average Collateral Severities	46.00%
Weighted Average Voluntary Prepayment Rates	10.00%
Average Credit Enhancement	0.00%
2005 | Alt-A Variable Rate	'
Significant Modeled Attributes For Certain Available-For-Sale Non-Agency Mortgage-Related Securities [Line Items]	'
UPB	561
Weighted Average Collateral Defaults	39.00%
Weighted Average Collateral Severities	48.00%
Weighted Average Voluntary Prepayment Rates	7.00%
Average Credit Enhancement	19.00%
2005 | Alt-A Hybrid Rate	'
Significant Modeled Attributes For Certain Available-For-Sale Non-Agency Mortgage-Related Securities [Line Items]	'
UPB	2,547
Weighted Average Collateral Defaults	25.00%
Weighted Average Collateral Severities	41.00%
Weighted Average Voluntary Prepayment Rates	9.00%
Average Credit Enhancement	0.00%
2006 | Subprime	'
Significant Modeled Attributes For Certain Available-For-Sale Non-Agency Mortgage-Related Securities [Line Items]	'
UPB	16,161
Weighted Average Collateral Defaults	52.00%
Weighted Average Collateral Severities	61.00%
Weighted Average Voluntary Prepayment Rates	3.00%
Average Credit Enhancement	3.00%
2006 | Option ARM	'
Significant Modeled Attributes For Certain Available-For-Sale Non-Agency Mortgage-Related Securities [Line Items]	'
UPB	4,746
Weighted Average Collateral Defaults	41.00%
Weighted Average Collateral Severities	51.00%
Weighted Average Voluntary Prepayment Rates	6.00%
Average Credit Enhancement	-5.00%
2006 | Alt-A Fixed Rate	'
Significant Modeled Attributes For Certain Available-For-Sale Non-Agency Mortgage-Related Securities [Line Items]	'
UPB	387
Weighted Average Collateral Defaults	27.00%
Weighted Average Collateral Severities	47.00%
Weighted Average Voluntary Prepayment Rates	8.00%
Average Credit Enhancement	-1.00%
2006 | Alt-A Variable Rate	'
Significant Modeled Attributes For Certain Available-For-Sale Non-Agency Mortgage-Related Securities [Line Items]	'
UPB	827
Weighted Average Collateral Defaults	46.00%
Weighted Average Collateral Severities	53.00%
Weighted Average Voluntary Prepayment Rates	6.00%
Average Credit Enhancement	-9.00%
2006 | Alt-A Hybrid Rate	'
Significant Modeled Attributes For Certain Available-For-Sale Non-Agency Mortgage-Related Securities [Line Items]	'
UPB	535
Weighted Average Collateral Defaults	34.00%
Weighted Average Collateral Severities	42.00%
Weighted Average Voluntary Prepayment Rates	9.00%
Average Credit Enhancement	-8.00%
2007 | Subprime	'
Significant Modeled Attributes For Certain Available-For-Sale Non-Agency Mortgage-Related Securities [Line Items]	'
UPB	17,732
Weighted Average Collateral Defaults	52.00%
Weighted Average Collateral Severities	60.00%
Weighted Average Voluntary Prepayment Rates	2.00%
Average Credit Enhancement	2.00%
2007 | Option ARM	'
Significant Modeled Attributes For Certain Available-For-Sale Non-Agency Mortgage-Related Securities [Line Items]	'
UPB	3,220
Weighted Average Collateral Defaults	41.00%
Weighted Average Collateral Severities	51.00%
Weighted Average Voluntary Prepayment Rates	6.00%
Average Credit Enhancement	4.00%
2007 | Alt-A Fixed Rate	'
Significant Modeled Attributes For Certain Available-For-Sale Non-Agency Mortgage-Related Securities [Line Items]	'
UPB	131
Weighted Average Collateral Defaults	44.00%
Weighted Average Collateral Severities	52.00%
Weighted Average Voluntary Prepayment Rates	6.00%
Average Credit Enhancement	-1.00%
2007 | Alt-A Variable Rate	'
Significant Modeled Attributes For Certain Available-For-Sale Non-Agency Mortgage-Related Securities [Line Items]	'
UPB	1,065
Weighted Average Collateral Defaults	45.00%
Weighted Average Collateral Severities	52.00%
Weighted Average Voluntary Prepayment Rates	7.00%
Average Credit Enhancement	-22.00%
2007 | Alt-A Hybrid Rate	'
Significant Modeled Attributes For Certain Available-For-Sale Non-Agency Mortgage-Related Securities [Line Items]	'
UPB	$220
Weighted Average Collateral Defaults	40.00%
Weighted Average Collateral Severities	47.00%
Weighted Average Voluntary Prepayment Rates	8.00%
Average Credit Enhancement	0.00%

Investments_in_Securities_Net_

Investments in Securities - Net Impairment of Available-For-Sale Securities Recognized in Earnings (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Net Impairment Of Available-For-Sale Securities Recognized In Earnings [Line Items]	'	'
Net impairment of available-for-sale securities recognized in earnings	($364)	($43)
Net impairment charge in earnings due to change from intent to keep to sell	328	0
CMBS	'	'
Net Impairment Of Available-For-Sale Securities Recognized In Earnings [Line Items]	'	'
Net impairment of available-for-sale securities recognized in earnings	0	-10
Subprime	'	'
Net Impairment Of Available-For-Sale Securities Recognized In Earnings [Line Items]	'	'
Net impairment of available-for-sale securities recognized in earnings	-322	-33
Option ARM	'	'
Net Impairment Of Available-For-Sale Securities Recognized In Earnings [Line Items]	'	'
Net impairment of available-for-sale securities recognized in earnings	-16	0
Alt-A and other	'	'
Net Impairment Of Available-For-Sale Securities Recognized In Earnings [Line Items]	'	'
Net impairment of available-for-sale securities recognized in earnings	($26)	$0

Investments_in_Securities_Othe

Investments in Securities - Other-Than-Temporary Impairments Related to Credit Losses on Available-For-Sale Securities (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Credit-related other-than-temporary impairments on available-for-sale securities recognized in earnings:	'	'
Beginning balance - remaining credit losses on available-for-sale securities where other-than-temporary impairments were recognized in earnings	$14,463	$16,745
Amounts related to credit losses for which an other-than-temporary impairment was not previously recognized	0	16
Amounts related to credit losses for which an other-than-temporary impairment was previously recognized	36	27
Amounts related to securities which were sold, written off or matured	-101	-416
Amounts for which we intend to sell the security or it is more likely than not that we will be required to sell the security before recovery of its amortized cost basis	-1,516	0
Amounts related to amortization resulting from significant increases in cash flows expected to be collected and/or due to the passage of time that are recognized over the remaining life of the security	-132	-40
Ending balance - remaining credit losses on available-for-sale securities where other-than-temporary impairments were recognized in earnings	$12,750	$16,332

Investments_in_Securities_Gros

Investments in Securities - Gross Realized Gains and Gross Realized Losses on Sales of Available-For-Sale Securities (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Gross Realized Gains And Gross Realized Losses On Sales Of Available-For-Sale Securities [Line Items]	'	'
Gross realized gains	$775	$101
Gross realized losses	-2	0
Net realized gains (losses)	773	101
Mortage-related securities	'	'
Gross Realized Gains And Gross Realized Losses On Sales Of Available-For-Sale Securities [Line Items]	'	'
Gross realized gains	775	101
Gross realized losses	-2	0
Freddie Mac	'	'
Gross Realized Gains And Gross Realized Losses On Sales Of Available-For-Sale Securities [Line Items]	'	'
Gross realized gains	598	0
Fannie Mae	'	'
Gross Realized Gains And Gross Realized Losses On Sales Of Available-For-Sale Securities [Line Items]	'	'
Gross realized gains	11	16
CMBS	'	'
Gross Realized Gains And Gross Realized Losses On Sales Of Available-For-Sale Securities [Line Items]	'	'
Gross realized gains	29	83
Alt-A and other	'	'
Gross Realized Gains And Gross Realized Losses On Sales Of Available-For-Sale Securities [Line Items]	'	'
Gross realized gains	112	0
Gross realized losses	-1	0
Obligations of states and political subdivisions	'	'
Gross Realized Gains And Gross Realized Losses On Sales Of Available-For-Sale Securities [Line Items]	'	'
Gross realized gains	0	2
Subprime	'	'
Gross Realized Gains And Gross Realized Losses On Sales Of Available-For-Sale Securities [Line Items]	'	'
Gross realized gains	25	0
Gross realized losses	($1)	$0

Investments_in_Securities_Matu

Investments in Securities - Maturities of Available-For-Sale Securities (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Amortized Cost	'	'
Due within 1 year or less	$8	'
Due after 1 through 5 years	1,317	'
Due after 5 through 10 years	821	'
Due after 10 years	114,334	'
Amortized Cost	116,480	'
Fair Value	'	'
Due within 1 year or less	8	'
Due after 1 through 5 years	1,396	'
Due after 5 through 10 years	875	'
Due after 10 years	116,338	'
Fair Value	118,617	128,919
Freddie Mac	'	'
Amortized Cost	'	'
Due within 1 year or less	1	'
Due after 1 through 5 years	511	'
Due after 5 through 10 years	557	'
Due after 10 years	32,749	'
Amortized Cost	33,818	'
Fair Value	'	'
Due within 1 year or less	1	'
Due after 1 through 5 years	537	'
Due after 5 through 10 years	593	'
Due after 10 years	34,034	'
Fair Value	35,165	40,659
Fannie Mae	'	'
Amortized Cost	'	'
Due within 1 year or less	1	'
Due after 1 through 5 years	99	'
Due after 5 through 10 years	144	'
Due after 10 years	9,254	'
Amortized Cost	9,498	'
Fair Value	'	'
Due within 1 year or less	1	'
Due after 1 through 5 years	103	'
Due after 5 through 10 years	158	'
Due after 10 years	9,877	'
Fair Value	10,139	10,797
Ginnie Mae	'	'
Amortized Cost	'	'
Due within 1 year or less	0	'
Due after 1 through 5 years	6	'
Due after 5 through 10 years	18	'
Due after 10 years	118	'
Amortized Cost	142	'
Fair Value	'	'
Due within 1 year or less	0	'
Due after 1 through 5 years	7	'
Due after 5 through 10 years	21	'
Due after 10 years	132	'
Fair Value	160	167
CMBS	'	'
Amortized Cost	'	'
Due within 1 year or less	0	'
Due after 1 through 5 years	586	'
Due after 5 through 10 years	0	'
Due after 10 years	26,865	'
Amortized Cost	27,451	'
Fair Value	'	'
Due within 1 year or less	0	'
Due after 1 through 5 years	630	'
Due after 5 through 10 years	0	'
Due after 10 years	27,986	'
Fair Value	28,616	30,338
Subprime	'	'
Amortized Cost	'	'
Due within 1 year or less	0	'
Due after 1 through 5 years	0	'
Due after 5 through 10 years	0	'
Due after 10 years	28,027	'
Amortized Cost	28,027	'
Fair Value	'	'
Due within 1 year or less	0	'
Due after 1 through 5 years	0	'
Due after 5 through 10 years	0	'
Due after 10 years	26,540	'
Fair Value	26,540	27,499
Option ARM	'	'
Amortized Cost	'	'
Due within 1 year or less	0	'
Due after 1 through 5 years	0	'
Due after 5 through 10 years	0	'
Due after 10 years	6,518	'
Amortized Cost	6,518	'
Fair Value	'	'
Due within 1 year or less	0	'
Due after 1 through 5 years	0	'
Due after 5 through 10 years	0	'
Due after 10 years	6,439	'
Fair Value	6,439	6,574
Alt-A and other	'	'
Amortized Cost	'	'
Due within 1 year or less	1	'
Due after 1 through 5 years	68	'
Due after 5 through 10 years	7	'
Due after 10 years	7,083	'
Amortized Cost	7,159	'
Fair Value	'	'
Due within 1 year or less	1	'
Due after 1 through 5 years	69	'
Due after 5 through 10 years	7	'
Due after 10 years	7,529	'
Fair Value	7,606	8,706
Obligations of states and political subdivisions	'	'
Amortized Cost	'	'
Due within 1 year or less	5	'
Due after 1 through 5 years	47	'
Due after 5 through 10 years	95	'
Due after 10 years	3,108	'
Amortized Cost	3,255	'
Fair Value	'	'
Due within 1 year or less	5	'
Due after 1 through 5 years	50	'
Due after 5 through 10 years	96	'
Due after 10 years	3,125	'
Fair Value	3,276	3,495
Manufactured housing	'	'
Amortized Cost	'	'
Due within 1 year or less	0	'
Due after 1 through 5 years	0	'
Due after 5 through 10 years	0	'
Due after 10 years	612	'
Amortized Cost	612	'
Fair Value	'	'
Due within 1 year or less	0	'
Due after 1 through 5 years	0	'
Due after 5 through 10 years	0	'
Due after 10 years	676	'
Fair Value	$676	$684

Investments_in_Securities_Trad

Investments in Securities - Trading Securities (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Trading Securities [Line Items]	'	'
Total fair value of trading securities	$29,987	$23,404
Mortage-related securities	'	'
Trading Securities [Line Items]	'	'
Total fair value of trading securities	21,008	16,768
Freddie Mac	'	'
Trading Securities [Line Items]	'	'
Total fair value of trading securities	14,340	9,349
Fannie Mae	'	'
Trading Securities [Line Items]	'	'
Total fair value of trading securities	6,452	7,180
Ginnie Mae	'	'
Trading Securities [Line Items]	'	'
Total fair value of trading securities	92	98
Other	'	'
Trading Securities [Line Items]	'	'
Total fair value of trading securities	124	141
Non-mortgage-related securities	'	'
Trading Securities [Line Items]	'	'
Total fair value of trading securities	8,979	6,636
Treasury bills	'	'
Trading Securities [Line Items]	'	'
Total fair value of trading securities	4,574	2,254
Treasury notes	'	'
Trading Securities [Line Items]	'	'
Total fair value of trading securities	$4,405	$4,382

Debt_Securities_and_Subordinat2

Debt Securities and Subordinated Borrowings (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
	numberoflinesofcredit		numberoflinesofcredit
Debt Securities and Subordinated Borrowings Text [Line Items]	'	'	'
Debt limit as percentage of mortgage assets	120.00%	'	'
Par value of our aggregate indebtness	$458,300,000,000	'	'
Fair value gains (losses) on foreign-currency denominated debt	8,000,000	9,000,000	'
Gains (losses) related to our foreign-currency translation	7,000,000	5,000,000	'
Federal funds purchased and securities sold under agreements to repurchase	0	'	0
Number of secured, uncommitted intraday line of credit	1	'	1
The face amount of secured, uncommited lines of credit	10,000,000,000	'	10,000,000,000
Amounts drawn on lines of credit	0	'	0
Year 2014	'	'	'
Debt Securities and Subordinated Borrowings Text [Line Items]	'	'	'
Debt limit under Purchase Agreement	663,000,000,000	'	'
Year 2015	'	'	'
Debt Securities and Subordinated Borrowings Text [Line Items]	'	'	'
Debt limit under Purchase Agreement	$563,600,000,000	'	'

Debt_Securities_and_Subordinat3

Debt Securities and Subordinated Borrowings Debt Securities and Subordinated Borrowings - Other Debt (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
Long-term Debt [Abstract]	'	'
Total other debt par value	$458,300,000,000	'
Total other debt balance, net	1,900,325,000,000	1,940,751,000,000
Other long-term debt, fair value	3,206,000,000	2,683,000,000
Balance, net for callable other long-term debt	95,300,000,000	107,500,000,000
Freddie Mac parent	'	'
Short-term Debt [Abstract]	'	'
Other short-term debt par value	115,181,000,000	141,767,000,000
Other short-term debt balance, net	115,137,000,000	141,712,000,000
Other short-term debt weighted average effective rate	0.13%	0.13%
Long-term Debt [Abstract]	'	'
Other long-term debt par value	343,153,000,000	369,578,000,000
Other long-term debt balance, net	338,711,000,000	365,055,000,000
Other long-term debt weighted average effective rate	2.08%	2.08%
Total other debt par value	458,334,000,000	511,345,000,000
Total other debt balance, net	453,848,000,000	506,767,000,000
Freddie Mac parent | 2014	'	'
Long-term Debt [Abstract]	'	'
Other long-term debt par value	52,757,000,000	78,115,000,000
Other long-term debt balance, net	52,704,000,000	78,041,000,000
Other long-term debt weighted average effective rate	1.73%	1.91%
Freddie Mac parent | 2015	'	'
Long-term Debt [Abstract]	'	'
Other long-term debt par value	62,778,000,000	70,303,000,000
Other long-term debt balance, net	62,759,000,000	70,284,000,000
Other long-term debt weighted average effective rate	1.55%	1.44%
Freddie Mac parent | 2016	'	'
Long-term Debt [Abstract]	'	'
Other long-term debt par value	58,247,000,000	63,564,000,000
Other long-term debt balance, net	58,339,000,000	63,669,000,000
Other long-term debt weighted average effective rate	2.28%	2.19%
Freddie Mac parent | 2017	'	'
Long-term Debt [Abstract]	'	'
Other long-term debt par value	59,798,000,000	51,908,000,000
Other long-term debt balance, net	59,770,000,000	51,885,000,000
Other long-term debt weighted average effective rate	1.98%	2.14%
Freddie Mac parent | 2018	'	'
Long-term Debt [Abstract]	'	'
Other long-term debt par value	32,928,000,000	33,418,000,000
Other long-term debt balance, net	32,885,000,000	33,372,000,000
Other long-term debt weighted average effective rate	1.72%	1.74%
Freddie Mac parent | Thereafter	'	'
Long-term Debt [Abstract]	'	'
Other long-term debt par value	76,645,000,000	72,270,000,000
Other long-term debt balance, net	72,254,000,000	67,804,000,000
Other long-term debt weighted average effective rate	2.89%	2.93%
Freddie Mac parent | Reference Bills securites and discount notes	'	'
Short-term Debt [Abstract]	'	'
Other short-term debt par value	114,681,000,000	137,767,000,000
Other short-term debt balance, net	114,637,000,000	137,712,000,000
Other short-term debt weighted average effective rate	0.13%	0.13%
Freddie Mac parent | Medium-term notes	'	'
Short-term Debt [Abstract]	'	'
Other short-term debt par value	500,000,000	4,000,000,000
Other short-term debt balance, net	$500,000,000	$4,000,000,000
Other short-term debt weighted average effective rate	0.16%	0.16%

Debt_Securities_and_Subordinat4

Debt Securities and Subordinated Borrowings - Debt Securities of Consolidated Trusts Held by Third Parties (Details) (Variable Interest Entity Primary Beneficiary, USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Debt Securities Of Consolidated Trusts Held By Third Parties [Line Items]	'	'
UPB	$1,411,089	$1,399,456
Balance, Net	1,446,477	1,433,984
Effective rate for debt securities of consolidated trusts held by third parties	3.41%	3.39%
Single Family Loan Product	'	'
Debt Securities Of Consolidated Trusts Held By Third Parties [Line Items]	'	'
UPB	1,410,646	1,399,012
Balance, Net	1,445,973	1,433,476
Multifamily Loan Product	'	'
Debt Securities Of Consolidated Trusts Held By Third Parties [Line Items]	'	'
UPB	443	444
Balance, Net	504	508
Weighted Average Coupon	4.96%	4.96%
Single-family 30-year or more, fixed-rate | Single Family Loan Product	'	'
Debt Securities Of Consolidated Trusts Held By Third Parties [Line Items]	'	'
UPB	982,584	969,270
Balance, Net	1,007,823	993,683
Weighted Average Coupon	4.12%	4.14%
Single-family 20-year fixed-rate | Single Family Loan Product	'	'
Debt Securities Of Consolidated Trusts Held By Third Parties [Line Items]	'	'
UPB	75,615	75,910
Balance, Net	77,966	78,252
Weighted Average Coupon	3.79%	3.81%
Single-family 15-year fixed-rate | Single Family Loan Product	'	'
Debt Securities Of Consolidated Trusts Held By Third Parties [Line Items]	'	'
UPB	270,285	270,513
Balance, Net	276,794	277,018
Weighted Average Coupon	3.20%	3.23%
Single-family Adjustable-rate | Single Family Loan Product	'	'
Debt Securities Of Consolidated Trusts Held By Third Parties [Line Items]	'	'
UPB	60,862	60,683
Balance, Net	62,036	61,830
Weighted Average Coupon	2.63%	2.64%
Single-family Interest-only | Single Family Loan Product	'	'
Debt Securities Of Consolidated Trusts Held By Third Parties [Line Items]	'	'
UPB	20,069	21,352
Balance, Net	20,105	21,390
Weighted Average Coupon	3.59%	3.70%
FHA/VA | Single Family Loan Product	'	'
Debt Securities Of Consolidated Trusts Held By Third Parties [Line Items]	'	'
UPB	1,231	1,284
Balance, Net	$1,249	$1,303
Weighted Average Coupon	5.65%	5.67%

Derivatives_Details

Derivatives (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
	category
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'	'	'
Number of derivative categories	3	'	'
Derivatives in Hedge Accounting Relationships	$0	'	$0
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	($80,000,000)	($132,000,000)	'

Derivatives_Derivative_Assets_

Derivatives - Derivative Assets and Liabilities at Fair Value (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Derivative Assets [Abstract]	'	'
Netting adjustments to derivative assets	($12,115)	($14,411)
Derivative Assets	1,155	1,063
Derivative Liabilities [Abstract]	'	'
Netting adjustments to derivative liabilities	14,424	15,282
Derivative liabilities, net	-111	-180
Net cash collateral posted	2,300	871
Commitments	'	'
Derivative Assets [Abstract]	'	'
Derivative Asset, Fair Value, Gross Asset	41	61
Derivatives	'	'
Derivative Liabilities [Abstract]	'	'
Net cash collateral posted	2,300	871
Not Designated as Hedging Instrument	'	'
Derivative Assets And Liabilities At Fair Value [Line Items]	'	'
Notional or Contractual Amount	693,753	725,026
Derivative Assets [Abstract]	'	'
Derivative Asset, Fair Value, Gross Asset	12,342	14,231
Derivative interest receivable	928	1,243
Netting adjustments to derivative assets	-12,115	-14,411
Derivative Assets	1,155	1,063
Derivative Liabilities [Abstract]	'	'
Derivative Liability, Fair Value, Gross Liability	-12,936	-13,627
Derivative interest payable	-1,599	-1,835
Netting adjustments to derivative liabilities	14,424	15,282
Derivative liabilities, net	-111	-180
Not Designated as Hedging Instrument | Interest Rate Swaps	'	'
Derivative Assets And Liabilities At Fair Value [Line Items]	'	'
Notional or Contractual Amount	477,080	524,624
Derivative Assets [Abstract]	'	'
Derivative Asset, Fair Value, Gross Asset	7,711	10,019
Derivative Liabilities [Abstract]	'	'
Derivative Liability, Fair Value, Gross Liability	-12,669	-13,317
Not Designated as Hedging Instrument | Receive-fixed	'	'
Derivative Assets And Liabilities At Fair Value [Line Items]	'	'
Notional or Contractual Amount	249,536	281,727
Derivative Assets [Abstract]	'	'
Derivative Asset, Fair Value, Gross Asset	4,615	4,475
Derivative Liabilities [Abstract]	'	'
Derivative Liability, Fair Value, Gross Liability	-1,404	-2,438
Not Designated as Hedging Instrument | Pay-fixed	'	'
Derivative Assets And Liabilities At Fair Value [Line Items]	'	'
Notional or Contractual Amount	227,244	242,597
Derivative Assets [Abstract]	'	'
Derivative Asset, Fair Value, Gross Asset	3,093	5,540
Derivative Liabilities [Abstract]	'	'
Derivative Liability, Fair Value, Gross Liability	-11,265	-10,879
Not Designated as Hedging Instrument | Basis (floating to floating)	'	'
Derivative Assets And Liabilities At Fair Value [Line Items]	'	'
Notional or Contractual Amount	300	300
Derivative Assets [Abstract]	'	'
Derivative Asset, Fair Value, Gross Asset	3	4
Derivative Liabilities [Abstract]	'	'
Derivative Liability, Fair Value, Gross Liability	0	0
Not Designated as Hedging Instrument | Option-based	'	'
Derivative Assets And Liabilities At Fair Value [Line Items]	'	'
Notional or Contractual Amount	114,272	122,010
Derivative Assets [Abstract]	'	'
Derivative Asset, Fair Value, Gross Asset	4,590	4,112
Derivative Liabilities [Abstract]	'	'
Derivative Liability, Fair Value, Gross Liability	-208	-204
Not Designated as Hedging Instrument | Call swaptions | Purchased	'	'
Derivative Assets And Liabilities At Fair Value [Line Items]	'	'
Notional or Contractual Amount	39,790	59,290
Derivative Assets [Abstract]	'	'
Derivative Asset, Fair Value, Gross Asset	2,910	2,373
Derivative Liabilities [Abstract]	'	'
Derivative Liability, Fair Value, Gross Liability	0	0
Not Designated as Hedging Instrument | Call swaptions | Written	'	'
Derivative Assets And Liabilities At Fair Value [Line Items]	'	'
Notional or Contractual Amount	3,500	5,945
Derivative Assets [Abstract]	'	'
Derivative Asset, Fair Value, Gross Asset	0	0
Derivative Liabilities [Abstract]	'	'
Derivative Liability, Fair Value, Gross Liability	-208	-201
Not Designated as Hedging Instrument | Put swaptions | Purchased	'	'
Derivative Assets And Liabilities At Fair Value [Line Items]	'	'
Notional or Contractual Amount	49,320	33,410
Derivative Assets [Abstract]	'	'
Derivative Asset, Fair Value, Gross Asset	695	698
Derivative Liabilities [Abstract]	'	'
Derivative Liability, Fair Value, Gross Liability	0	0
Not Designated as Hedging Instrument | Other option-based derivatives	'	'
Derivative Assets And Liabilities At Fair Value [Line Items]	'	'
Notional or Contractual Amount	21,662	23,365
Derivative Assets [Abstract]	'	'
Derivative Asset, Fair Value, Gross Asset	985	1,041
Derivative Liabilities [Abstract]	'	'
Derivative Liability, Fair Value, Gross Liability	0	-3
Not Designated as Hedging Instrument | Futures	'	'
Derivative Assets And Liabilities At Fair Value [Line Items]	'	'
Notional or Contractual Amount	70,234	50,270
Derivative Assets [Abstract]	'	'
Derivative Asset, Fair Value, Gross Asset	0	0
Derivative Liabilities [Abstract]	'	'
Derivative Liability, Fair Value, Gross Liability	0	0
Not Designated as Hedging Instrument | Foreign-currency swaps	'	'
Derivative Assets And Liabilities At Fair Value [Line Items]	'	'
Notional or Contractual Amount	0	528
Derivative Assets [Abstract]	'	'
Derivative Asset, Fair Value, Gross Asset	0	39
Derivative Liabilities [Abstract]	'	'
Derivative Liability, Fair Value, Gross Liability	0	0
Not Designated as Hedging Instrument | Commitments	'	'
Derivative Assets And Liabilities At Fair Value [Line Items]	'	'
Notional or Contractual Amount	23,563	18,731
Derivative Assets [Abstract]	'	'
Derivative Asset, Fair Value, Gross Asset	41	61
Derivative Liabilities [Abstract]	'	'
Derivative Liability, Fair Value, Gross Liability	-21	-69
Not Designated as Hedging Instrument | Credit derivatives	'	'
Derivative Assets And Liabilities At Fair Value [Line Items]	'	'
Notional or Contractual Amount	5,192	5,386
Derivative Assets [Abstract]	'	'
Derivative Asset, Fair Value, Gross Asset	0	0
Derivative Liabilities [Abstract]	'	'
Derivative Liability, Fair Value, Gross Liability	-9	-6
Not Designated as Hedging Instrument | Swap guarantee derivatives	'	'
Derivative Assets And Liabilities At Fair Value [Line Items]	'	'
Notional or Contractual Amount	3,412	3,477
Derivative Assets [Abstract]	'	'
Derivative Asset, Fair Value, Gross Asset	0	0
Derivative Liabilities [Abstract]	'	'
Derivative Liability, Fair Value, Gross Liability	($29)	($31)

Derivatives_Gains_and_Losses_o

Derivatives - Gains and Losses on Derivatives (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative gains (losses)	($2,351)	$375
Not Designated as Hedging Instrument	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative gains (losses)	-2,351	375
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative gains (losses)	-1,673	1,281
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements | Interest Rate Swaps	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative gains (losses)	-1,770	1,574
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements | Receive-fixed	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative gains (losses)	1,394	-2,290
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements | Foreign-currency denominated	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative gains (losses)	-1	-7
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements | U.S. dollar denominated	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative gains (losses)	1,395	-2,283
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements | Pay-fixed	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative gains (losses)	-3,164	3,864
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements | Option-based	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative gains (losses)	69	-437
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements | Call swaptions | Purchased	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative gains (losses)	528	-518
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements | Call swaptions | Written	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative gains (losses)	-100	109
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements | Put swaptions | Purchased	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative gains (losses)	-419	53
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements | Other option-based derivatives	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative gains (losses)	60	-81
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements | Futures	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative gains (losses)	-30	38
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements | Foreign-currency swaps	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative gains (losses)	-7	-5
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements | Commitments	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative gains (losses)	66	109
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements | Credit derivatives	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative gains (losses)	-3	0
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements | Swap guarantee derivatives	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative gains (losses)	3	2
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements | Other	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative gains (losses)	-1	0
Not Designated as Hedging Instrument | Accrual of periodic settlements	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative gains (losses)	-678	-906
Not Designated as Hedging Instrument | Accrual of periodic settlements | Receive-fixed	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative gains (losses)	834	938
Not Designated as Hedging Instrument | Accrual of periodic settlements | Pay-fixed	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative gains (losses)	-1,512	-1,845
Not Designated as Hedging Instrument | Accrual of periodic settlements | Other	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative gains (losses)	$0	$1

Collateral_and_Offsetting_of_A2

Collateral and Offsetting of Assets and Liabilities (Details) (USD $)

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Dec. 31, 2013

numberoflinesofcredit

numberoflinesofcredit

Securities purchased under agreements to resell

Securities purchased under agreements to resell

Multifamily guarantees and mortgage loans

Multifamily guarantees and mortgage loans

Secured uncommitted line of credit

Secured uncommitted line of credit

Derivatives and securities

Derivatives

Clearing members

Clearing members

Commitments

Commitments

OTC derivatives

OTC derivatives

OTC derivatives

OTC derivatives

Cleared and exchange-traded derivatives

Cleared and exchange-traded derivatives

Counterparties accounted for greater than 10%

Counterparties accounted for greater than 10%

Net uncollateralized exposure to derivative counterparties

Net uncollateralized exposure to derivative counterparties

numberofcounterparties

S&P Equivalent A or above Rating

numberofcounterparties

Offsetting Of Assets And Liabilities [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative collateral, obligation to return cash

$0

$0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative collateral, right to reclaim cash

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Net uncollateralized exposure after applying netting agreements and collateral

'

'

'

'

'

'

'

'

'

'

'

'

'

'

170,000,000

188,000,000

'

'

572,000,000

382,000,000

Maximum loss after applying netting agreements and collateral

'

'

'

'

'

'

'

'

'

'

'

'

'

'

170,000,000

'

'

'

'

'

Number of Counterparties

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

4

3

'

'

Concentration risk percentage

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

66.00%

'

'

'

Total exposure on our commitments

'

'

'

'

'

'

'

'

'

'

'

'

41,000,000

61,000,000

'

'

'

'

'

'

Collateral pledged to Freddie Mac in form of cash

'

'

'

'

74,000,000

66,000,000

'

'

'

'

'

'

'

'

1,700,000,000

1,900,000,000

'

'

8,000,000

646,000,000

Securities collateral pledged to Freddie Mac offsetting our exposure

372,000,000

432,000,000

'

'

'

'

'

'

'

'

'

'

'

'

372,000,000

432,000,000

'

'

0

0

Collateral pledged to Freddie Mac in form of securities

'

'

0

5,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of secured, uncommitted intraday line of credit

1

1

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Federal funds sold

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Securities pledged by Freddie Mac with the ability for the secured party to repledge

10,900,000,000

11,100,000,000

'

'

'

'

10,500,000,000

10,500,000,000

400,000,000

600,000,000

'

'

'

'

'

'

'

'

'

'

Collateral pledged by Freddie Mac in form of cash

4,000,000,000

3,400,000,000

'

'

'

'

'

'

'

'

914,000,000

275,000,000

'

'

3,100,000,000

3,200,000,000

'

'

'

'

Derivatives in a net liability position

3,100,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

3,100,000,000

3,200,000,000

'

'

'

'

Collateral already posted, aggregate fair value

3,100,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Additional collateral, aggregate fair value

$0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Collateral_and_Offsetting_of_A3

Collateral and Offsetting of Assets and Liabilities - Offsetting of Financial Assets and Liabilities (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Derivative Assets:	'	'
Gross Amount Recognized	$13,270	$15,474
Amount Offset in the Consolidated Balance Sheets	-12,115	-14,411
Derivative assets, net	1,155	1,063
Gross Amount Not Offset in the Consolidated Balance Sheets	-372	-432
Net Amount	783	631
Securities purchased under agreements to resell	'	'
Gross Amount Recognized	35,041	62,383
Amount Offset in the Consolidated Balance Sheets	0	0
Net Amount Presented in the Consolidated Balance Sheets	35,041	62,383
Gross Amount Not Offset in the Consolidated Balance Sheets	-35,041	-62,383
Net Amount	0	0
Total	'	'
Gross Amount Recognized	48,311	77,857
Amount Offset in the Consolidated Balance Sheets	-12,115	-14,411
Net Amount Presented in the Consolidated Balance Sheets	36,196	63,446
Gross Amount Not Offset in the Consolidated Balance Sheets	-35,413	-62,815
Net Amount	783	631
Derivative Liabilities:	'	'
Gross Amount Recognized	-14,535	-15,462
Amount Offset in the Consolidated Balance Sheets	14,424	15,282
Derivative liabilities, net	-111	-180
Gross Amount Not Offset in the Consolidated Balance Sheets	0	0
Net Amount	-111	-180
Over-the-counter interest-rate and foreign-currency swaps, and option-based derivatives	'	'
Derivative Assets:	'	'
Gross Amount Recognized	12,762	13,886
Amount Offset in the Consolidated Balance Sheets	-12,220	-13,266
Derivative assets, net	542	620
Gross Amount Not Offset in the Consolidated Balance Sheets	-372	-432
Net Amount	170	188
Derivative Liabilities:	'	'
Gross Amount Recognized	-13,696	-14,616
Amount Offset in the Consolidated Balance Sheets	13,644	14,545
Derivative liabilities, net	-52	-71
Gross Amount Not Offset in the Consolidated Balance Sheets	0	0
Net Amount	-52	-71
Cleared and exchange-traded derivatives	'	'
Derivative Assets:	'	'
Gross Amount Recognized	467	1,527
Amount Offset in the Consolidated Balance Sheets	105	-1,145
Derivative assets, net	572	382
Gross Amount Not Offset in the Consolidated Balance Sheets	0	0
Net Amount	572	382
Derivative Liabilities:	'	'
Gross Amount Recognized	-780	-737
Amount Offset in the Consolidated Balance Sheets	780	737
Derivative liabilities, net	0	0
Gross Amount Not Offset in the Consolidated Balance Sheets	0	0
Net Amount	0	0
Other	'	'
Derivative Assets:	'	'
Gross Amount Recognized	41	61
Amount Offset in the Consolidated Balance Sheets	0	0
Derivative assets, net	41	61
Gross Amount Not Offset in the Consolidated Balance Sheets	0	0
Net Amount	41	61
Derivative Liabilities:	'	'
Gross Amount Recognized	-59	-109
Amount Offset in the Consolidated Balance Sheets	0	0
Derivative liabilities, net	-59	-109
Gross Amount Not Offset in the Consolidated Balance Sheets	0	0
Net Amount	($59)	($109)

Collateral_and_Offsetting_of_A4

Collateral and Offsetting of Assets and Liabilities - Collateral in the Form of Securities Pledged (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Collateral in the Form of Securities Pledged [Line Items]	'	'
Securities pledged by Freddie Mac with the ability for the secured party to repledge	$10,900	$11,100
Total securities pledged	10,857	11,089
Debt securities of consolidated trusts held by third parties	'	'
Collateral in the Form of Securities Pledged [Line Items]	'	'
Securities pledged by Freddie Mac with the ability for the secured party to repledge	10,713	10,654
Available-for-sale securities	'	'
Collateral in the Form of Securities Pledged [Line Items]	'	'
Securities pledged by Freddie Mac with the ability for the secured party to repledge	64	70
Trading securities	'	'
Collateral in the Form of Securities Pledged [Line Items]	'	'
Securities pledged by Freddie Mac with the ability for the secured party to repledge	$80	$365

Stockholders_Equity_Details

Stockholders' Equity (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Stockholders Equity Text [Line Items]	'	'	'
Draw received from Treasury	$0	'	'
Expected draw request from Treasury	0	'	'
Applicable capital reserve amount	2,400,000,000	'	3,000,000,000
Senior preferred stock dividend payable to Treasury in the following quarter	4,500,000,000	'	'
Aggregate liquidation preference on senior preferred stock	72,336,000,000	'	72,336,000,000
Common shares or non-cumulative preferred stock repurchased	0	'	'
Common shares or non-cumulative preferred stock issued	0	'	'
Common dividends declared	0	'	'
Cash dividends paid on senior preferred stock	10,435,000,000	5,827,000,000	'
Dividends declared on preferred stock	0	'	'
Dividends paid on preferred stock	0	'	'
Federal statutory tax rate	35.00%	'	'
Total AOCI related to derivatives designated as cash flow hedges	-948,000,000	-1,200,000,000	-1,000,000,000
Cash flow hedge gain (loss) to be reclassified over the next 12 months	-204,000,000	'	'
Maximum remaining length of time hedged in cash flow hedge	'20 years	'	'
Percentage of AOCI related to closed cash flow hedges expected to be reclassified to earnings over the next 5 years	74.00%	'	'
Percentage of AOCI related to closed cash flow hedges expected to be reclassified to earnings over the next 10 years	89.00%	'	'
Year 2018	'	'	'
Stockholders Equity Text [Line Items]	'	'	'
Applicable capital reserve amount	$0	'	'

Stockholders_Equity_Changes_in

Stockholders' Equity - Changes in AOCI by Component, Net of Tax (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'
Beginning balance	($6,000,000)	'
Total other comprehensive income (loss), net of taxes and reclassification adjustments	479,000,000	2,390,000,000
Ending balance	473,000,000	'
Total	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'
Beginning balance	-6,000,000	-2,938,000,000
Other comprehensive income (loss) before reclassifications	693,000,000	2,335,000,000
Amounts reclassified from accumulated other comprehensive income	-214,000,000	55,000,000
Total other comprehensive income (loss), net of taxes and reclassification adjustments	479,000,000	2,390,000,000
Ending balance	473,000,000	-548,000,000
AOCI related to available-for-sale securities	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'
Beginning balance	962,000,000	-1,444,000,000
Other comprehensive income (loss) before reclassifications	692,000,000	2,317,000,000
Amounts reclassified from accumulated other comprehensive income	-265,000,000	-37,000,000
Total other comprehensive income (loss), net of taxes and reclassification adjustments	427,000,000	2,280,000,000
Ending balance	1,389,000,000	836,000,000
Tax expense related to AFS - other comprehensive income before reclassifications	400,000,000	1,200,000,000
AOCI related to cash flow hedge relationships	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'
Beginning balance	-1,000,000,000	-1,316,000,000
Other comprehensive income (loss) before reclassifications	0	0
Amounts reclassified from accumulated other comprehensive income	52,000,000	90,000,000
Total other comprehensive income (loss), net of taxes and reclassification adjustments	52,000,000	90,000,000
Ending balance	-948,000,000	-1,226,000,000
AOCI related to defined benefit plans	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'
Beginning balance	32,000,000	-178,000,000
Other comprehensive income (loss) before reclassifications	1,000,000	18,000,000
Amounts reclassified from accumulated other comprehensive income	-1,000,000	2,000,000
Total other comprehensive income (loss), net of taxes and reclassification adjustments	0	20,000,000
Ending balance	$32,000,000	($158,000,000)

Stockholders_Equity_Reclassifi

Stockholders' Equity - Reclassifications from AOCI to Net Income (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Reclassification Adjustment Out Of Accumulated Other Comprehensive Income [Line Items]	'	'
Other gains (losses) on investment securities recognized in earnings	$766	($276)
Net impairment of available-for-sale securities recognized in earnings	-364	-43
Total interest expense	-14,072	-14,292
Expense related to derivatives	-79	-131
Salaries and employee benefits	-233	-208
Income (loss) before income tax benefit (expense)	5,765	4,546
Income tax (expense) benefit	-1,745	35
Net income (loss)	4,020	4,581
Total reclassifications in the period	'	'
Reclassification Adjustment Out Of Accumulated Other Comprehensive Income [Line Items]	'	'
Net income (loss)	214	-55
AOCI related to available-for-sale securities | Total reclassifications in the period	'	'
Reclassification Adjustment Out Of Accumulated Other Comprehensive Income [Line Items]	'	'
Other gains (losses) on investment securities recognized in earnings	773	101
Net impairment of available-for-sale securities recognized in earnings	-364	-43
Income (loss) before income tax benefit (expense)	409	58
Income tax (expense) benefit	-144	-21
Net income (loss)	265	37
AOCI related to cash flow hedge relationships | Total reclassifications in the period	'	'
Reclassification Adjustment Out Of Accumulated Other Comprehensive Income [Line Items]	'	'
Expense related to derivatives	-79	-131
Income (loss) before income tax benefit (expense)	-80	-132
Income tax (expense) benefit	28	42
Net income (loss)	-52	-90
AOCI related to cash flow hedge relationships | Total reclassifications in the period | Freddie Mac parent	'	'
Reclassification Adjustment Out Of Accumulated Other Comprehensive Income [Line Items]	'	'
Total interest expense	-1	-1
AOCI related to defined benefit plans | Total reclassifications in the period	'	'
Reclassification Adjustment Out Of Accumulated Other Comprehensive Income [Line Items]	'	'
Salaries and employee benefits	1	-2
Income tax (expense) benefit	0	0
Net income (loss)	$1	($2)

Income_Taxes_Details

Income Taxes (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Income Tax Disclosure [Abstract]	'	'	'
Income tax (expense) benefit	($1,745,000,000)	$35,000,000	'
Effective Income Tax Rate Reconciliation, Percent	30.30%	-0.80%	'
Federal statutory tax rate	35.00%	'	'
Deferred tax assets, net	20,700,000,000	'	22,700,000,000
Unrecognized Tax Benefits	$0	'	'

Segment_Reporting_Details

Segment Reporting (Details) (USD $)	3 Months Ended
In Billions, unless otherwise specified	Mar. 31, 2014
	numberofreportablesegments
Note Text Segment Reporting [Line Items]	'
Number of reportable segments	3
Single-family Guarantee	'
Note Text Segment Reporting [Line Items]	'
Unamortized balance of buy down fees	0.3
Unamortized balance of delivery fees	0.9
Investments	'
Note Text Segment Reporting [Line Items]	'
Unamortized balance of cash premiums and discounts, net	2.8
Unamortized balance of buy up fees	0.4

Segment_Reporting_Summary_of_S

Segment Reporting - Summary of Segment Earnings and Comprehensive Income (Loss) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Segment Reporting Information [Line Items]	'	'
Net income (loss)	$4,020	$4,581
Comprehensive income (loss)	4,499	6,971
All Other	'	'
Segment Reporting Information [Line Items]	'	'
Net income (loss)	-13	-28
Comprehensive income (loss)	-13	-28
Operating segments and corporate non-segment	'	'
Segment Reporting Information [Line Items]	'	'
Net income (loss)	4,020	4,581
Comprehensive income (loss)	4,499	6,971
Single-family Guarantee | Operating segments	'	'
Segment Reporting Information [Line Items]	'	'
Net income (loss)	313	1,186
Comprehensive income (loss)	313	1,197
Investments | Operating segments	'	'
Segment Reporting Information [Line Items]	'	'
Net income (loss)	3,302	2,420
Comprehensive income (loss)	3,781	4,794
Multifamily | Operating segments	'	'
Segment Reporting Information [Line Items]	'	'
Net income (loss)	418	1,003
Comprehensive income (loss)	$418	$1,008

Segment_Reporting_Segment_Earn

Segment Reporting - Segment Earnings and Reconciliation to GAAP Results (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]	'	'
Interest Income (Expense), Net	$3,510	$4,265
(Provision) benefit for credit losses	-85	503
Non-interest income (loss)	'	'
Management and guarantee income	78	60
Net impairment of available-for-sale securities recognized in earnings	-364	-43
Derivative gains (losses)	-2,351	375
Gains (losses) on trading securities	-7	-377
Gains (losses) on mortgage loans	254	9
Other non-interest income (loss)	5,501	378
Non-interest expense	'	'
Administrative expenses	-468	-432
Real estate owned operations income (expense)	-59	-6
Temporary Payroll Tax Cut Continuation Act of 2011 expense	-178	-93
Other expenses	-66	-93
Segment Adjustments	0	0
Income tax (expense) benefit	-1,745	35
Net income (loss)	4,020	4,581
Total other comprehensive income (loss), net of taxes	479	2,390
Comprehensive income (loss)	4,499	6,971
All Other	'	'
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]	'	'
Interest Income (Expense), Net	0	0
(Provision) benefit for credit losses	0	0
Non-interest income (loss)	'	'
Management and guarantee income	0	0
Net impairment of available-for-sale securities recognized in earnings	0	0
Derivative gains (losses)	0	0
Gains (losses) on trading securities	0	0
Gains (losses) on mortgage loans	0	0
Other non-interest income (loss)	0	0
Non-interest expense	'	'
Administrative expenses	0	0
Real estate owned operations income (expense)	0	0
Temporary Payroll Tax Cut Continuation Act of 2011 expense	0	0
Other expenses	-18	-27
Segment Adjustments	0	0
Income tax (expense) benefit	5	-1
Net income (loss)	-13	-28
Total other comprehensive income (loss), net of taxes	0	0
Comprehensive income (loss)	-13	-28
Operating segments and corporate non-segment	'	'
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]	'	'
Interest Income (Expense), Net	1,084	1,427
(Provision) benefit for credit losses	-303	278
Non-interest income (loss)	'	'
Management and guarantee income	1,229	1,289
Net impairment of available-for-sale securities recognized in earnings	-215	-3
Derivative gains (losses)	-1,406	1,389
Gains (losses) on trading securities	-7	-377
Gains (losses) on mortgage loans	254	9
Other non-interest income (loss)	5,831	1,097
Non-interest expense	'	'
Administrative expenses	-468	-432
Real estate owned operations income (expense)	-59	-6
Temporary Payroll Tax Cut Continuation Act of 2011 expense	-178	-93
Other expenses	-66	-93
Segment Adjustments	69	61
Income tax (expense) benefit	-1,745	35
Net income (loss)	4,020	4,581
Total other comprehensive income (loss), net of taxes	479	2,390
Comprehensive income (loss)	4,499	6,971
Reconciling Items	'	'
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]	'	'
Interest Income (Expense), Net	2,426	2,838
(Provision) benefit for credit losses	218	225
Non-interest income (loss)	'	'
Management and guarantee income	-1,151	-1,229
Net impairment of available-for-sale securities recognized in earnings	-149	-40
Derivative gains (losses)	-945	-1,014
Gains (losses) on trading securities	0	0
Gains (losses) on mortgage loans	0	0
Other non-interest income (loss)	-330	-719
Non-interest expense	'	'
Administrative expenses	0	0
Real estate owned operations income (expense)	0	0
Temporary Payroll Tax Cut Continuation Act of 2011 expense	0	0
Other expenses	0	0
Segment Adjustments	-69	-61
Income tax (expense) benefit	0	0
Net income (loss)	0	0
Total other comprehensive income (loss), net of taxes	0	0
Comprehensive income (loss)	0	0
Reclassifications	'	'
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]	'	'
Interest Income (Expense), Net	2,275	2,549
(Provision) benefit for credit losses	218	225
Non-interest income (loss)	'	'
Management and guarantee income	-1,069	-1,001
Net impairment of available-for-sale securities recognized in earnings	-149	-40
Derivative gains (losses)	-945	-1,014
Gains (losses) on trading securities	0	0
Gains (losses) on mortgage loans	0	0
Other non-interest income (loss)	-330	-719
Non-interest expense	'	'
Administrative expenses	0	0
Real estate owned operations income (expense)	0	0
Temporary Payroll Tax Cut Continuation Act of 2011 expense	0	0
Other expenses	0	0
Segment Adjustments	0	0
Income tax (expense) benefit	0	0
Net income (loss)	0	0
Total other comprehensive income (loss), net of taxes	0	0
Comprehensive income (loss)	0	0
Segment Adjustments	'	'
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]	'	'
Interest Income (Expense), Net	151	289
(Provision) benefit for credit losses	0	0
Non-interest income (loss)	'	'
Management and guarantee income	-82	-228
Net impairment of available-for-sale securities recognized in earnings	0	0
Derivative gains (losses)	0	0
Gains (losses) on trading securities	0	0
Gains (losses) on mortgage loans	0	0
Other non-interest income (loss)	0	0
Non-interest expense	'	'
Administrative expenses	0	0
Real estate owned operations income (expense)	0	0
Temporary Payroll Tax Cut Continuation Act of 2011 expense	0	0
Other expenses	0	0
Segment Adjustments	-69	-61
Income tax (expense) benefit	0	0
Net income (loss)	0	0
Total other comprehensive income (loss), net of taxes	0	0
Comprehensive income (loss)	0	0
Single-family Guarantee | Operating segments	'	'
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]	'	'
Interest Income (Expense), Net	33	94
(Provision) benefit for credit losses	-322	244
Non-interest income (loss)	'	'
Management and guarantee income	1,171	1,243
Net impairment of available-for-sale securities recognized in earnings	0	0
Derivative gains (losses)	-3	0
Gains (losses) on trading securities	0	0
Gains (losses) on mortgage loans	0	0
Other non-interest income (loss)	203	241
Non-interest expense	'	'
Administrative expenses	-278	-241
Real estate owned operations income (expense)	-59	-8
Temporary Payroll Tax Cut Continuation Act of 2011 expense	-178	-93
Other expenses	-39	-61
Segment Adjustments	-82	-228
Income tax (expense) benefit	-133	-5
Net income (loss)	313	1,186
Total other comprehensive income (loss), net of taxes	0	11
Comprehensive income (loss)	313	1,197
Investments | Operating segments	'	'
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]	'	'
Interest Income (Expense), Net	836	1,030
(Provision) benefit for credit losses	0	0
Non-interest income (loss)	'	'
Management and guarantee income	0	0
Net impairment of available-for-sale securities recognized in earnings	-215	8
Derivative gains (losses)	-1,488	559
Gains (losses) on trading securities	-55	-378
Gains (losses) on mortgage loans	0	0
Other non-interest income (loss)	5,637	757
Non-interest expense	'	'
Administrative expenses	-124	-112
Real estate owned operations income (expense)	0	0
Temporary Payroll Tax Cut Continuation Act of 2011 expense	0	0
Other expenses	-4	0
Segment Adjustments	151	289
Income tax (expense) benefit	-1,436	267
Net income (loss)	3,302	2,420
Total other comprehensive income (loss), net of taxes	479	2,374
Comprehensive income (loss)	3,781	4,794
Multifamily | Operating segments	'	'
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]	'	'
Interest Income (Expense), Net	215	303
(Provision) benefit for credit losses	19	34
Non-interest income (loss)	'	'
Management and guarantee income	58	46
Net impairment of available-for-sale securities recognized in earnings	0	-11
Derivative gains (losses)	85	830
Gains (losses) on trading securities	48	1
Gains (losses) on mortgage loans	254	9
Other non-interest income (loss)	-9	99
Non-interest expense	'	'
Administrative expenses	-66	-79
Real estate owned operations income (expense)	0	2
Temporary Payroll Tax Cut Continuation Act of 2011 expense	0	0
Other expenses	-5	-5
Segment Adjustments	0	0
Income tax (expense) benefit	-181	-226
Net income (loss)	418	1,003
Total other comprehensive income (loss), net of taxes	0	5
Comprehensive income (loss)	$418	$1,008

Segment_Reporting_Comprehensiv

Segment Reporting - Comprehensive Income (Loss) of Segments (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Comprehensive Income Loss Of Segments [Line Items]	'	'
Net income (loss)	$4,020	$4,581
Other comprehensive income (loss), net of taxes and reclassification adjustments:	'	'
Changes in unrealized gains (losses) related to available-for-sale securities	427	2,280
Changes in unrealized gains (losses) related to cash flow hedge relationships	52	90
Changes in defined benefit plans	0	20
Total other comprehensive income (loss), net of taxes	479	2,390
Comprehensive income (loss)	4,499	6,971
All Other	'	'
Comprehensive Income Loss Of Segments [Line Items]	'	'
Net income (loss)	-13	-28
Other comprehensive income (loss), net of taxes and reclassification adjustments:	'	'
Changes in unrealized gains (losses) related to available-for-sale securities	0	0
Changes in unrealized gains (losses) related to cash flow hedge relationships	0	0
Changes in defined benefit plans	0	0
Total other comprehensive income (loss), net of taxes	0	0
Comprehensive income (loss)	-13	-28
Single-family Guarantee | Operating segments	'	'
Comprehensive Income Loss Of Segments [Line Items]	'	'
Net income (loss)	313	1,186
Other comprehensive income (loss), net of taxes and reclassification adjustments:	'	'
Changes in unrealized gains (losses) related to available-for-sale securities	0	0
Changes in unrealized gains (losses) related to cash flow hedge relationships	0	0
Changes in defined benefit plans	0	11
Total other comprehensive income (loss), net of taxes	0	11
Comprehensive income (loss)	313	1,197
Investments | Operating segments	'	'
Comprehensive Income Loss Of Segments [Line Items]	'	'
Net income (loss)	3,302	2,420
Other comprehensive income (loss), net of taxes and reclassification adjustments:	'	'
Changes in unrealized gains (losses) related to available-for-sale securities	427	2,277
Changes in unrealized gains (losses) related to cash flow hedge relationships	52	90
Changes in defined benefit plans	0	7
Total other comprehensive income (loss), net of taxes	479	2,374
Comprehensive income (loss)	3,781	4,794
Multifamily | Operating segments	'	'
Comprehensive Income Loss Of Segments [Line Items]	'	'
Net income (loss)	418	1,003
Other comprehensive income (loss), net of taxes and reclassification adjustments:	'	'
Changes in unrealized gains (losses) related to available-for-sale securities	0	3
Changes in unrealized gains (losses) related to cash flow hedge relationships	0	0
Changes in defined benefit plans	0	2
Total other comprehensive income (loss), net of taxes	0	5
Comprehensive income (loss)	$418	$1,008

Financial_Guarantees_Details

Financial Guarantees (Details) (USD $)

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2013

Dec. 31, 2012

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mortgage Related Securities Backed By Single Family Loans

Mortgage Related Securities Backed By Single Family Loans

Other Guarantee Commitments

Other Guarantee Commitments

Single Family Long Term Standby Commitments

Single Family Long Term Standby Commitments

Single Family Long Term Standby Commitments

Credit Enhanced Multifamily Housing Revenue Bonds

Credit Enhanced Multifamily Housing Revenue Bonds

HFA initiative

HFA initiative

Guarantees On Derivative Instruments

Guarantees On Derivative Instruments

Servicing Related Premium Guarantees

Servicing Related Premium Guarantees

Variable Interest Entity, Not Primary Beneficiary

Variable Interest Entity, Not Primary Beneficiary

Variable Interest Entity, Not Primary Beneficiary

Variable Interest Entity, Not Primary Beneficiary

Payment Guarantee

Payment Guarantee

Mortgage Related Securities Backed By Multifamily Mortgage Loans

Mortgage Related Securities Backed By Multifamily Mortgage Loans

Guarantor Obligations [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

UPB of Issuances and Guarantees

'

'

'

'

$52,100,000,000

$133,500,000,000

'

'

$500,000,000

$2,200,000,000

'

'

'

'

'

'

'

'

'

'

'

$3,300,000,000

$4,800,000,000

Maximum Exposure

'

'

'

'

'

'

29,060,000,000

29,160,000,000

'

'

'

'

'

'

'

1,249,000,000

9,856,000,000

279,000,000

281,000,000

74,620,000,000

71,809,000,000

'

'

Recognized Liability

1,518,000,000

1,522,000,000

'

'

'

'

778,000,000

791,000,000

'

'

'

'

'

'

'

32,000,000

239,000,000

0

0

740,000,000

731,000,000

'

'

Maximum Remaining Term

'

'

'

'

'

'

'35 years

'36 years

'

'

'

'

'

'

'

'31 years

'32 years

'5 years

'5 years

'39 years

'40 years

'

'

Reserve for Guarantee Losses

125,000,000

111,000,000

152,000,000

183,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

UPB of Guarantees

'

'

'

'

'

'

'

'

19,300,000,000

'

19,200,000,000

9,100,000,000

9,100,000,000

600,000,000

900,000,000

'

'

'

'

'

'

'

'

Cash Advances Related To Multifamily Liquidity Guarantees

$0

$0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Concentration_of_Credit_and_Ot2

Concentration of Credit and Other Risks (Details) (USD $)

3 Months Ended

1 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

3 Months Ended

3 Months Ended

3 Months Ended

3 Months Ended

1 Months Ended

Mar. 31, 2014

Mar. 31, 2013

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Feb. 28, 2014

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2013

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2014

Apr. 30, 2014

numberofcorporatefamilies

Lehman Brothers Holdings, Inc.

Estimated Current Loan To Value Ratio Greater Than 100 Percent

Estimated Current Loan To Value Ratio Greater Than 100 Percent

Estimated Current Loan To Value Ratio Greater Than 100 Percent

Estimated Current Loan To Value Ratio Greater Than 100 Percent

Estimated Current Loan To Value Ratio Greater Than 100 Percent

Estimated Current Loan To Value Ratio Greater Than 100 Percent

2005 to 2008 Legacy single-family book

2005 to 2008 Legacy single-family book

2005 to 2008 Legacy single-family book

2005 to 2008 Legacy single-family book

2005 to 2008 Legacy single-family book

2005 to 2008 Legacy single-family book

Current Debt Service Coverage Ratio Less Than One

Current Debt Service Coverage Ratio Less Than One

Current Debt Service Coverage Ratio Less Than One

Current Debt Service Coverage Ratio Less Than One

Seller/Servicers

Seller/Servicers

Seller/Servicers

Top Single-family Seller/Servicers

Wells Fargo Bank, N.A.

Top Single-family servicers based on loans serviced

Wells Fargo Bank, N.A.

JPMorgan Chase Bank, N.A.

Mortgage Insurers

Mortgage Insurers

Mortgage Insurers

Mortgage Insurers

Mortgage Insurers

Counterparties accounted for greater than 10%

Counterparties accounted for greater than 10%

Counterparties accounted for greater than 10%

Bond Insurers

Cash and Other Investment Counterparties

Cash and Other Investment Counterparties

S&P short-term credit ratings of A-1 or above

S&P short-term credit ratings of A-1 or above

S&P short-term credit rating of A-2

S&P short-term credit rating of A-2

No third party credit rating

No third party credit rating

Federal Resrve Bank of New York

US Treasury

Non-Agency Mortgage-Related Security Issuers

Barclays Bank PLC, First Horizon National Corporation, and related parties

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Multifamily Unpaid Principal Balance

Multifamily Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Credit Losses

Single-family Credit Losses

Multifamily Unpaid Principal Balance

Multifamily Unpaid Principal Balance

Single-family Loan Purchase Volume

Single-family Loan Purchase Volume

Single-family Loan Serviced

Single-family Loan Serviced

Single-family Loan Serviced

S&P Equivalent BB- Rating

S&P Equivalent BBB Plus Rating

Multifamily Loan Serviced

Mortgage insurance coverage

Bond insurance coverage

Repurchase Agreements

Repurchase Agreements

Repurchase Agreements

Subsequent Event

numberofcounterparties

numberofcounterparties

numberofcounterparties

numberofcounterparties

numberofcounterparties

numberofcounterparties

numberofcounterparties

numberofcounterparties

numberofcounterparties

numberofcounterparties

Concentration Risk [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Unpaid Principal Balance Related To Single-Family Credit Guarantee Portfolio

$1,700,000,000,000

'

$1,700,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Concentration Risk, Percentage

'

'

'

'

'

'

'

'

9.00%

10.00%

1.00%

2.00%

'

'

15.00%

16.00%

77.00%

85.00%

'

'

2.00%

3.00%

'

'

'

54.00%

14.00%

'

24.00%

12.00%

'

'

'

'

'

37.00%

79.00%

91.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

Single Family Serious Delinquency Rate

'

'

'

'

'

'

9.31%

9.94%

'

'

'

'

8.25%

8.77%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Current Average Debt Service Coverage Ratio For Multifamily Loans

'

'

'

'

'

'

0.96

0.95

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Average Current Loan To Value Ratio For Multifamily Loans

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

90.00%

95.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of Counterparties

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

10

'

2

'

'

'

'

'

3

1

3

4

4

'

'

'

'

10

'

1

'

2

'

'

'

'

UPB of loans subject to repurchase requests issued to Single-family Seller/Servicers

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,200,000,000

'

2,200,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Recovered losses from repurchase requests to Single-family Seller/Servicer

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,000,000,000

900,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Mortgage loans unpaid principal balance covered by counterparty agreement

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

16,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Amount of counterparty agreement

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

300,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

(Provision) benefit for credit losses

-85,000,000

503,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

300,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Maximum loss limit from Mortgage Insurers for Single-family Credit Guarantee Portfolio

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

52,700,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

UPB of Single-family Credit Guarantee Portfolio with Mortgage insurance coverage

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

211,200,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Cash proceeds received from Mortgage Insurers

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

400,000,000

400,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Receivables outstanding from Mortgage Insurers

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

500,000,000

'

700,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Receivables Outstanding, Net of reserves, from Mortgage Insurers

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

400,000,000

'

500,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Maximum Principal Exposure - Bond Insurance

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

7,500,000,000

'

'

'

'

'

'

'

'

'

'

'

'

Cash and Other Non-Mortgage Investments

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

48,800,000,000

85,900,000,000

'

'

'

'

'

'

'

'

'

'

Securities purchased under agreement to resell

35,041,000,000

'

62,383,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

22,100,000,000

'

6,400,000,000

'

6,500,000,000

'

'

'

'

'

Cash and cash equivalents

10,611,000,000

27,733,000,000

11,281,000,000

8,513,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

5,600,000,000

8,100,000,000

'

'

Number of Corporate Families

'

'

'

'

18

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Non-interest income (loss)

3,111,000,000

402,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

4,500,000,000

'

Litigation settlement amount

'

'

'

'

'

$767,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$275,000,000

Concentration_of_Credit_and_Ot3

Concentration of Credit and Other Risks - Concentration of Credit Risk - Single-Family Credit Guarantee Portfolio (Details)

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Mar. 31, 2014

Mar. 31, 2013

Year Of Origination

Year Of Origination

Originated in 2014

Originated in 2013

Originated in 2013

Originated in 2012

Originated in 2012

Originated in 2011

Originated in 2011

Originated in 2010

Originated in 2010

Originated in 2009

Originated in 2009

Subtotal - New single-family book

Subtotal - New single-family book

HARP And Other Relief Refinance Loans

HARP And Other Relief Refinance Loans

2005 to 2008 Legacy single-family book

2005 to 2008 Legacy single-family book

Pre-2005 Legacy single-family book

Pre-2005 Legacy single-family book

Region

Region

West

West

Northeast

Northeast

North Central

North Central

Southeast

Southeast

Southwest

Southwest

States

States

Arizona, California, Florida, Nevada

Arizona, California, Florida, Nevada

Illinois, Michigan, Ohio

Illinois, Michigan, Ohio

New York, New Jersey

New York, New Jersey

All Other

All Other

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Unpaid Principal Balance

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Single-family Credit Losses

Year Of Origination

Year Of Origination

Originated in 2014

Originated in 2013

Originated in 2013

Originated in 2012

Originated in 2012

Originated in 2011

Originated in 2011

Originated in 2010

Originated in 2010

Originated in 2009

Originated in 2009

Subtotal - New single-family book

Subtotal - New single-family book

HARP And Other Relief Refinance Loans

HARP And Other Relief Refinance Loans

2005 to 2008 Legacy single-family book

2005 to 2008 Legacy single-family book

Pre-2005 Legacy single-family book

Pre-2005 Legacy single-family book

Region

Region

West

West

Northeast

Northeast

North Central

North Central

Southeast

Southeast

Southwest

Southwest

States

States

Arizona, California, Florida, Nevada

Arizona, California, Florida, Nevada

Illinois, Michigan, Ohio

Illinois, Michigan, Ohio

New York, New Jersey

New York, New Jersey

All Other

All Other

Year Of Origination

Year Of Origination

Originated in 2014

Originated in 2013

Originated in 2013

Originated in 2012

Originated in 2012

Originated in 2011

Originated in 2011

Originated in 2010

Originated in 2010

Originated in 2009

Originated in 2009

Subtotal - New single-family book

Subtotal - New single-family book

HARP And Other Relief Refinance Loans

HARP And Other Relief Refinance Loans

2005 to 2008 Legacy single-family book

2005 to 2008 Legacy single-family book

Pre-2005 Legacy single-family book

Pre-2005 Legacy single-family book

Region

Region

West

West

Northeast

Northeast

North Central

North Central

Southeast

Southeast

Southwest

Southwest

States

States

Arizona, California, Florida, Nevada

Arizona, California, Florida, Nevada

Illinois, Michigan, Ohio

Illinois, Michigan, Ohio

New York, New Jersey

New York, New Jersey

All Other

All Other

Concentration Risk Less Than One Percent

Concentration Risk Less Than One Percent

Concentration Risk Less Than One Percent

Concentration Risk Less Than One Percent

Concentration Risk [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

'

'

'

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'

'

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'

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'

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'

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'

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'

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'

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'

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'

'

'

Concentration Risk, Percentage

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

100.00%

100.00%

1.00%

17.00%

16.00%

16.00%

16.00%

7.00%

8.00%

7.00%

7.00%

7.00%

7.00%

55.00%

54.00%

21.00%

21.00%

15.00%

16.00%

9.00%

9.00%

100.00%

100.00%

28.00%

28.00%

26.00%

26.00%

18.00%

18.00%

16.00%

16.00%

12.00%

12.00%

100.00%

100.00%

26.00%

26.00%

10.00%

11.00%

9.00%

9.00%

55.00%

54.00%

100.00%

100.00%

0.00%

0.00%

0.00%

0.00%

1.00%

1.00%

1.00%

1.00%

1.00%

2.00%

1.00%

3.00%

1.00%

8.00%

4.00%

77.00%

85.00%

12.00%

10.00%

100.00%

100.00%

8.00%

34.00%

27.00%

10.00%

23.00%

22.00%

37.00%

30.00%

5.00%

4.00%

100.00%

100.00%

32.00%

52.00%

17.00%

17.00%

11.00%

2.00%

40.00%

29.00%

Single Family Serious Delinquency Rate

2.20%

2.39%

0.00%

0.01%

0.01%

0.05%

0.04%

0.20%

0.18%

0.40%

0.39%

0.87%

0.88%

0.24%

0.24%

0.65%

0.64%

8.25%

8.77%

3.16%

3.24%

2.20%

2.39%

1.55%

1.73%

3.10%

3.23%

1.67%

1.81%

3.07%

3.42%

1.25%

1.36%

2.20%

2.39%

2.63%

3.01%

1.95%

2.11%

4.98%

5.11%

1.72%

1.85%

'

'

'

'

'

'

'

'

'

'

'

'

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'

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'

'

'

'

'

'

'

Concentration_of_Credit_and_Ot4

Concentration of Credit and Other Risks - Certain Higher-Risk Categories in the Single-Family Credit Guarantee Portfolio (Details)	3 Months Ended	12 Months Ended
	Mar. 31, 2014	Dec. 31, 2013
Interest Only	'	'
Concentration Risk [Line Items]	'	'
Single Family Serious Delinquency Rate	11.55%	12.51%
Option ARM	'	'
Concentration Risk [Line Items]	'	'
Single Family Serious Delinquency Rate	11.67%	12.30%
Alt-A	'	'
Concentration Risk [Line Items]	'	'
Single Family Serious Delinquency Rate	9.66%	10.06%
Original Loan To Value Ratio Greater Than 90 Percent	'	'
Concentration Risk [Line Items]	'	'
Single Family Serious Delinquency Rate	2.93%	3.22%
Lower FICO scores at origination (less than 620)	'	'
Concentration Risk [Line Items]	'	'
Single Family Serious Delinquency Rate	9.29%	9.99%
Single-family Unpaid Principal Balance | Interest Only	'	'
Concentration Risk [Line Items]	'	'
Concentration Risk, Percentage	2.00%	2.00%
Single-family Unpaid Principal Balance | Option ARM | Concentration Risk Less Than One Percent	'	'
Concentration Risk [Line Items]	'	'
Concentration Risk, Percentage	1.00%	1.00%
Single-family Unpaid Principal Balance | Alt-A	'	'
Concentration Risk [Line Items]	'	'
Concentration Risk, Percentage	3.00%	3.00%
Single-family Unpaid Principal Balance | Original Loan To Value Ratio Greater Than 90 Percent	'	'
Concentration Risk [Line Items]	'	'
Concentration Risk, Percentage	16.00%	16.00%
Single-family Unpaid Principal Balance | Lower FICO scores at origination (less than 620)	'	'
Concentration Risk [Line Items]	'	'
Concentration Risk, Percentage	3.00%	3.00%

Concentration_of_Credit_and_Ot5

Concentration of Credit and Other Risks - Concentration of Credit Risk - Multifamily Mortgage Portfolio (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Billions, unless otherwise specified
States	'	'
Concentration Risk [Line Items]	'	'
Unpaid Principal Balance Of Multifamily Mortgage Portfolio	$132.60	$132.80
Multifamily Delinquency Rate	0.04%	0.09%
California	'	'
Concentration Risk [Line Items]	'	'
Unpaid Principal Balance Of Multifamily Mortgage Portfolio	22.3	22.4
Multifamily Delinquency Rate	0.00%	0.03%
Texas	'	'
Concentration Risk [Line Items]	'	'
Unpaid Principal Balance Of Multifamily Mortgage Portfolio	16.9	16.7
Multifamily Delinquency Rate	0.00%	0.02%
New York	'	'
Concentration Risk [Line Items]	'	'
Unpaid Principal Balance Of Multifamily Mortgage Portfolio	11.5	11.4
Multifamily Delinquency Rate	0.08%	0.12%
Florida	'	'
Concentration Risk [Line Items]	'	'
Unpaid Principal Balance Of Multifamily Mortgage Portfolio	9.2	9.3
Multifamily Delinquency Rate	0.00%	0.28%
Virginia	'	'
Concentration Risk [Line Items]	'	'
Unpaid Principal Balance Of Multifamily Mortgage Portfolio	6.9	7
Multifamily Delinquency Rate	0.38%	0.37%
Maryland	'	'
Concentration Risk [Line Items]	'	'
Unpaid Principal Balance Of Multifamily Mortgage Portfolio	6.5	6.7
Multifamily Delinquency Rate	0.00%	0.00%
All Other States Excluding Top Six States Based On Highest Unpaid Principal Balance	'	'
Concentration Risk [Line Items]	'	'
Unpaid Principal Balance Of Multifamily Mortgage Portfolio	59.3	59.3
Multifamily Delinquency Rate	0.04%	0.08%
Region	'	'
Concentration Risk [Line Items]	'	'
Unpaid Principal Balance Of Multifamily Mortgage Portfolio	132.6	132.8
Multifamily Delinquency Rate	0.04%	0.09%
Northeast	'	'
Concentration Risk [Line Items]	'	'
Unpaid Principal Balance Of Multifamily Mortgage Portfolio	37.3	37.5
Multifamily Delinquency Rate	0.10%	0.10%
West	'	'
Concentration Risk [Line Items]	'	'
Unpaid Principal Balance Of Multifamily Mortgage Portfolio	33.7	33.8
Multifamily Delinquency Rate	0.00%	0.07%
Southwest	'	'
Concentration Risk [Line Items]	'	'
Unpaid Principal Balance Of Multifamily Mortgage Portfolio	26.4	26.2
Multifamily Delinquency Rate	0.03%	0.05%
Southeast	'	'
Concentration Risk [Line Items]	'	'
Unpaid Principal Balance Of Multifamily Mortgage Portfolio	23.9	24.1
Multifamily Delinquency Rate	0.01%	0.16%
North Central	'	'
Concentration Risk [Line Items]	'	'
Unpaid Principal Balance Of Multifamily Mortgage Portfolio	11.3	11.2
Multifamily Delinquency Rate	0.07%	0.07%
Original Loan To Value Ratio Greater Than 80 Percent	'	'
Concentration Risk [Line Items]	'	'
Unpaid Principal Balance Of Multifamily Mortgage Portfolio	5.6	5.6
Multifamily Delinquency Rate	0.19%	0.19%
Original Debt Service Coverage Ratio Below One Point One	'	'
Concentration Risk [Line Items]	'	'
Unpaid Principal Balance Of Multifamily Mortgage Portfolio	$2.20	$2.20
Multifamily Delinquency Rate	0.00%	0.00%

Fair_Value_Disclosures_Details

Fair Value Disclosures (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Fair Value Disclosures [Line Items]	'	'	'
Net transfer in (out) between Level 1 and Level 2 fair value assets	$1,000,000	$1,000,000	'
Net transfer in (out) between Level 1 and Level 2 fair value liabilities	1,000,000	1,000,000	'
Unpaid Principal Balance Of Loans Where Whole Loan Market Is Principal Market	99,500,000,000	'	101,200,000,000
Unpaid Principal Balance Of Loans Where GSE Securitization Market Is Principal Market	1,500,000,000,000	'	1,500,000,000,000
Decrease (Increase) Of Fair Value Of Mortgage Loans Without Benefits Reflected In The Pricing Of HARP Loans	22,200,000,000	'	18,500,000,000
Total Fair Value Of The HARP Loans Presented In Consolidated Fair Value Balance Sheets	141,800,000,000	'	145,000,000,000
Multifamily Held-For-Sale Loans with Fair Value Option Elected	'	'	'
Fair Value Disclosures [Line Items]	'	'	'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	300,000,000	9,000,000	'
Debt securities with Fair Value Option Elected	'	'	'
Fair Value Disclosures [Line Items]	'	'	'
Fair Value, Option, Changes in Fair Value, Gain (Loss)	($50,000,000)	$12,000,000	'

Fair_Value_Disclosures_Assets_

Fair Value Disclosures - Assets and Liabilities Measured at Fair Value on a Recurring Basis (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
Mortgage Loans [Abstract]	'	'
Mortgage loans, held for sale, at fair value	$7,313,000,000	$8,727,000,000
Derivative Assets Net [Abstract]	'	'
Derivative Assets	1,155,000,000	1,063,000,000
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	111,000,000	180,000,000
Net Cash Pledged As Collateral	2,300,000,000	871,000,000
Net interest receivable (payable) of derivative assets/liabilities	-700,000,000	-600,000,000
Held by consolidated trusts	'	'
Liabilities, Fair Value Disclosure [Abstract]	'	'
Debt securities recorded at fair value	56,000,000	59,000,000
Freddie Mac parent	'	'
Liabilities, Fair Value Disclosure [Abstract]	'	'
Debt securities recorded at fair value	3,206,000,000	2,683,000,000
Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	118,617,000,000	128,919,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	29,987,000,000	23,404,000,000
Total investments in securities	148,604,000,000	152,323,000,000
Mortgage Loans [Abstract]	'	'
Mortgage loans, held for sale, at fair value	7,313,000,000	8,727,000,000
Derivative Assets Net [Abstract]	'	'
Derivative Assets	1,155,000,000	1,063,000,000
Other Assets [Abstract]	'	'
Guarantee Assets	1,558,000,000	1,611,000,000
All other, at fair value	12,000,000	9,000,000
Total other assets	1,570,000,000	1,620,000,000
Total Assets at Fair value	158,642,000,000	163,733,000,000
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	111,000,000	180,000,000
Total liabilities carried at fair value on a recurring basis	3,373,000,000	2,922,000,000
Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member] | Held by consolidated trusts	'	'
Liabilities, Fair Value Disclosure [Abstract]	'	'
Debt securities recorded at fair value	56,000,000	59,000,000
Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member] | Freddie Mac parent	'	'
Liabilities, Fair Value Disclosure [Abstract]	'	'
Debt securities recorded at fair value	3,206,000,000	2,683,000,000
Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member] | Total Derivatives Before Netting Adjustments [Member]	'	'
Derivative Assets Net [Abstract]	'	'
Derivative Assets	12,342,000,000	14,231,000,000
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	12,936,000,000	13,627,000,000
Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member] | Interest Rate Swap [Member]	'	'
Derivative Assets Net [Abstract]	'	'
Derivative Assets	7,711,000,000	10,019,000,000
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	12,669,000,000	13,317,000,000
Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member] | Option-Based Derivatives [Member]	'	'
Derivative Assets Net [Abstract]	'	'
Derivative Assets	4,590,000,000	4,112,000,000
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	208,000,000	204,000,000
Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member] | Other Derivative [Member]	'	'
Derivative Assets Net [Abstract]	'	'
Derivative Assets	41,000,000	100,000,000
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	59,000,000	106,000,000
Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member] | Netting Adjustments	'	'
Derivative Assets Net [Abstract]	'	'
Derivative Assets	-11,187,000,000	-13,168,000,000
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	-12,825,000,000	-13,447,000,000
Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member] | Mortage-related securities	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	118,617,000,000	128,919,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	21,008,000,000	16,768,000,000
Total investments in securities	139,625,000,000	145,687,000,000
Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member] | Freddie Mac	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	35,165,000,000	40,659,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	14,340,000,000	9,349,000,000
Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member] | Fannie Mae	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	10,139,000,000	10,797,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	6,452,000,000	7,180,000,000
Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member] | Ginnie Mae	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	160,000,000	167,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	92,000,000	98,000,000
Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member] | CMBS	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	28,616,000,000	30,338,000,000
Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member] | Subprime	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	26,540,000,000	27,499,000,000
Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member] | Option ARM	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	6,439,000,000	6,574,000,000
Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member] | Alt-A and other	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	7,606,000,000	8,706,000,000
Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member] | Obligations of states and political subdivisions	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	3,276,000,000	3,495,000,000
Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member] | Manufactured housing	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	676,000,000	684,000,000
Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member] | Other	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	124,000,000	141,000,000
Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member] | Non-Mortgage-Related Securities [Member]	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	8,979,000,000	6,636,000,000
Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member] | Treasury bills	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	4,574,000,000	2,254,000,000
Fair Value, Measurements, Recurring [Member] | Estimate of Fair Value, Fair Value Disclosure [Member] | Treasury notes	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	4,405,000,000	4,382,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	0	0
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	8,979,000,000	6,636,000,000
Total investments in securities	8,979,000,000	6,636,000,000
Mortgage Loans [Abstract]	'	'
Mortgage loans, held for sale, at fair value	0	0
Derivative Assets Net [Abstract]	'	'
Derivative Assets	0	0
Other Assets [Abstract]	'	'
Guarantee Assets	0	0
All other, at fair value	0	0
Total other assets	0	0
Total Assets at Fair value	8,979,000,000	6,636,000,000
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	0	0
Total liabilities carried at fair value on a recurring basis	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Held by consolidated trusts	'	'
Liabilities, Fair Value Disclosure [Abstract]	'	'
Debt securities recorded at fair value	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Freddie Mac parent	'	'
Liabilities, Fair Value Disclosure [Abstract]	'	'
Debt securities recorded at fair value	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Total Derivatives Before Netting Adjustments [Member]	'	'
Derivative Assets Net [Abstract]	'	'
Derivative Assets	0	0
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Interest Rate Swap [Member]	'	'
Derivative Assets Net [Abstract]	'	'
Derivative Assets	0	0
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Option-Based Derivatives [Member]	'	'
Derivative Assets Net [Abstract]	'	'
Derivative Assets	0	0
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Other Derivative [Member]	'	'
Derivative Assets Net [Abstract]	'	'
Derivative Assets	0	0
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Netting Adjustments	'	'
Derivative Assets Net [Abstract]	'	'
Derivative Assets	0	0
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Mortage-related securities	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Freddie Mac	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	0	0
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Fannie Mae	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	0	0
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Ginnie Mae	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	0	0
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | CMBS	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Subprime	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Option ARM	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Alt-A and other	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Obligations of states and political subdivisions	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Manufactured housing	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Other	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Non-Mortgage-Related Securities [Member]	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	8,979,000,000	6,636,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Treasury bills	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	4,574,000,000	2,254,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Treasury notes	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	4,405,000,000	4,382,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	68,035,000,000	76,770,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	20,059,000,000	16,122,000,000
Total investments in securities	88,094,000,000	92,892,000,000
Mortgage Loans [Abstract]	'	'
Mortgage loans, held for sale, at fair value	7,313,000,000	8,727,000,000
Derivative Assets Net [Abstract]	'	'
Derivative Assets	12,339,000,000	14,220,000,000
Other Assets [Abstract]	'	'
Guarantee Assets	0	0
All other, at fair value	0	0
Total other assets	0	0
Total Assets at Fair value	107,746,000,000	115,839,000,000
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	12,897,000,000	13,291,000,000
Total liabilities carried at fair value on a recurring basis	15,159,000,000	14,505,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Held by consolidated trusts	'	'
Liabilities, Fair Value Disclosure [Abstract]	'	'
Debt securities recorded at fair value	56,000,000	59,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Freddie Mac parent	'	'
Liabilities, Fair Value Disclosure [Abstract]	'	'
Debt securities recorded at fair value	2,206,000,000	1,155,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Total Derivatives Before Netting Adjustments [Member]	'	'
Derivative Assets Net [Abstract]	'	'
Derivative Assets	12,339,000,000	14,220,000,000
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	12,897,000,000	13,291,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Interest Rate Swap [Member]	'	'
Derivative Assets Net [Abstract]	'	'
Derivative Assets	7,711,000,000	10,009,000,000
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	12,668,000,000	13,022,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Option-Based Derivatives [Member]	'	'
Derivative Assets Net [Abstract]	'	'
Derivative Assets	4,590,000,000	4,112,000,000
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	208,000,000	201,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Other Derivative [Member]	'	'
Derivative Assets Net [Abstract]	'	'
Derivative Assets	38,000,000	99,000,000
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	21,000,000	68,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Netting Adjustments	'	'
Derivative Assets Net [Abstract]	'	'
Derivative Assets	0	0
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Mortage-related securities	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	20,059,000,000	16,122,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Freddie Mac	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	32,722,000,000	38,720,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	13,827,000,000	9,006,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Fannie Mae	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	10,005,000,000	10,666,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	6,094,000,000	6,959,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Ginnie Mae	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	149,000,000	155,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	21,000,000	24,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | CMBS	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	25,159,000,000	27,229,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Subprime	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Option ARM	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Alt-A and other	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Obligations of states and political subdivisions	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Manufactured housing	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Other	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	117,000,000	133,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Non-Mortgage-Related Securities [Member]	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Treasury bills	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Treasury notes	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	50,582,000,000	52,149,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	949,000,000	646,000,000
Total investments in securities	51,531,000,000	52,795,000,000
Mortgage Loans [Abstract]	'	'
Mortgage loans, held for sale, at fair value	0	0
Derivative Assets Net [Abstract]	'	'
Derivative Assets	3,000,000	11,000,000
Other Assets [Abstract]	'	'
Guarantee Assets	1,558,000,000	1,611,000,000
All other, at fair value	12,000,000	9,000,000
Total other assets	1,570,000,000	1,620,000,000
Total Assets at Fair value	53,104,000,000	54,426,000,000
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	39,000,000	336,000,000
Total liabilities carried at fair value on a recurring basis	1,039,000,000	1,864,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Held by consolidated trusts	'	'
Liabilities, Fair Value Disclosure [Abstract]	'	'
Debt securities recorded at fair value	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Freddie Mac parent	'	'
Liabilities, Fair Value Disclosure [Abstract]	'	'
Debt securities recorded at fair value	1,000,000,000	1,528,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Total Derivatives Before Netting Adjustments [Member]	'	'
Derivative Assets Net [Abstract]	'	'
Derivative Assets	3,000,000	11,000,000
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	39,000,000	336,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Interest Rate Swap [Member]	'	'
Derivative Assets Net [Abstract]	'	'
Derivative Assets	0	10,000,000
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	1,000,000	295,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Option-Based Derivatives [Member]	'	'
Derivative Assets Net [Abstract]	'	'
Derivative Assets	0	0
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	0	3,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Other Derivative [Member]	'	'
Derivative Assets Net [Abstract]	'	'
Derivative Assets	3,000,000	1,000,000
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	38,000,000	38,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Netting Adjustments	'	'
Derivative Assets Net [Abstract]	'	'
Derivative Assets	0	0
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Mortage-related securities	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	50,582,000,000	52,149,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	949,000,000	646,000,000
Total investments in securities	51,531,000,000	52,795,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Freddie Mac	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	2,443,000,000	1,939,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	513,000,000	343,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Fannie Mae	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	134,000,000	131,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	358,000,000	221,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Ginnie Mae	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	11,000,000	12,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	71,000,000	74,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | CMBS	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	3,457,000,000	3,109,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Subprime	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	26,540,000,000	27,499,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Option ARM	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	6,439,000,000	6,574,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Alt-A and other	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	7,606,000,000	8,706,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Obligations of states and political subdivisions	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	3,276,000,000	3,495,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Manufactured housing	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	676,000,000	684,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Other	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	7,000,000	8,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Non-Mortgage-Related Securities [Member]	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Treasury bills	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Treasury notes	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Netting and Collateral [Member]	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	0	0
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	0	0
Total investments in securities	0	0
Mortgage Loans [Abstract]	'	'
Mortgage loans, held for sale, at fair value	0	0
Derivative Assets Net [Abstract]	'	'
Derivative Assets	-11,187,000,000	-13,168,000,000
Other Assets [Abstract]	'	'
Guarantee Assets	0	0
All other, at fair value	0	0
Total other assets	0	0
Total Assets at Fair value	-11,187,000,000	-13,168,000,000
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	-12,825,000,000	-13,447,000,000
Total liabilities carried at fair value on a recurring basis	-12,825,000,000	-13,447,000,000
Fair Value, Measurements, Recurring [Member] | Netting and Collateral [Member] | Held by consolidated trusts	'	'
Liabilities, Fair Value Disclosure [Abstract]	'	'
Debt securities recorded at fair value	0	0
Fair Value, Measurements, Recurring [Member] | Netting and Collateral [Member] | Freddie Mac parent	'	'
Liabilities, Fair Value Disclosure [Abstract]	'	'
Debt securities recorded at fair value	0	0
Fair Value, Measurements, Recurring [Member] | Netting and Collateral [Member] | Total Derivatives Before Netting Adjustments [Member]	'	'
Derivative Assets Net [Abstract]	'	'
Derivative Assets	0	0
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	0	0
Fair Value, Measurements, Recurring [Member] | Netting and Collateral [Member] | Interest Rate Swap [Member]	'	'
Derivative Assets Net [Abstract]	'	'
Derivative Assets	0	0
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	0	0
Fair Value, Measurements, Recurring [Member] | Netting and Collateral [Member] | Option-Based Derivatives [Member]	'	'
Derivative Assets Net [Abstract]	'	'
Derivative Assets	0	0
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	0	0
Fair Value, Measurements, Recurring [Member] | Netting and Collateral [Member] | Other Derivative [Member]	'	'
Derivative Assets Net [Abstract]	'	'
Derivative Assets	0	0
Derivative Liabilities Net [Abstract]	'	'
Derivative Liabilities	0	0
Fair Value, Measurements, Recurring [Member] | Netting and Collateral [Member] | Mortage-related securities	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Netting and Collateral [Member] | Freddie Mac	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	0	0
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Netting and Collateral [Member] | Fannie Mae	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	0	0
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Netting and Collateral [Member] | Ginnie Mae	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	0	0
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Netting and Collateral [Member] | CMBS	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Netting and Collateral [Member] | Subprime	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Netting and Collateral [Member] | Option ARM	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Netting and Collateral [Member] | Alt-A and other	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Netting and Collateral [Member] | Obligations of states and political subdivisions	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Netting and Collateral [Member] | Manufactured housing	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Netting and Collateral [Member] | Other	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Netting and Collateral [Member] | Non-Mortgage-Related Securities [Member]	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Netting and Collateral [Member] | Treasury bills	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Netting and Collateral [Member] | Treasury notes	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	$0	$0

Fair_Value_Disclosures_Fair_Va

Fair Value Disclosures - Fair Value Measurements of Assets and Liabilities Using Significant Unobservable Inputs (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Other Debt, At Fair Value [Member]	'	'
Liabilities:	'	'
Begining Balance	$1,528	$2,187
Included in Earnings	-7	-9
Included in Other Comprehensive Income	0	0
Total realized and unrealized (gains) losses	-7	-9
Purchases	0	0
Issues	0	0
Sales	0	0
Settlements, Net	-521	-670
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Ending Balance	1,000	1,508
Unrealized Gains (Losses) Still Held:	'	'
Unrealized (Gains) Losses Still Held - Liabilities	0	-16
Net Derivatives [Member]	'	'
Liabilities:	'	'
Begining Balance	325	47
Included in Earnings	-22	59
Included in Other Comprehensive Income	0	0
Total realized and unrealized (gains) losses	-22	59
Purchases	0	0
Issues	0	0
Sales	0	0
Settlements, Net	14	-29
Transfers into Level 3	0	0
Transfers out of Level 3	-281	0
Ending Balance	36	77
Unrealized Gains (Losses) Still Held:	'	'
Unrealized (Gains) Losses Still Held - Liabilities	-7	35
Available-For-Sale Mortgage-Related Securities [Member]	'	'
Assets:	'	'
Beginning Balance	52,149	54,995
Included in Earnings	-230	-32
Included in Other Comprehensive Income	1,125	4,118
Total realized and unrealized gains (losses)	895	4,086
Purchases	1,208	-10
Issues	0	0
Sales	-2,531	-49
Settlements, net	-1,305	-2,094
Transfers into Level 3	253	50
Transfers out of Level 3	-87	0
Ending Balance	50,582	56,978
Unrealized Gains (Losses) Still Held:	'	'
Unrealized Gains (Losses) Still Held - Assets	-364	-33
Available-For-Sale Mortgage-Related Securities [Member] | Freddie Mac	'	'
Assets:	'	'
Beginning Balance	1,939	1,802
Included in Earnings	0	0
Included in Other Comprehensive Income	-1	-2
Total realized and unrealized gains (losses)	-1	-2
Purchases	1,207	0
Issues	0	0
Sales	-607	0
Settlements, net	-11	-16
Transfers into Level 3	3	0
Transfers out of Level 3	-87	0
Ending Balance	2,443	1,784
Unrealized Gains (Losses) Still Held:	'	'
Unrealized Gains (Losses) Still Held - Assets	0	0
Available-For-Sale Mortgage-Related Securities [Member] | Fannie Mae	'	'
Assets:	'	'
Beginning Balance	131	163
Included in Earnings	0	0
Included in Other Comprehensive Income	0	0
Total realized and unrealized gains (losses)	0	0
Purchases	0	0
Issues	0	0
Sales	0	0
Settlements, net	-5	-10
Transfers into Level 3	8	0
Transfers out of Level 3	0	0
Ending Balance	134	153
Unrealized Gains (Losses) Still Held:	'	'
Unrealized Gains (Losses) Still Held - Assets	0	0
Available-For-Sale Mortgage-Related Securities [Member] | Ginnie Mae	'	'
Assets:	'	'
Beginning Balance	12	16
Included in Earnings	0	0
Included in Other Comprehensive Income	0	0
Total realized and unrealized gains (losses)	0	0
Purchases	0	0
Issues	0	0
Sales	0	0
Settlements, net	-1	-1
Transfers into Level 3	0	1
Transfers out of Level 3	0	0
Ending Balance	11	16
Unrealized Gains (Losses) Still Held:	'	'
Unrealized Gains (Losses) Still Held - Assets	0	0
Available-For-Sale Mortgage-Related Securities [Member] | CMBS	'	'
Assets:	'	'
Beginning Balance	3,109	3,429
Included in Earnings	0	0
Included in Other Comprehensive Income	119	-66
Total realized and unrealized gains (losses)	119	-66
Purchases	0	0
Issues	0	0
Sales	0	0
Settlements, net	-13	-14
Transfers into Level 3	242	49
Transfers out of Level 3	0	0
Ending Balance	3,457	3,398
Unrealized Gains (Losses) Still Held:	'	'
Unrealized Gains (Losses) Still Held - Assets	0	0
Available-For-Sale Mortgage-Related Securities [Member] | Subprime	'	'
Assets:	'	'
Beginning Balance	27,499	26,457
Included in Earnings	-299	-33
Included in Other Comprehensive Income	911	3,148
Total realized and unrealized gains (losses)	612	3,115
Purchases	0	0
Issues	0	0
Sales	-816	0
Settlements, net	-755	-1,054
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Ending Balance	26,540	28,518
Unrealized Gains (Losses) Still Held:	'	'
Unrealized Gains (Losses) Still Held - Assets	-322	-33
Available-For-Sale Mortgage-Related Securities [Member] | Option ARM	'	'
Assets:	'	'
Beginning Balance	6,574	5,717
Included in Earnings	-16	0
Included in Other Comprehensive Income	-36	622
Total realized and unrealized gains (losses)	-52	622
Purchases	0	0
Issues	0	0
Sales	0	0
Settlements, net	-83	-195
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Ending Balance	6,439	6,144
Unrealized Gains (Losses) Still Held:	'	'
Unrealized Gains (Losses) Still Held - Assets	-16	0
Available-For-Sale Mortgage-Related Securities [Member] | Alt-A and other	'	'
Assets:	'	'
Beginning Balance	8,706	10,904
Included in Earnings	85	0
Included in Other Comprehensive Income	63	432
Total realized and unrealized gains (losses)	148	432
Purchases	0	0
Issues	0	0
Sales	-1,107	0
Settlements, net	-141	-376
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Ending Balance	7,606	10,960
Unrealized Gains (Losses) Still Held:	'	'
Unrealized Gains (Losses) Still Held - Assets	-26	0
Available-For-Sale Mortgage-Related Securities [Member] | Obligations of states and political subdivisions	'	'
Assets:	'	'
Beginning Balance	3,495	5,798
Included in Earnings	0	1
Included in Other Comprehensive Income	59	-28
Total realized and unrealized gains (losses)	59	-27
Purchases	1	-10
Issues	0	0
Sales	-1	-49
Settlements, net	-278	-407
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Ending Balance	3,276	5,305
Unrealized Gains (Losses) Still Held:	'	'
Unrealized Gains (Losses) Still Held - Assets	0	0
Available-For-Sale Mortgage-Related Securities [Member] | Manufactured housing	'	'
Assets:	'	'
Beginning Balance	684	709
Included in Earnings	0	0
Included in Other Comprehensive Income	10	12
Total realized and unrealized gains (losses)	10	12
Purchases	0	0
Issues	0	0
Sales	0	0
Settlements, net	-18	-21
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Ending Balance	676	700
Unrealized Gains (Losses) Still Held:	'	'
Unrealized Gains (Losses) Still Held - Assets	0	0
Trading Mortgage Related Securities [Member]	'	'
Assets:	'	'
Beginning Balance	646	1,590
Included in Earnings	-15	-101
Included in Other Comprehensive Income	0	0
Total realized and unrealized gains (losses)	-15	-101
Purchases	428	49
Issues	0	0
Sales	-3	-24
Settlements, net	-9	-78
Transfers into Level 3	0	0
Transfers out of Level 3	-98	-64
Ending Balance	949	1,372
Unrealized Gains (Losses) Still Held:	'	'
Unrealized Gains (Losses) Still Held - Assets	-16	-101
Trading Mortgage Related Securities [Member] | Freddie Mac	'	'
Assets:	'	'
Beginning Balance	343	1,165
Included in Earnings	-7	-86
Included in Other Comprehensive Income	0	0
Total realized and unrealized gains (losses)	-7	-86
Purchases	250	46
Issues	0	0
Sales	-3	-24
Settlements, net	-3	-60
Transfers into Level 3	0	0
Transfers out of Level 3	-67	-64
Ending Balance	513	977
Unrealized Gains (Losses) Still Held:	'	'
Unrealized Gains (Losses) Still Held - Assets	-8	-86
Trading Mortgage Related Securities [Member] | Fannie Mae	'	'
Assets:	'	'
Beginning Balance	221	312
Included in Earnings	-8	-15
Included in Other Comprehensive Income	0	0
Total realized and unrealized gains (losses)	-8	-15
Purchases	178	0
Issues	0	0
Sales	0	0
Settlements, net	-2	-9
Transfers into Level 3	0	0
Transfers out of Level 3	-31	0
Ending Balance	358	288
Unrealized Gains (Losses) Still Held:	'	'
Unrealized Gains (Losses) Still Held - Assets	-8	-15
Trading Mortgage Related Securities [Member] | Ginnie Mae	'	'
Assets:	'	'
Beginning Balance	74	92
Included in Earnings	0	0
Included in Other Comprehensive Income	0	0
Total realized and unrealized gains (losses)	0	0
Purchases	0	3
Issues	0	0
Sales	0	0
Settlements, net	-3	-7
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Ending Balance	71	88
Unrealized Gains (Losses) Still Held:	'	'
Unrealized Gains (Losses) Still Held - Assets	0	0
Trading Mortgage Related Securities [Member] | Other	'	'
Assets:	'	'
Beginning Balance	8	21
Included in Earnings	0	0
Included in Other Comprehensive Income	0	0
Total realized and unrealized gains (losses)	0	0
Purchases	0	0
Issues	0	0
Sales	0	0
Settlements, net	-1	-2
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Ending Balance	7	19
Unrealized Gains (Losses) Still Held:	'	'
Unrealized Gains (Losses) Still Held - Assets	0	0
Loans Receivable [Member]	'	'
Assets:	'	'
Beginning Balance	'	14,238
Included in Earnings	'	9
Included in Other Comprehensive Income	'	0
Total realized and unrealized gains (losses)	'	9
Purchases	'	5,709
Issues	'	0
Sales	'	-5,749
Settlements, net	'	-67
Transfers into Level 3	'	0
Transfers out of Level 3	'	0
Ending Balance	'	14,140
Unrealized Gains (Losses) Still Held:	'	'
Unrealized Gains (Losses) Still Held - Assets	'	1
Other Asset [Member]	'	'
Assets:	'	'
Beginning Balance	1,620	1,143
Included in Earnings	-85	30
Included in Other Comprehensive Income	0	0
Total realized and unrealized gains (losses)	-85	30
Purchases	0	0
Issues	67	148
Sales	0	0
Settlements, net	-32	-24
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Ending Balance	1,570	1,297
Unrealized Gains (Losses) Still Held:	'	'
Unrealized Gains (Losses) Still Held - Assets	-86	30
Guarantee Asset [Member]	'	'
Assets:	'	'
Beginning Balance	1,611	1,029
Included in Earnings	-88	6
Included in Other Comprehensive Income	0	0
Total realized and unrealized gains (losses)	-88	6
Purchases	0	0
Issues	67	148
Sales	0	0
Settlements, net	-32	-24
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Ending Balance	1,558	1,159
Unrealized Gains (Losses) Still Held:	'	'
Unrealized Gains (Losses) Still Held - Assets	-88	6
All Other Assets [Member]	'	'
Assets:	'	'
Beginning Balance	9	114
Included in Earnings	3	24
Included in Other Comprehensive Income	0	0
Total realized and unrealized gains (losses)	3	24
Purchases	0	0
Issues	0	0
Sales	0	0
Settlements, net	0	0
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Ending Balance	12	138
Unrealized Gains (Losses) Still Held:	'	'
Unrealized Gains (Losses) Still Held - Assets	$2	$24

Fair_Value_Disclosures_Assets_1

Fair Value Disclosures - Assets Measured at Fair Value on a Non-Recurring Basis (Details) (Fair Value, Measurements, Nonrecurring [Member], USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Assets, Fair Value Disclosure [Abstract]	'	'	'
Gains (Losses) On Assets Measured At Fair Value On A Non Recurring Basis	($22,000,000)	($29,000,000)	'
Carrying Amount Of REO Written Down To Fair Value	1,300,000,000	'	1,700,000,000
Estimated Cost To Sell	93,000,000	'	118,000,000
Held For Investment Mortgage Loans [Member]	'	'	'
Assets, Fair Value Disclosure [Abstract]	'	'	'
Gains (Losses) On Assets Measured At Fair Value On A Non Recurring Basis	3,000,000	-1,000,000	'
Reo Net At Fair Value [Member]	'	'	'
Assets, Fair Value Disclosure [Abstract]	'	'	'
Gains (Losses) On Assets Measured At Fair Value On A Non Recurring Basis	-25,000,000	-28,000,000	'
Fair Value, Inputs, Level 1 [Member]	'	'	'
Assets, Fair Value Disclosure [Abstract]	'	'	'
Held-For-Investment Mortgage Loans	0	'	0
REO, net	0	'	0
Total Assets at Fair value	0	'	0
Fair Value, Inputs, Level 2 [Member]	'	'	'
Assets, Fair Value Disclosure [Abstract]	'	'	'
Held-For-Investment Mortgage Loans	0	'	0
REO, net	0	'	0
Total Assets at Fair value	0	'	0
Fair Value, Inputs, Level 3 [Member]	'	'	'
Assets, Fair Value Disclosure [Abstract]	'	'	'
Held-For-Investment Mortgage Loans	481,000,000	'	515,000,000
REO, net	1,437,000,000	'	1,837,000,000
Total Assets at Fair value	1,918,000,000	'	2,352,000,000
Fair Value, Inputs, Level 3 [Member] | Held For Investment Mortgage Loans [Member]	'	'	'
Assets, Fair Value Disclosure [Abstract]	'	'	'
Held-For-Investment Mortgage Loans	481,000,000	'	515,000,000
Fair Value, Inputs, Level 3 [Member] | Reo Net At Fair Value [Member]	'	'	'
Assets, Fair Value Disclosure [Abstract]	'	'	'
REO, net	1,437,000,000	'	1,837,000,000
Estimate of Fair Value, Fair Value Disclosure [Member]	'	'	'
Assets, Fair Value Disclosure [Abstract]	'	'	'
Held-For-Investment Mortgage Loans	481,000,000	'	515,000,000
REO, net	1,437,000,000	'	1,837,000,000
Total Assets at Fair value	$1,918,000,000	'	$2,352,000,000

Fair_Value_Disclosures_Quantit

Fair Value Disclosures - Quantitative Information about Level 3 Fair Value Measurements (Details) (Fair Value, Measurements, Recurring [Member], USD $)	3 Months Ended	12 Months Ended
	Mar. 31, 2014	Dec. 31, 2013
Estimate of Fair Value, Fair Value Disclosure [Member]	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	$118,617,000,000	$128,919,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	29,987,000,000	23,404,000,000
Investments, Fair Value Disclosure	148,604,000,000	152,323,000,000
Other assets:	'	'
Guarantee Assets Fair Value Disclosure	1,558,000,000	1,611,000,000
All Other Assets Fair Value Disclosure	12,000,000	9,000,000
Total other assets	1,570,000,000	1,620,000,000
Net Derivative Asset	-1,044,000,000	-883,000,000
Estimate of Fair Value, Fair Value Disclosure [Member] | Other Debt, At Fair Value [Member]	'	'
Liabilities [Abstract]	'	'
Other debt at fair value	3,206,000,000	2,683,000,000
Estimate of Fair Value, Fair Value Disclosure [Member] | Mortgage-related securities	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	118,617,000,000	128,919,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	21,008,000,000	16,768,000,000
Investments, Fair Value Disclosure	139,625,000,000	145,687,000,000
Estimate of Fair Value, Fair Value Disclosure [Member] | Freddie Mac	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	35,165,000,000	40,659,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	14,340,000,000	9,349,000,000
Estimate of Fair Value, Fair Value Disclosure [Member] | Fannie Mae	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	10,139,000,000	10,797,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	6,452,000,000	7,180,000,000
Estimate of Fair Value, Fair Value Disclosure [Member] | Ginnie Mae	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	160,000,000	167,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	92,000,000	98,000,000
Estimate of Fair Value, Fair Value Disclosure [Member] | CMBS	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	28,616,000,000	30,338,000,000
Estimate of Fair Value, Fair Value Disclosure [Member] | Subprime	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	26,540,000,000	27,499,000,000
Estimate of Fair Value, Fair Value Disclosure [Member] | Option ARM	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	6,439,000,000	6,574,000,000
Estimate of Fair Value, Fair Value Disclosure [Member] | Alt-A and other	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	7,606,000,000	8,706,000,000
Estimate of Fair Value, Fair Value Disclosure [Member] | Obligations of states and political subdivisions	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	3,276,000,000	3,495,000,000
Estimate of Fair Value, Fair Value Disclosure [Member] | Manufactured housing	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	676,000,000	684,000,000
Estimate of Fair Value, Fair Value Disclosure [Member] | Other	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	124,000,000	141,000,000
Fair Value, Inputs, Level 3 [Member]	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	50,582,000,000	52,149,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	949,000,000	646,000,000
Investments, Fair Value Disclosure	51,531,000,000	52,795,000,000
Other assets:	'	'
Guarantee Assets Fair Value Disclosure	1,558,000,000	1,611,000,000
All Other Assets Fair Value Disclosure	12,000,000	9,000,000
Total other assets	1,570,000,000	1,620,000,000
Fair Value, Inputs, Level 3 [Member] | Other Debt, At Fair Value [Member]	'	'
Liabilities [Abstract]	'	'
Other debt at fair value	1,000,000,000	1,528,000,000
Fair Value, Inputs, Level 3 [Member] | Other Debt, At Fair Value [Member] | Median of External Sources [Member]	'	'
Liabilities [Abstract]	'	'
Other debt at fair value	'	528,000,000
Fair Value, Inputs, Level 3 [Member] | Other Debt, At Fair Value [Member] | Single External Source [Member]	'	'
Liabilities [Abstract]	'	'
Other debt at fair value	1,000,000,000	1,000,000,000
Fair Value, Inputs, Level 3 [Member] | Other Debt, At Fair Value [Member] | Weighted Average [Member] | Median of External Sources [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	'	100
Fair Value, Inputs, Level 3 [Member] | Other Debt, At Fair Value [Member] | Weighted Average [Member] | Single External Source [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	100	100
Fair Value, Inputs, Level 3 [Member] | Other Debt, At Fair Value [Member] | Minimum [Member] | Median of External Sources [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	'	100
Fair Value, Inputs, Level 3 [Member] | Other Debt, At Fair Value [Member] | Minimum [Member] | Single External Source [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	100	100
Fair Value, Inputs, Level 3 [Member] | Other Debt, At Fair Value [Member] | Maximum [Member] | Median of External Sources [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	'	100.1
Fair Value, Inputs, Level 3 [Member] | Other Debt, At Fair Value [Member] | Maximum [Member] | Single External Source [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	100	100
Fair Value, Inputs, Level 3 [Member] | Net Derivatives [Member]	'	'
Liabilities [Abstract]	'	'
Net Derivative Liability	36,000,000	325,000,000
Fair Value, Inputs, Level 3 [Member] | Net Derivatives [Member] | Single External Source [Member]	'	'
Liabilities [Abstract]	'	'
Net Derivative Liability	'	283,000,000
Fair Value, Inputs, Level 3 [Member] | Net Derivatives [Member] | Discounted Cash Flows [Member]	'	'
Liabilities [Abstract]	'	'
Net Derivative Liability	'	37,000,000
Fair Value, Inputs, Level 3 [Member] | Net Derivatives [Member] | Other	'	'
Liabilities [Abstract]	'	'
Net Derivative Liability	36,000,000	5,000,000
Fair Value, Inputs, Level 3 [Member] | Net Derivatives [Member] | Weighted Average [Member] | Single External Source [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	'	0.8
Fair Value, Inputs, Level 3 [Member] | Net Derivatives [Member] | Minimum [Member] | Single External Source [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	'	0.8
Fair Value, Inputs, Level 3 [Member] | Net Derivatives [Member] | Maximum [Member] | Single External Source [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	'	0.8
Fair Value, Inputs, Level 3 [Member] | Mortgage-related securities	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	50,582,000,000	52,149,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	949,000,000	646,000,000
Investments, Fair Value Disclosure	51,531,000,000	52,795,000,000
Fair Value, Inputs, Level 3 [Member] | Freddie Mac	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	2,443,000,000	1,939,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	513,000,000	343,000,000
Fair Value, Inputs, Level 3 [Member] | Freddie Mac | Risk Metric [Member]	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	1,460,000,000	1,547,000,000
Fair Value, Inputs, Level 3 [Member] | Freddie Mac | Single External Source [Member]	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	'	133,000,000
Fair Value, Inputs, Level 3 [Member] | Freddie Mac | Discounted Cash Flows [Member]	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	678,000,000	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	396,000,000	297,000,000
Fair Value, Inputs, Level 3 [Member] | Freddie Mac | Other	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	305,000,000	259,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	117,000,000	46,000,000
Fair Value, Inputs, Level 3 [Member] | Fannie Mae	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	134,000,000	131,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	358,000,000	221,000,000
Fair Value, Inputs, Level 3 [Member] | Fannie Mae | Median of External Sources [Member]	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	32,000,000	26,000,000
Fair Value, Inputs, Level 3 [Member] | Fannie Mae | Single External Source [Member]	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	80,000,000	91,000,000
Fair Value, Inputs, Level 3 [Member] | Fannie Mae | Discounted Cash Flows [Member]	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	181,000,000	191,000,000
Fair Value, Inputs, Level 3 [Member] | Fannie Mae | Other	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	22,000,000	14,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	177,000,000	30,000,000
Fair Value, Inputs, Level 3 [Member] | Ginnie Mae	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	11,000,000	12,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	71,000,000	74,000,000
Fair Value, Inputs, Level 3 [Member] | Ginnie Mae | Median of External Sources [Member]	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	6,000,000	6,000,000
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	71,000,000	74,000,000
Fair Value, Inputs, Level 3 [Member] | Ginnie Mae | Discounted Cash Flows [Member]	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	5,000,000	6,000,000
Fair Value, Inputs, Level 3 [Member] | CMBS	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	3,457,000,000	3,109,000,000
Fair Value, Inputs, Level 3 [Member] | CMBS | Risk Metric [Member]	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	2,528,000,000	'
Fair Value, Inputs, Level 3 [Member] | CMBS | Single External Source [Member]	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	'	2,942,000,000
Fair Value, Inputs, Level 3 [Member] | CMBS | Discounted Cash Flows [Member]	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	929,000,000	'
Fair Value, Inputs, Level 3 [Member] | CMBS | Other	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	'	167,000,000
Fair Value, Inputs, Level 3 [Member] | Subprime	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	26,540,000,000	27,499,000,000
Fair Value, Inputs, Level 3 [Member] | Subprime | Median of External Sources [Member]	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	24,237,000,000	25,367,000,000
Fair Value, Inputs, Level 3 [Member] | Subprime | Other	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	2,303,000,000	2,132,000,000
Fair Value, Inputs, Level 3 [Member] | Option ARM	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	6,439,000,000	6,574,000,000
Fair Value, Inputs, Level 3 [Member] | Option ARM | Median of External Sources [Member]	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	5,573,000,000	4,995,000,000
Fair Value, Inputs, Level 3 [Member] | Option ARM | Discounted Cash Flows [Member]	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	'	705,000,000
Fair Value, Inputs, Level 3 [Member] | Option ARM | Other	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	866,000,000	874,000,000
Fair Value, Inputs, Level 3 [Member] | Alt-A and other	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	7,606,000,000	8,706,000,000
Fair Value, Inputs, Level 3 [Member] | Alt-A and other | Median of External Sources [Member]	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	3,312,000,000	3,503,000,000
Fair Value, Inputs, Level 3 [Member] | Alt-A and other | Single External Source [Member]	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	3,264,000,000	4,028,000,000
Fair Value, Inputs, Level 3 [Member] | Alt-A and other | Other	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	1,030,000,000	1,175,000,000
Fair Value, Inputs, Level 3 [Member] | Obligations of states and political subdivisions	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	3,276,000,000	3,495,000,000
Fair Value, Inputs, Level 3 [Member] | Obligations of states and political subdivisions | Median of External Sources [Member]	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	2,957,000,000	3,067,000,000
Fair Value, Inputs, Level 3 [Member] | Obligations of states and political subdivisions | Other	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	319,000,000	428,000,000
Fair Value, Inputs, Level 3 [Member] | Manufactured housing	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	676,000,000	684,000,000
Fair Value, Inputs, Level 3 [Member] | Manufactured housing | Median of External Sources [Member]	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	591,000,000	577,000,000
Fair Value, Inputs, Level 3 [Member] | Manufactured housing | Other	'	'
Available-For-Sale, at Fair Value:	'	'
Available-for-sale Securities, Fair Value Disclosure	85,000,000	107,000,000
Fair Value, Inputs, Level 3 [Member] | Other	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	7,000,000	8,000,000
Fair Value, Inputs, Level 3 [Member] | Other | Single External Source [Member]	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	5,000,000	7,000,000
Fair Value, Inputs, Level 3 [Member] | Other | Discounted Cash Flows [Member]	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	2,000,000	'
Fair Value, Inputs, Level 3 [Member] | Other | Other	'	'
Trading, at Fair Value:	'	'
Trading Securities, Fair Value Disclosure	'	1,000,000
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Freddie Mac | Weighted Average [Member] | Risk Metric [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
Effective Duration	'1 year 5 months 16 days	'2 years 5 months 9 days
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Freddie Mac | Weighted Average [Member] | Single External Source [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	'	99.3
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Freddie Mac | Weighted Average [Member] | Discounted Cash Flows [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
OAS	0.30%	'
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Freddie Mac | Minimum [Member] | Risk Metric [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
Effective Duration	'1 year 5 months 12 days	'2 years 3 months
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Freddie Mac | Minimum [Member] | Single External Source [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	'	99.3
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Freddie Mac | Minimum [Member] | Discounted Cash Flows [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
OAS	0.21%	'
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Freddie Mac | Maximum [Member] | Risk Metric [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
Effective Duration	'1 year 5 months 19 days	'5 years 2 months 1 day
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Freddie Mac | Maximum [Member] | Single External Source [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	'	99.3
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Freddie Mac | Maximum [Member] | Discounted Cash Flows [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
OAS	1.26%	'
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Fannie Mae | Weighted Average [Member] | Median of External Sources [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	104.6	104.7
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Fannie Mae | Weighted Average [Member] | Single External Source [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	110.2	110.5
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Fannie Mae | Minimum [Member] | Median of External Sources [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	103.8	104.1
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Fannie Mae | Minimum [Member] | Single External Source [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	110.2	110.5
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Fannie Mae | Maximum [Member] | Median of External Sources [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	105.4	105.3
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Fannie Mae | Maximum [Member] | Single External Source [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	110.2	110.5
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | CMBS | Weighted Average [Member] | Risk Metric [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
Effective Duration	'8 years 6 months 11 days	'
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | CMBS | Weighted Average [Member] | Single External Source [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	'	90.9
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | CMBS | Weighted Average [Member] | Discounted Cash Flows [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
OAS	4.57%	'
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | CMBS | Minimum [Member] | Risk Metric [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
Effective Duration	'6 years 29 days	'
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | CMBS | Minimum [Member] | Single External Source [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	'	90.9
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | CMBS | Minimum [Member] | Discounted Cash Flows [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
OAS	2.02%	'
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | CMBS | Maximum [Member] | Risk Metric [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
Effective Duration	'9 years 3 months 11 days	'
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | CMBS | Maximum [Member] | Single External Source [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	'	90.9
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | CMBS | Maximum [Member] | Discounted Cash Flows [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
OAS	7.15%	'
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Subprime | Weighted Average [Member] | Median of External Sources [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	68.9	68.7
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Subprime | Minimum [Member] | Median of External Sources [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	64.7	64.5
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Subprime | Maximum [Member] | Median of External Sources [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	73.4	73.8
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Option ARM | Weighted Average [Member] | Median of External Sources [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	63.9	64.4
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Option ARM | Weighted Average [Member] | Discounted Cash Flows [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
OAS	'	7.29%
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Option ARM | Minimum [Member] | Median of External Sources [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	60.8	60.8
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Option ARM | Minimum [Member] | Discounted Cash Flows [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
OAS	'	4.61%
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Option ARM | Maximum [Member] | Median of External Sources [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	67.1	67
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Option ARM | Maximum [Member] | Discounted Cash Flows [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
OAS	'	9.44%
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Alt-A and other | Weighted Average [Member] | Median of External Sources [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	75.1	75.7
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Alt-A and other | Weighted Average [Member] | Single External Source [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	83.3	83.4
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Alt-A and other | Minimum [Member] | Median of External Sources [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	72.7	72.5
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Alt-A and other | Minimum [Member] | Single External Source [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	83.3	83.4
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Alt-A and other | Maximum [Member] | Median of External Sources [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	77.7	79.1
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Alt-A and other | Maximum [Member] | Single External Source [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	83.3	83.4
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Obligations of states and political subdivisions | Weighted Average [Member] | Median of External Sources [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	100.8	99.2
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Obligations of states and political subdivisions | Minimum [Member] | Median of External Sources [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	100.5	98.7
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Obligations of states and political subdivisions | Maximum [Member] | Median of External Sources [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	101.1	99.7
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Manufactured housing | Weighted Average [Member] | Median of External Sources [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	89.8	89.7
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Manufactured housing | Minimum [Member] | Median of External Sources [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	87	86.7
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Manufactured housing | Maximum [Member] | Median of External Sources [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	92.6	92.8
Fair Value, Inputs, Level 3 [Member] | Trading Mortgage Related Securities [Member] | Freddie Mac | Weighted Average [Member] | Discounted Cash Flows [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
OAS	2.72%	3.64%
Fair Value, Inputs, Level 3 [Member] | Trading Mortgage Related Securities [Member] | Freddie Mac | Minimum [Member] | Discounted Cash Flows [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
OAS	-0.33%	-0.05%
Fair Value, Inputs, Level 3 [Member] | Trading Mortgage Related Securities [Member] | Freddie Mac | Maximum [Member] | Discounted Cash Flows [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
OAS	94.41%	94.41%
Fair Value, Inputs, Level 3 [Member] | Trading Mortgage Related Securities [Member] | Fannie Mae | Weighted Average [Member] | Discounted Cash Flows [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
OAS	4.26%	1.99%
Fair Value, Inputs, Level 3 [Member] | Trading Mortgage Related Securities [Member] | Fannie Mae | Minimum [Member] | Discounted Cash Flows [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
OAS	-0.33%	-22.57%
Fair Value, Inputs, Level 3 [Member] | Trading Mortgage Related Securities [Member] | Fannie Mae | Maximum [Member] | Discounted Cash Flows [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
OAS	19.64%	22.95%
Fair Value, Inputs, Level 3 [Member] | Other Asset [Member]	'	'
Other assets:	'	'
Total other assets	1,570,000,000	1,620,000,000
Fair Value, Inputs, Level 3 [Member] | Guarantee Asset [Member]	'	'
Other assets:	'	'
Guarantee Assets Fair Value Disclosure	1,558,000,000	1,611,000,000
Fair Value, Inputs, Level 3 [Member] | Guarantee Asset [Member] | Median of External Sources [Member]	'	'
Other assets:	'	'
Guarantee Assets Fair Value Disclosure	441,000,000	448,000,000
Fair Value, Inputs, Level 3 [Member] | Guarantee Asset [Member] | Discounted Cash Flows [Member]	'	'
Other assets:	'	'
Guarantee Assets Fair Value Disclosure	1,117,000,000	1,163,000,000
Fair Value, Inputs, Level 3 [Member] | Guarantee Asset [Member] | Weighted Average [Member] | Median of External Sources [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	19.4	19.2
Fair Value, Inputs, Level 3 [Member] | Guarantee Asset [Member] | Weighted Average [Member] | Discounted Cash Flows [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
OAS	0.54%	0.53%
Fair Value, Inputs, Level 3 [Member] | Guarantee Asset [Member] | Minimum [Member] | Median of External Sources [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	12.1	11.6
Fair Value, Inputs, Level 3 [Member] | Guarantee Asset [Member] | Minimum [Member] | Discounted Cash Flows [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
OAS	0.17%	0.16%
Fair Value, Inputs, Level 3 [Member] | Guarantee Asset [Member] | Maximum [Member] | Median of External Sources [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
External Pricing Source(s)	25.6	25.4
Fair Value, Inputs, Level 3 [Member] | Guarantee Asset [Member] | Maximum [Member] | Discounted Cash Flows [Member]	'	'
Fair Value Inputs, Quantitative Information [Abstract]	'	'
OAS	2.02%	2.02%
Fair Value, Inputs, Level 3 [Member] | All Other Assets [Member]	'	'
Other assets:	'	'
All Other Assets Fair Value Disclosure	12,000,000	9,000,000
Fair Value, Inputs, Level 3 [Member] | All Other Assets [Member] | Other	'	'
Other assets:	'	'
All Other Assets Fair Value Disclosure	$12,000,000	$9,000,000

Fair_Value_Disclosures_Fair_Va1

Fair Value Disclosures Fair Value Disclosures - Quantitative Information about Non-Recurring Level 3 Measurements (Details) (USD $)

3 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Estimate of Fair Value, Fair Value Disclosure [Member]

Held For Investment Mortgage Loans [Member]

Held For Investment Mortgage Loans [Member]

Held For Investment Mortgage Loans [Member]

Held For Investment Mortgage Loans [Member]

Held For Investment Mortgage Loans [Member]

Held For Investment Mortgage Loans [Member]

Held For Investment Mortgage Loans [Member]

Held For Investment Mortgage Loans [Member]

Held For Investment Mortgage Loans [Member]

Held For Investment Mortgage Loans [Member]

Held For Investment Mortgage Loans [Member]

Held For Investment Mortgage Loans [Member]

Held For Investment Mortgage Loans [Member]

Held For Investment Mortgage Loans [Member]

Held For Investment Mortgage Loans [Member]

Held For Investment Mortgage Loans [Member]

Held For Investment Mortgage Loans [Member]

Held For Investment Mortgage Loans [Member]

Reo Net At Fair Value [Member]

Reo Net At Fair Value [Member]

Reo Net At Fair Value [Member]

Reo Net At Fair Value [Member]

Reo Net At Fair Value [Member]

Reo Net At Fair Value [Member]

Reo Net At Fair Value [Member]

Reo Net At Fair Value [Member]

Reo Net At Fair Value [Member]

Reo Net At Fair Value [Member]

Income Capitalization [Member]

Income Capitalization [Member]

Third-Party Appraisal [Member]

Third-Party Appraisal [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Internal Model [Member]

Internal Model [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Weighted Average [Member]

Weighted Average [Member]

Income Capitalization [Member]

Income Capitalization [Member]

Third-Party Appraisal [Member]

Third-Party Appraisal [Member]

Income Capitalization [Member]

Income Capitalization [Member]

Third-Party Appraisal [Member]

Third-Party Appraisal [Member]

Income Capitalization [Member]

Income Capitalization [Member]

Third-Party Appraisal [Member]

Third-Party Appraisal [Member]

Internal Model [Member]

Internal Model [Member]

Internal Model [Member]

Internal Model [Member]

Internal Model [Member]

Internal Model [Member]

Assets, Fair Value Disclosure [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Held-For-Investment Mortgage Loans

'

'

$481,000,000

$515,000,000

$481,000,000

$515,000,000

$245,000,000

$298,000,000

$236,000,000

$217,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$481,000,000

$515,000,000

Capitalization rates

'

'

'

'

'

'

'

'

'

'

6.00%

6.00%

'

'

9.00%

9.00%

'

'

7.00%

7.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Property Value

'

'

'

'

'

'

'

'

'

'

'

'

7,000,000

4,000,000

'

'

44,000,000

44,000,000

'

'

27,000,000

27,000,000

'

'

'

'

'

'

'

'

'

'

'

'

Reo Net Fair Value Disclosure

'

'

1,437,000,000

1,837,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,437,000,000

1,837,000,000

1,437,000,000

1,837,000,000

'

'

'

'

'

'

1,437,000,000

1,837,000,000

Fair Value Inputs Historical Average Sale Proceeds By State Per Property

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$36,792

$17,500

$425,610

$318,391

$107,007

$105,508

'

'

REO Disposition Severity Ratio

35.60%

35.80%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair_Value_Disclosures_Fair_Va2

Fair Value Disclosures - Fair Value of Financial Instruments (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Mortgage loans:	'	'
Derivative Assets	$1,155	$1,063
Debt, net:	'	'
Derivative liabilities, net	111	180
Held by consolidated trusts	'	'
Debt, net:	'	'
Debt, Net	56	59
Freddie Mac parent	'	'
Debt, net:	'	'
Debt, Net	3,206	2,683
Carrying Amount	'	'
Financial Assets	'	'
Cash and Cash Equivalents	10,611	11,281
Restricted Cash and Cash Equivalents	3,154	12,265
Federal Funds Sold and Securities Purchased under Agreements to Resell	35,041	62,383
Investments in Securities [Abstract]	'	'
Available-for-sale, at fair value	118,617	128,919
Trading, at fair value	29,987	23,404
Total investments in securities	148,604	152,323
Mortgage loans:	'	'
Mortgage loans	1,680,896	1,684,790
Derivative Assets	1,155	1,063
Guarantee Assets	1,588	1,611
Total financial assets	1,881,049	1,925,716
Debt, net:	'	'
Debt, Net	1,900,325	1,940,751
Derivative liabilities, net	111	180
Guarantee obligation	1,518	1,522
Total financial liabilities	1,901,954	1,942,453
Carrying Amount | Held by consolidated trusts	'	'
Mortgage loans:	'	'
Mortgage loans	1,533,106	1,529,905
Debt, net:	'	'
Debt, Net	1,446,477	1,433,984
Carrying Amount | Freddie Mac parent	'	'
Mortgage loans:	'	'
Mortgage loans	147,790	154,885
Debt, net:	'	'
Debt, Net	453,848	506,767
Fair Value	'	'
Financial Assets	'	'
Cash and Cash Equivalents	10,611	11,281
Restricted Cash and Cash Equivalents	3,154	12,265
Federal Funds Sold and Securities Purchased under Agreements to Resell	35,041	62,383
Investments in Securities [Abstract]	'	'
Available-for-sale, at fair value	118,617	128,919
Trading, at fair value	29,987	23,404
Total investments in securities	148,604	152,323
Mortgage loans:	'	'
Mortgage loans	1,653,095	1,645,952
Derivative Assets	1,155	1,063
Guarantee Assets	1,809	1,879
Total financial assets	1,853,469	1,887,146
Debt, net:	'	'
Debt, Net	1,921,102	1,949,743
Derivative liabilities, net	111	180
Guarantee obligation	3,135	3,067
Total financial liabilities	1,924,348	1,952,990
Fair Value | Held by consolidated trusts	'	'
Mortgage loans:	'	'
Mortgage loans	1,519,773	1,507,742
Debt, net:	'	'
Debt, Net	1,460,099	1,436,898
Fair Value | Freddie Mac parent	'	'
Mortgage loans:	'	'
Mortgage loans	133,322	138,210
Debt, net:	'	'
Debt, Net	461,003	512,845
Fair Value | Level 1	'	'
Financial Assets	'	'
Cash and Cash Equivalents	2,530	7,360
Restricted Cash and Cash Equivalents	3,153	12,264
Federal Funds Sold and Securities Purchased under Agreements to Resell	0	0
Investments in Securities [Abstract]	'	'
Available-for-sale, at fair value	0	0
Trading, at fair value	8,979	6,636
Total investments in securities	8,979	6,636
Mortgage loans:	'	'
Mortgage loans	0	0
Derivative Assets	0	0
Guarantee Assets	0	0
Total financial assets	14,662	26,260
Debt, net:	'	'
Debt, Net	0	0
Derivative liabilities, net	0	0
Guarantee obligation	0	0
Total financial liabilities	0	0
Fair Value | Level 1 | Held by consolidated trusts	'	'
Mortgage loans:	'	'
Mortgage loans	0	0
Debt, net:	'	'
Debt, Net	0	0
Fair Value | Level 1 | Freddie Mac parent	'	'
Mortgage loans:	'	'
Mortgage loans	0	0
Debt, net:	'	'
Debt, Net	0	0
Fair Value | Level 2	'	'
Financial Assets	'	'
Cash and Cash Equivalents	8,081	3,921
Restricted Cash and Cash Equivalents	1	1
Federal Funds Sold and Securities Purchased under Agreements to Resell	35,041	62,383
Investments in Securities [Abstract]	'	'
Available-for-sale, at fair value	68,035	76,770
Trading, at fair value	20,059	16,122
Total investments in securities	88,094	92,892
Mortgage loans:	'	'
Mortgage loans	1,295,974	1,274,194
Derivative Assets	12,339	14,220
Guarantee Assets	0	0
Total financial assets	1,439,530	1,447,611
Debt, net:	'	'
Debt, Net	1,908,311	1,935,650
Derivative liabilities, net	12,897	13,291
Guarantee obligation	0	0
Total financial liabilities	1,921,208	1,948,941
Fair Value | Level 2 | Held by consolidated trusts	'	'
Mortgage loans:	'	'
Mortgage loans	1,282,911	1,258,049
Debt, net:	'	'
Debt, Net	1,459,395	1,435,894
Fair Value | Level 2 | Freddie Mac parent	'	'
Mortgage loans:	'	'
Mortgage loans	13,063	16,145
Debt, net:	'	'
Debt, Net	448,916	499,756
Fair Value | Level 3	'	'
Financial Assets	'	'
Cash and Cash Equivalents	0	0
Restricted Cash and Cash Equivalents	0	0
Federal Funds Sold and Securities Purchased under Agreements to Resell	0	0
Investments in Securities [Abstract]	'	'
Available-for-sale, at fair value	50,582	52,149
Trading, at fair value	949	646
Total investments in securities	51,531	52,795
Mortgage loans:	'	'
Mortgage loans	357,121	371,758
Derivative Assets	3	11
Guarantee Assets	1,809	1,879
Total financial assets	410,464	426,443
Debt, net:	'	'
Debt, Net	12,791	14,093
Derivative liabilities, net	39	336
Guarantee obligation	3,135	3,067
Total financial liabilities	15,965	17,496
Fair Value | Level 3 | Held by consolidated trusts	'	'
Mortgage loans:	'	'
Mortgage loans	236,862	249,693
Debt, net:	'	'
Debt, Net	704	1,004
Fair Value | Level 3 | Freddie Mac parent	'	'
Mortgage loans:	'	'
Mortgage loans	120,259	122,065
Debt, net:	'	'
Debt, Net	12,087	13,089
Fair Value | Netting Adjustments	'	'
Financial Assets	'	'
Cash and Cash Equivalents	0	0
Restricted Cash and Cash Equivalents	0	0
Federal Funds Sold and Securities Purchased under Agreements to Resell	0	0
Investments in Securities [Abstract]	'	'
Available-for-sale, at fair value	0	0
Trading, at fair value	0	0
Total investments in securities	0	0
Mortgage loans:	'	'
Mortgage loans	0	0
Derivative Assets	-11,187	-13,168
Guarantee Assets	0	0
Total financial assets	-11,187	-13,168
Debt, net:	'	'
Debt, Net	0	0
Derivative liabilities, net	-12,825	-13,447
Guarantee obligation	0	0
Total financial liabilities	-12,825	-13,447
Fair Value | Netting Adjustments | Held by consolidated trusts	'	'
Mortgage loans:	'	'
Mortgage loans	0	0
Debt, net:	'	'
Debt, Net	0	0
Fair Value | Netting Adjustments | Freddie Mac parent	'	'
Mortgage loans:	'	'
Mortgage loans	0	0
Debt, net:	'	'
Debt, Net	$0	$0

Fair_Value_Disclosures_Differe

Fair Value Disclosures - Difference between Fair Value and Unpaid Principal Balance for Certain Financial Instruments with Fair Value Option Elected (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value Disclosures [Abstract]	'	'
Loans Held For Sale, Fair Value	$7,313	$8,727
Loans Held For Sale, Unpaid Principal Balance, With Fair Value Option Elected	7,193	8,721
Fair Value, Option, Aggregate Differences, Loans and Long-term Receivables	120	6
Long-Term Debt, Fair Value	3,206	2,683
Long-Term Debt, Unpaid Principal Balance, with Fair Value Option Elected	3,098	2,635
Fair Value, Option, Aggregate Differences, Long-term Debt Instruments	$108	$48

Legal_Contingencies_Details

Legal Contingencies (Details) (USD $)

3 Months Ended

1 Months Ended

0 Months Ended

3 Months Ended

0 Months Ended

3 Months Ended

0 Months Ended

3 Months Ended

0 Months Ended

0 Months Ended

Mar. 31, 2014

Feb. 28, 2014

Dec. 16, 2011

Mar. 31, 2014

Mar. 31, 2014

Feb. 12, 2014

Sep. 22, 2009

Sep. 22, 2009

Sep. 22, 2009

Sep. 22, 2009

Mar. 31, 2014

14-May-10

Dec. 31, 2012

Mar. 31, 2014

Mar. 14, 2014

Sep. 30, 2013

Mar. 31, 2014

Dec. 03, 2013

Jan. 07, 2014

Lehman Bankruptcy

Related Third Party Litigation And Indemnification Requests

Related Third Party Litigation And Indemnification Requests

Related Third Party Litigation And Indemnification Requests

Proof of claim

Proof of claim

Priority claim

General unsecured claim

Senior unsecured claim

Unasserted claim

Unasserted claim

IRS Litigation

Lawsuits involving Real Estate Transfer Taxes

LIBOR Lawsuit

Litigation Concerning the Purchase Agreement

Litigation Concerning the Purchase Agreement

Litigation Concerning the Purchase Agreement

Litigation Concerning the Purchase Agreement

SEC litigation

Year 2007 fixed-to-floating rate preferred stock

Year 2007 fixed-to-floating rate preferred stock

Lehman Bankruptcy

Lehman Bankruptcy

Lehman Bankruptcy, Short-term lending transactions

Lehman Bankruptcy, Repurchase obligations

Lehman Bankruptcy, Short-term lending transactions

TBW Bankruptcy, Ocala Subsidiary

TBW Bankruptcy, Underwriters

numberofstates

numberofdefendants

numberofpendinglawsuits

Arrowood lawsuit

In re Fannie Mae/Freddie Mac Senior Preferred Stock Purchase Agreement Class Action Litigations

In re Fannie Mae/Freddie Mac Senior Preferred Stock Purchase Agreement Class Action Litigations

numberofdefendants

NumberOfOtherLawsuits

Mark and Keysar litigation

numberofpendinglawsuits

letter

letter

numberofdefendants

NumberOfAffirmedRulings

Loss Contingencies [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Legal fees and expenses of former officers for indemnification obligations

$2,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of defendants

'

'

3

'

3

'

'

'

'

'

'

'

'

'

16

'

'

'

'

Preferred Stock, Value, Outstanding

'

'

'

'

6,000,000,000

'

'

'

'

'

'

'

'

'

'

'

42,297,500

'

'

Preferred stock, dividend rate

'

'

'

'

8.38%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of other lawsuits

'

'

'

2

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Amount of Freddie Mac proofs of claim, total in the Lehman bankruptcies

'

'

'

'

'

'

2,100,000,000

'

'

'

'

'

'

'

'

'

'

'

'

Amount of allowed claims per bankruptcy plan

'

'

'

'

'

'

'

1,200,000,000

869,000,000

'

'

'

'

'

'

'

'

'

'

Percentage of distribution payments based on allowed claims

'

'

'

'

'

'

'

'

19.90%

21.00%

'

'

'

'

'

'

'

'

'

Amount of distribution payments based on allowed claims

'

'

'

'

'

'

'

'

'

250,000,000

'

'

'

'

'

'

'

'

'

Amount of bankruptcy claims settled

'

767,000,000

'

'

'

767,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

Amount of possible claim against Freddie Mac

'

'

'

'

'

'

'

'

'

'

805,000,000

'

'

'

'

'

'

'

'

Amount of mortgage bankers bonds to be rescinded

'

'

'

'

'

'

'

'

'

'

'

90,000,000

'

'

'

'

'

'

'

Amount of additional income taxes and penalties assessed in statutory notices 1998 To 2007

'

'

'

'

'

'

'

'

'

'

'

'

3,000,000,000

'

'

'

'

'

'

Amount of tax paid in the statutory notices received for the years 2006 and 2007

'

'

'

'

'

'

'

'

'

'

'

'

36,000,000

'

'

'

'

'

'

Unrecognized tax benefits

$0

'

'

'

'

'

'

'

'

'

'

'

$0

'

'

'

'

'

'

Number of pending lawsuits

'

'

'

'

'

'

'

'

'

'

'

'

'

22

'

4

'

'

'

Number of plaintiffs

'

'

'

'

'

'

'

'

'

'

'

'

'

11

'

'

'

3

'

Number of appeals

'

'

'

'

'

'

'

'

'

'

'

'

'

16

'

'

'

'

'

Number of favorable rulings received

'

'

'

'

'

'

'

'

'

'

'

'

'

37

'

'

'

'

'

Number of rulings affirmed on appeal

'

'

'

'

'

'

'

'

'

'

'

'

'

10

'

'

'

'

'

Number of additional letters

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2

Regulatory_Capital_Details

Regulatory Capital (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013	Dec. 31, 2012	Sep. 30, 2008
Mortgage Banking [Abstract]	'	'	'	'	'
Capital Requirement For On Balance Sheet Assets	2.50%	'	'	'	'
Capital Requirement For Off Balance Sheet Obligations	0.45%	'	'	'	'
Net Worth and Minimum Capital [Abstract]	'	'	'	'	'
GAAP net worth (deficit)	$6,899,000,000	$9,971,000,000	$12,835,000,000	$8,827,000,000	'
Core capital (deficit)	-65,910,000,000	'	-59,495,000,000	'	'
Minimum capital requirement	20,091,000,000	'	21,404,000,000	'	'
Minimum capital surplus (deficit)	-86,001,000,000	'	-80,899,000,000	'	'
Number of days of net worth deficit requiring FHFA to place us into receivership	'60 days	'	'	'	'
Expected Draw Request To Treasury Under Purchase Agreement	0	'	'	'	'
Aggregate Funding Received From Treasury Under Purchase Agreement	71,300,000,000	'	'	'	'
Initial liquidation preference of Senior Preferred Stock	'	'	'	'	1,000,000,000
Cash amount received as a result of issuing the initial liquidation preference	'	'	'	'	0
Cash dividends paid on senior preferred stock	$10,435,000,000	$5,827,000,000	'	'	'

Selected_Financial_Statement_L2

Selected Financial Statement Line Items - Significant Components of Other Income (Loss) on Our Consolidated Statements of Comprehensive Income (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Other income (loss):	'	'
Non-agency mortgage-related securities settlements	$4,533	$6
Gains (losses) on mortgage loans	254	9
Other	254	329
Total other income (loss)	$5,041	$344

Selected_Financial_Statement_L3

Selected Financial Statement Line Items - Significant Components of Other Assets and Other Liabilities on Our Consolidated Balance Sheets (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Other assets:	'	'
Accounts and other receivables	$6,854	$4,367
Guarantee asset	1,558	1,611
All other	2,519	2,561
Total other assets	10,931	8,539
Other liabilities:	'	'
Servicer liabilities	2,115	2,277
Guarantee obligation	1,518	1,522
Accounts payable and accrued expenses	906	886
All other	3,324	807
Total other liabilities	$7,863	$5,492