Federal Home Loan Mortgage (FMCC) 10-Q 5 May 15 2015 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	3 Months Ended
	Mar. 31, 2015	Apr. 21, 2015
Document and Entity Information [Abstract]
Entity Registrant Name	FEDERAL HOME LOAN MORTGAGE CORP
Entity Central Index Key	1026214
Current Fiscal Year End Date	-19
Entity Filer Category	Large Accelerated Filer
Document Type	10-Q
Document Period End Date	31-Mar-15
Document Fiscal Year Focus	2015
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		650,044,758

Consolidated_Statements_of_Com

Consolidated Statements of Comprehensive Income (USD $)	3 Months Ended
In Millions, except Per Share data, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Interest income
Total mortgage loans	$15,454	$16,146
Investments in securities	1,335	1,510
Other	11	5
Total interest income	16,800	17,661
Interest expense
Total interest expense	-13,088	-14,072
Expense related to derivatives	-65	-79
Net interest income	3,647	3,510
Benefit (provision) for credit losses	499	-85
Net interest income after benefit (provision) for credit losses	4,146	3,425
Non-interest income (loss)
Gains (losses) on extinguishment of debt securities of consolidated trusts and other debt	-79	19
Derivative gains (losses)	-2,403	-2,351
Impairment of available-for-sale securities:
Total other-than-temporary impairment of available-for-sale securities	-89	-331
Portion of other-than-temporary impairment recognized in AOCI	-4	-33
Net impairment of available-for-sale securities recognized in earnings	-93	-364
Other gains (losses) on investment securities recognized in earnings	417	766
Other income (loss)	11	5,041
Non-interest income (loss)	-2,147	3,111
Non-interest expense
Salaries and employee benefits	-232	-233
Professional services	-113	-138
Occupancy expense	-12	-13
Other administrative expense	-94	-84
Total administrative expense	-451	-468
Real estate owned operations (expense) income	-75	-59
Temporary Payroll Tax Cut Continuation Act of 2011 expense	-222	-178
Other expense	-463	-66
Non-interest expense	-1,211	-771
Income before income tax expense	788	5,765
Income tax expense	-264	-1,745
Net income	524	4,020
Other comprehensive income (loss), net of taxes and reclassification adjustments:
Changes in unrealized gains (losses) related to available-for-sale securities	157	427
Changes in unrealized gains (losses) related to cash flow hedge relationships	59	52
Changes in defined benefit plans	6	0
Total other comprehensive income (loss), net of taxes and reclassification adjustments	222	479
Comprehensive income	746	4,499
Net income	524	4,020
Undistributed net worth sweep and senior preferred stock dividends	-746	-4,499
Net loss attributable to common stockholders	-222	-479
Net loss per common share — basic and diluted	($0.07)	($0.15)
Weighted average common shares outstanding (in millions) — basic and diluted	3,236	3,237
Variable Interest Entity Primary Beneficiary
Interest income
Total mortgage loans	13,879	14,484
Interest expense
Total interest expense	-11,487	-12,243
Non-interest income (loss)
Gains (losses) on extinguishment of debt securities of consolidated trusts and other debt	-80	12
Freddie Mac parent
Interest income
Total mortgage loans	1,575	1,662
Interest expense
Interest expense, short-term debt	-38	-41
Interest expense, long-term debt	-1,563	-1,788
Non-interest income (loss)
Gains (losses) on extinguishment of debt securities of consolidated trusts and other debt	$1	$7

Consolidated_Balance_Sheets

Consolidated Balance Sheets (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Assets
Cash and cash equivalents (includes $0 and $2, respectively, related to our consolidated VIEs)	$10,407	$10,928
Restricted cash and cash equivalents (includes $8,686 and $8,532, respectively, related to our consolidated VIEs)	8,689	8,535
Federal funds sold and securities purchased under agreements to resell (includes $19,775 and $13,500, respectively, related to our consolidated VIEs)	47,166	51,903
Investments in securities:
Available-for-sale, at fair value (includes $29 and $9, respectively, pledged as collateral that may be repledged)	100,497	106,550
Trading, at fair value (includes $2,546 and $1,884, respectively, pledged as collateral that may be repledged)	37,660	30,437
Total investments in securities	138,157	136,987
Held-for-investment, at amortized cost:
Total held-for-investment mortgage loans, net	1,691,196	1,688,212
Held-for-sale, at lower-of-cost-or-fair-value (includes $16,495 and $12,130 at fair value, respectively)	18,863	12,368
Total mortgage loans, net	1,710,059	1,700,580
Accrued interest receivable (includes $5,102 and $5,124, respectively, related to our consolidated VIEs)	5,998	6,034
Derivative assets, net	695	822
Real estate owned, net (includes $43 and $44, respectively, related to our consolidated VIEs)	2,294	2,558
Deferred tax assets, net	19,388	19,498
Other assets (Note 19) (includes $3,563 and $2,596, respectively, related to our consolidated VIEs)	8,750	7,694
Total assets	1,951,603	1,945,539
Liabilities
Accrued interest payable (includes $4,695 and $4,702, respectively, related to our consolidated VIEs)	6,135	6,325
Debt, net:
Total debt, net	1,935,629	1,929,542
Derivative liabilities, net	2,007	1,963
Other liabilities (Note 19) (includes $2 and $1, respectively, related to our consolidated VIEs)	5,286	5,058
Total liabilities	1,949,057	1,942,888
Commitments and contingencies (Notes 9, 14, and 17)
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 650,044,758 shares and 650,043,899 shares outstanding, respectively	0	0
Additional paid-in capital	0	0
Retained earnings (accumulated deficit)	-81,966	-81,639
AOCI, net of taxes, related to:
Available-for-sale securities (includes $816 and $839, respectively, related to net unrealized gains on securities for which other-than-temporary impairment has been recognized in earnings)	2,703	2,546
Cash flow hedge relationships	-744	-803
Defined benefit plans	-7	-13
Total AOCI, net of taxes	1,952	1,730
Treasury stock, at cost, 75,819,128 shares and 75,819,987 shares, respectively	-3,885	-3,885
Total equity (See NOTE 11: STOCKHOLDERS’ EQUITY for information on our dividend obligation to Treasury)	2,546	2,651
Total liabilities and equity	1,951,603	1,945,539
Variable Interest Entity Primary Beneficiary
Assets
Cash and cash equivalents (includes $0 and $2, respectively, related to our consolidated VIEs)	0	2
Restricted cash and cash equivalents (includes $8,686 and $8,532, respectively, related to our consolidated VIEs)	8,686	8,532
Federal funds sold and securities purchased under agreements to resell (includes $19,775 and $13,500, respectively, related to our consolidated VIEs)	19,775	13,500
Held-for-investment, at amortized cost:
Total held-for-investment mortgage loans, net	1,565,078	1,558,094
Held-for-sale, at lower-of-cost-or-fair-value (includes $16,495 and $12,130 at fair value, respectively)	0	0
Total mortgage loans, net	1,565,078	1,558,094
Accrued interest receivable (includes $5,102 and $5,124, respectively, related to our consolidated VIEs)	5,102	5,124
Real estate owned, net (includes $43 and $44, respectively, related to our consolidated VIEs)	43	44
Other assets (Note 19) (includes $3,563 and $2,596, respectively, related to our consolidated VIEs)	3,563	2,596
Liabilities
Accrued interest payable (includes $4,695 and $4,702, respectively, related to our consolidated VIEs)	4,695	4,702
Debt, net:
Total debt, net	1,488,595	1,479,473
Other liabilities (Note 19) (includes $2 and $1, respectively, related to our consolidated VIEs)	2	1
Freddie Mac parent
Held-for-investment, at amortized cost:
Total held-for-investment mortgage loans, net	126,118	130,118
Held-for-sale, at lower-of-cost-or-fair-value (includes $16,495 and $12,130 at fair value, respectively)	18,863	12,368
Total mortgage loans, net	144,981	142,486
Debt, net:
Total debt, net	$447,034	$450,069

Consolidated_Balance_Sheets_Pa

Consolidated Balance Sheets (Parenthetical) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, except Share data, unless otherwise specified
Assets
Cash and cash equivalents related to consolidated VIEs	$10,407	$10,928
Restricted cash and cash equivalents related to consolidated VIEs	8,689	8,535
Federal funds sold and securities purchased under agreements to resell related to consolidated VIEs	47,166	51,903
Investments in securities:
Available-for-sale securities pledged as collateral that may be repledged	29	9
Trading securities pledged as collateral that may be repledged	2,546	1,884
Mortgage loans:
Allowance for loan losses, held-for-investment mortgage loans	18,648	21,761
Mortgage loans, held for sale, at fair value	16,495	12,130
Accrued interest receivable related to consolidated VIEs	5,998	6,034
Real estate owned, net related to consolidated VIEs	2,294	2,558
Other assets related to consolidated VIEs	8,750	7,694
Liabilities
Accrued interest payable related to consolidated VIEs	6,135	6,325
Other liabilities related to consolidated VIEs	5,286	5,058
Equity
Common stock, par value	$0	$0
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	650,044,758	650,043,899
AOCI, net of taxes, related to:
Available for sale securities other-than-temporary impairment adjustment, related to net unrealized gains(losses) on securities for which other-than-temporary impairment has been recognized in earnings	816	839
Treasury stock, shares	75,819,128	75,819,987
Variable Interest Entity Primary Beneficiary
Assets
Cash and cash equivalents related to consolidated VIEs	0	2
Restricted cash and cash equivalents related to consolidated VIEs	8,686	8,532
Federal funds sold and securities purchased under agreements to resell related to consolidated VIEs	19,775	13,500
Mortgage loans:
Allowance for loan losses, held-for-investment mortgage loans	2,554	2,884
Accrued interest receivable related to consolidated VIEs	5,102	5,124
Real estate owned, net related to consolidated VIEs	43	44
Other assets related to consolidated VIEs	3,563	2,596
Liabilities
Accrued interest payable related to consolidated VIEs	4,695	4,702
Debt securities recorded at fair value	39	42
Other liabilities related to consolidated VIEs	2	1
Freddie Mac parent
Mortgage loans:
Allowance for loan losses, held-for-investment mortgage loans	16,094	18,877
Liabilities
Debt securities recorded at fair value	$7,659	$5,820

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Cash flows from operating activities
Net income	$524	$4,020
Adjustments to reconcile net income to net cash (used in) provided by operating activities:
Derivative (gains) losses	1,812	1,673
Asset related amortization — premiums, discounts, and basis adjustments	1,318	684
Debt related amortization — premiums and discounts on certain debt securities and basis adjustments	-1,880	-1,063
(Gains) losses on extinguishment of debt securities of consolidated trusts and other debt	79	-19
(Benefit) provision for credit losses	-499	85
(Gains) losses on investment activity	-124	-655
Deferred income tax expense	17	1,748
Purchases of held-for-sale mortgage loans	-9,184	-2,374
Sales of mortgage loans acquired as held-for-sale	5,146	4,027
Repayments of mortgage loans acquired as held-for-sale	9	16
Payments to servicers for pre-foreclosure expense and servicer incentive fees	-238	-266
Change in:
Other receivables related to non-agency mortgage-related securities settlements	0	-3,721
Accrued interest receivable	36	53
Accrued interest payable	-178	-461
Other, net	-345	470
Net cash (used in) provided by operating activities	-3,507	4,217
Cash flows from investing activities
Purchases of trading securities	-13,898	-8,275
Proceeds from sales of trading securities	2,863	1,872
Proceeds from maturities of trading securities	4,414	2,245
Purchases of available-for-sale securities	-2,161	-4,153
Proceeds from sales of available-for-sale securities	4,134	10,500
Proceeds from maturities of available-for-sale securities	4,893	5,181
Purchases of held-for-investment mortgage loans	-27,353	-10,658
Proceeds from sales of mortgage loans acquired as held-for-investment	406	0
Repayments of mortgage loans acquired as held-for-investment	74,167	51,107
(Increase) decrease in restricted cash	-154	9,111
Advances to lenders	-1,063	0
Net proceeds from dispositions of real estate owned and other recoveries	1,121	2,268
Net decrease in federal funds sold and securities purchased under agreements to resell	4,737	27,342
Derivative premiums and terminations and swap collateral, net	-1,481	-1,926
Other investing activities, net	-13	0
Net cash provided by investing activities	50,612	84,614
Cash flows from financing activities
Payment of cash dividends on senior preferred stock	-851	-10,435
Net cash used in financing activities	-47,626	-89,501
Net (decrease) in cash and cash equivalents	-521	-670
Cash and cash equivalents at beginning of period	10,928	11,281
Cash and cash equivalents at end of period	10,407	10,611
Cash paid (received) for:
Debt interest	15,304	15,807
Net cash settlement on interest rate swaps	672	607
Income taxes	458	0
Parent Company [Member]
Adjustments to reconcile net income to net cash (used in) provided by operating activities:
(Gains) losses on extinguishment of debt securities of consolidated trusts and other debt	-1	-7
Cash flows from financing activities
Proceeds from issuance of debt	103,119	125,790
Repayments of debt	-106,416	-178,857
Variable Interest Entity Primary Beneficiary Member
Adjustments to reconcile net income to net cash (used in) provided by operating activities:
(Gains) losses on extinguishment of debt securities of consolidated trusts and other debt	80	-12
Cash flows from financing activities
Proceeds from issuance of debt	30,122	29,400
Repayments of debt	-73,600	-55,399
Cash and cash equivalents at beginning of period	2
Cash and cash equivalents at end of period	$0

Summary_of_Significant_Account

Summary of Significant Accounting Policies	3 Months Ended
	Mar. 31, 2015
Accounting Policies [Abstract]
SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES	NOTE 1: SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES
	Freddie Mac is a GSE chartered by Congress in 1970. Our public mission is to provide liquidity, stability, and affordability to the U.S. housing market. We are regulated by FHFA, the SEC, HUD, the CFPB 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, 2014, or our 2014 Annual Report. The accompanying unaudited consolidated financial statements should be read in conjunction with the audited consolidated financial statements and related notes in our 2014 Annual Report.
	We perform our mission by participating in the secondary 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. We do not participate directly in the primary mortgage market.
	We have 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, and we manage our seriously delinquent loans. Our Investments segment reflects results from three primary activities: (a) managing the company’s mortgage-related investments portfolio, excluding Multifamily segment investments and single-family seriously delinquent loans; (b) managing the treasury function for the entire company, including funding and liquidity; and (c) managing interest-rate risk for the entire 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 2014 Annual Report for additional information.
	Our primary business objectives are: (a) to support U.S. homeowners and renters by maintaining mortgage availability even when other sources of financing are scarce and by providing struggling homeowners with alternatives that allow them to stay in their homes or to avoid foreclosure; (b) to reduce taxpayer exposure to losses by increasing the role of private capital in the mortgage market and reducing our overall risk profile; (c) to build a commercially strong and efficient business enterprise to succeed in a to-be-determined “future state;" and (d) to support and improve the secondary mortgage market. For information regarding our objectives, see “NOTE 2: CONSERVATORSHIP AND RELATED MATTERS — Business Objectives” in our 2014 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. 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 the 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.
	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 for 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.
	Change in Estimate
	Adoption of Regulatory Guidance on Determining when a Loan is Uncollectible
	On January 1, 2015, we adopted regulatory guidance issued by FHFA that establishes guidelines for adverse classification and identification of specified single-family and multifamily assets and off-balance sheet credit exposures, including guidelines for recognizing charge-offs on certain single-family loans. We analyze loans for collectability based on several factors, including, but not limited to: (a) servicing actions that indicate the potential for near-term loss mitigation, such as whether we have achieved quality borrower contact; (b) credit risk factors, such as whether the loan is in a state with foreclosure practices that prevent timely resolution of delinquencies; and (c) loan characteristics that indicate whether repayment is likely to occur, such as the borrower's payment history, loan status, and historical performance of loans with similar characteristics. Upon adoption of the FHFA regulatory guidance on January 1, 2015, we changed the timing of when we deem certain single-family loans to be uncollectible, and we began to charge-off loans that have been deemed uncollectible prior to foreclosure, based on the factors identified above.
	This adoption resulted in a reduction to both the recorded investment of mortgage loans, held-for-investment, and our allowance for loan losses of $1.9 billion on January 1, 2015. However, these additional charge-offs did not have a material impact on our comprehensive income for the first quarter of 2015, as we had already measured impairment for these loans based on collateral value in prior periods.
	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 — 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. These shares are included since the warrant is unconditionally exercisable by the holder at a minimal cost.
	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 2014 Annual Report for further discussion of our significant accounting policies regarding our calculation of earnings per common share and “NOTE 11: STOCKHOLDERS’ EQUITY — Stock-Based Compensation” for additional information on our earnings-per-share calculation.
	Recent Accounting Guidance
	The following table provides a brief description of recent accounting pronouncements that could affect our financial statements.
	Standard	Description	Date of Adoption	Effect on the financial statements
	Recently Adopted Accounting Guidance
	ASU 2014-04, Reclassification of Residential Real Estate Collateralized Consumer Mortgage Loans upon Foreclosure (Topic 310)	The 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.	1-Jan-15	The adoption of this amendment did not have a material impact on our consolidated financial statements.
	ASU 2014-11, Repurchase-to-Maturity Transactions, Repurchase Financings, and Disclosures (Topic 860)	The amendment requires repurchase-to-maturity transactions to be accounted for as secured borrowings and requires separate accounting for a transfer of a financial asset executed contemporaneously with a repurchase agreement with the same counterparty.	1-Jan-15	The adoption of this amendment did not have a material impact on our consolidated financial statements.
	ASU 2014-14, Classification of Certain Government-Guaranteed Mortgage Loans upon Foreclosure (Topic 310)	The amendment requires that a mortgage loan be de-recognized and a separate receivable be recognized upon foreclosure if certain conditions are met. If those conditions are met and such a receivable is recognized, the receivable should be measured based on the amount of principal and interest related to the loan expected to be recovered from the guarantor.	1-Jan-15	The adoption of this amendment did not have a material impact on our consolidated financial statements.
	Recently Issued Accounting Guidance, Not Yet Adopted Within our Consolidated Financial Statements
	ASU 2015-03, Simplifying the Presentation of Debt Issuance Costs (Subtopic 835-30)	The amendment requires that debt issuance costs related to a recognized debt liability be presented in the balance sheet as a direct deduction from the carrying amount of that debt liability, consistent with debt discounts.	1-Jan-16	We do not expect that the adoption of this amendment will have a material impact on our consolidated financial statements.
	ASU 2015-02, Amendments to the Consolidation Analysis (Topic 810)	The amendment affects reporting entities that are required to evaluate whether they should consolidate certain legal entities. Specifically, the amendment: (a) modifies the evaluation of whether limited partnerships and similar legal entities are VIEs or voting interest entities; (b) eliminates the presumption that a general partner should consolidate a limited partnership; (c) affects the consolidation analysis of reporting entities that are involved with VIEs, particularly those that have fee arrangements and related party relationships; and (d) provides a scope exception from consolidation guidance for reporting entities with interests in legal entities that are required to comply with or operate in accordance with requirements that are similar to those in Rule 2a-7 of the Investment Company Act of 1940 for registered money market funds.	1-Jan-16	We do not expect that the adoption of this amendment will have a material impact on our consolidated financial statements.

Conservatorship_and_Related_Ma

Conservatorship and Related Matters	3 Months Ended
	Mar. 31, 2015
Conservatorship and Related Matters [Abstract]
CONSERVATORSHIP AND RELATED MATTERS	NOTE 2: CONSERVATORSHIP AND RELATED MATTERS
	Business Objectives
	We 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 continue to have wide-ranging effects on us, including on our management, business activities, 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. The Conservator 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 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.
	Impact of Conservatorship and Related Developments on the Mortgage-Related Investments Portfolio
	For purposes of the limit imposed by the Purchase Agreement, the UPB of our mortgage-related investments portfolio may not exceed $399.2 billion at December 31, 2015 and was $406 billion at March 31, 2015. Our 2014 Retained Portfolio Plan provides for us to manage the UPB of the mortgage-related investments portfolio so that it does not exceed 90% of the annual cap, or $359.3 billion, established by the Purchase Agreement (subject to certain exceptions). The annual 15% reduction in our mortgage-related investments portfolio cap will continue until it reaches $250 billion and 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, 2014, 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, 2015. Since conservatorship began through March 31, 2015, we have paid cash dividends of $91.8 billion to Treasury at the direction of the Conservator.
	As a result of the net worth sweep dividend provisions of the senior preferred stock, we cannot retain capital from the earnings generated by our business operations or return capital to stockholders other than Treasury, the holder of our senior preferred stock. Our future is uncertain, and the conservatorship has no specified termination date. We do not know 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.
	See “NOTE 8: DEBT SECURITIES AND SUBORDINATED BORROWINGS” and “NOTE 11: STOCKHOLDERS’ EQUITY” in our 2014 Annual Report for more information on the conservatorship and the Purchase Agreement.

Variable_Interest_Entities

Variable Interest Entities	3 Months Ended
	Mar. 31, 2015
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” in our 2014 Annual Report for more information about VIEs.
	VIEs for which We are the Primary Beneficiary
	At March 31, 2015 and December 31, 2014, we were the primary beneficiary of, and therefore consolidated, single-family PC trusts with assets totaling $1.6 trillion and $1.5 trillion, respectively, as measured using the UPB of issued PCs.
	When we hold substantially all of the beneficial interests in trusts associated with multiclass REMICs and Other Structured Securities that we have issued, then we are considered to be the primary beneficiary of the trust. At March 31, 2015 and December 31, 2014, we had investments of approximately $1.3 billion and $1.4 billion in UPB, respectively, where we held substantially all the outstanding beneficial interests in the trusts and consolidated them on our balance sheets. In addition, we concluded that we are the primary beneficiary of Other Guarantee Transactions with underlying assets totaling $7.1 billion and $7.4 billion at March 31, 2015 and December 31, 2014, respectively, and consolidated them on our balance sheets.
	VIEs for which We are not the Primary Beneficiary
	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-15
		Mortgage-Related					Unsecuritized
		Security Trusts					Multifamily
		Freddie  Mac			Non-Freddie Mac		Loans (3)			Other(2)
		Securities(1)			Securities(2)
		(in millions)
	Assets and Liabilities Recorded on our Consolidated Balance Sheets
	Assets:
	Restricted cash and cash equivalents	$	—		$	—	$	—		$	3
	Investments in securities:
	Available-for-sale, at fair value	38,927			59,743		—			—
	Trading, at fair value	16,958			6,099		—			—
	Mortgage loans:
	Held-for-investment, unsecuritized	—			—		39,414			—
	Held-for-sale	—			—		16,587			—
	Accrued interest receivable	224			162		224			7
	Other assets	969			—		348			494
	Liabilities:
	Derivative liabilities, net	—			—		—			(29		)
	Other liabilities	(1,020		)	—		(11		)	(530		)
	Maximum Exposure to Loss	$	91,014		$	63,557	$	56,572		$	10,286
	Total Assets of Non-Consolidated VIEs(4)	$	107,381		$	361,327	$	100,664		$	22,742
		December 31, 2014
		Mortgage-Related					Unsecuritized
		Security Trusts					Multifamily
		Freddie Mac			Non-Freddie Mac		Loans(3)			Other(2)
		Securities(1)			Securities(2)
		(in millions)
	Assets and Liabilities Recorded on our Consolidated Balance Sheets
	Assets:
	Restricted cash and cash equivalents	$	—		$	—	$	—		$	3
	Investments in securities:
	Available-for-sale, at fair value	39,099			65,253		—			—
	Trading, at fair value	17,469			6,282		—			—
	Mortgage loans:
	Held-for-investment, unsecuritized	—			—		40,753			—
	Held-for-sale	—			—		12,368			—
	Accrued interest receivable	236			165		221			7
	Other assets	914			2		369			495
	Liabilities:
	Derivative liabilities, net	—			—		—			(30		)
	Other liabilities	(1,005		)	—		(10		)	(560		)
	Maximum Exposure to Loss	$	87,529		$	69,206	$	53,711		$	10,419
	Total Assets of Non-Consolidated VIEs(4)	$	103,253		$	390,515	$	95,874		$	22,855
	-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. 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	Our maximum exposure to loss for non-Freddie Mac security trusts and certain other VIEs 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 recorded on our consolidated balance sheets.
	-3	Our maximum exposure to loss includes accrued interest receivable associated with these loans.
	-4	Except for unsecuritized multifamily loans, this represents the 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.

Mortgage_Loans_and_Loan_Loss_R

Mortgage Loans and Loan Loss Reserves	3 Months Ended
	Mar. 31, 2015
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 predominantly 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 2014 Annual Report.
	The table below summarizes the types of loans on our consolidated balance sheets as of March 31, 2015 and December 31, 2014.
	Table 4.1 — Mortgage Loans
		31-Mar-15									31-Dec-14
		Unsecuritized			Held By			Total			Unsecuritized			Held By			Total
					Consolidated									Consolidated
					Trusts									Trusts
		(in millions)
	Single-family:
	Fixed-rate
	Amortizing	$	104,940		$	1,438,977		$	1,543,917		$	105,560		$	1,431,872		$	1,537,432
	Interest-only	840			3,035			3,875			939			3,298			4,237
	Total fixed-rate	105,780			1,442,012			1,547,792			106,499			1,435,170			1,541,669
	Adjustable-rate
	Amortizing	1,286			68,661			69,947			1,353			68,632			69,985
	Interest-only	3,007			19,665			22,672			3,191			20,373			23,564
	Total adjustable-rate	4,293			88,326			92,619			4,544			89,005			93,549
	Other Guarantee Transactions	—			6,750			6,750			—			7,042			7,042
	FHA/VA and other governmental	464			3,041			3,505			473			3,139			3,612
	Total single-family	110,537			1,540,129			1,650,666			111,516			1,534,356			1,645,872
	Multifamily:
	Fixed-rate	45,124			514			45,638			43,632			524			44,156
	Adjustable-rate	10,481			—			10,481			9,321			—			9,321
	Other governmental	3			—			3			3			—			3
	Total multifamily	55,608			514			56,122			52,956			524			53,480
	Total UPB of mortgage loans	166,145			1,540,643			1,706,788			164,472			1,534,880			1,699,352
	Deferred fees, unamortized premiums, discounts and other cost basis adjustments	(5,102		)	26,989			21,887			(3,366		)	26,098			22,732
	Fair value adjustments on loans held-for sale	32			—			32			257			—			257
	Allowance for loan losses on mortgage loans held-for-investment	(16,094		)	(2,554		)	(18,648		)	(18,877		)	(2,884		)	(21,761		)
	Total mortgage loans, net	$	144,981		$	1,565,078		$	1,710,059		$	142,486		$	1,558,094		$	1,700,580
	Mortgage loans, net:
	Held-for-investment	$	126,118		$	1,565,078		$	1,691,196		$	130,118		$	1,558,094		$	1,688,212
	Held-for-sale	18,863			—			18,863			12,368			—			12,368
	Total mortgage loans, net	$	144,981		$	1,565,078		$	1,710,059		$	142,486		$	1,558,094		$	1,700,580
	During the three months ended March 31, 2015 and the three months ended March 31, 2014, we purchased $79.2 billion and $48.6 billion, respectively, in UPB of single-family mortgage loans, and $0.8 billion and $0.5 billion, respectively, in UPB of multifamily mortgage 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, 2015 and the three months ended March 31, 2014, we sold $5.1 billion and $3.9 billion, respectively, of held-for-sale multifamily mortgage loans. See “NOTE 14: FINANCIAL GUARANTEES” for more information on our issuances of Other Guarantee Transactions.
	In January 2015, FHFA informed us that it would not object to our sales of certain seriously delinquent single-family loans. As a result, we reclassified $3.2 billion in recorded investment of mortgage loans from held-for-investment to held-for-sale during the first quarter of 2015. For information regarding the fair value of our loans classified as held-for-sale, see "NOTE 16: FAIR VALUE DISCLOSURES."
	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, 2015 and December 31, 2014, 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.”
	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.
	The table below presents information on the estimated current LTV ratios of single-family held-for-investment loans on our consolidated balance sheets. Our current LTV ratio estimates are based on available data through the end of each respective period presented.
	Table 4.2 — Recorded Investment of Single-Family Mortgage Loans, by LTV Ratio
		As of March 31, 2015												As of December 31, 2014
		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)	$	936,711		$	249,746		$	73,723		$	1,260,180		$	911,071		$	258,126		$	85,398		$	1,254,595
	15-year amortizing fixed-rate(3)	265,668			13,543			2,781			281,992			265,098			14,101			3,338			282,537
	Adjustable-rate	61,258			6,103			519			67,880			60,463			6,701			709			67,873
	Alt-A, interest-only, and option ARM	29,269			17,094			13,426			59,789			28,935			18,232			16,448			63,615
	Total single-family loans	$	1,292,906		$	286,486		$	90,449		$	1,669,841		$	1,265,567		$	297,160		$	105,893		$	1,668,620
	-1	The current LTV ratios are management estimates, which are updated on a monthly basis. 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 geographic area since that time. 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.
	-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 8.22% and 9.01% as of March 31, 2015 and December 31, 2014, respectively.
	-3	The majority of our loan modifications result in new terms that include fixed interest rates after modification. As of March 31, 2015 and December 31, 2014, we have categorized UPB of approximately $41.5 billion and $42.3 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.
	The following table presents the recorded investment in our multifamily held-for-investment loans, by credit quality indicator as of March 31, 2015 and December 31, 2014. The multifamily credit quality indicator is based on available data through the end of each period presented.
	Table 4.3 — Recorded Investment of Multifamily Mortgage Loans, by Credit Classification
			March 31, 2015			31-Dec-14
		(in millions)
	Credit risk profile by internally assigned grade:(1)
	Pass		$	37,215		$	38,518
	Special mention		1,967			1,805
	Substandard		821			1,030
Doubtful		—			—
Total		$	40,003		$	41,353
-1	A loan categorized as: "Pass" is current and adequately protected by the current financial strength and debt service capacity of the borrower; "Special mention" has signs of potential financial weakness; "Substandard" has a well-defined financial weakness that jeopardizes the timely full repayment; and "Doubtful" has a weakness that makes collection or liquidation in full highly questionable and improbable based on existing conditions.
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.”
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. On January 1, 2015, we adopted regulatory guidance that changed when we deem a loan to be uncollectible and we recognized $1.9 billion of charge-offs on that date related to this change in estimate. See "NOTE 1: SUMMARY OF SIGNFICANT ACCOUNTING POLICIES" for further information about this change in estimate.
The table below presents our loan loss reserves activity for the single-family and multifamily loans that we own or guarantee.
Table 4.4 — Detail of Loan Loss Reserves
	Three Months Ended March 31,
	2015												2014
	Allowance for Loan Losses						Reserve  for						Allowance for Loan Losses						Reserve  for
							Guarantee												Guarantee
	Unsecuritized			Held By			Losses			Total			Unsecuritized			Held By			Losses			Total
				Consolidated												Consolidated
				Trusts												Trusts
	(in millions)
Single-family:
Beginning balance	$	18,800		$	2,884		$	109		$	21,793		$	21,487		$	3,006		$	85		$	24,578
Provision (benefit) for credit losses	(469		)	(25		)	(2		)	(496		)	(89		)	171			22			104
Charge-offs	(2,781		)	(168		)	(2		)	(2,951		)	(1,300		)	(156		)	(1		)	(1,457		)
Recoveries	169			5			—			174			337			230			—			567
Transfers, net(1)	301			(142		)	—			159			672			(462		)	—			210
Ending balance	$	16,020		$	2,554		$	105		$	18,679		$	21,107		$	2,789		$	106		$	24,002
Multifamily:
Beginning balance	$	77		$	—		$	17		$	94		$	125		$	—		$	26		$	151
Provision (benefit) for credit losses	(3		)	—			—			(3		)	(12		)	—			(7		)	(19		)
Charge-offs	—			—			—			—			—			—			—			—
Recoveries	—			—			—			—			—			—			—			—
Transfers, net(1)	—			—			—			—			—			—			—			—
Ending balance	$	74		$	—		$	17		$	91		$	113		$	—		$	19		$	132
Total:
Beginning balance	$	18,877		$	2,884		$	126		$	21,887		$	21,612		$	3,006		$	111		$	24,729
Provision (benefit) for credit losses	(472		)	(25		)	(2		)	(499		)	(101		)	171			15			85
Charge-offs	(2,781		)	(168		)	(2		)	(2,951		)	(1,300		)	(156		)	(1		)	(1,457		)
Recoveries	169			5			—			174			337			230			—			567
Transfers, net(1)	301			(142		)	—			159			672			(462		)	—			210
Ending balance	$	16,094		$	2,554		$	122		$	18,770		$	21,220		$	2,789		$	125		$	24,134
Ratio of total loan loss reserves (excluding TDR concessions) to net charge-offs for single-family loans(2)(3)										0.7												2.5
Ratio of total loan loss reserves to net charge-offs for single-family loans(2)										1.7												4.8
-1	For the three months ended March 31, 2015 and the three months ended March 31, 2014, consists of: (a) approximately $0.1 billion and $0.5 billion, respectively, of reclassified single-family reserves related to our removal of loans previously held by consolidated trusts, net of reclassifications for single-family loans subsequently resecuritized after such removal; and (b) approximately $0.1 billion and $0.2 billion, respectively, attributable to capitalization of past due interest on modified mortgage loans.
-2	Excludes amounts associated with loans acquired with deteriorated credit quality (at the time of our acquisition) and recoveries related to settlement agreements with certain sellers to release specified loans from certain repurchase obligations in exchange for one-time cash payments. Excludes certain recoveries, such as pool insurance and risk transfer transactions, which are included in other income on our consolidated statements of comprehensive income.
-3	Includes charge-offs of $1.9 billion associated with our initial adoption of regulatory guidance on January 1, 2015. Excluding this amount, the ratio of total loan loss reserves (excluding reserves for TDR concessions) to net charge-offs for single-family loans for the three months ended March 31, 2015 was 2.2.
The table below presents our allowance for loan losses and our recorded investment in mortgage loans, held-for-investment, by impairment evaluation methodology.
Table 4.5 — Net Investment in Mortgage Loans
	31-Mar-15									31-Dec-14
	Single-family			Multifamily			Total			Single-family			Multifamily			Total
	(in millions)
Recorded investment:
Collectively evaluated	$	1,572,275		$	39,193		$	1,611,468		$	1,568,237		$	40,451		$	1,608,688
Individually evaluated	97,566			810			98,376			100,383			902			101,285
Total recorded investment	1,669,841			40,003			1,709,844			1,668,620			41,353			1,709,973
Ending balance of the allowance for loan losses:
Collectively evaluated	(2,217		)	(25		)	(2,242		)	(3,847		)	(25		)	(3,872		)
Individually evaluated	(16,357		)	(49		)	(16,406		)	(17,837		)	(52		)	(17,889		)
Total ending balance of the allowance	(18,574		)	(74		)	(18,648		)	(21,684		)	(77		)	(21,761		)
Net investment in mortgage loans	$	1,651,267		$	39,929		$	1,691,196		$	1,646,936		$	41,276		$	1,688,212
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 11.3% and 12.7% of the recorded investment in such loans at March 31, 2015 and December 31, 2014, respectively, and a substantial portion of the allowance associated with these loans represented interest rate concessions provided to borrowers as part of loan modifications. 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, 2015 and December 31, 2014.
Credit Protection and Other Forms of Credit Enhancement
In connection with many of our mortgage loans and other mortgage-related guarantees, we have credit protection in the form of primary mortgage insurance, pool insurance, recourse to lenders, credit risk transfer transactions, 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 4.6 — Recourse and Other Forms of Credit Protection(1)
	UPB at						Maximum Coverage(2) at
	31-Mar-15			31-Dec-14			31-Mar-15			31-Dec-14
	(in millions)
Single-family:
Primary mortgage insurance	$	230,489		$	227,495		$	58,764		$	57,938
Other credit protection:
Credit risk transfer transactions(3)	172,095			144,272			8,993			6,657
Lender recourse and indemnifications	6,280			6,527			5,884			6,092
Pool insurance(4)	2,149			2,284			898			947
HFA indemnification	3,272			3,357			3,272			3,324
Subordination(5)	2,317			2,377			325			339
Other credit enhancements	20			20			17			18
Total	$	416,622		$	386,332		$	78,153		$	75,315
Multifamily:
K Certificates	$	79,199		$	75,541		$	14,279		$	13,576
Subordination(5)	4,706			4,724			790			796
HFA indemnification	753			772			699			699
Other credit enhancements	5,896			5,706			1,721			1,685
Total	$	90,554		$	86,743		$	17,489		$	16,756
-1	Except for the majority of our credit risk transfer transactions, our credit enhancements generally provide protection for the first, or initial credit losses associated with the related loans. Excludes: (a) FHA/VA and other governmental loans; (b) purchased credit protection associated with $9.4 billion and $9.8 billion in UPB of single-family loans underlying Other Guarantee Transactions as of March 31, 2015 and December 31, 2014, respectively; and (c) 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 provide protection by absorbing first losses.
-3	Excludes $55.6 billion and $48.3 billion in UPB at March 31, 2015 and December 31, 2014, respectively, where the related loans are also covered by primary mortgage insurance. Maximum coverage amounts presented represent the outstanding balance of STACR debt securities held by third parties as well as the remaining aggregate limit of insurance purchased from third parties in ACIS transactions.
-4	Excludes approximately $0.9 billion in UPB at both March 31, 2015 and December 31, 2014 where the related loans are also covered by primary mortgage insurance.
-5	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.
Primary mortgage insurance and credit risk transfers are the most prevalent type of credit enhancements protecting our single-family credit guarantee portfolio. For information about counterparty risk associated with mortgage insurers, see “NOTE 15: CONCENTRATION OF CREDIT AND OTHER RISKS — Mortgage Insurers.”
Our credit risk transfer transactions include structured agency credit risk (STACR) debt note transactions and agency credit insurance structures (ACIS), and provide credit enhancement by transferring a portion of credit losses on single-family loans that could occur under adverse home price scenarios. We executed two and one STACR debt note transactions during the three months ended March 31, 2015 and the three months ended March 31, 2014, respectively. We executed three ACIS transactions during the three months ended March 31, 2015 and none during the three months ended March 31, 2014.
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 $3.5 billion and $3.6 billion as of March 31, 2015 and December 31, 2014, respectively.
Non-Cash Investing and Financing Activities
During the three months ended March 31, 2015 and the three months ended March 31, 2014, we acquired $55.1 billion and $39.7 billion, respectively, of mortgage loans held-for-investment, of which approximately $0.8 billion were transferred from advances to lenders in 2015, in exchange for the issuance of debt securities of consolidated trusts.

Impaired_Loans

Impaired Loans	3 Months Ended
	Mar. 31, 2015
Loan and Lease Receivables, Impaired [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.
	Total loan loss reserves consist of a specific 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 allowance are summarized in the table below by product class (for single-family loans).
	Table 5.1 — Individually Impaired Loans
			Balance at March 31, 2015															For the Three Months Ended March 31, 2015
			UPB				Recorded				Associated				Net			Average			Interest		Interest Income
							Investment				Allowance				Investment			Recorded			Income		Recognized
																		Investment			Recognized		On Cash Basis(1)
			(in millions)
	Single-family —
	With no specific allowance recorded:(2)
	20 and 30-year or more, amortizing fixed-rate		$	4,215			$	2,960			N/A				$	2,960		$	3,012		$	88	$	2
	15-year amortizing fixed-rate		53				43				N/A				43			44			2		—
	Adjustable-rate		36				32				N/A				32			33			1		—
	Alt-A, interest-only, and option ARM		995				672				N/A				672			683			18		—
	Total with no specific allowance recorded		5,299				3,707				N/A				3,707			3,772			109		2
	With specific allowance recorded:(3)
	20 and 30-year or more, amortizing fixed-rate		78,134				75,918				$	(12,967	)		62,951			76,264			632		81
	15-year amortizing fixed-rate		1,161				1,159				(36		)		1,123			1,147			13		3
	Adjustable-rate		799				784				(47		)		737			788			4		1
	Alt-A, interest-only, and option ARM		16,838				15,998				(3,307		)		12,691			16,128			101		13
	Total with specific allowance recorded		96,932				93,859				(16,357		)		77,502			94,327			750		98
	Combined single-family:
	20 and 30-year or more, amortizing fixed-rate		82,349				78,878				(12,967		)		65,911			79,276			720		83
	15-year amortizing fixed-rate		1,214				1,202				(36		)		1,166			1,191			15		3
	Adjustable-rate		835				816				(47		)		769			821			5		1
	Alt-A, interest-only, and option ARM		17,833				16,670				(3,307		)		13,363			16,811			119		13
	Total single-family		$	102,231			$	97,566			$	(16,357	)		$	81,209		$	98,099		$	859	$	100
	Multifamily —
	With no specific allowance recorded(4)		$	472			$	458			N/A				$	458		$	518		$	6	$	2
	With specific allowance recorded		354				352				$	(49	)		303			374			4		2
	Total multifamily		$	826			$	810			$	(49	)		$	761		$	892		$	10	$	4
	Total single-family and multifamily		$	103,057			$	98,376			$	(16,406	)		$	81,970		$	98,991		$	869	$	104
			Balance at December 31, 2014															For the Three Months Ended March 31, 2014
			UPB				Recorded Investment				Associated				Net			Average			Interest		Interest Income
											Allowance				Investment			Recorded			Income		Recognized
																		Investment			Recognized		On Cash Basis(1)
		(in millions)
	Single-family —
	With no specific allowance recorded:(2)
	20 and 30-year or more, amortizing fixed-rate		$	6,041			$	4,007			N/A				$	4,007		$	3,460		$	90	$	7
	15-year amortizing fixed-rate		63				44				N/A				44			35			2		—
	Adjustable rate		27				22				N/A				22			12			—		—
	Alt-A, interest-only, and option ARM		1,717				1,168				N/A				1,168			1,084			19		1
	Total with no specific allowance recorded		7,848				5,241				N/A				5,241			4,591			111		8
	With specific allowance recorded:(3)
	20 and 30-year or more, amortizing fixed-rate		77,798				76,708				$	(14,051	)		62,657			74,926			587		68
	15-year amortizing fixed-rate		1,226				1,233				(40		)		1,193			1,273			14		2
	Adjustable rate		868				866				(65		)		801			918			6		1
	Alt-A, interest-only, and option ARM		16,734				16,335				(3,681		)		12,654			16,669			96		14
	Total with specific allowance recorded		96,626				95,142				(17,837		)		77,305			93,786			703		85
	Combined single-family:
	20 and 30-year or more, amortizing fixed-rate		83,839				80,715				(14,051		)		66,664			78,386			677		75
	15-year amortizing fixed-rate		1,289				1,277				(40		)		1,237			1,308			16		2
	Adjustable rate		895				888				(65		)		823			930			6		1
	Alt-A, interest-only, and option ARM		18,451				17,503				(3,681		)		13,822			17,753			115		15
	Total single-family		$	104,474			$	100,383			$	(17,837	)		$	82,546		$	98,377		$	814	$	93
	Multifamily —
	With no specific allowance recorded(4)		$	440			$	431			N/A				$	431		$	623		$	8	$	2
	With specific allowance recorded		480				471				$	(52	)		419			556			7		5
	Total multifamily		$	920			$	902			$	(52	)		$	850		$	1,179		$	15	$	7
	Total single-family and multifamily		$	105,394			$	101,285			$	(17,889	)		$	83,396		$	99,556		$	829	$	100
	-1	Consists of income recognized during the period related to loans on non-accrual status.
-2	Individually impaired single-family loans with no specific 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	Consists primarily of mortgage loans classified as TDRs.
-4	Individually impaired multifamily loans with no specific 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.
Mortgage Loan Performance
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
	31-Mar-15
	Current				One				Two				Three Months or			Total			Non-accrual
					Month				Months				More Past Due,
					Past Due				Past Due				or in Foreclosure(1)
	(in millions)
Single-family:
20 and 30-year or more, amortizing fixed-rate	$	1,221,944			$	14,936			$	4,904			$	18,396		$	1,260,180		$	18,393
15-year amortizing fixed-rate	280,424				853				179				536			281,992			536
Adjustable-rate	66,991				356				99				434			67,880			434
Alt-A, interest-only, and option ARM	51,737				2,101				816				5,135			59,789			5,133
Total single-family	1,621,096				18,246				5,998				24,501			1,669,841			24,496
Total multifamily	39,985				7				—				11			40,003			354
Total single-family and multifamily	$	1,661,081			$	18,253			$	5,998			$	24,512		$	1,709,844		$	24,850
	December 31, 2014
	Current				One				Two				Three Months or			Total			Non-accrual
					Month				Months				More Past Due,
					Past Due				Past Due				or in Foreclosure(1)
	(in millions)
Single-family:
20 and 30-year or more, amortizing fixed-rate	$	1,207,826			$	17,516			$	5,817			$	23,436		$	1,254,595		$	23,433
15-year amortizing fixed-rate	280,629				1,010				216				682			282,537			682
Adjustable-rate	66,737				406				118				612			67,873			612
Alt-A, interest-only, and option ARM	53,251				2,368				948				7,048			63,615			7,045
Total single-family	1,608,443				21,300				7,099				31,778			1,668,620			31,772
Total multifamily	41,335				7				11				—			41,353			385
Total single-family and multifamily	$	1,649,778			$	21,307			$	7,110			$	31,778		$	1,709,973		$	32,157
-1	Includes $12.8 billion and $17.9 billion of loans that were in the process of foreclosure as of March 31, 2015 and December 31, 2014, 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-15				31-Dec-14
Single-family:(1)
Non-credit-enhanced portfolio
Serious delinquency rate	1.62		%		1.74		%
Total number of seriously delinquent loans	137,794				150,300
Credit-enhanced portfolio:(2)
Primary mortgage insurance:
Serious delinquency rate	2.79		%		3.1		%
Total number of seriously delinquent loans	35,025				38,595
Other credit protection:(3)
Serious delinquency rate	0.96		%		1.21		%
Total number of seriously delinquent loans	11,228				12,175
Total single-family:
Serious delinquency rate	1.73		%		1.88		%
Total number of seriously delinquent loans	183,099				200,069
Multifamily:(4)
Non-credit-enhanced portfolio:
Delinquency rate	0.02		%		0.02		%
UPB of delinquent loans (in millions)	$	11			$	11
Credit-enhanced portfolio:
Delinquency rate	0.04		%		0.05		%
UPB of delinquent loans (in millions)	$	34			$	44
Total Multifamily:
Delinquency rate	0.03		%		0.04		%
UPB of delinquent loans (in millions)	$	45			$	55
-1	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	The credit enhanced categories are not mutually exclusive as a single loan may be covered by both primary mortgage insurance and other credit protection.
-3	Consists of single-family mortgage loans covered by financial arrangements (other than primary mortgage insurance) that are designed to reduce our credit risk exposure. See "Table 4.6 — Recourse and Other Forms of Credit Protection" for more information.
-4	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).
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. Except as described below, 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, and do not receive any reimbursement from Treasury. In January 2015, at the instruction of FHFA, we implemented a new $5,000 borrower incentive for eligible borrowers who remain in good standing on their HAMP modified loans through the sixth anniversary of their modification. Treasury will bear most of the costs associated with this concession by paying the $5,000 incentive for certain of our eligible HAMP modified loans, and we will pay the incentive on the remaining eligible HAMP modified loans.
Troubled Debt Restructurings
Single-Family TDRs
During the three months ended March 31, 2015, approximately 43% of completed single-family loan modifications that were classified as TDRs involved interest rate reductions and, in certain cases, term extensions, and approximately 16% involved principal forbearance in addition to interest rate reductions and, in certain cases, term extensions. During the three months ended March 31, 2015, the average term extension was 194 months, and the average interest rate reduction was 0.8% 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, 2015 and the three months ended March 31, 2014, 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,
	2015							2014
	Number of Loans			Post-TDR				Number of Loans			Post-TDR
				Recorded							Recorded
				Investment							Investment
	(dollars in millions)
Single-family:(1)
20 and 30-year or more, amortizing fixed-rate	13,293			$	1,919			17,738			$	2,727
15-year amortizing fixed-rate	1,652			123				1,510			118
Adjustable-rate	405			57				497			80
Alt-A, interest-only, and option ARM	1,388			269				2,706			573
Total Single-family	16,738			2,368				22,451			3,498
Multifamily	—			—				—			—
Total	16,738			$	2,368			22,451			$	3,498
-1	The pre-TDR recorded investment for single-family loans initially classified as TDR during the three months ended March 31, 2015 and the three months ended March 31, 2014 was $2.4 billion and $3.5 billion, respectively.
The table below presents the volume of our TDR modifications that experienced payment defaults (i.e., loans that became two months delinquent or completed a loss event) during the applicable periods and had completed a modification during the year preceding the payment default. The table presents loans based on their original product category before modification and excludes loans subject to other loss mitigation activity. Substantially all of our completed single-family loan modifications classified as a TDR during the first quarter of 2015 resulted in a modified loan with a fixed interest rate. However, many of these fixed-rate loans include provisions for the reduced interest rates to remain fixed for the first five years of the modification and then increase at a rate of up to one percent per year until the interest rate has been adjusted to the market rate that was in effect at the time of the modification.
Table 5.5 — Payment Defaults of Completed TDR Modifications, by Segment(1)
	Three Months Ended March 31,
	2015							2014
	Number of Loans			Post-TDR				Number of Loans			Post-TDR
				Recorded							Recorded
				Investment(2)							Investment(2)
	(dollars in millions)
Single-family:
20 and 30-year or more, amortizing fixed-rate	4,307			$	754			4,232			$	781
15-year amortizing fixed-rate	206			18				153			16
Adjustable-rate	68			12				74			14
Alt-A, interest-only, and option ARM	514			122				612			153
Total single-family	5,095			$	906			5,071			$	964
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.
-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.
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, 2015 and the three months ended March 31, 2014, 2,488 and 2,028, respectively, of such loans (with a post-TDR recorded investment of $346 million and $310 million, respectively) experienced a payment default within a year after the loss mitigation activity occurred.
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, 2015 and the three months ended March 31, 2014, 695 and 1,343, respectively, of such loans (with a post-TDR recorded investment of $94 million and $204 million, respectively) experienced a payment default within a year after the borrowers' bankruptcy.

Real_Estate_Owned

Real Estate Owned	3 Months Ended
	Mar. 31, 2015
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 2014 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,
		2015			2014
		(in millions)
	Beginning balance — REO	$	2,684		$	4,602
	Additions	683			1,452
	Dispositions	(983		)	(1,657		)
	Ending balance — REO	2,384			4,397
	Beginning balance, valuation allowance	(126		)	(51		)
	Change in valuation allowance	36			(7		)
	Ending balance, valuation allowance	(90		)	(58		)
	Ending balance — REO, net	$	2,294		$	4,339
	The REO balance, net associated with single-family properties was $2.3 billion and $2.6 billion at March 31, 2015 and December 31, 2014, respectively, and the balance associated with multifamily properties was $0 at both March 31, 2015 and December 31, 2014. The Southeast region represented approximately 31% and 37% of our single-family REO additions during the three months ended March 31, 2015 and the three months ended March 31, 2014, respectively, based on the number of properties, and the North Central region represented approximately 28% and 24% of our single-family REO additions during these periods. Our single-family REO inventory consisted of 22,738 properties and 25,768 properties at March 31, 2015 and December 31, 2014, respectively. In recent years, the foreclosure process has been significantly slowed in many geographic 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 investments in mortgage loans.
	Non-Cash Investing and Financing Activities
	REO property acquisitions as a result of the derecognition of mortgage loans held on our consolidated balance sheets upon foreclosure of the underlying collateral or deed in lieu of foreclosure represent non-cash transfers. During the three months ended March 31, 2015 and the three months ended March 31, 2014, we had transfers of $0.6 billion and $1.3 billion, respectively, from mortgage loans to REO.

Investments_in_Securities

Investments in Securities	3 Months Ended
	Mar. 31, 2015
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, 2015 and December 31, 2014, all available-for-sale securities are mortgage-related securities.
	Table 7.1 — Available-For-Sale Securities
								Gross Unrealized Losses
	31-Mar-15	Amortized			Gross			Other-Than-Temporary Impairment(1)			Temporary Impairment(2)			Fair
		Cost			Unrealized									Value
					Gains
		(in millions)
	Available-for-sale securities:
	Freddie Mac	$	37,246		$	1,711		$	—		$	(30	)	$	38,927
	Fannie Mae	10,613			472			—			(11		)	11,074
	Ginnie Mae	175			16			—			—			191
	CMBS	19,187			810			(1		)	—			19,996
	Subprime	17,407			889			(411		)	(86		)	17,799
	Option ARM	5,117			323			(160		)	(4		)	5,276
	Alt-A and other	4,257			564			(27		)	(6		)	4,788
	Obligations of states and political subdivisions	1,799			30			—			(2		)	1,827
	Manufactured housing	538			83			(2		)	—			619
	Total available-for-sale securities	$	96,339		$	4,898		$	(601	)	$	(139	)	$	100,497
	31-Dec-14
	Available-for-sale securities:
	Freddie Mac	$	37,710		$	1,435		$	—		$	(46	)	$	39,099
	Fannie Mae	10,860			463			—			(10		)	11,313
	Ginnie Mae	183			16			—			—			199
	CMBS	20,988			890			(2		)	(54		)	21,822
	Subprime	20,210			989			(518		)	(92		)	20,589
	Option ARM	5,460			372			(179		)	(4		)	5,649
	Alt-A and other	4,500			578			(29		)	(6		)	5,043
	Obligations of states and political subdivisions	2,166			34			—			(2		)	2,198
	Manufactured housing	556			84			(2		)	—			638
	Total available-for-sale securities	$	102,633		$	4,861		$	(730	)	$	(214	)	$	106,550
	-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.
	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.
	Table 7.2 — Available-For-Sale Securities in a Gross Unrealized Loss Position
		Less than 12 Months						12 Months or Greater
	31-Mar-15	Fair			Gross Unrealized Losses			Fair			Gross Unrealized Losses
		Value						Value
		(in millions)
	Available-for-sale securities:
	Freddie Mac	$	1,813		$	(7	)	$	921		$	(23	)
	Fannie Mae	1,612			(11		)	5			—
	Ginnie Mae	63			—			—			—
	CMBS	100			—			153			(1		)
	Subprime	709			(17		)	5,772			(480		)
	Option ARM	51			(1		)	1,228			(163		)
	Alt-A and other	141			(2		)	516			(31		)
	Obligations of states and political subdivisions	27			—			12			(2		)
	Manufactured housing	—			—			15			(2		)
	Total available-for-sale securities in a gross unrealized loss position	$	4,516		$	(38	)	$	8,622		$	(702	)
	31-Dec-14
	Available-for-sale securities:
	Freddie Mac	$	2,531		$	(14	)	$	936		$	(32	)
	Fannie Mae	2,693			(9		)	5			(1		)
	Ginnie Mae	66			—			—			—
	CMBS	184			(5		)	1,149			(51		)
	Subprime	286			(3		)	6,533			(607		)
	Option ARM	77			—			1,490			(183		)
	Alt-A and other	185			(5		)	499			(30		)
	Obligations of states and political subdivisions	48			—			28			(2		)
	Manufactured housing	42			—			15			(2		)
	Total available-for-sale securities in a gross unrealized loss position	$	6,112		$	(36	)	$	10,655		$	(908	)
	At March 31, 2015, total gross unrealized losses on available-for-sale securities were $0.7 billion. The gross unrealized losses relate to 373 individual lots representing 346 separate securities. 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 an individual 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
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-15
	Subprime			Option ARM			Alt-A
	(dollars in millions)
UPB	$	23,790		$	7,704		$	4,318
Weighted average collateral defaults(1)	47		%	31		%	26		%
Weighted average collateral severities(2)	59		%	44		%	43		%
Weighted average voluntary prepayment rates(3)	3		%	9		%	10		%
Average credit enhancements(4)	9		%	—		%	2		%
-1	The expected cumulative default rate is expressed as a percentage of the current collateral UPB.
-2	The expected average loss given default is calculated as the ratio of cumulative loss over cumulative default for each security.
-3	The security’s voluntary prepayment rate represents the average of the monthly voluntary prepayment rate weighted by the security’s outstanding UPB.
-4	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).
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,
	2015			2014
	(in millions)
Available-for-sale securities:(1)
CMBS	$	(17	)	$	—
Subprime	(64		)	(322		)
Option ARM	(11		)	(16		)
Alt-A and other	(1		)	(26		)
Total net impairment of available-for-sale securities recognized in earnings	$	(93	)	$	(364	)
-1	Includes $89 million and $328 million of other-than-temporary impairments recognized in earnings for the three months ended March 31, 2015 and the three months ended March 31, 2014, 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: (a) the present value of expected future cash flows at the time of impairment, including the estimated proceeds from bond insurance; and (b) 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, 2015 and January 1, 2014, 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,
	2015			2014
	(in millions)
Beginning balance — remaining credit losses on available-for-sale securities where other-than-temporary impairments were recognized in earnings	$	6,798		$	14,463
Additions:
Amounts related to credit losses for which an other-than-temporary impairment was previously recognized	4			36
Reductions:
Amounts related to securities which were sold, written off, or matured	(52		)	(101		)
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	(380		)	(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	(89		)	(132		)
Ending balance — remaining credit losses on available-for-sale securities where other-than-temporary impairments were recognized in earnings(1)	$	6,281		$	12,750
-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,
	2015			2014
	(in millions)
Gross realized gains	$	367		$	775
Gross realized losses	(5		)	(2		)
Net realized gains (losses)	$	362		$	773
Maturities of Available-For-Sale Securities
The table below summarizes the remaining contractual maturities of available-for-sale securities.
Table 7.7 — Contractual Maturities of Available-For-Sale Securities
	As of March 31, 2015
													After One Year Through Five Years				After Five Years Through Ten Years
	Total Amortized Cost			Total Fair Value			One Year or Less														After Ten Years
							Amortized Cost			Fair Value			Amortized Cost		Fair Value		Amortized Cost		Fair Value		Amortized Cost		Fair Value
	(in millions)
Available-for-sale securities:
Freddie Mac	$	37,246		$	38,927		$	—		$	—		$	270	$	277	$	574	$	614	$	36,402	$	38,036
Fannie Mae	10,613			11,074			—			—			57		60		93		105		10,463		10,909
Ginnie Mae	175			191			—			—			3		4		21		25		151		162
CMBS	19,187			19,996			—			—			315		328		8		8		18,864		19,660
Subprime	17,407			17,799			—			—			—		—		—		—		17,407		17,799
Option ARM	5,117			5,276			—			—			—		—		—		—		5,117		5,276
Alt-A and other	4,257			4,788			1			1			28		28		8		9		4,220		4,750
Obligations of states and political subdivisions	1,799			1,827			—			—			38		40		44		44		1,717		1,743
Manufactured housing	538			619			—			—			—		—		8		11		530		608
Total available-for-sale securities	$	96,339		$	100,497		$	1		$	1		$	711	$	737	$	756	$	816	$	94,871	$	98,943
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-15			31-Dec-14
	(in millions)
Mortgage-related securities:
Freddie Mac	$	16,958		$	17,469
Fannie Mae	5,933			6,099
Ginnie Mae	14			16
Other	155			171
Total mortgage-related securities	23,060			23,755
U.S. Treasury securities	14,600			6,682
Total fair value of trading securities	$	37,660		$	30,437
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, 2015.
For the three months ended March 31, 2015 and the three months ended March 31, 2014, we recorded net unrealized gains (losses) on trading securities held at those dates of $46 million and $(13) million, respectively.

Debt_Securities_and_Subordinat

Debt Securities and Subordinated Borrowings	3 Months Ended
	Mar. 31, 2015
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 $563.6 billion in 2015 and will decline to $479.0 billion on January 1, 2016. As of March 31, 2015, our aggregate indebtedness was $450.7 billion. Our aggregate indebtedness is calculated as the par value of other short- and long-term 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.
	Other Debt
	The table below summarizes the balances and effective interest rates for other debt. We had no balances in securities sold under agreements to repurchase at either March 31, 2015 or December 31, 2014.
	Table 8.1 — Other Debt
		31-Mar-15											31-Dec-14
		Par Value				Carrying Amount(1)				Weighted			Par Value			Carrying Amount(1)		Weighted
										Average								Average
										Effective Rate(2)								Effective Rate(2)
		(dollars in millions)
	Other short-term debt:
	Reference Bills® securities and discount notes	$	116,389			$	116,347			0.13	%		$	134,670		$	134,619	0.12	%
	Total other short-term debt	$	116,389			$	116,347			0.13			$	134,670		$	134,619	0.12
	Other long-term debt:
	Original maturities on or before December 31,
	2015	$	43,677			$	43,670			1.35	%		$	58,841		$	58,830	1.62	%
	2016	76,222				76,389				1.79			72,504			72,696		1.88
	2017	90,970				90,994				1.59			77,482			77,489		1.78
	2018	39,458				39,452				1.61			30,850			30,823		1.67
	2019	29,006				28,909				1.96			30,671			30,570		1.97
	Thereafter	55,015				51,273				3.32			49,011			45,042		3.42
	Total other long-term debt(3)	334,348				330,687				1.91			319,359			315,450		2.02
	Total other debt	$	450,737			$	447,034						$	454,029		$	450,069
	-1	Represents par value, net of associated discounts or premiums, and hedge-related basis adjustments. Includes $7.7 billion and $5.8 billion at March 31, 2015 and December 31, 2014, respectively, of other long-term debt that represents the fair value of debt securities with the fair value option elected.
	-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 $119.0 billion and $106.3 billion at March 31, 2015 and December 31, 2014, respectively, which gives us the option to call or not call debt for a variety of reasons that include managing the composition of liabilities or economic reasons.
	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. 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.
	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-15													31-Dec-14
		Contractual		UPB				Carrying Amount				Weighted			Contractual	UPB		Carrying Amount		Weighted
		Maturity										Average			Maturity					Average
												Coupon(1)								Coupon(1)
		(dollars in millions)													(dollars in millions)
	Single-family:
	30-year or more, fixed-rate	2015 - 2053		$	1,026,868			$	1,056,858			4	%		2015 - 2053	$	1,018,357	$	1,047,302	4.04	%
	20-year fixed-rate	2015 - 2035		71,671				73,905				3.71			2015 - 2035	71,545		73,764		3.74
	15-year fixed-rate	2015 - 2030		265,945				272,395				3.09			2015 - 2030	266,117		272,538		3.13
	Adjustable-rate	2015 - 2047		65,278				66,755				2.61			2015 - 2047	65,082		66,518		2.62
	Interest-only	2026 - 2041		16,862				16,924				3.22			2026 - 2041	17,474		17,524		3.29
	FHA/VA	2015 - 2044		1,172				1,195				5.4			2015 - 2044	1,226		1,250		5.42
	Total single-family			1,447,796				1,488,032								1,439,801		1,478,896
	Multifamily(2)	2017 - 2023		515				563				4.86			2017 - 2019	524		577		4.93
	Total debt securities of consolidated trusts held by third parties			$	1,448,311			$	1,488,595							$	1,440,325	$	1,479,473
	-1	The effective rate for debt securities of consolidated trusts held by third parties was 3.02% and 3.19% as of March 31, 2015 and December 31, 2014, respectively.
	-2	Carrying amount includes interest-only securities recorded at fair value.
	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, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
DERIVATIVES	NOTE 9: DERIVATIVES
	Use of Derivatives
	We use derivatives primarily to manage the interest rate risk associated with our investments in financial assets and 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.
	For a discussion of our significant accounting policies related to derivatives, see “NOTE 1: SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES — Derivatives” in our 2014 Annual Report.
	Derivative Assets and Liabilities at Fair Value
	The table below presents the notional value and fair value of derivatives reported on our consolidated balance sheets.
	Table 9.1 — Derivative Assets and Liabilities at Fair Value
		31-Mar-15									31-Dec-14
		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	$	200,905		$	5,698		$	(133	)	$	205,219	$	5,243		$	(487	)
	Pay-fixed	200,496			89			(14,808		)	213,325		408			(12,829		)
	Basis (floating to floating)	300			2			—			300		2			—
	Total interest-rate swaps	401,701			5,789			(14,941		)	418,844		5,653			(13,316		)
	Option-based:
	Call swaptions
	Purchased	53,600			4,040			—			56,390		3,315			—
	Written	8,010			—			(105		)	10,660		—			(90		)
	Put Swaptions
	Purchased	17,350			147			—			22,125		179			—
	Written	6,310			—			(16		)	3,560		—			(9		)
	Other option-based derivatives(1)	13,296			806			(1		)	19,733		730			(28		)
	Total option-based	98,566			4,993			(122		)	112,468		4,224			(127		)
	Futures	21,948			—			—			40,263		—			—
	Commitments	58,050			117			(191		)	27,054		40			(79		)
	Credit derivatives	5,260			8			(12		)	5,207		27			(11		)
	Swap guarantee derivatives	3,159			—			(26		)	3,204		—			(27		)
	Total derivatives not designated as hedging instruments	588,684			10,907			(15,292		)	607,040		9,944			(13,560		)
	Derivative interest receivable (payable)				747			(1,324		)			817			(1,500		)
	Netting adjustments(2)				(10,959		)	14,609					(9,939		)	13,097
	Total derivative portfolio, net	$	588,684		$	695		$	(2,007	)	$	607,040	$	822		$	(1,963	)
	-1	Primarily includes purchased interest-rate caps and floors and options on Treasury futures.
	-2	Represents counterparty netting and cash collateral netting. Net cash collateral posted was $3.7 billion and $3.2 billion at March 31, 2015 and December 31, 2014, 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.
	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, including the accrual of periodic cash settlements, reported in our consolidated statements of comprehensive income as derivate gains (losses).
	Table 9.2 — Gains and Losses on Derivatives
	Derivatives not designated as hedging	Derivative Gains (Losses)
	instruments under the accounting	Three Months Ended March 31,
	guidance for derivatives and hedging	2015			2014
		(in millions)
	Interest-rate swaps:
	Receive-fixed	$	1,317		$	1,394
	Pay-fixed	(3,978		)	(3,164		)
	Total interest-rate swaps	(2,661		)	(1,770		)
	Option based:
	Call swaptions
	Purchased	1,015			528
	Written	(29		)	(100		)
	Put swaptions
	Purchased	(66		)	(419		)
Written	15			—
Other option-based derivatives(1)	81			60
Total option-based	1,016			69
Futures	(40		)	(30		)
Commitments	(111		)	66
Credit derivatives	(37		)	(3		)
Swap guarantee derivatives	2			3
Other	(1		)	(8		)
Subtotal	(1,832		)	(1,673		)
Accrual of periodic settlements:
Receive-fixed interest-rate swaps	680			834
Pay-fixed interest-rate swaps	(1,251		)	(1,512		)
Total accrual of periodic settlements	(571		)	(678		)
Total	$	(2,403	)	$	(2,351	)
-1	Primarily includes purchased interest-rate caps and floors and options on Treasury futures.
Hedge Designation of Derivatives
As of March 31, 2015 and December 31, 2014, 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. See “NOTE 11: STOCKHOLDERS’ EQUITY — 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, 2015
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. However, our exposure to the clearinghouses and clearing members that administer our cleared transactions has increased and may become more concentrated over time. 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. As of March 31, 2015 and December 31, 2014, all amounts of cash collateral related to derivatives with master netting and collateral agreements were offset against derivative assets, net or derivative liabilities, net, as applicable.
	Our net uncollateralized exposure to derivative counterparties for OTC interest-rate swap and option-based derivatives was $39 million and $174 million as of March 31, 2015 and December 31, 2014, respectively. In the event that all of our counterparties for these derivatives were to have defaulted simultaneously on March 31, 2015, our maximum loss for accounting purposes after applying netting agreements and collateral on an individual counterparty basis would have been approximately $39 million. Four counterparties each accounted for greater than 10% and collectively accounted for 97% 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 as of March 31, 2015. All four of these counterparties, Barclays Bank PLC, JP Morgan Chase Bank, Bank of America, N.A., and Wells Fargo, N.A., were rated “A” or above using the lower of S&P’s or Moody’s rating stated in terms of the S&P equivalent as of March 31, 2015.
	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. We post initial and variation margin in connection with our cleared and exchange-traded derivatives. Our exposure to cleared and exchange-traded derivatives was $152 million and $128 million as of March 31, 2015 and December 31, 2014, respectively, which includes consideration of the cash collateral that has been posted for initial and variation margin. 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. For information about margin we have posted in connection with cleared and exchange-traded derivatives, see “— Collateral Pledged.”
	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-15
		Gross			Amount Offset			Net Amount			Gross Amount			Net
		Amount			in the Consolidated			Presented in			Not Offset in			Amount
		Recognized			Balance Sheets			the Consolidated			the Consolidated
								Balance Sheets(1)			Balance Sheets(2)
		(in millions)
	Assets:
	Derivatives:
	Over-the-counter interest-rate swaps and option-based derivatives	$	11,346		$	(10,928	)	$	418		$	(379	)	$	39
	Cleared and exchange-traded derivatives	183			(31		)	152			—			152
	Other	125			—			125			—			125
	Total derivatives	11,654			(10,959		)	695			(379		)	316
	Securities purchased under agreements to resell	47,166			—			47,166			(47,166		)	—
	Total	$	58,820		$	(10,959	)	$	47,861		$	(47,545	)	$	316
	Liabilities:
	Derivatives:
	Over-the-counter interest-rate swaps and option-based derivatives	$	(10,765	)	$	9,042		$	(1,723	)	$	1,652		$	(71	)
	Cleared and exchange-traded derivatives	(5,622		)	5,567			(55		)	—			(55		)
	Other	(229		)	—			(229		)	—			(229		)
	Total	$	(16,616	)	$	14,609		$	(2,007	)	$	1,652		$	(355	)
		December 31, 2014
		Gross			Amount Offset in			Net Amount			Gross Amount			Net
		Amount			the Consolidated			Presented in the			Not Offset in the			Amount
		Recognized			Balance Sheets			Consolidated			Consolidated
								Balance Sheets(1)			Balance Sheets(2)
		(in millions)
	Assets:
	Derivatives:
	Over-the-counter interest-rate and option-based derivatives	$	10,315		$	(9,688	)	$	627		$	(453	)	$	174
	Cleared and exchange-traded derivatives	379			(251		)	128			—			128
	Other	67			—			67			—			67
	Total derivatives	10,761			(9,939		)	822			(453		)	369
	Securities purchased under agreements to resell	51,903			—			51,903			(51,903		)	—
	Total	$	62,664		$	(9,939	)	$	52,725		$	(52,356	)	$	369
	Liabilities:
	Derivatives:
	Over-the-counter interest-rate and option-based derivatives	$	(10,666	)	$	8,845		$	(1,821	)	$	1,743		$	(78	)
	Cleared and exchange-traded derivatives	(4,277		)	4,252			(25		)	—			(25		)
	Other	(117		)	—			(117		)	—			(117		)
	Total	$	(15,060	)	$	13,097		$	(1,963	)	$	1,743		$	(220	)
	-1	For derivatives, includes cash collateral posted or held in excess of exposure.
	-2	Does not include the fair value amount of non-cash collateral posted or held that exceeds the associated net asset or liability presented on the consolidated balance sheets. For cleared and exchange-traded derivatives, does not include non-cash collateral posted by us with an aggregate fair value of $3.1 billion and $2.3 billion as of March 31, 2015 and December 31, 2014, respectively.
	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 $2.8 billion and $2.1 billion as of March 31, 2015 and December 31, 2014, respectively. As of March 31, 2015 and December 31, 2014, we had $379 million and $453 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 $0 million of cash pledged to us related to cleared derivatives as of both March 31, 2015 and December 31, 2014.
	Also, as of March 31, 2015 and December 31, 2014, we had $282 million and $0 million, 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.
	We did not hold any federal funds sold as of March 31, 2015 and December 31, 2014.
	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.
	The aggregate fair value of all derivative instruments with credit-risk-related contingent features that were in a liability position on March 31, 2015, was $2.6 billion for which we posted cash and non-cash collateral of $2.6 billion in the normal course of business. Since we were fully collateralized as of March 31, 2015, 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.
We also execute forward purchase and sale commitments of mortgage-related securities, including dollar roll transactions, that 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. In the event a clearing member fails and causes losses to the MBSD/FICC clearing system, we would be subject to the loss of any or all the property that we have posted to the MBSD/FICC under the loss mutualization rules of the MBSD/FICC.
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-15			31-Dec-14
	(in millions)
Securities pledged with the ability for the secured party to repledge:
Debt securities of consolidated trusts held by third parties(1)	$	2,246		$	2,539
Available-for-sale securities	29			9
Trading securities	2,546			1,884
Total securities pledged	$	4,821		$	4,432
-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
As of March 31, 2015, we pledged securities with the ability of the secured party to repledge of $4.8 billion in connection with derivatives and securities transactions.
As of December 31, 2014, we pledged securities with the ability of the secured party to repledge of $4.4 billion in connection with derivatives and securities transactions.
Cash Pledged
As of March 31, 2015, we pledged $6.8 billion of collateral in the form of cash and cash equivalents, of which $0.9 billion related to our OTC derivative agreements as we had $2.6 billion of such derivatives in a net loss position. The remaining $5.9 billion of cash and cash equivalents was posted at clearing members or clearinghouses in connection with derivatives and securities transactions as of March 31, 2015.
As of December 31, 2014, we pledged $5.4 billion of collateral in the form of cash and cash equivalents, of which $1.2 billion related to our OTC derivative agreements as we had $3.0 billion of such derivatives in a net loss position. The remaining $4.2 billion of cash and cash equivalents was posted at clearing members or clearinghouses in connection with derivatives and securities transactions as of December 31, 2014.

Stockholders_Equity

Stockholders' Equity	3 Months Ended
	Mar. 31, 2015
Stockholders' Equity Note [Abstract]
STOCKHOLDERS' EQUITY (DEFICIT)	NOTE 11: STOCKHOLDERS’ EQUITY
	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, 2015
		AOCI Related				AOCI Related				AOCI Related			Total
		to Available-				to Cash Flow				to Defined
		For-Sale				Hedge				Benefit Plans
		Securities				Relationships
		(in millions)
	Beginning balance	$	2,546			$	(803	)		$	(13	)	$	1,730
	Other comprehensive income before reclassifications(1)	331				—				6			337
	Amounts reclassified from accumulated other comprehensive income	(174		)		59				—			(115		)
	Changes in AOCI by component	157				59				6			222
	Ending balance	$	2,703			$	(744	)		$	(7	)	$	1,952
		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				Relationships
		(in millions)
	Beginning balance	$	962			$	(1,000	)		$	32		$	(6	)
	Other comprehensive income before reclassifications(1)	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
	-1	For the three months ended March 31, 2015 and the three months ended March 31, 2014, net of tax expense of $0.2 billion and $0.4 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,								Affected Line Item in the Consolidated
	Comprehensive Income Components										Statements of Comprehensive Income
			2015				2014
			(in millions)
	AOCI related to available-for-sale  securities
			$	362			$	773			Other gains (losses) on investment securities recognized in earnings
			(93		)		(364		)		Net impairment of available-for-sale securities recognized in earnings
			269				409				Total before tax
			(95		)		(144		)		Tax (expense) or benefit
			174				265				Net of tax
	AOCI related to cash flow hedge relationships
			—				(1		)		Interest expense — Other debt
			(65		)		(79		)		Expense related to derivatives
			(65		)		(80		)		Total before tax
			6				28				Tax (expense) or benefit
			(59		)		(52		)		Net of tax
	AOCI related to defined benefit plans
			—				1				Salaries and employee benefits
			—				—				Tax (expense) or benefit
			—				1				Net of tax
	Total reclassifications in the period		$	115			$	214			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 $0.7 billion and $0.9 billion at March 31, 2015 and March 31, 2014, 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 $157 million, net of taxes, of the $0.7 billion of cash flow hedge losses in AOCI at March 31, 2015 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 19 years.
	Senior Preferred Stock
	No cash was received from Treasury under the Purchase Agreement during the three months ended March 31, 2015, because we had positive net worth at December 31, 2014 and, consequently, FHFA did not request a draw on our behalf. At March 31, 2015, 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, 2015 and the Capital Reserve Amount of $1.8 billion in 2015, our dividend obligation to Treasury in June 2015 will be $746 million. See “NOTE 2: CONSERVATORSHIP AND RELATED MATTERS — Government Support for our Business” for additional information. The aggregate liquidation preference on the senior preferred stock owned by Treasury was $72.3 billion as of both March 31, 2015 and December 31, 2014. 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, 2015, except for issuances of treasury stock relating to stock-based compensation granted prior to conservatorship.
	For purposes of the earnings-per-share calculation, all stock options outstanding at March 31, 2015 and March 31, 2014 were out of the money and excluded from the computation of dilutive potential common shares for the three months ended March 31, 2015 and the three months ended March 31, 2014, 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, 2015. During the three months ended March 31, 2015, we paid dividends of $0.9 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, 2015.

Income_Taxes

Income Taxes	3 Months Ended
	Mar. 31, 2015
Income Tax Disclosure [Abstract]
INCOME TAXES	NOTE 12: INCOME TAXES
	Income Tax Expense
	For the three months ended March 31, 2015 and the three months ended March 31, 2014, we reported an income tax expense of $264 million and $1.7 billion, respectively, resulting in effective tax rates of 33.5% and 30.3%, respectively. Our effective tax rate differed from the statutory rate of 35% in these periods primarily due to our recognition of low income housing tax credits.
	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 2014 Annual Report.
	Deferred Tax Assets and Liabilities
	We had a net deferred tax asset of $19.4 billion and $19.5 billion as of March 31, 2015 and December 31, 2014, respectively. At March 31, 2015, our net deferred tax asset consisted primarily of basis differences related to derivative instruments and deferred fees.
	Based on all positive and negative evidence available at March 31, 2015, we determined that it is more likely than not that our net deferred tax asset will be realized. Therefore, a valuation allowance was not necessary.
	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, 2015.
	The IRS has examined 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.”

Segment_Reporting

Segment Reporting	3 Months Ended
	Mar. 31, 2015
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.
	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
	We have three reportable segments, which are based on the type of business activities each performs — Single-family Guarantee, Investments, and Multifamily.
	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 generally calculated by applying our corporate 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 should not be used as a substitute for the comparable line items as determined in accordance with GAAP.
	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, 2015, the unamortized balance of buy-down fees was $0.3 billion and the unamortized balance of credit delivery fees was $0.7 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, 2015, the unamortized balance of such premiums and discounts, net was $3.8 billion and the unamortized balance of buy-up fees was $0.3 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.
	The table below presents Segment Earnings by segment.
	Table 13.1 — Summary of Segment Earnings and Comprehensive Income (Loss)
		Three Months Ended March 31,
		2015			2014
		(in millions)
	Segment Earnings (loss), net of taxes:
	Single-family Guarantee	$	60		$	313
	Investments	180			3,302
	Multifamily	284			418
	All Other	—			(13		)
	Total Segment Earnings, net of taxes	524			4,020
	Net income	$	524		$	4,020
	Comprehensive income (loss) of segments:
	Single-family Guarantee	$	59		$	313
	Investments	416			3,781
	Multifamily	264			418
	All Other	7			(13		)
	Comprehensive income of segments	746			4,499
	Comprehensive income	$	746		$	4,499
	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, 2015
														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			Segment			Total			Income
		Guarantee									Other									Adjustments			Reconciling
																							Items
		(in millions)
	Net interest income	$	(137	)	$	626		$	242		$	—		$	731		$	2,735		$	181		$	2,916		$	3,647
	(Provision) benefit for credit losses	312			—			3			—			315			184			—			184			499
	Non-interest income (loss):
	Management and guarantee income(1)	1,545			—			73			—			1,618			(1,464		)	(66		)	(1,530		)	88
	Net impairment of available-for-sale securities recognized in earnings	—			118			(17		)	—			101			(194		)	—			(194		)	(93		)
	Derivative gains (losses)	(37		)	(1,428		)	(199		)	—			(1,664		)	(739		)	—			(739		)	(2,403		)
	Gains (losses) on trading securities	—			45			10			—			55			—			—			—			55
	Gains (losses) on mortgage loans	(553		)	—			353			—			(200		)	—			—			—			(200		)
	Other non-interest income (loss)	75			809			44			—			928			(522		)	—			(522		)	406
	Non-interest expense:
	Administrative expenses	(300		)	(81		)	(70		)	—			(451		)	—			—			—			(451		)
	REO operations expense	(75		)	—			—			—			(75		)	—			—			—			(75		)
	Temporary Payroll Tax Cut Continuation Act of 2011 expense	(222		)	—			—			—			(222		)	—			—			—			(222		)
	Other non-interest expense	(452		)	—			(11		)	—			(463		)	—			—			—			(463		)
	Segment adjustments	(66		)	181			—			—			115			—			(115		)	(115		)	—
	Income tax expense	(30		)	(90		)	(144		)	—			(264		)	—			—			—			(264		)
	Net income	60			180			284			—			524			—			—			—			524
	Changes in unrealized gains (losses) related to available-for-sale securities	—			177			(20		)	—			157			—			—			—			157
	Changes in unrealized gains (losses) related to cash flow hedge relationships	—			59			—			—			59			—			—			—			59
	Changes in defined benefit plans	(1		)	—			—			7			6			—			—			—			6
	Total other comprehensive income (loss), net of taxes	(1		)	236			(20		)	7			222			—			—			—			222
Comprehensive income	$	59		$	416		$	264		$	7		$	746		$	—		$	—		$	—		$	746
	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			Segment			Total			Income
	Guarantee									Other									Adjustments			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(1)	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	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	(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
Changes in unrealized gains (losses) related to available-for-sale securities	—			427			—			—			427			—			—			—			427
Changes in unrealized gains (losses) related to cash flow hedge relationships	—			52			—			—			52			—			—			—			52
Changes in defined benefit plans	—			—			—			—			—			—			—			—			—
Total other comprehensive income (loss), net of taxes	—			479			—			—			479			—			—			—			479
Comprehensive income (loss)	$	313		$	3,781		$	418		$	(13	)	$	4,499		$	—		$	—		$	—		$	4,499
-1	Management and guarantee income is included in other income on our GAAP consolidated statements of comprehensive income.

Financial_Guarantees

Financial Guarantees	3 Months Ended
	Mar. 31, 2015
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, 2015 and the three months ended March 31, 2014, we issued approximately $78.8 billion and $52.1 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.
	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, 2015					31-Dec-14
		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	$	91,014	$	890	38	$	87,529	$	861	39
	Other guarantee commitments	21,262		672		39	26,147		772		39
	Derivative instruments	17,746		148		30	21,336		154		31
	-1	The maximum exposure represents the contractual amounts that could be lost 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 $122 million and $126 million as of March 31, 2015 and December 31, 2014, respectively, and is included within other liabilities on our consolidated balance sheets.
	Non-Consolidated Freddie Mac Securities
	During the three months ended March 31, 2015 and the three months ended March 31, 2014, we issued approximately $4.4 billion and $3.3 billion, respectively, 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, 2015 and the three months ended March 31, 2014, we issued and guaranteed $1.0 billion and $0.5 billion, respectively, in UPB of long-term standby commitments. These long-term standby commitments totaled $11.7 billion and $16.5 billion in UPB at March 31, 2015 and December 31, 2014, respectively. Periodically, a customer may seek to terminate long-term standby commitments and simultaneously enter into guarantor swap transactions to obtain our PCs backed by many of the same mortgage loans.
	We also had other guarantee commitments on multifamily housing revenue bonds that were issued by HFAs of $9.2 billion and $9.3 billion in UPB at March 31, 2015 and December 31, 2014, respectively. In addition, as of March 31, 2015 and December 31, 2014, we had issued guarantees under the TCLFP on securities backed by HFA bonds with UPB of $0.3 billion and $0.4 billion, respectively.
	Liquidity Guarantees
	No advances under our liquidity guarantees were outstanding at both March 31, 2015 and December 31, 2014.

Concentration_of_Credit_and_Ot

Concentration of Credit and Other Risks	3 Months Ended
	Mar. 31, 2015
Risks and Uncertainties [Abstract]
CONCENTRATION OF CREDIT AND OTHER RISKS	NOTE 15: CONCENTRATION OF CREDIT AND OTHER RISKS
	Single-Family Credit Guarantee Portfolio
	The table below summarizes the concentration by year of origination and geographic area of the approximately $1.7 trillion UPB of our single-family credit guarantee portfolio at both March 31, 2015 and December 31, 2014. See “NOTE 1: SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES” in our 2014 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 or guarantee.
	Table 15.1 — Concentration of Credit Risk — Single-Family Credit Guarantee Portfolio
		31-Mar-15					31-Dec-14						Percent of Credit Losses(1) Three Months Ended
		Percentage  of		Serious			Percentage  of			Serious			31-Mar-15		31-Mar-14
		Portfolio(1)		Delinquency			Portfolio(1)			Delinquency
				Rate						Rate
	Year of Origination
	2015	3	%	—	%		N/A			N/A			—	%	N/A
	2014	12		0.03			12	%		0.02	%		—		—	%
	2013	15		0.07			16			0.06			—		—
	2012	14		0.09			14			0.09			—		—
	2011	6		0.25			6			0.26			—		—
	2010	5		0.46			6			0.46			1		1
	2009	6		0.88			6			0.92			1		2
	Subtotal - New single-family book	61		0.22			60			0.24			2		3
	HARP and other relief refinance loans(2)	20		0.75			20			0.75			5		8
	2005 to 2008 Legacy single-family book	12		7.1			13			7.59			84		77
	Pre-2005 Legacy single-family book	7		2.97			7			3.1			9		12
	Total	100	%	1.73	%		100	%		1.88	%		100	%	100	%
	Region(3)
	West	29	%	1.11	%		29	%		1.23	%		12	%	8	%
	Northeast	26		2.67			26			2.81			47		27
	North Central	17		1.35			17			1.48			13		23
	Southeast	16		2.14			16			2.4			25		37
	Southwest	12		1.06			12			1.16			3		5
	Total	100	%	1.73	%		100	%		1.88	%		100	%	100	%
	State
	Arizona, California, Florida, and Nevada(4)	26	%	1.67	%		26	%		1.91	%		27	%	32	%
	Illinois, Michigan, and Ohio(5)	10		1.56			10			1.7			11		17
	New York and New Jersey(6)	9		4.43			9			4.62			33		11
	All other	55		1.41			55			1.53			29		40
	Total	100	%	1.73	%		100	%		1.88	%		100	%	100	%
	-1	Within these columns, "—" represents less than 0.5%.
	-2	HARP and other relief refinance loans are presented separately rather than in the year that the refinancing occurred (from 2009 to 2015). All other refinance loans are presented in the year that the refinancing occurred.
	-3	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).
	-4	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.
	-5	Represents selected states in the North Central region that have experienced adverse economic conditions since 2006.
	-6	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 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 based on UPB. 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(2)					Serious Delinquency Rate
		31-Mar-15		31-Dec-14			31-Mar-15			31-Dec-14
	Interest-only	2	%	2	%		8.57	%		9.36	%
	Option ARM(3)	—		—			9.54			9.87
	Alt-A	3		3			8.13			8.53
	Original LTV ratio greater than 90%(4)	16		16			2.39			2.58
	Lower credit scores at origination (less than 620)	3		3			7.91			8.57
	-1	Excludes loans underlying certain Other Guarantee Transactions for which data was not available.
	-2	Within these columns, "—" represents less than 0.5%.
	-3	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.
	-4	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 6% at both March 31, 2015 and December 31, 2014. 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 8.77% and 9.06% as of March 31, 2015 and December 31, 2014, respectively. Loans in our 2005-2008 Legacy single-family book have been more affected by declines in home prices that have occurred since 2006 than loans originated in other years. Our 2005-2008 Legacy single-family book comprised approximately 12% of our single-family credit guarantee portfolio, based on UPB at March 31, 2015, and these loans accounted for approximately 84% of our credit losses during the three months ended March 31, 2015.
	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 based on UPB.
	Table 15.3 — Concentration of Credit Risk — Multifamily Mortgage Portfolio
		31-Mar-15						31-Dec-14
		UPB			Delinquency			UPB				Delinquency
					Rate(1)							Rate(1)
	(dollars in billions)
State(2)
California	$	24		—	%		$	23.2			—	%
Texas	19.6			0.12			18.3				0.06
New York	12.5			—			12.1				—
Florida	10.6			—			10				—
Virginia	7.4			—			7.3				—
Maryland	7.4			—			7.2				—
All other states	68			0.03			65.2				0.07
Total	$	149.5		0.03	%		$	143.3			0.04	%
Region(3)
Northeast	$	40.3		—	%		$	39			—	%
West	38			—			36.3				—
Southwest	30.9			0.11			29.1				0.07
Southeast	28			0.01			26.7				0.09
North Central	12.3			0.06			12.2				0.06
Total	$	149.5		0.03	%		$	143.3			0.04	%
Original LTV ratio greater than 80%	$	6		0.04	%		$	6.1			0.04	%
-1	Based on mortgages two monthly payments or more delinquent or in foreclosure.
-2	States presented have the highest aggregate UPB at March 31, 2015.
-3	See endnote (3) to “Table 15.1 — Concentration of Credit Risk — Single-Family Credit Guarantee Portfolio” for a description of these regions.
Seller/Servicers
We acquire a significant portion of our single-family mortgage purchase volume from several large sellers and we are exposed to the risk that we could lose purchase volume to the extent certain arrangements with these sellers are terminated. Our top ten single-family sellers provided approximately 51% of our single-family purchase volume during the three months ended March 31, 2015. Bank of America, N.A. and Wells Fargo Bank, N.A., accounted for 13% and 10%, respectively, of our single-family mortgage purchase volume and were the only single-family sellers that comprised 10% or more of our purchase volume during the three months ended March 31, 2015.
We are exposed to the risk that servicers might fail to service mortgages in accordance with our contractual requirements, resulting in increased credit losses. For example, our 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 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 servicers. Our top two single-family loan servicers, Wells Fargo Bank, N.A. and JPMorgan Chase Bank, N.A., serviced approximately 22% and 11%, respectively, of our single-family mortgage loans, and were the only servicers that serviced more than 10% of our loans, as of March 31, 2015. In recent years, there has been a shift in our servicing from depository institutions to non-depository servicers. Some of these non-depository servicers have grown rapidly in recent years and now service a large share of our loans. As of March 31, 2015, approximately 12% of our total single-family credit guarantee portfolio was serviced by our three largest non-depository servicers (including subsidiaries and/or affiliates of Ocwen Financial Corp., or Ocwen), on a combined basis. Several of these non-depository servicers also service a large share of the loans underlying our investments in non-agency mortgage-related securities.
During the first quarter of 2015, Ocwen announced several transactions involving Freddie Mac. In these transactions, Ocwen agreed to transfer servicing of approximately $20 billion in UPB of loans owned by Freddie Mac, which represents approximately 46% of Freddie Mac loans serviced by Ocwen at March 31, 2015.
We acquire our multifamily mortgage loans from a network of approved sellers. Our top three multifamily sellers, CBRE Capital Markets, Inc., Walker & Dunlop, LLC, and Holliday Fenoglio Fowler, L.P., accounted for 18%, 17%, and 12%, respectively, of our multifamily new business volume during the three months ended March 31, 2015. Our top ten multifamily sellers represented an aggregate of approximately 84% of our multifamily new business volume during the three months ended March 31, 2015.
A significant portion of our multifamily mortgage loans are serviced by several of our large customers. As of March 31, 2015 our top three multifamily servicers, CBRE Capital Markets, Inc., Wells Fargo Bank, N.A., and Berkadia Commercial Mortgage LLC, each serviced more than 10% of our multifamily mortgage portfolio, excluding K Certificates, and together serviced approximately 37% of this portfolio.
Mortgage Insurers
We are exposed to 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. As of March 31, 2015, mortgage insurers provided coverage with maximum loss limits of $59.7 billion, for $233.5 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, Radian Guaranty Inc., United Guaranty Residential Insurance Company, Mortgage Guaranty Insurance Corporation, and Genworth Mortgage Insurance Corporation, each accounted for more than 10% and collectively represented approximately 80% of our overall mortgage insurance coverage at March 31, 2015. Of our four largest counterparties, two are rated BB-, one is rated BB, and one is rated BBB+, as of March 31, 2015, 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., and Triad Guaranty Insurance Corp. (Triad) are no longer rated by either S&P or Moody’s because they are in rehabilitation or under regulatory supervision.
We received proceeds of $0.2 billion and $0.4 billion during the three months ended March 31, 2015 and the three months ended March 31, 2014, respectively, 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 $0.4 billion (excluding deferred payment obligations associated with unpaid claim amounts) as of both March 31, 2015 and December 31, 2014. The balance of these receivables, net of associated reserves, was approximately $0.3 billion at both March 31, 2015 and December 31, 2014.
PMI and Triad are both in rehabilitation, and a substantial portion of their claims are recorded by us as deferred payment obligations. These insurers no longer issue new insurance but continue to pay a portion of their respective claims in cash. If, as we currently expect, these insurers do not pay the full amount of their deferred payment obligations in cash, we would lose a portion of the coverage from these insurers. As of March 31, 2015 and December 31, 2014, we had cumulative unpaid deferred payment obligations of $0.5 billion and $0.4 billion, respectively, from these insurers. We reserved for all of these unpaid amounts as collectability is uncertain. It is not clear how the regulators of these companies will administer their respective deferred payment plans in the future, nor when or if those obligations will be paid.
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 financial institutions, Treasury, and the Federal Reserve Bank of New York. As of March 31, 2015 and December 31, 2014, including amounts related to our consolidated VIEs, there were $66.3 billion and $71.4 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, 2015 these included:
•	$32.1 billion of securities purchased under agreements to resell with 17 counterparties that had short-term S&P ratings of A-1 or above;
•	$3.6 billion of securities purchased under agreements to resell with three counterparties that had short-term S&P ratings of A-2;
•	$11.5 billion of securities purchased under agreements to resell with four 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);
•	$2.6 billion of cash equivalents invested in Treasury securities; and
•	$16.5 billion of cash deposited with the Federal Reserve Bank of New York (as a non-interest-bearing deposit).
Non-Agency Mortgage-Related Security Issuers and Servicers
We are engaged in various loss mitigation efforts concerning certain investments in non-agency mortgage-related securities. Certain recent developments are discussed below.
In 2011, FHFA, as Conservator for Freddie Mac and Fannie Mae, filed lawsuits against a number of corporate families of financial institutions and related defendants alleging securities laws violations and, in some cases, fraud. In March 2015, FHFA’s case against Nomura Holding America, Inc. went to trial in the U.S. District Court for the Southern District of New York. The trial was completed in April 2015.
We have been working with an investor consortium that seeks to enforce certain claims relating to certain Countrywide non-agency mortgage-related securities. In June 2011, Bank of America Corporation, BAC Home Loans Servicing, LP, Countrywide Financial Corporation and Countrywide Home Loans, Inc. entered into a settlement agreement with The Bank of New York Mellon, as trustee, to resolve certain claims with respect to a number of Countrywide mortgage securitization trusts. In January 2014, a New York state court approved a significant portion of the settlement. In March 2015, a New York intermediate appellate court upheld the settlement in full. The time for objectors to the settlement to seek an appeal has expired. The settlement is subject to certain additional conditions, which we expect will be achieved in the near term. We expect to receive a benefit from the settlement for those covered securitizations that we hold at the time settlement proceeds are distributed to the trusts. This benefit, which is expected to be approximately $0.5 billion, will be reflected in earnings through higher net interest income recognized over the expected life of the securities.
A significant portion of single-family mortgages underlying our investments in non-agency mortgage-related securities is serviced by non-depository servicers. As of March 31, 2015, approximately 44% of our investments in single-family non-agency mortgage-related securities, based on UPB, were serviced by subsidiaries and/or affiliates of Ocwen, and Ocwen was the only non-depository servicer who serviced 10% or more of the UPB underlying our investments in non-agency mortgage-related securities at that date. Ocwen and its subsidiaries and/or affiliates have been the subject of significant adverse regulatory scrutiny, and Ocwen's credit rating and servicer rating have been downgraded. Ocwen has announced that it continues to prepare and evaluate information related to its ability to operate as a going concern and to provide such information to its auditors for purposes of the audit of Ocwen's 2014 financial statements. Ocwen subsequently announced an amendment to its senior secured term loan with certain lenders which: (a) removed the requirement that Ocwen’s financial statements and the related audit report for 2014 be unqualified as to going concern; and (b) extended the required time period for delivery of its 2014 audited financial statements to May 29, 2015. Ocwen stated that following the execution of this amendment and other amendments to its debt agreements, no defaults on its debt agreements will occur in the event that Ocwen’s auditor includes disclosure in its 2014 audit report relating to Ocwen’s ability to operate as a going concern. On April 30, 2015, Ocwen announced that it intends to file its 2014 Form 10-K no later than May 29, 2015.
As of March 31, 2015, approximately 13% of our investments in single-family non-agency mortgage-related securities, based on UPB, were serviced by JPMorgan Chase Bank, N.A.
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, 2015
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 on Our Consolidated Balance Sheets Measured at Fair Value on a Recurring Basis
	The table below presents our assets and liabilities measured on 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, 2015 and December 31, 2014.
	Table 16.1 — Assets and Liabilities on Our Consolidated Balance Sheets Measured at Fair Value on a Recurring Basis
		March 31, 2015
		Level 1		Level 2			Level 3			Netting				Total
										Adjustment(1)
		(in millions)
	Assets:
	Investments in securities:
	Available-for-sale, at fair value:
	Mortgage-related securities:
	Freddie Mac	$	—	$	36,244		$	2,683		$	—			$	38,927
	Fannie Mae	—		10,961			113			—				11,074
	Ginnie Mae	—		188			3			—				191
	CMBS	—		16,444			3,552			—				19,996
	Subprime	—		—			17,799			—				17,799
	Option ARM	—		—			5,276			—				5,276
	Alt-A and other	—		—			4,788			—				4,788
	Obligations of states and political subdivisions	—		—			1,827			—				1,827
	Manufactured housing	—		—			619			—				619
	Total available-for-sale securities, at fair value	—		63,837			36,660			—				100,497
	Trading, at fair value:
	Mortgage-related securities:
	Freddie Mac	—		16,447			511			—				16,958
	Fannie Mae	—		5,794			139			—				5,933
	Ginnie Mae	—		14			—			—				14
	Other	—		151			4			—				155
	Total mortgage-related securities	—		22,406			654			—				23,060
	U.S. Treasury securities	14,600		—			—			—				14,600
	Total trading securities, at fair value	14,600		22,406			654			—				37,660
	Total investments in securities	14,600		86,243			37,314			—				138,157
	Mortgage loans:
	Held-for-sale, at fair value	—		16,495			—			—				16,495
	Derivative assets, net:
	Interest-rate swaps	—		5,789			—			—				5,789
	Option-based derivatives	4		4,989			—			—				4,993
	Other	—		111			14			—				125
	Subtotal, before netting adjustments	4		10,889			14			—				10,907
	Netting adjustments(1)	—		—			—			(10,212		)		(10,212		)
	Total derivative assets, net	4		10,889			14			(10,212		)		695
	Other assets:
	Guarantee asset, at fair value	—		—			1,569			—				1,569
	All other, at fair value	—		—			6			—				6
	Total other assets	—		—			1,575			—				1,575
	Total assets carried at fair value on a recurring basis	$	14,604	$	113,627		$	38,903		$	(10,212	)		$	156,922
	Liabilities:
	Debt securities of consolidated trusts held by third parties, at fair value	$	—	$	39		$	—		$	—			$	39
	Other debt, at fair value	—		7,659			—			—				7,659
	Derivative liabilities, net:
	Interest-rate swaps	—		14,941			—			—				14,941
	Option-based derivatives	1		121			—			—				122
	Other	—		190			39			—				229
	Subtotal, before netting adjustments	1		15,252			39			—				15,292
	Netting adjustments(1)	—		—			—			(13,285		)		(13,285		)
	Total derivative liabilities, net	1		15,252			39			(13,285		)		2,007
	Total liabilities carried at fair value on a recurring basis	$	1	$	22,950		$	39		$	(13,285	)		$	9,705
		Fair Value at December 31, 2014
		Level 1		Level 2			Level 3			Netting				Total
										Adjustment(1)
	(in millions)
Assets:
Investments in securities:
Available-for-sale, at fair value:
Mortgage-related securities:
Freddie Mac	$	—	$	34,868		$	4,231		$	—			$	39,099
Fannie Mae	—		11,228			85			—				11,313
Ginnie Mae	—		195			4			—				199
CMBS	—		18,348			3,474			—				21,822
Subprime	—		—			20,589			—				20,589
Option ARM	—		—			5,649			—				5,649
Alt-A and other	—		16			5,027			—				5,043
Obligations of states and political subdivisions	—		—			2,198			—				2,198
Manufactured housing	—		—			638			—				638
Total available-for-sale securities, at fair value	—		64,655			41,895			—				106,550
Trading, at fair value:
Mortgage-related securities:
Freddie Mac	—		16,542			927			—				17,469
Fannie Mae	—		5,867			232			—				6,099
Ginnie Mae	—		15			1			—				16
Other	—		167			4			—				171
Total mortgage-related securities	—		22,591			1,164			—				23,755
U.S. Treasury securities	6,682		—			—			—				6,682
Total trading securities, at fair value	6,682		22,591			1,164			—				30,437
Total investments in securities	6,682		87,246			43,059			—				136,987
Mortgage loans:
Held-for-sale, at fair value	—		12,130			—			—				12,130
Derivative assets, net:
Interest-rate swaps	—		5,653			—			—				5,653
Option-based derivatives	5		4,219			—			—				4,224
Other	—		40			27			—				67
Subtotal, before netting adjustments	5		9,912			27			—				9,944
Netting adjustments(1)	—		—			—			(9,122		)		(9,122		)
Total derivative assets, net	5		9,912			27			(9,122		)		822
Other assets:
Guarantee asset, at fair value	—		—			1,626			—				1,626
All other, at fair value	—		—			5			—				5
Total other assets	—		—			1,631			—				1,631
Total assets carried at fair value on a recurring basis	$	6,687	$	109,288		$	44,717		$	(9,122	)		$	151,570
Liabilities:
Debt securities of consolidated trusts held by third parties, at fair value	$	—	$	42		$	—		$	—			$	42
Other debt, at fair value	—		5,820			—			—				5,820
Derivative liabilities, net:
Interest-rate swaps	—		13,316			—			—				13,316
Option-based derivatives	28		99			—			—				127
Other	—		80			37			—				117
Subtotal, before netting adjustments	28		13,495			37			—				13,560
Netting adjustments(1)	—		—			—			(11,597		)		(11,597		)
Total derivative liabilities, net	28		13,495			37			(11,597		)		1,963
Total liabilities carried at fair value on a recurring basis	$	28	$	19,357		$	37		$	(11,597	)		$	7,825
-1	Represents counterparty netting, cash collateral netting and net derivative interest receivable or payable. The net cash collateral posted was $3.7 billion and $3.2 billion, respectively, at March 31, 2015 and December 31, 2014. The net interest receivable (payable) of derivative assets and derivative liabilities was $(0.6) billion and $(0.7) billion at March 31, 2015 and December 31, 2014, 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, 2015 and the three months ended March 31, 2014, 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 on our consolidated balance sheets at fair value on a recurring basis using significant unobservable inputs (Level 3) for the three months ended March 31, 2015 and the three months ended March 31, 2014, 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, 2015 and the three months ended March 31, 2014. When assets and liabilities are transferred between levels, we recognize the transfer as of the beginning of the period.
Table 16.2 — Assets and Liabilities on Our Consolidated Balance Sheets Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs
	Three Months Ended March 31, 2015
			Realized and unrealized gains (losses)
	Balance,		Included in			Included in			Total				Purchases			Issues		Sales			Settlements,			Transfers		Transfers			Balance,		Unrealized
	January 1,		earnings(1)			other															net			into		out of			March 31,		gains (losses)
	2015					comprehensive																		Level 3(2)		Level 3(2)			2015		still held
						income(1)
	in millions
Assets
Investments in securities:
Available-for-sale, at fair value:
Mortgage-related securities:
Freddie Mac	$	4,231	$	—		$	(2	)	$	(2	)		$	1,010		$	—	$	(654	)	$	22		$	—	$	(1,924	)	$	2,683	$	—
Fannie Mae	85		—			1			1				—			—		—			(7		)	43		(9		)	113		—
Ginnie Mae	4		—			—			—				—			—		—			(1		)	—		—			3		—
CMBS	3,474		(17		)	101			84				—			—		—			(6		)	—		—			3,552		(17		)
Subprime	20,589		192			12			204				—			—		(2,892		)	(102		)	—		—			17,799		(65		)
Option ARM	5,649		11			(29		)	(18		)		—			—		(168		)	(187		)	—		—			5,276		(11		)
Alt-A and other	5,027		6			(11		)	(5		)		—			—		(106		)	(143		)	15		—			4,788		(1		)
Obligations of states and political subdivisions	2,198		—			(5		)	(5		)		—			—		—			(366		)	—		—			1,827		—
Manufactured housing	638		—			(1		)	(1		)		—			—		(4		)	(14		)	—		—			619		—
Total available-for-sale mortgage-related securities	41,895		192			66			258				1,010			—		(3,824		)	(804		)	58		(1,933		)	36,660		(94		)
Trading, at fair value:
Mortgage-related securities:
Freddie Mac	927		2			—			2				44			128		(5		)	(10		)	34		(609		)	511		2
Fannie Mae	232		2			—			2				—			—		(2		)	(2		)	6		(97		)	139		2
Ginnie Mae	1		—			—			—				—			—		(1		)	—			—		—			—		—
Other	4		4			—			4				—			—		(4		)	—			—		—			4		—
Total trading mortgage-related securities	1,164		8			—			8				44			128		(12		)	(12		)	40		(706		)	654		4
Other assets:
Guarantee asset(3)	1,626		(15		)	—			(15		)		—			93		—			(135		)	—		—			1,569		(15		)
All other, at fair value	5		1			—			1				—			—		—			—			—		—			6		1
Total other assets	1,631		(14		)	—			(14		)		—			93		—			(135		)	—		—			1,575		(14		)
			Realized and unrealized (gains) losses
	Balance,		Included in			Included in			Total				Purchases			Issues		Sales			Settlements,			Transfers		Transfers			Balance,		Unrealized
	January 1,		earnings(1)			other															net			into		out of			March 31,		(gains)
	2015					comprehensive																		Level 3(2)		Level 3(2)			2015		losses
						income(1)																									still held
	(in millions)
Liabilities
Net derivatives(4)	$	10	$	25		$	—		$	25			$	—		$	—	$	—		$	(10	)	$	—	$	—		$	25	$	15
	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)			other															net			into		out of			March 31,		gains (losses)
	2014					comprehensive																		Level 3		Level 3			2014		still held
						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(3)	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)			other															net			into		out of			March 31,		(gains)
	2014					comprehensive																		Level 3		Level 3			2014		losses
						income(1)																									still held
	(in millions)
Liabilities
Other debt, at fair value	$	1,528	$	(7	)	$	—		$	(7	)		$	—		$	—	$	—		$	(521	)	$	—	$	—		$	1,000	$	—
Net derivatives(4)	325		(22		)	—			(22		)		—			—		—			14			—		(281		)	36		(7		)
-1	Changes in fair value for available-for-sale 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	Transfers out of Level 3 during the three months ended March 31, 2015 consist primarily of certain mortgage-related securities 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, 2015 consist primarily of certain mortgage-related securities due to a lack of market activity and relevant price quotes from dealers and third-party pricing services.
-3	Changes in fair value of the guarantee asset are recorded in other income on our consolidated statements of comprehensive income.
-4	Amounts are prior to counterparty netting, cash collateral netting, net trade/settle receivable or payable and net derivative interest receivable or payable.
Assets on Our Consolidated Balance Sheets 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 single-family and multifamily mortgage loans, held-for-sale single-family loans for which we have not elected the fair value option and REO, net.
The table below presents assets measured on our consolidated balance sheets at fair value on a non-recurring basis as of March 31, 2015 and December 31, 2014, respectively.
Table 16.3 — Assets on Our Consolidated Balance Sheets Measured at Fair Value on a Non-Recurring Basis
	31-Mar-15												31-Dec-14
	Level 1		Level 2			Level 3			Total				Level 1			Level 2		Level 3			Total
	(in millions)
Assets measured at fair value on a non-recurring basis:
Mortgage loans(1)	$	—	$	—		$	8,214		$	8,214			$	—		$	80	$	8,962		$	9,042
REO, net(2)	—		—			1,275			1,275				—			—		1,665			1,665
Total assets measured at fair value on a non-recurring basis	$	—	$	—		$	9,489		$	9,489			$	—		$	80	$	10,627		$	10,707
-1	Includes impaired mortgage loans that are classified as held-for-investment and have a related valuation allowance based on the fair value of the underlying collateral and held-for-sale mortgage loans where the fair value is below cost.
-2	Represents the fair value of foreclosed properties that were measured at fair value subsequent to their initial classification as REO, net. The carrying amount of REO, net was reduced to fair value of $1.3 billion, less estimated costs to sell of $83 million (or approximately $1.2 billion) at March 31, 2015. The carrying amount of REO, net was reduced to fair value of $1.7 billion, less estimated costs to sell of $109 million (or approximately $1.6 billion) at December 31, 2014.
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.
Valuation Techniques for Assets and Liabilities Measured on Our Consolidated Balance Sheets at Fair Value
We categorize assets and liabilities that we measure and report on 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.
During the three months ended March 31, 2015, we changed our valuation technique related to single-family mortgage loans held-for-sale, and the new technique is discussed below.
Mortgage Loans, Held-for-Sale
Mortgage loans, held-for-sale include certain deeply delinquent single-family loans accounted for at the lower-of-cost-or-fair-value on a non-recurring basis. Our single-family mortgage loans, held-for-sale are valued using market prices for recent transactions for the sale of similar whole loans, stratified by loan-to-value ratio and geographic location of the underlying property. The loan-to-value ratios are based on broker price opinions, which consider the physical condition of the property and use comparable sales and other market data in determining the value. These loans are classified as Level 3 because the underlying assumptions regarding market pricing of delinquent loans are unobservable due to the low volume and level of activity in this market.
Quantitative Information about Level 3 Fair Value Measurements for Assets and Liabilities Measured on 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 on our consolidated balance sheets at fair value on a recurring basis using unobservable inputs (Level 3) as of March 31, 2015 and December 31, 2014.
Table 16.4 — Quantitative Information about Recurring Level 3 Fair Value Measurements for Assets and Liabilities Measured on Our Consolidated Balance Sheets at Fair Value
	31-Mar-15
	Total		Level  3			Predominant		Unobservable Inputs
	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			$	2,102		Discounted cash flows		OAS	(148) - 158 bps		106 bps
			183			Risk metric		Effective duration(1)	0.13 - 6.95 years		1.04 years
			398			Other
Total Freddie Mac	$	38,927	2,683
Fannie Mae			87			Median of external sources		External pricing sources	$107.9 - $110.6		$	109.6
			26			Discounted cash flows		OAS	(194) - 1,099 bps		73 bps
Total Fannie Mae	11,074		113
Ginnie Mae			3			Discounted cash flows
Total Ginnie Mae	191		3
CMBS			1,350			Risk Metrics		Effective duration(1)	6.02 - 10.71 years		8.71 years
			1,151			Single external source		External pricing source	$107.1 - $107.1		$	107.1
			736			Discounted cash flows		OAS	251 - 935 bps		481 bps
			315			Other
Total CMBS	19,996		3,552
Subprime, option ARM, and Alt-A:
Subprime			15,002			Median of external sources		External pricing sources	$71.9 - $76.9		$	74.2
			2,797			Other
Total subprime	17,799		17,799
Option ARM			4,960			Median of external sources		External pricing sources	$65.9 - $71.4		$	68.5
			316			Other
Total option ARM	5,276		5,276
Alt-A and other			3,848			Median of external sources		External pricing sources	$82.6 - $86.1		$	84.1
			940			Other
Total Alt-A and other	4,788		4,788
Obligations of states and political subdivisions			1,644			Median of external sources		External pricing sources	$101.4 - $102.0		$	101.7
			183			Other
Total obligations of states and political subdivisions	1,827		1,827
Manufactured housing			327			Median of external sources		External pricing sources	$88.1 - $91.6		$	89.6
			101			Single external source		External pricing source	$90.5 - $90.5		$	90.5
			191			Other
Total manufactured housing	619		619
Total available-for-sale mortgage-related securities	100,497		36,660
Trading, at fair value
Mortgage-related securities
Freddie Mac			357			Discounted cash flows		OAS	(317) - 9,748 bps		73 bps
			128			Risk Metrics		Effective duration(1)	1.63 - 3.02 years		2.95 years
			26			Other
Total Freddie Mac	16,958		511
Fannie Mae			133			Discounted cash flows		OAS	(440) -741 bps		73 bps
			6			Other
Total Fannie Mae	5,933		139
Ginnie Mae	14		—
Other			2			Median of external sources
			2			Discounted cash flows
Total other	155		4
Total trading mortgage-related securities	23,060		654
Total investments in securities	$	123,557	$	37,314
Other assets:
Guarantee asset, at fair value			$	1,329		Discounted cash flows		OAS	17 - 198 bps		50 bps
			240			Median of external sources		External pricing sources	$9.4 - $23.4		$	14.5
Total guarantee asset, at fair value	$	1,569	1,569
All other, at fair value			6			Other
Total all other, at fair value	6		6
Total other assets	1,575		1,575
Liabilities
Net derivatives			25			Other
Total net derivatives	1,312		25
	31-Dec-14
	Total		Level  3			Predominant		Unobservable Inputs
	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			$	2,980		Discounted cash flows		OAS	(146) - 144 bps		83 bps
			375			Risk metric		Effective duration(1)	0.18 - 7.54 years		3.82 years
			143			Median of external sources		External pricing sources	$103.2 - $104.4		$	103.8
			733			Other
Total Freddie Mac	$	39,099	4,231
Fannie Mae			47			Median of external sources
			29			Discounted cash flows
			9			Other
Total Fannie Mae	11,313		85
Ginnie Mae			4			Discounted cash flows
Total Ginnie Mae	199		4
CMBS			2,726			Risk Metrics		Effective duration(1)	5.84 - 10.65 years		9.59 years
			748			Discounted cash flows		OAS	181 -766 bps		421 bps
Total CMBS	21,822		3,474
Subprime, option ARM, and Alt-A:
Subprime			18,789			Median of external sources		External pricing sources	$71.0 - $76.1		$	73.5
			1,800			Other
Total subprime	20,589		20,589
Option ARM			5,205			Median of external sources		External pricing sources	$65.3 - $70.9		$	67.9
			444			Other
Total option ARM	5,649		5,649
Alt-A and other			4,116			Median of external sources		External pricing sources	$83.0 - $86.2		$	84.5
			911			Other
Total Alt-A and other	5,043		5,027
Obligations of states and political subdivisions			1,992			Median of external sources		External pricing sources	$101.3 - $101.9		$	101.6
			206			Other
Total obligations of states and political subdivisions	2,198		2,198
Manufactured housing			515			Median of external sources		External pricing sources	$89.3 - $92.4		$	91
			123			Single external source		External pricing source	$89.8 - $89.8		$	89.8
Total manufactured housing	638		638
Total available-for-sale mortgage-related securities	106,550		41,895
Trading, at fair value
Mortgage-related securities
Freddie Mac			478			Discounted cash flows		OAS	(219) - 9,748 bps		169 bps
			320			Risk Metrics		Effective duration(1)	1.78 - 2.30 years		2.27 years
			129			Other
Total Freddie Mac	17,469		927
Fannie Mae			207			Discounted cash flows		OAS	(173) - 2,027 bps		204 bps
			25			Other
Total Fannie Mae	6,099		232
Ginnie Mae	16		1
Other			3			Median of external sources
			1			Discounted cash flows
Total other	171		4
Total trading mortgage-related securities	23,755		1,164
Total investments in securities	$	130,305	$	43,059
Other assets:
Guarantee asset, at fair value			$	1,285		Discounted cash flows		OAS	17 - 202 bps		53 bps
			341			Median of external sources		External pricing sources	$10.0 - $21.2		$	16.6
Total guarantee asset, at fair value	$	1,626	1,626
All other, at fair value			5			Other
Total all other, at fair value	5		5
Total other assets	1,631		1,631
Liabilities
Net derivatives			10			Other
Total net derivatives	1,141		10
-1	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 on our consolidated balance sheets at fair value on a non-recurring basis using unobservable inputs (Level 3) as of March 31, 2015 and December 31, 2014.
Table 16.5 — Quantitative Information about Non-Recurring Level 3 Fair Value Measurements for Assets and Liabilities Measured on Our Consolidated Balance Sheets at Fair Value
	31-Mar-15
	Total		Level 3			Predominant		Unobservable Inputs
	Fair		Fair			Valuation
	Value		Value			Technique(s)		Type	Range		Weighted
											Average
	(dollars in millions)
Non-recurring fair value measurements
Mortgage loans	$	8,214	$	8,214
						Internal model		Historical sales	$3,000 - $896,519		$161,093
								proceeds
						Internal model		Housing sales index	40 - 298 bps		83 bps
						Third-party appraisal		Property value	$6 million - $30 million		$23 million
						Income capitalization(1)		Capitalization rates	6%- 11%		7%
						Median of external sources		External market prices	$45.9 - $92.3		$74.40
REO, net(2)	$	1,275	$	1,275
						Internal model		Historical sales	$3,000 - $896,519		$149,233
								proceeds
						Internal model		Housing sales index	40 - 298 bps		82 bps
	31-Dec-14
	Total		Level 3			Predominant		Unobservable Inputs
	Fair		Fair			Valuation
	Value		Value			Technique(s)		Type	Range		Weighted
											Average
	(dollars in millions)
Non-recurring fair value measurements
Mortgage loans	$	8,962	$	8,962
						Internal model		Historical sales	$3,000 - $896,519		$162,556
								proceeds
						Internal model		Housing sales index	38 - 294 bps		82 bps
						Third-party appraisal		Property value	$11 million - $44 million		$31 million
						Income capitalization(1)		Capitalization rates	6%- 9%		7%
REO, net(2)	$	1,665	$	1,665
						Internal model		Historical sales	$3,008 - $896,519		$154,165
								proceeds
						Internal model		Housing sales index	38 - 294 bps		82 bps
-1	The predominant valuation technique used for multifamily mortgage loans. 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.
-2	The national average REO disposition severity ratio for our REO properties was 36.4% and 35.6% for the three months ended March 31, 2015 and the three months ended March 31, 2014, 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, 2015 and December 31, 2014.
Table 16.6 — Fair Value of Financial Instruments
	31-Mar-15
			Fair Value
	GAAP Carrying  Amount		Level 1			Level 2			Level 3				Netting Adjustments			Total
	(in millions)
Financial Assets
Cash and cash equivalents	$	10,407	$	10,407		$	—		$	—			$	—		$	10,407
Restricted cash and cash equivalents	8,689		8,689			—			—				—			8,689
Federal funds sold and securities purchased under agreements to resell	47,166		—			47,166			—				—			47,166
Investments in securities:
Available-for-sale, at fair value	100,497		—			63,837			36,660				—			100,497
Trading, at fair value	37,660		14,600			22,406			654				—			37,660
Total investments in securities	138,157		14,600			86,243			37,314				—			138,157
Mortgage loans:
Mortgage loans held by consolidated trusts	1,565,078		—			1,412,929			189,961				—			1,602,890
Unsecuritized mortgage loans	144,981		—			29,134			116,374				—			145,508
Total mortgage loans	1,710,059		—			1,442,063			306,335				—			1,748,398
Derivative assets, net	695		4			10,889			14				(10,212		)	695
Guarantee asset	1,569		—			—			1,781				—			1,781
Advances to lenders	242		—			242			—				—			242
Total financial assets	$	1,916,984	$	33,700		$	1,586,603		$	345,444			$	(10,212	)	$	1,955,535
Financial Liabilities
Debt, net:
Debt securities of consolidated trusts held by third parties	$	1,488,595	$	—		$	1,537,390		$	1,331			$	—		$	1,538,721
Other debt	447,034		—			443,705			12,481				—			456,186
Total debt, net	1,935,629		—			1,981,095			13,812				—			1,994,907
Derivative liabilities, net	2,007		1			15,252			39				(13,285		)	2,007
Guarantee obligation	1,553		—			—			2,939				—			2,939
Total financial liabilities	$	1,939,189	$	1		$	1,996,347		$	16,790			$	(13,285	)	$	1,999,853
	December 31, 2014
			Fair Value
	GAAP Carrying Amount		Level 1			Level 2			Level 3				Netting Adjustments			Total
	(in millions)
Financial Assets
Cash and cash equivalents	$	10,928	$	10,928		$	—		$	—			$	—		$	10,928
Restricted cash and cash equivalents	8,535		8,535			—			—				—			8,535
Federal funds sold and securities purchased under agreements to resell	51,903		—			51,903			—				—			51,903
Investments in securities:
Available-for-sale, at fair value	106,550		—			64,655			41,895				—			106,550
Trading, at fair value	30,437		6,682			22,591			1,164				—			30,437
Total investments in securities	136,987		6,682			87,246			43,059				—			136,987
Mortgage loans:
Mortgage loans held by consolidated trusts	1,558,094		—			1,387,412			197,896				—			1,585,308
Unsecuritized mortgage loans	142,486		—			22,305			119,157				—			141,462
Total mortgage loans	1,700,580		—			1,409,717			317,053				—			1,726,770
Derivative assets, net	822		5			9,912			27				(9,122		)	822
Guarantee asset	1,626		—			—			1,837				—			1,837
Total financial assets	$	1,911,381	$	26,150		$	1,558,778		$	361,976			$	(9,122	)	$	1,937,782
Financial Liabilities
Debt, net:
Debt securities of consolidated trusts held by third parties	$	1,479,473	$	—		$	1,521,508		$	1,364			$	—		$	1,522,872
Other debt	450,069		—			444,748			13,371				—			458,119
Total debt, net	1,929,542		—			1,966,256			14,735				—			1,980,991
Derivative liabilities, net	1,963		28			13,495			37				(11,597		)	1,963
Guarantee obligation	1,623		—			—			3,127				—			3,127
Total financial liabilities	$	1,933,128	$	28		$	1,979,751		$	17,899			$	(11,597	)	$	1,986,081
Valuation Techniques for Assets and Liabilities Not Measured on Our Consolidated Balance Sheets at Fair Value, but for Which the Fair Value is Disclosed
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 $17.1 billion and $19.1 billion as of March 31, 2015 and December 31, 2014, respectively. The total fair value of the loans in our portfolio that reflects the pricing afforded to HARP loans as of March 31, 2015 and December 31, 2014 is $110.5 billion and $119.8 billion, respectively.
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. 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.”
The table below presents the fair value and UPB related to certain items for which we have elected the fair value option as of March 31, 2015 and December 31, 2014.
Table 16.7 — Difference between Fair Value and Unpaid Principal Balance for Certain Financial Instruments with Fair Value Option Elected
	31-Mar-15					31-Dec-14
	Multifamily		Other Debt -			Multifamily			Other Debt -
	Held-For-Sale		Long Term			Held-For-Sale			Long Term
	Mortgage Loans					Mortgage Loans
	(in millions)
Fair value	$	16,495	$	7,659		$	12,130		$	5,820
Unpaid principal balance	16,014		7,543			11,872			5,896
Difference	$	481	$	116		$	258		$	(76	)
Changes in Fair Value under the Fair Value Option Election
We recorded gains (losses) of $0.4 billion and $0.3 billion for the three months ended March 31, 2015 and the three months ended March 31, 2014, 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 $(189) million and $(50) million for the three months ended March 31, 2015 and the three months ended March 31, 2014, 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, 2015 and the three months ended March 31, 2014 for any assets or liabilities for which we elected the fair value option.

Legal_Contingencies

Legal Contingencies	3 Months Ended
	Mar. 31, 2015
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 of Freddie Mac against liability arising from seller/servicers' 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, 2015, we paid approximately $4 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 Lawsuit: 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, and the plaintiff amended its complaint on several occasions. The plaintiff alleged, among other things, 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 sought unspecified damages and interest, and reasonable costs and expenses, including attorney and expert fees.
	On October 8, 2013, defendants filed motions to dismiss the complaint. On October 31, 2014, the Court granted defendants’ motions and dismissed the case in its entirety against all defendants, with prejudice. On November 25, 2014, plaintiff filed a notice of appeal in the U.S. Court of Appeals for the Sixth Circuit.
	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 the appellate process; the inherent uncertainty of pre-trial litigation in the event the case is ultimately remanded to the District Court in whole or in part; and the fact that the District Court has not yet ruled upon motions for class certification or summary judgment. In particular, absent resolution of the appellate process, 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.
	Related Third Party Litigation
	On December 16, 2011, the SEC announced that it had charged three former executives of Freddie Mac with securities laws violations and filed a lawsuit against them in the U.S. District Court for the Southern District of New York. 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 April 14, 2015, the Court closed the case after the parties entered into a stipulation agreeing to settle the matter without further litigation. The settlement will not have any effect on Freddie Mac’s financial results. The court ruling that effectuates the settlement is not subject to appeal.
	Litigation Related to the Taylor, Bean & Whitaker (TBW) Bankruptcy
	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 with TBW and the TBW creditors' committee regarding the TBW bankruptcy in 2011. However, we continue to be involved in litigation with other parties relating to the TBW bankruptcy, as described below.
	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, and the underwriters subsequently appealed the denial of the motion to the U.S. District Court. Numerous additional motions for summary judgment filed by the parties, including by Freddie Mac, are pending. On February 19, 2015, the Court granted summary judgment against TBW on its claims. Freddie Mac has moved for a clarification that the Court’s judgment does not apply to Freddie Mac’s separate claims against Lloyds. Discovery is proceeding. At present, it is not possible for us to predict the probable outcome of this lawsuit.
	On December 29, 2014, Freddie Mac filed an action in the U.S. District Court for the Southern District of New York against certain underwriters at Lloyds, London and several other insurance carriers seeking coverage for $111 million in losses under Freddie Mac’s primary and excess financial institution bonds. The losses resulted from fraud perpetrated by senior officers and employees of TBW. At present, it is not possible for us to predict the probable outcome of this lawsuit.
	On September 15, 2014, Freddie Mac filed a lawsuit in the Circuit Court of the 11th Judicial Circuit in Miami-Dade County, Florida against Deloitte & Touche LLP (Deloitte) for negligent misrepresentation / false information negligently supplied for the guidance of others. The complaint alleges, among other items, that Deloitte, as TBW’s independent auditor, made and supplied false information during the course of its professional audits of TBW, as a result of which Freddie Mac incurred damages in excess of $1.3 billion. Freddie Mac seeks damages and interest, as well as costs. On October 8, 2014, Deloitte removed the case from state court to the U.S. District Court for the Southern District of Florida. Discovery is proceeding. At present, it is not possible for us to predict the probable outcome of this lawsuit.
	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 the 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.
	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 depressed 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, and a second amended complaint on October 6, 2014. The defendants have moved to dismiss the second amended complaint; Freddie Mac has opposed this motion.
	Litigation Concerning the Purchase Agreement
	Since July 2013, a number of lawsuits have been filed against us concerning the August 2012 amendment to the Purchase Agreement, which created the net worth sweep dividend provisions of the senior preferred stock. The plaintiffs in the lawsuits allege that they are holders of common stock and/or 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.) It is possible that similar lawsuits will be filed in the future. The lawsuits against us are described below.
	Litigation in the U.S. District Court for the District of Columbia
	In re Fannie Mae/Freddie Mac Senior Preferred Stock Purchase Agreement Class Action Litigations. This case is the result of the consolidation of three putative class action lawsuits: Cacciapelle and Bareiss vs. Federal National Mortgage Association, Federal Home Loan Mortgage Corporation and FHFA, filed on July 29, 2013; American European Insurance Company vs. Federal National Mortgage Association, Federal Home Loan Mortgage Corporation and FHFA, filed on July 30, 2013; and Marneu Holdings, Co. vs. FHFA, Treasury, Federal National Mortgage Association and Federal Home Loan Mortgage Corporation, filed on September 18, 2013. (The Marneu case was also filed as a shareholder derivative lawsuit.) A consolidated amended complaint was filed on December 3, 2013. In the consolidated amended complaint, plaintiffs allege, among other items, that the August 2012 amendment to the Purchase Agreement 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 sought unspecified damages, equitable and injunctive relief, and costs and expenses, including attorney and expert fees.
	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.
	Arrowood Indemnity Company vs. Federal National Mortgage Association, Federal Home Loan Mortgage Corporation, FHFA and Treasury. This case was filed on September 20, 2013. The allegations and demands made by plaintiffs in this case were generally similar to those made by the plaintiffs in the In re Fannie Mae/Freddie Mac Senior Preferred Stock Purchase Agreement Class Action Litigations case described above. Plaintiffs in the Arrowood lawsuit also requested that, if injunctive relief were 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 stated to be $42,297,500.
	American European Insurance Company, Cacciapalle and Miller vs. Treasury and FHFA. This case was filed as a shareholder derivative lawsuit, purportedly on behalf of Freddie Mac as a “nominal” defendant, on July 30, 2014. The complaint alleges that, through the August 2012 amendment to the Purchase Agreement, Treasury and FHFA breached their respective fiduciary duties to Freddie Mac, causing Freddie Mac to suffer damages. The plaintiffs asked that Freddie Mac be awarded compensatory damages and disgorgement, as well as attorneys’ fees, costs and other expenses.
	FHFA, joined by Freddie Mac and Fannie Mae, moved to dismiss the In re Fannie Mae/Freddie Mac Senior Preferred Stock Purchase Agreement Class Action Litigations case and the other related cases on January 17, 2014. Treasury filed a motion to dismiss the same day. On September 30, 2014, the District Court granted the motions and dismissed the plaintiffs’ claims. On October 9, 2014, Arrowood filed a notice of appeal of the District Court’s decision. On October 15, 2014, plaintiffs in the In re Fannie Mae/Freddie Mac Senior Preferred Stock Purchase Agreement Class Action Litigations case filed a notice of appeal of the District Court’s decision. The scope of this appeal includes the American European Insurance Company shareholder derivative lawsuit.
	Litigation in the U.S. Court of Federal Claims
	Reid and Fisher vs. the United States of America and Federal Home Loan Mortgage Corporation. This case was filed as a derivative lawsuit, purportedly on behalf of Freddie Mac as a “nominal” defendant, on February 26, 2014. The complaint alleges, among other items, that the net worth sweep dividend provisions of the senior preferred stock constitute an unlawful taking of private property for public use without just compensation. 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.
	Rafter, Rattien and Pershing Square Capital Management vs. the United States of America, Federal National Mortgage Association and Federal Home Loan Mortgage Corporation. This case was filed as a shareholder derivative lawsuit, purportedly on behalf of Freddie Mac as a “nominal” defendant, on August 14, 2014. The complaint alleges that: (a) the net worth sweep dividend provisions of the senior preferred stock constitute an unlawful taking of private property for public use without just compensation; and (b) the U.S government breached an implied-in-fact contract with Freddie Mac. The plaintiffs ask that they be awarded just compensation for the U.S. government’s alleged taking of their property, attorneys’ fees, costs and expenses, and that Freddie Mac be awarded damages or other appropriate relief for the alleged breach of contract.
	At present, it is not possible for us to predict the probable outcome of the lawsuits discussed above in the U.S. District Court for the District of Columbia and the U.S. Court of Federal Claims (including the outcome of any appeal) 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 In re Fannie Mae/Freddie Mac Senior Preferred Stock Purchase Agreement Class Action Litigations case, the plaintiffs have not demanded a stated amount of damages they believe are due, and the Court has not certified a class.
	Since October 2013, we have received a number of letters from purported holders of common stock and/or junior preferred stock. The purported shareholders made various demands in these letters, including that Freddie Mac take action to terminate the August 2012 amendment to the Purchase Agreement and commence legal action against the U.S. government to recover all losses sustained by Freddie Mac as a result of such amendment. FHFA (as Conservator) has generally informed the purported shareholders that the Conservator does not intend to authorize Freddie Mac or its directors or officers to take the various actions that such shareholders demand. All of the purported shareholders subsequently filed shareholder derivative lawsuits against Freddie Mac. These cases are among those described above. It is possible we could receive additional demand letters from purported shareholders, which could ultimately lead to additional lawsuits against us.

Regulatory_Capital

Regulatory Capital	3 Months Ended
	Mar. 31, 2015
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 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.
	The table below summarizes our minimum capital requirements and deficits and net worth.
	Table 18.1 — Net Worth and Minimum Capital
		31-Mar-15			31-Dec-14
		(in millions)
	GAAP net worth	$	2,546		$	2,651
	Core capital (deficit)(1)(2)	$	(71,742	)	$	(71,415	)
	Less: Minimum capital requirement(1)	20,079			20,090
	Minimum capital surplus (deficit)(1)	$	(91,821	)	$	(91,505	)
	-1	Core capital and minimum capital figures for March 31, 2015 are estimates. FHFA is the authoritative source for our regulatory capital.
	-2	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.
	At March 31, 2015, our assets exceeded our liabilities under GAAP; therefore no draw is being requested from Treasury under the Purchase Agreement. As of March 31, 2015, 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 $0.9 billion on the senior preferred stock in cash in March 2015 at the direction of the Conservator.

Selected_Financial_Statement_L

Selected Financial Statement Line Items	3 Months Ended
	Mar. 31, 2015
Selected Financial Statement Data [Abstract]
Selected Financial Statement Line Items	NOTE 19: SELECTED FINANCIAL STATEMENT LINE ITEMS
	The table below presents the significant components of other income (loss) and other expense on our consolidated statements of comprehensive income.
	Table 19.1 — Significant Components of Other Income (Loss) and Other Expense on Our Consolidated Statements of Comprehensive Income
		Three Months Ended March 31,
		2015			2014
		(in millions)
	Other income (loss):
	Non-agency mortgage-related securities settlements(1)	$	—		$	4,533
	Gains (losses) on mortgage loans	(200		)	254
	Gains (losses) on debt recorded at fair value	(189		)	(50		)
	Other	400			304
	Total other income (loss)	$	11		$	5,041
	Other expense:
	Property tax and insurance expense on held-for-sale loans	$	(360	)	$	—
	Other	(103		)	(66		)
	Total other expense	$	(463	)	$	(66	)
	-1	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” in our 2014 Annual Report.
	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-15			31-Dec-14
		(in millions)
	Other assets:
	Accounts and other receivables(1)	$	5,039		$	3,899
	Current income tax receivable	800			1,048
	Guarantee asset	1,569			1,626
	All other	1,342			1,121
	Total other assets	$	8,750		$	7,694
	Other liabilities:
	Servicer liabilities	$	1,708		$	1,847
	Guarantee obligation	1,553			1,623
	Accounts payable and accrued expenses	628			803
	All other	1,397			785
	Total other liabilities	$	5,286		$	5,058
	-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, 2015
Accounting Policies [Abstract]
Segment Reporting	We have 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, and we manage our seriously delinquent loans. Our Investments segment reflects results from three primary activities: (a) managing the company’s mortgage-related investments portfolio, excluding Multifamily segment investments and single-family seriously delinquent loans; (b) managing the treasury function for the entire company, including funding and liquidity; and (c) managing interest-rate risk for the entire 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 2014 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. 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 the 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.
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 for 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.
Allowance for Loan Losses and Reserve for Guarantee Losses	Change in Estimate
	Adoption of Regulatory Guidance on Determining when a Loan is Uncollectible
	On January 1, 2015, we adopted regulatory guidance issued by FHFA that establishes guidelines for adverse classification and identification of specified single-family and multifamily assets and off-balance sheet credit exposures, including guidelines for recognizing charge-offs on certain single-family loans. We analyze loans for collectability based on several factors, including, but not limited to: (a) servicing actions that indicate the potential for near-term loss mitigation, such as whether we have achieved quality borrower contact; (b) credit risk factors, such as whether the loan is in a state with foreclosure practices that prevent timely resolution of delinquencies; and (c) loan characteristics that indicate whether repayment is likely to occur, such as the borrower's payment history, loan status, and historical performance of loans with similar characteristics. Upon adoption of the FHFA regulatory guidance on January 1, 2015, we changed the timing of when we deem certain single-family loans to be uncollectible, and we began to charge-off loans that have been deemed uncollectible prior to foreclosure, based on the factors identified above.
	This adoption resulted in a reduction to both the recorded investment of mortgage loans, held-for-investment, and our allowance for loan losses of $1.9 billion on January 1, 2015. However, these additional charge-offs did not have a material impact on our comprehensive income for the first quarter of 2015, as we had already measured impairment for these loans based on collateral value in prior periods.
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 — 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. These shares are included since the warrant is unconditionally exercisable by the holder at a minimal cost.
	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 2014 Annual Report for further discussion of our significant accounting policies regarding our calculation of earnings per common share and “NOTE 11: STOCKHOLDERS’ EQUITY — Stock-Based Compensation” for additional information on our earnings-per-share calculation.
Recently Adopted or Issued Accounting Guidance	Recent Accounting Guidance
	The following table provides a brief description of recent accounting pronouncements that could affect our financial statements.
	Standard	Description	Date of Adoption	Effect on the financial statements
	Recently Adopted Accounting Guidance
	ASU 2014-04, Reclassification of Residential Real Estate Collateralized Consumer Mortgage Loans upon Foreclosure (Topic 310)	The 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.	1-Jan-15	The adoption of this amendment did not have a material impact on our consolidated financial statements.
	ASU 2014-11, Repurchase-to-Maturity Transactions, Repurchase Financings, and Disclosures (Topic 860)	The amendment requires repurchase-to-maturity transactions to be accounted for as secured borrowings and requires separate accounting for a transfer of a financial asset executed contemporaneously with a repurchase agreement with the same counterparty.	1-Jan-15	The adoption of this amendment did not have a material impact on our consolidated financial statements.
	ASU 2014-14, Classification of Certain Government-Guaranteed Mortgage Loans upon Foreclosure (Topic 310)	The amendment requires that a mortgage loan be de-recognized and a separate receivable be recognized upon foreclosure if certain conditions are met. If those conditions are met and such a receivable is recognized, the receivable should be measured based on the amount of principal and interest related to the loan expected to be recovered from the guarantor.	1-Jan-15	The adoption of this amendment did not have a material impact on our consolidated financial statements.
	Recently Issued Accounting Guidance, Not Yet Adopted Within our Consolidated Financial Statements
	ASU 2015-03, Simplifying the Presentation of Debt Issuance Costs (Subtopic 835-30)	The amendment requires that debt issuance costs related to a recognized debt liability be presented in the balance sheet as a direct deduction from the carrying amount of that debt liability, consistent with debt discounts.	1-Jan-16	We do not expect that the adoption of this amendment will have a material impact on our consolidated financial statements.
	ASU 2015-02, Amendments to the Consolidation Analysis (Topic 810)	The amendment affects reporting entities that are required to evaluate whether they should consolidate certain legal entities. Specifically, the amendment: (a) modifies the evaluation of whether limited partnerships and similar legal entities are VIEs or voting interest entities; (b) eliminates the presumption that a general partner should consolidate a limited partnership; (c) affects the consolidation analysis of reporting entities that are involved with VIEs, particularly those that have fee arrangements and related party relationships; and (d) provides a scope exception from consolidation guidance for reporting entities with interests in legal entities that are required to comply with or operate in accordance with requirements that are similar to those in Rule 2a-7 of the Investment Company Act of 1940 for registered money market funds.	1-Jan-16	We do not expect that the adoption of this amendment will have a material impact on our consolidated financial statements.

Variable_Interest_Entities_Tab

Variable Interest Entities (Tables)	3 Months Ended
	Mar. 31, 2015
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-15
		Mortgage-Related					Unsecuritized
		Security Trusts					Multifamily
		Freddie  Mac			Non-Freddie Mac		Loans (3)			Other(2)
		Securities(1)			Securities(2)
		(in millions)
	Assets and Liabilities Recorded on our Consolidated Balance Sheets
	Assets:
	Restricted cash and cash equivalents	$	—		$	—	$	—		$	3
	Investments in securities:
	Available-for-sale, at fair value	38,927			59,743		—			—
	Trading, at fair value	16,958			6,099		—			—
	Mortgage loans:
	Held-for-investment, unsecuritized	—			—		39,414			—
	Held-for-sale	—			—		16,587			—
	Accrued interest receivable	224			162		224			7
	Other assets	969			—		348			494
	Liabilities:
	Derivative liabilities, net	—			—		—			(29		)
	Other liabilities	(1,020		)	—		(11		)	(530		)
	Maximum Exposure to Loss	$	91,014		$	63,557	$	56,572		$	10,286
	Total Assets of Non-Consolidated VIEs(4)	$	107,381		$	361,327	$	100,664		$	22,742
		December 31, 2014
		Mortgage-Related					Unsecuritized
		Security Trusts					Multifamily
		Freddie Mac			Non-Freddie Mac		Loans(3)			Other(2)
		Securities(1)			Securities(2)
		(in millions)
	Assets and Liabilities Recorded on our Consolidated Balance Sheets
	Assets:
	Restricted cash and cash equivalents	$	—		$	—	$	—		$	3
	Investments in securities:
	Available-for-sale, at fair value	39,099			65,253		—			—
	Trading, at fair value	17,469			6,282		—			—
	Mortgage loans:
	Held-for-investment, unsecuritized	—			—		40,753			—
	Held-for-sale	—			—		12,368			—
	Accrued interest receivable	236			165		221			7
	Other assets	914			2		369			495
	Liabilities:
	Derivative liabilities, net	—			—		—			(30		)
	Other liabilities	(1,005		)	—		(10		)	(560		)
	Maximum Exposure to Loss	$	87,529		$	69,206	$	53,711		$	10,419
	Total Assets of Non-Consolidated VIEs(4)	$	103,253		$	390,515	$	95,874		$	22,855
	-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. 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	Our maximum exposure to loss for non-Freddie Mac security trusts and certain other VIEs 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 recorded on our consolidated balance sheets.
	-3	Our maximum exposure to loss includes accrued interest receivable associated with these loans.
	-4	Except for unsecuritized multifamily loans, this represents the 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.

Mortgage_Loans_and_Loan_Loss_R1

Mortgage Loans and Loan Loss Reserves (Tables)	3 Months Ended
	Mar. 31, 2015
Mortgage Loans on Real Estate [Abstract]
Table - Mortgage Loans	Table 4.1 — Mortgage Loans
		31-Mar-15									31-Dec-14
		Unsecuritized			Held By			Total			Unsecuritized			Held By			Total
					Consolidated									Consolidated
					Trusts									Trusts
		(in millions)
	Single-family:
	Fixed-rate
	Amortizing	$	104,940		$	1,438,977		$	1,543,917		$	105,560		$	1,431,872		$	1,537,432
	Interest-only	840			3,035			3,875			939			3,298			4,237
	Total fixed-rate	105,780			1,442,012			1,547,792			106,499			1,435,170			1,541,669
	Adjustable-rate
	Amortizing	1,286			68,661			69,947			1,353			68,632			69,985
	Interest-only	3,007			19,665			22,672			3,191			20,373			23,564
	Total adjustable-rate	4,293			88,326			92,619			4,544			89,005			93,549
	Other Guarantee Transactions	—			6,750			6,750			—			7,042			7,042
	FHA/VA and other governmental	464			3,041			3,505			473			3,139			3,612
	Total single-family	110,537			1,540,129			1,650,666			111,516			1,534,356			1,645,872
	Multifamily:
	Fixed-rate	45,124			514			45,638			43,632			524			44,156
	Adjustable-rate	10,481			—			10,481			9,321			—			9,321
	Other governmental	3			—			3			3			—			3
	Total multifamily	55,608			514			56,122			52,956			524			53,480
	Total UPB of mortgage loans	166,145			1,540,643			1,706,788			164,472			1,534,880			1,699,352
	Deferred fees, unamortized premiums, discounts and other cost basis adjustments	(5,102		)	26,989			21,887			(3,366		)	26,098			22,732
	Fair value adjustments on loans held-for sale	32			—			32			257			—			257
	Allowance for loan losses on mortgage loans held-for-investment	(16,094		)	(2,554		)	(18,648		)	(18,877		)	(2,884		)	(21,761		)
	Total mortgage loans, net	$	144,981		$	1,565,078		$	1,710,059		$	142,486		$	1,558,094		$	1,700,580
	Mortgage loans, net:
	Held-for-investment	$	126,118		$	1,565,078		$	1,691,196		$	130,118		$	1,558,094		$	1,688,212
	Held-for-sale	18,863			—			18,863			12,368			—			12,368
	Total mortgage loans, net	$	144,981		$	1,565,078		$	1,710,059		$	142,486		$	1,558,094		$	1,700,580
Table - Recorded Investment of Held-For-Invstment Mortgage Loans, by LTV Ratio and Credit Classification	Table 4.2 — Recorded Investment of Single-Family Mortgage Loans, by LTV Ratio
		As of March 31, 2015												As of December 31, 2014
		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)	$	936,711		$	249,746		$	73,723		$	1,260,180		$	911,071		$	258,126		$	85,398		$	1,254,595
	15-year amortizing fixed-rate(3)	265,668			13,543			2,781			281,992			265,098			14,101			3,338			282,537
	Adjustable-rate	61,258			6,103			519			67,880			60,463			6,701			709			67,873
	Alt-A, interest-only, and option ARM	29,269			17,094			13,426			59,789			28,935			18,232			16,448			63,615
	Total single-family loans	$	1,292,906		$	286,486		$	90,449		$	1,669,841		$	1,265,567		$	297,160		$	105,893		$	1,668,620
	-1	The current LTV ratios are management estimates, which are updated on a monthly basis. 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 geographic area since that time. 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.
	-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 8.22% and 9.01% as of March 31, 2015 and December 31, 2014, respectively.
	-3	The majority of our loan modifications result in new terms that include fixed interest rates after modification. As of March 31, 2015 and December 31, 2014, we have categorized UPB of approximately $41.5 billion and $42.3 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.
	Table 4.3 — Recorded Investment of Multifamily Mortgage Loans, by Credit Classification
			March 31, 2015			31-Dec-14
		(in millions)
	Credit risk profile by internally assigned grade:(1)
	Pass		$	37,215		$	38,518
	Special mention		1,967			1,805
	Substandard		821			1,030
	Doubtful		—			—
	Total		$	40,003		$	41,353
	-1	A loan categorized as: "Pass" is current and adequately protected by the current financial strength and debt service capacity of the borrower; "Special mention" has signs of potential financial weakness; "Substandard" has a well-defined financial weakness that jeopardizes the timely full repayment; and "Doubtful" has a weakness that makes collection or liquidation in full highly questionable and improbable based on existing conditions.
Table - Detail of Loan Loss Reserves	Table 4.4 — Detail of Loan Loss Reserves
		Three Months Ended March 31,
		2015												2014
		Allowance for Loan Losses						Reserve  for						Allowance for Loan Losses						Reserve  for
								Guarantee												Guarantee
		Unsecuritized			Held By			Losses			Total			Unsecuritized			Held By			Losses			Total
					Consolidated												Consolidated
					Trusts												Trusts
		(in millions)
	Single-family:
	Beginning balance	$	18,800		$	2,884		$	109		$	21,793		$	21,487		$	3,006		$	85		$	24,578
	Provision (benefit) for credit losses	(469		)	(25		)	(2		)	(496		)	(89		)	171			22			104
	Charge-offs	(2,781		)	(168		)	(2		)	(2,951		)	(1,300		)	(156		)	(1		)	(1,457		)
	Recoveries	169			5			—			174			337			230			—			567
	Transfers, net(1)	301			(142		)	—			159			672			(462		)	—			210
	Ending balance	$	16,020		$	2,554		$	105		$	18,679		$	21,107		$	2,789		$	106		$	24,002
	Multifamily:
	Beginning balance	$	77		$	—		$	17		$	94		$	125		$	—		$	26		$	151
	Provision (benefit) for credit losses	(3		)	—			—			(3		)	(12		)	—			(7		)	(19		)
	Charge-offs	—			—			—			—			—			—			—			—
	Recoveries	—			—			—			—			—			—			—			—
	Transfers, net(1)	—			—			—			—			—			—			—			—
	Ending balance	$	74		$	—		$	17		$	91		$	113		$	—		$	19		$	132
	Total:
	Beginning balance	$	18,877		$	2,884		$	126		$	21,887		$	21,612		$	3,006		$	111		$	24,729
	Provision (benefit) for credit losses	(472		)	(25		)	(2		)	(499		)	(101		)	171			15			85
	Charge-offs	(2,781		)	(168		)	(2		)	(2,951		)	(1,300		)	(156		)	(1		)	(1,457		)
	Recoveries	169			5			—			174			337			230			—			567
	Transfers, net(1)	301			(142		)	—			159			672			(462		)	—			210
	Ending balance	$	16,094		$	2,554		$	122		$	18,770		$	21,220		$	2,789		$	125		$	24,134
	Ratio of total loan loss reserves (excluding TDR concessions) to net charge-offs for single-family loans(2)(3)										0.7												2.5
	Ratio of total loan loss reserves to net charge-offs for single-family loans(2)										1.7												4.8
	-1	For the three months ended March 31, 2015 and the three months ended March 31, 2014, consists of: (a) approximately $0.1 billion and $0.5 billion, respectively, of reclassified single-family reserves related to our removal of loans previously held by consolidated trusts, net of reclassifications for single-family loans subsequently resecuritized after such removal; and (b) approximately $0.1 billion and $0.2 billion, respectively, attributable to capitalization of past due interest on modified mortgage loans.
	-2	Excludes amounts associated with loans acquired with deteriorated credit quality (at the time of our acquisition) and recoveries related to settlement agreements with certain sellers to release specified loans from certain repurchase obligations in exchange for one-time cash payments. Excludes certain recoveries, such as pool insurance and risk transfer transactions, which are included in other income on our consolidated statements of comprehensive income.
	-3	Includes charge-offs of $1.9 billion associated with our initial adoption of regulatory guidance on January 1, 2015. Excluding this amount, the ratio of total loan loss reserves (excluding reserves for TDR concessions) to net charge-offs for single-family loans for the three months ended March 31, 2015 was 2.2.
Table - Net Investment in Mortgage Loans	Table 4.5 — Net Investment in Mortgage Loans
		31-Mar-15									31-Dec-14
		Single-family			Multifamily			Total			Single-family			Multifamily			Total
		(in millions)
	Recorded investment:
	Collectively evaluated	$	1,572,275		$	39,193		$	1,611,468		$	1,568,237		$	40,451		$	1,608,688
	Individually evaluated	97,566			810			98,376			100,383			902			101,285
	Total recorded investment	1,669,841			40,003			1,709,844			1,668,620			41,353			1,709,973
	Ending balance of the allowance for loan losses:
	Collectively evaluated	(2,217		)	(25		)	(2,242		)	(3,847		)	(25		)	(3,872		)
	Individually evaluated	(16,357		)	(49		)	(16,406		)	(17,837		)	(52		)	(17,889		)
	Total ending balance of the allowance	(18,574		)	(74		)	(18,648		)	(21,684		)	(77		)	(21,761		)
	Net investment in mortgage loans	$	1,651,267		$	39,929		$	1,691,196		$	1,646,936		$	41,276		$	1,688,212
Table - Recourse and other forms of credit protection	Table 4.6 — Recourse and Other Forms of Credit Protection(1)
		UPB at						Maximum Coverage(2) at
		31-Mar-15			31-Dec-14			31-Mar-15			31-Dec-14
		(in millions)
	Single-family:
	Primary mortgage insurance	$	230,489		$	227,495		$	58,764		$	57,938
	Other credit protection:
	Credit risk transfer transactions(3)	172,095			144,272			8,993			6,657
	Lender recourse and indemnifications	6,280			6,527			5,884			6,092
	Pool insurance(4)	2,149			2,284			898			947
	HFA indemnification	3,272			3,357			3,272			3,324
	Subordination(5)	2,317			2,377			325			339
	Other credit enhancements	20			20			17			18
	Total	$	416,622		$	386,332		$	78,153		$	75,315
	Multifamily:
	K Certificates	$	79,199		$	75,541		$	14,279		$	13,576
	Subordination(5)	4,706			4,724			790			796
	HFA indemnification	753			772			699			699
	Other credit enhancements	5,896			5,706			1,721			1,685
	Total	$	90,554		$	86,743		$	17,489		$	16,756
	-1	Except for the majority of our credit risk transfer transactions, our credit enhancements generally provide protection for the first, or initial credit losses associated with the related loans. Excludes: (a) FHA/VA and other governmental loans; (b) purchased credit protection associated with $9.4 billion and $9.8 billion in UPB of single-family loans underlying Other Guarantee Transactions as of March 31, 2015 and December 31, 2014, respectively; and (c) 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 provide protection by absorbing first losses.
	-3	Excludes $55.6 billion and $48.3 billion in UPB at March 31, 2015 and December 31, 2014, respectively, where the related loans are also covered by primary mortgage insurance. Maximum coverage amounts presented represent the outstanding balance of STACR debt securities held by third parties as well as the remaining aggregate limit of insurance purchased from third parties in ACIS transactions.
	-4	Excludes approximately $0.9 billion in UPB at both March 31, 2015 and December 31, 2014 where the related loans are also covered by primary mortgage insurance.
	-5	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.

Impaired_Loans_Tables

Impaired Loans (Tables)	3 Months Ended
	Mar. 31, 2015
Loan and Lease Receivables, Impaired [Abstract]
Table - Individually Impaired Loans	Table 5.1 — Individually Impaired Loans
			Balance at March 31, 2015															For the Three Months Ended March 31, 2015
			UPB				Recorded				Associated				Net			Average			Interest		Interest Income
							Investment				Allowance				Investment			Recorded			Income		Recognized
																		Investment			Recognized		On Cash Basis(1)
			(in millions)
	Single-family —
	With no specific allowance recorded:(2)
	20 and 30-year or more, amortizing fixed-rate		$	4,215			$	2,960			N/A				$	2,960		$	3,012		$	88	$	2
	15-year amortizing fixed-rate		53				43				N/A				43			44			2		—
	Adjustable-rate		36				32				N/A				32			33			1		—
	Alt-A, interest-only, and option ARM		995				672				N/A				672			683			18		—
	Total with no specific allowance recorded		5,299				3,707				N/A				3,707			3,772			109		2
	With specific allowance recorded:(3)
	20 and 30-year or more, amortizing fixed-rate		78,134				75,918				$	(12,967	)		62,951			76,264			632		81
	15-year amortizing fixed-rate		1,161				1,159				(36		)		1,123			1,147			13		3
	Adjustable-rate		799				784				(47		)		737			788			4		1
	Alt-A, interest-only, and option ARM		16,838				15,998				(3,307		)		12,691			16,128			101		13
	Total with specific allowance recorded		96,932				93,859				(16,357		)		77,502			94,327			750		98
	Combined single-family:
	20 and 30-year or more, amortizing fixed-rate		82,349				78,878				(12,967		)		65,911			79,276			720		83
	15-year amortizing fixed-rate		1,214				1,202				(36		)		1,166			1,191			15		3
	Adjustable-rate		835				816				(47		)		769			821			5		1
	Alt-A, interest-only, and option ARM		17,833				16,670				(3,307		)		13,363			16,811			119		13
	Total single-family		$	102,231			$	97,566			$	(16,357	)		$	81,209		$	98,099		$	859	$	100
	Multifamily —
	With no specific allowance recorded(4)		$	472			$	458			N/A				$	458		$	518		$	6	$	2
	With specific allowance recorded		354				352				$	(49	)		303			374			4		2
	Total multifamily		$	826			$	810			$	(49	)		$	761		$	892		$	10	$	4
	Total single-family and multifamily		$	103,057			$	98,376			$	(16,406	)		$	81,970		$	98,991		$	869	$	104
			Balance at December 31, 2014															For the Three Months Ended March 31, 2014
			UPB				Recorded Investment				Associated				Net			Average			Interest		Interest Income
											Allowance				Investment			Recorded			Income		Recognized
																		Investment			Recognized		On Cash Basis(1)
		(in millions)
	Single-family —
	With no specific allowance recorded:(2)
	20 and 30-year or more, amortizing fixed-rate		$	6,041			$	4,007			N/A				$	4,007		$	3,460		$	90	$	7
	15-year amortizing fixed-rate		63				44				N/A				44			35			2		—
	Adjustable rate		27				22				N/A				22			12			—		—
	Alt-A, interest-only, and option ARM		1,717				1,168				N/A				1,168			1,084			19		1
	Total with no specific allowance recorded		7,848				5,241				N/A				5,241			4,591			111		8
	With specific allowance recorded:(3)
	20 and 30-year or more, amortizing fixed-rate		77,798				76,708				$	(14,051	)		62,657			74,926			587		68
	15-year amortizing fixed-rate		1,226				1,233				(40		)		1,193			1,273			14		2
	Adjustable rate		868				866				(65		)		801			918			6		1
	Alt-A, interest-only, and option ARM		16,734				16,335				(3,681		)		12,654			16,669			96		14
	Total with specific allowance recorded		96,626				95,142				(17,837		)		77,305			93,786			703		85
	Combined single-family:
	20 and 30-year or more, amortizing fixed-rate		83,839				80,715				(14,051		)		66,664			78,386			677		75
	15-year amortizing fixed-rate		1,289				1,277				(40		)		1,237			1,308			16		2
	Adjustable rate		895				888				(65		)		823			930			6		1
	Alt-A, interest-only, and option ARM		18,451				17,503				(3,681		)		13,822			17,753			115		15
	Total single-family		$	104,474			$	100,383			$	(17,837	)		$	82,546		$	98,377		$	814	$	93
	Multifamily —
	With no specific allowance recorded(4)		$	440			$	431			N/A				$	431		$	623		$	8	$	2
	With specific allowance recorded		480				471				$	(52	)		419			556			7		5
	Total multifamily		$	920			$	902			$	(52	)		$	850		$	1,179		$	15	$	7
	Total single-family and multifamily		$	105,394			$	101,285			$	(17,889	)		$	83,396		$	99,556		$	829	$	100
	-1	Consists of income recognized during the period related to loans on non-accrual status.
	-2	Individually impaired single-family loans with no specific 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	Consists primarily of mortgage loans classified as TDRs.
	-4	Individually impaired multifamily loans with no specific 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
		31-Mar-15
		Current				One				Two				Three Months or			Total			Non-accrual
						Month				Months				More Past Due,
						Past Due				Past Due				or in Foreclosure(1)
		(in millions)
	Single-family:
	20 and 30-year or more, amortizing fixed-rate	$	1,221,944			$	14,936			$	4,904			$	18,396		$	1,260,180		$	18,393
	15-year amortizing fixed-rate	280,424				853				179				536			281,992			536
	Adjustable-rate	66,991				356				99				434			67,880			434
	Alt-A, interest-only, and option ARM	51,737				2,101				816				5,135			59,789			5,133
	Total single-family	1,621,096				18,246				5,998				24,501			1,669,841			24,496
	Total multifamily	39,985				7				—				11			40,003			354
	Total single-family and multifamily	$	1,661,081			$	18,253			$	5,998			$	24,512		$	1,709,844		$	24,850
		December 31, 2014
		Current				One				Two				Three Months or			Total			Non-accrual
						Month				Months				More Past Due,
						Past Due				Past Due				or in Foreclosure(1)
		(in millions)
	Single-family:
	20 and 30-year or more, amortizing fixed-rate	$	1,207,826			$	17,516			$	5,817			$	23,436		$	1,254,595		$	23,433
	15-year amortizing fixed-rate	280,629				1,010				216				682			282,537			682
	Adjustable-rate	66,737				406				118				612			67,873			612
	Alt-A, interest-only, and option ARM	53,251				2,368				948				7,048			63,615			7,045
	Total single-family	1,608,443				21,300				7,099				31,778			1,668,620			31,772
	Total multifamily	41,335				7				11				—			41,353			385
	Total single-family and multifamily	$	1,649,778			$	21,307			$	7,110			$	31,778		$	1,709,973		$	32,157
	-1	Includes $12.8 billion and $17.9 billion of loans that were in the process of foreclosure as of March 31, 2015 and December 31, 2014, respectively.
Table - Delinquency Rates	Table 5.3 — Delinquency Rates
		31-Mar-15				31-Dec-14
	Single-family:(1)
	Non-credit-enhanced portfolio
	Serious delinquency rate	1.62		%		1.74		%
	Total number of seriously delinquent loans	137,794				150,300
	Credit-enhanced portfolio:(2)
	Primary mortgage insurance:
	Serious delinquency rate	2.79		%		3.1		%
	Total number of seriously delinquent loans	35,025				38,595
	Other credit protection:(3)
	Serious delinquency rate	0.96		%		1.21		%
	Total number of seriously delinquent loans	11,228				12,175
	Total single-family:
	Serious delinquency rate	1.73		%		1.88		%
	Total number of seriously delinquent loans	183,099				200,069
	Multifamily:(4)
	Non-credit-enhanced portfolio:
	Delinquency rate	0.02		%		0.02		%
	UPB of delinquent loans (in millions)	$	11			$	11
	Credit-enhanced portfolio:
	Delinquency rate	0.04		%		0.05		%
	UPB of delinquent loans (in millions)	$	34			$	44
	Total Multifamily:
	Delinquency rate	0.03		%		0.04		%
	UPB of delinquent loans (in millions)	$	45			$	55
	-1	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	The credit enhanced categories are not mutually exclusive as a single loan may be covered by both primary mortgage insurance and other credit protection.
	-3	Consists of single-family mortgage loans covered by financial arrangements (other than primary mortgage insurance) that are designed to reduce our credit risk exposure. See "Table 4.6 — Recourse and Other Forms of Credit Protection" for more information.
	-4	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).
Table - TDR Activity, by Segment	Table 5.4 — TDR Activity, by Segment
		Three Months Ended March 31,
		2015							2014
		Number of Loans			Post-TDR				Number of Loans			Post-TDR
					Recorded							Recorded
					Investment							Investment
		(dollars in millions)
	Single-family:(1)
	20 and 30-year or more, amortizing fixed-rate	13,293			$	1,919			17,738			$	2,727
	15-year amortizing fixed-rate	1,652			123				1,510			118
	Adjustable-rate	405			57				497			80
	Alt-A, interest-only, and option ARM	1,388			269				2,706			573
	Total Single-family	16,738			2,368				22,451			3,498
	Multifamily	—			—				—			—
	Total	16,738			$	2,368			22,451			$	3,498
	-1	The pre-TDR recorded investment for single-family loans initially classified as TDR during the three months ended March 31, 2015 and the three months ended March 31, 2014 was $2.4 billion and $3.5 billion, respectively.
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,
		2015							2014
		Number of Loans			Post-TDR				Number of Loans			Post-TDR
					Recorded							Recorded
					Investment(2)							Investment(2)
		(dollars in millions)
	Single-family:
	20 and 30-year or more, amortizing fixed-rate	4,307			$	754			4,232			$	781
	15-year amortizing fixed-rate	206			18				153			16
	Adjustable-rate	68			12				74			14
	Alt-A, interest-only, and option ARM	514			122				612			153
	Total single-family	5,095			$	906			5,071			$	964
	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.
	-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.

Real_Estate_Owned_Tables

Real Estate Owned (Tables)	3 Months Ended
	Mar. 31, 2015
Repossessed Assets [Abstract]
Table - REO	Table 6.1 — REO
		Three Months Ended March 31,
		2015			2014
		(in millions)
	Beginning balance — REO	$	2,684		$	4,602
	Additions	683			1,452
	Dispositions	(983		)	(1,657		)
	Ending balance — REO	2,384			4,397
	Beginning balance, valuation allowance	(126		)	(51		)
	Change in valuation allowance	36			(7		)
	Ending balance, valuation allowance	(90		)	(58		)
	Ending balance — REO, net	$	2,294		$	4,339

Investments_in_Securities_Tabl

Investments in Securities (Tables)	3 Months Ended
	Mar. 31, 2015
Investments, Debt and Equity Securities [Abstract]
Table - Available-For-Sale Securities	Table 7.1 — Available-For-Sale Securities
								Gross Unrealized Losses
	31-Mar-15	Amortized			Gross			Other-Than-Temporary Impairment(1)			Temporary Impairment(2)			Fair
		Cost			Unrealized									Value
					Gains
		(in millions)
	Available-for-sale securities:
	Freddie Mac	$	37,246		$	1,711		$	—		$	(30	)	$	38,927
	Fannie Mae	10,613			472			—			(11		)	11,074
	Ginnie Mae	175			16			—			—			191
	CMBS	19,187			810			(1		)	—			19,996
	Subprime	17,407			889			(411		)	(86		)	17,799
	Option ARM	5,117			323			(160		)	(4		)	5,276
	Alt-A and other	4,257			564			(27		)	(6		)	4,788
	Obligations of states and political subdivisions	1,799			30			—			(2		)	1,827
	Manufactured housing	538			83			(2		)	—			619
	Total available-for-sale securities	$	96,339		$	4,898		$	(601	)	$	(139	)	$	100,497
	31-Dec-14
	Available-for-sale securities:
	Freddie Mac	$	37,710		$	1,435		$	—		$	(46	)	$	39,099
	Fannie Mae	10,860			463			—			(10		)	11,313
	Ginnie Mae	183			16			—			—			199
	CMBS	20,988			890			(2		)	(54		)	21,822
	Subprime	20,210			989			(518		)	(92		)	20,589
	Option ARM	5,460			372			(179		)	(4		)	5,649
	Alt-A and other	4,500			578			(29		)	(6		)	5,043
	Obligations of states and political subdivisions	2,166			34			—			(2		)	2,198
	Manufactured housing	556			84			(2		)	—			638
	Total available-for-sale securities	$	102,633		$	4,861		$	(730	)	$	(214	)	$	106,550
	-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 - 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
	31-Mar-15	Fair			Gross Unrealized Losses			Fair			Gross Unrealized Losses
		Value						Value
		(in millions)
	Available-for-sale securities:
	Freddie Mac	$	1,813		$	(7	)	$	921		$	(23	)
	Fannie Mae	1,612			(11		)	5			—
	Ginnie Mae	63			—			—			—
	CMBS	100			—			153			(1		)
	Subprime	709			(17		)	5,772			(480		)
	Option ARM	51			(1		)	1,228			(163		)
	Alt-A and other	141			(2		)	516			(31		)
	Obligations of states and political subdivisions	27			—			12			(2		)
	Manufactured housing	—			—			15			(2		)
	Total available-for-sale securities in a gross unrealized loss position	$	4,516		$	(38	)	$	8,622		$	(702	)
	31-Dec-14
	Available-for-sale securities:
	Freddie Mac	$	2,531		$	(14	)	$	936		$	(32	)
	Fannie Mae	2,693			(9		)	5			(1		)
	Ginnie Mae	66			—			—			—
	CMBS	184			(5		)	1,149			(51		)
	Subprime	286			(3		)	6,533			(607		)
	Option ARM	77			—			1,490			(183		)
	Alt-A and other	185			(5		)	499			(30		)
	Obligations of states and political subdivisions	48			—			28			(2		)
	Manufactured housing	42			—			15			(2		)
	Total available-for-sale securities in a gross unrealized loss position	$	6,112		$	(36	)	$	10,655		$	(908	)
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-15
		Subprime			Option ARM			Alt-A
		(dollars in millions)
	UPB	$	23,790		$	7,704		$	4,318
	Weighted average collateral defaults(1)	47		%	31		%	26		%
	Weighted average collateral severities(2)	59		%	44		%	43		%
	Weighted average voluntary prepayment rates(3)	3		%	9		%	10		%
	Average credit enhancements(4)	9		%	—		%	2		%
	-1	The expected cumulative default rate is expressed as a percentage of the current collateral UPB.
	-2	The expected average loss given default is calculated as the ratio of cumulative loss over cumulative default for each security.
	-3	The security’s voluntary prepayment rate represents the average of the monthly voluntary prepayment rate weighted by the security’s outstanding UPB.
	-4	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).
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,
		2015			2014
		(in millions)
	Available-for-sale securities:(1)
	CMBS	$	(17	)	$	—
	Subprime	(64		)	(322		)
	Option ARM	(11		)	(16		)
	Alt-A and other	(1		)	(26		)
	Total net impairment of available-for-sale securities recognized in earnings	$	(93	)	$	(364	)
	-1	Includes $89 million and $328 million of other-than-temporary impairments recognized in earnings for the three months ended March 31, 2015 and the three months ended March 31, 2014, 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,
		2015			2014
		(in millions)
	Beginning balance — remaining credit losses on available-for-sale securities where other-than-temporary impairments were recognized in earnings	$	6,798		$	14,463
	Additions:
	Amounts related to credit losses for which an other-than-temporary impairment was previously recognized	4			36
	Reductions:
	Amounts related to securities which were sold, written off, or matured	(52		)	(101		)
	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	(380		)	(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	(89		)	(132		)
	Ending balance — remaining credit losses on available-for-sale securities where other-than-temporary impairments were recognized in earnings(1)	$	6,281		$	12,750
	-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,
		2015			2014
		(in millions)
	Gross realized gains	$	367		$	775
	Gross realized losses	(5		)	(2		)
	Net realized gains (losses)	$	362		$	773
Table - Maturities of Available-For-Sale Securities	Table 7.7 — Contractual Maturities of Available-For-Sale Securities
		As of March 31, 2015
														After One Year Through Five Years				After Five Years Through Ten Years
		Total Amortized Cost			Total Fair Value			One Year or Less														After Ten Years
								Amortized Cost			Fair Value			Amortized Cost		Fair Value		Amortized Cost		Fair Value		Amortized Cost		Fair Value
		(in millions)
	Available-for-sale securities:
	Freddie Mac	$	37,246		$	38,927		$	—		$	—		$	270	$	277	$	574	$	614	$	36,402	$	38,036
	Fannie Mae	10,613			11,074			—			—			57		60		93		105		10,463		10,909
	Ginnie Mae	175			191			—			—			3		4		21		25		151		162
	CMBS	19,187			19,996			—			—			315		328		8		8		18,864		19,660
	Subprime	17,407			17,799			—			—			—		—		—		—		17,407		17,799
	Option ARM	5,117			5,276			—			—			—		—		—		—		5,117		5,276
	Alt-A and other	4,257			4,788			1			1			28		28		8		9		4,220		4,750
	Obligations of states and political subdivisions	1,799			1,827			—			—			38		40		44		44		1,717		1,743
	Manufactured housing	538			619			—			—			—		—		8		11		530		608
	Total available-for-sale securities	$	96,339		$	100,497		$	1		$	1		$	711	$	737	$	756	$	816	$	94,871	$	98,943
Table - Trading Securities	Table 7.8 — Trading Securities
		31-Mar-15			31-Dec-14
		(in millions)
	Mortgage-related securities:
	Freddie Mac	$	16,958		$	17,469
	Fannie Mae	5,933			6,099
	Ginnie Mae	14			16
	Other	155			171
	Total mortgage-related securities	23,060			23,755
	U.S. Treasury securities	14,600			6,682
	Total fair value of trading securities	$	37,660		$	30,437

Debt_Securities_and_Subordinat1

Debt Securities and Subordinated Borrowings (Tables)	3 Months Ended
	Mar. 31, 2015
Debt Disclosure [Abstract]
Table - Other Debt	Table 8.1 — Other Debt
		31-Mar-15											31-Dec-14
		Par Value				Carrying Amount(1)				Weighted			Par Value			Carrying Amount(1)		Weighted
										Average								Average
										Effective Rate(2)								Effective Rate(2)
		(dollars in millions)
	Other short-term debt:
	Reference Bills® securities and discount notes	$	116,389			$	116,347			0.13	%		$	134,670		$	134,619	0.12	%
	Total other short-term debt	$	116,389			$	116,347			0.13			$	134,670		$	134,619	0.12
	Other long-term debt:
	Original maturities on or before December 31,
	2015	$	43,677			$	43,670			1.35	%		$	58,841		$	58,830	1.62	%
	2016	76,222				76,389				1.79			72,504			72,696		1.88
	2017	90,970				90,994				1.59			77,482			77,489		1.78
	2018	39,458				39,452				1.61			30,850			30,823		1.67
	2019	29,006				28,909				1.96			30,671			30,570		1.97
	Thereafter	55,015				51,273				3.32			49,011			45,042		3.42
	Total other long-term debt(3)	334,348				330,687				1.91			319,359			315,450		2.02
	Total other debt	$	450,737			$	447,034						$	454,029		$	450,069
	-1	Represents par value, net of associated discounts or premiums, and hedge-related basis adjustments. Includes $7.7 billion and $5.8 billion at March 31, 2015 and December 31, 2014, respectively, of other long-term debt that represents the fair value of debt securities with the fair value option elected.
	-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 $119.0 billion and $106.3 billion at March 31, 2015 and December 31, 2014, respectively, which gives us the option to call or not call debt for a variety of reasons that include managing the composition of liabilities or economic reasons.
Table - Debt Securities of Consolidated Trusts Held by Third Parties	Table 8.2 — Debt Securities of Consolidated Trusts Held by Third Parties
		31-Mar-15													31-Dec-14
		Contractual		UPB				Carrying Amount				Weighted			Contractual	UPB		Carrying Amount		Weighted
		Maturity										Average			Maturity					Average
												Coupon(1)								Coupon(1)
		(dollars in millions)													(dollars in millions)
	Single-family:
	30-year or more, fixed-rate	2015 - 2053		$	1,026,868			$	1,056,858			4	%		2015 - 2053	$	1,018,357	$	1,047,302	4.04	%
	20-year fixed-rate	2015 - 2035		71,671				73,905				3.71			2015 - 2035	71,545		73,764		3.74
	15-year fixed-rate	2015 - 2030		265,945				272,395				3.09			2015 - 2030	266,117		272,538		3.13
	Adjustable-rate	2015 - 2047		65,278				66,755				2.61			2015 - 2047	65,082		66,518		2.62
	Interest-only	2026 - 2041		16,862				16,924				3.22			2026 - 2041	17,474		17,524		3.29
	FHA/VA	2015 - 2044		1,172				1,195				5.4			2015 - 2044	1,226		1,250		5.42
	Total single-family			1,447,796				1,488,032								1,439,801		1,478,896
	Multifamily(2)	2017 - 2023		515				563				4.86			2017 - 2019	524		577		4.93
	Total debt securities of consolidated trusts held by third parties			$	1,448,311			$	1,488,595							$	1,440,325	$	1,479,473
	-1	The effective rate for debt securities of consolidated trusts held by third parties was 3.02% and 3.19% as of March 31, 2015 and December 31, 2014, respectively.
	-2	Carrying amount includes interest-only securities recorded at fair value.

Derivatives_Tables

Derivatives (Tables)	3 Months Ended
	Mar. 31, 2015
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-15									31-Dec-14
		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	$	200,905		$	5,698		$	(133	)	$	205,219	$	5,243		$	(487	)
	Pay-fixed	200,496			89			(14,808		)	213,325		408			(12,829		)
	Basis (floating to floating)	300			2			—			300		2			—
	Total interest-rate swaps	401,701			5,789			(14,941		)	418,844		5,653			(13,316		)
	Option-based:
	Call swaptions
	Purchased	53,600			4,040			—			56,390		3,315			—
	Written	8,010			—			(105		)	10,660		—			(90		)
	Put Swaptions
	Purchased	17,350			147			—			22,125		179			—
	Written	6,310			—			(16		)	3,560		—			(9		)
	Other option-based derivatives(1)	13,296			806			(1		)	19,733		730			(28		)
	Total option-based	98,566			4,993			(122		)	112,468		4,224			(127		)
	Futures	21,948			—			—			40,263		—			—
	Commitments	58,050			117			(191		)	27,054		40			(79		)
	Credit derivatives	5,260			8			(12		)	5,207		27			(11		)
	Swap guarantee derivatives	3,159			—			(26		)	3,204		—			(27		)
	Total derivatives not designated as hedging instruments	588,684			10,907			(15,292		)	607,040		9,944			(13,560		)
	Derivative interest receivable (payable)				747			(1,324		)			817			(1,500		)
	Netting adjustments(2)				(10,959		)	14,609					(9,939		)	13,097
	Total derivative portfolio, net	$	588,684		$	695		$	(2,007	)	$	607,040	$	822		$	(1,963	)
	-1	Primarily includes purchased interest-rate caps and floors and options on Treasury futures.
	-2	Represents counterparty netting and cash collateral netting. Net cash collateral posted was $3.7 billion and $3.2 billion at March 31, 2015 and December 31, 2014, respectively.
Table - Gains and Losses on Derivatives	Table 9.2 — Gains and Losses on Derivatives
	Derivatives not designated as hedging	Derivative Gains (Losses)
	instruments under the accounting	Three Months Ended March 31,
	guidance for derivatives and hedging	2015			2014
		(in millions)
	Interest-rate swaps:
	Receive-fixed	$	1,317		$	1,394
	Pay-fixed	(3,978		)	(3,164		)
	Total interest-rate swaps	(2,661		)	(1,770		)
	Option based:
	Call swaptions
	Purchased	1,015			528
	Written	(29		)	(100		)
	Put swaptions
	Purchased	(66		)	(419		)
	Written	15			—
	Other option-based derivatives(1)	81			60
	Total option-based	1,016			69
	Futures	(40		)	(30		)
	Commitments	(111		)	66
	Credit derivatives	(37		)	(3		)
	Swap guarantee derivatives	2			3
	Other	(1		)	(8		)
	Subtotal	(1,832		)	(1,673		)
	Accrual of periodic settlements:
	Receive-fixed interest-rate swaps	680			834
	Pay-fixed interest-rate swaps	(1,251		)	(1,512		)
	Total accrual of periodic settlements	(571		)	(678		)
	Total	$	(2,403	)	$	(2,351	)
	-1	Primarily includes purchased interest-rate caps and floors and options on Treasury futures.

Collateral_and_Offsetting_of_A1

Collateral and Offsetting of Assets and Liabilities (Tables)	3 Months Ended
	Mar. 31, 2015
Offsetting [Abstract]
Table - Offsetting of Financial Assets and Liabilities	Table 10.1 — Offsetting of Financial Assets and Liabilities
		31-Mar-15
		Gross			Amount Offset			Net Amount			Gross Amount			Net
		Amount			in the Consolidated			Presented in			Not Offset in			Amount
		Recognized			Balance Sheets			the Consolidated			the Consolidated
								Balance Sheets(1)			Balance Sheets(2)
		(in millions)
	Assets:
	Derivatives:
	Over-the-counter interest-rate swaps and option-based derivatives	$	11,346		$	(10,928	)	$	418		$	(379	)	$	39
	Cleared and exchange-traded derivatives	183			(31		)	152			—			152
	Other	125			—			125			—			125
	Total derivatives	11,654			(10,959		)	695			(379		)	316
	Securities purchased under agreements to resell	47,166			—			47,166			(47,166		)	—
	Total	$	58,820		$	(10,959	)	$	47,861		$	(47,545	)	$	316
	Liabilities:
	Derivatives:
	Over-the-counter interest-rate swaps and option-based derivatives	$	(10,765	)	$	9,042		$	(1,723	)	$	1,652		$	(71	)
	Cleared and exchange-traded derivatives	(5,622		)	5,567			(55		)	—			(55		)
	Other	(229		)	—			(229		)	—			(229		)
	Total	$	(16,616	)	$	14,609		$	(2,007	)	$	1,652		$	(355	)
		December 31, 2014
		Gross			Amount Offset in			Net Amount			Gross Amount			Net
		Amount			the Consolidated			Presented in the			Not Offset in the			Amount
		Recognized			Balance Sheets			Consolidated			Consolidated
								Balance Sheets(1)			Balance Sheets(2)
		(in millions)
	Assets:
	Derivatives:
	Over-the-counter interest-rate and option-based derivatives	$	10,315		$	(9,688	)	$	627		$	(453	)	$	174
	Cleared and exchange-traded derivatives	379			(251		)	128			—			128
	Other	67			—			67			—			67
	Total derivatives	10,761			(9,939		)	822			(453		)	369
	Securities purchased under agreements to resell	51,903			—			51,903			(51,903		)	—
	Total	$	62,664		$	(9,939	)	$	52,725		$	(52,356	)	$	369
	Liabilities:
	Derivatives:
	Over-the-counter interest-rate and option-based derivatives	$	(10,666	)	$	8,845		$	(1,821	)	$	1,743		$	(78	)
	Cleared and exchange-traded derivatives	(4,277		)	4,252			(25		)	—			(25		)
	Other	(117		)	—			(117		)	—			(117		)
	Total	$	(15,060	)	$	13,097		$	(1,963	)	$	1,743		$	(220	)
	-1	For derivatives, includes cash collateral posted or held in excess of exposure.
	-2	Does not include the fair value amount of non-cash collateral posted or held that exceeds the associated net asset or liability presented on the consolidated balance sheets. For cleared and exchange-traded derivatives, does not include non-cash collateral posted by us with an aggregate fair value of $3.1 billion and $2.3 billion as of March 31, 2015 and December 31, 2014, respectively.
Table - Collateral in the Form of Securities Pledged	Table 10.2 — Collateral in the Form of Securities Pledged
		31-Mar-15			31-Dec-14
		(in millions)
	Securities pledged with the ability for the secured party to repledge:
	Debt securities of consolidated trusts held by third parties(1)	$	2,246		$	2,539
	Available-for-sale securities	29			9
	Trading securities	2,546			1,884
	Total securities pledged	$	4,821		$	4,432
	-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, 2015
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, 2015
		AOCI Related				AOCI Related				AOCI Related			Total
		to Available-				to Cash Flow				to Defined
		For-Sale				Hedge				Benefit Plans
		Securities				Relationships
		(in millions)
	Beginning balance	$	2,546			$	(803	)		$	(13	)	$	1,730
	Other comprehensive income before reclassifications(1)	331				—				6			337
	Amounts reclassified from accumulated other comprehensive income	(174		)		59				—			(115		)
	Changes in AOCI by component	157				59				6			222
	Ending balance	$	2,703			$	(744	)		$	(7	)	$	1,952
		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				Relationships
		(in millions)
	Beginning balance	$	962			$	(1,000	)		$	32		$	(6	)
	Other comprehensive income before reclassifications(1)	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
	-1	For the three months ended March 31, 2015 and the three months ended March 31, 2014, net of tax expense of $0.2 billion and $0.4 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,								Affected Line Item in the Consolidated
	Comprehensive Income Components										Statements of Comprehensive Income
			2015				2014
			(in millions)
	AOCI related to available-for-sale  securities
			$	362			$	773			Other gains (losses) on investment securities recognized in earnings
			(93		)		(364		)		Net impairment of available-for-sale securities recognized in earnings
			269				409				Total before tax
			(95		)		(144		)		Tax (expense) or benefit
			174				265				Net of tax
	AOCI related to cash flow hedge relationships
			—				(1		)		Interest expense — Other debt
			(65		)		(79		)		Expense related to derivatives
			(65		)		(80		)		Total before tax
			6				28				Tax (expense) or benefit
			(59		)		(52		)		Net of tax
	AOCI related to defined benefit plans
			—				1				Salaries and employee benefits
			—				—				Tax (expense) or benefit
			—				1				Net of tax
	Total reclassifications in the period		$	115			$	214			Net of tax

Segment_Reporting_Tables

Segment Reporting (Tables)	3 Months Ended
	Mar. 31, 2015
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,
		2015			2014
		(in millions)
	Segment Earnings (loss), net of taxes:
	Single-family Guarantee	$	60		$	313
	Investments	180			3,302
	Multifamily	284			418
	All Other	—			(13		)
	Total Segment Earnings, net of taxes	524			4,020
	Net income	$	524		$	4,020
	Comprehensive income (loss) of segments:
	Single-family Guarantee	$	59		$	313
	Investments	416			3,781
	Multifamily	264			418
	All Other	7			(13		)
	Comprehensive income of segments	746			4,499
	Comprehensive income	$	746		$	4,499
Table - Segment Earnings and Reconciliation to GAAP Results	Table 13.2 — Segment Earnings and Reconciliation to GAAP Results
		Three Months Ended March 31, 2015
														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			Segment			Total			Income
		Guarantee									Other									Adjustments			Reconciling
																							Items
		(in millions)
	Net interest income	$	(137	)	$	626		$	242		$	—		$	731		$	2,735		$	181		$	2,916		$	3,647
	(Provision) benefit for credit losses	312			—			3			—			315			184			—			184			499
	Non-interest income (loss):
	Management and guarantee income(1)	1,545			—			73			—			1,618			(1,464		)	(66		)	(1,530		)	88
	Net impairment of available-for-sale securities recognized in earnings	—			118			(17		)	—			101			(194		)	—			(194		)	(93		)
	Derivative gains (losses)	(37		)	(1,428		)	(199		)	—			(1,664		)	(739		)	—			(739		)	(2,403		)
	Gains (losses) on trading securities	—			45			10			—			55			—			—			—			55
	Gains (losses) on mortgage loans	(553		)	—			353			—			(200		)	—			—			—			(200		)
	Other non-interest income (loss)	75			809			44			—			928			(522		)	—			(522		)	406
	Non-interest expense:
	Administrative expenses	(300		)	(81		)	(70		)	—			(451		)	—			—			—			(451		)
	REO operations expense	(75		)	—			—			—			(75		)	—			—			—			(75		)
	Temporary Payroll Tax Cut Continuation Act of 2011 expense	(222		)	—			—			—			(222		)	—			—			—			(222		)
	Other non-interest expense	(452		)	—			(11		)	—			(463		)	—			—			—			(463		)
	Segment adjustments	(66		)	181			—			—			115			—			(115		)	(115		)	—
	Income tax expense	(30		)	(90		)	(144		)	—			(264		)	—			—			—			(264		)
	Net income	60			180			284			—			524			—			—			—			524
	Changes in unrealized gains (losses) related to available-for-sale securities	—			177			(20		)	—			157			—			—			—			157
	Changes in unrealized gains (losses) related to cash flow hedge relationships	—			59			—			—			59			—			—			—			59
	Changes in defined benefit plans	(1		)	—			—			7			6			—			—			—			6
	Total other comprehensive income (loss), net of taxes	(1		)	236			(20		)	7			222			—			—			—			222
	Comprehensive income	$	59		$	416		$	264		$	7		$	746		$	—		$	—		$	—		$	746
		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			Segment			Total			Income
		Guarantee									Other									Adjustments			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(1)	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	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	(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
	Changes in unrealized gains (losses) related to available-for-sale securities	—			427			—			—			427			—			—			—			427
	Changes in unrealized gains (losses) related to cash flow hedge relationships	—			52			—			—			52			—			—			—			52
	Changes in defined benefit plans	—			—			—			—			—			—			—			—			—
	Total other comprehensive income (loss), net of taxes	—			479			—			—			479			—			—			—			479
	Comprehensive income (loss)	$	313		$	3,781		$	418		$	(13	)	$	4,499		$	—		$	—		$	—		$	4,499
	-1	Management and guarantee income is included in other income on our GAAP consolidated statements of comprehensive income.

Financial_Guarantees_Tables

Financial Guarantees (Tables)	3 Months Ended
	Mar. 31, 2015
Guarantees [Abstract]
Table - Financial Guarantees	Table 14.1 — Financial Guarantees
		March 31, 2015					31-Dec-14
		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	$	91,014	$	890	38	$	87,529	$	861	39
	Other guarantee commitments	21,262		672		39	26,147		772		39
	Derivative instruments	17,746		148		30	21,336		154		31
	-1	The maximum exposure represents the contractual amounts that could be lost 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 $122 million and $126 million as of March 31, 2015 and December 31, 2014, respectively, and is included within other liabilities on our consolidated balance sheets.

Concentration_of_Credit_and_Ot1

Concentration of Credit and Other Risks (Tables)	3 Months Ended
	Mar. 31, 2015
Risks and Uncertainties [Abstract]
Table - Concentration of Credit Risk	Table 15.1 — Concentration of Credit Risk — Single-Family Credit Guarantee Portfolio
		31-Mar-15					31-Dec-14						Percent of Credit Losses(1) Three Months Ended
		Percentage  of		Serious			Percentage  of			Serious			31-Mar-15		31-Mar-14
		Portfolio(1)		Delinquency			Portfolio(1)			Delinquency
				Rate						Rate
	Year of Origination
	2015	3	%	—	%		N/A			N/A			—	%	N/A
	2014	12		0.03			12	%		0.02	%		—		—	%
	2013	15		0.07			16			0.06			—		—
	2012	14		0.09			14			0.09			—		—
	2011	6		0.25			6			0.26			—		—
	2010	5		0.46			6			0.46			1		1
	2009	6		0.88			6			0.92			1		2
	Subtotal - New single-family book	61		0.22			60			0.24			2		3
	HARP and other relief refinance loans(2)	20		0.75			20			0.75			5		8
	2005 to 2008 Legacy single-family book	12		7.1			13			7.59			84		77
	Pre-2005 Legacy single-family book	7		2.97			7			3.1			9		12
	Total	100	%	1.73	%		100	%		1.88	%		100	%	100	%
	Region(3)
	West	29	%	1.11	%		29	%		1.23	%		12	%	8	%
	Northeast	26		2.67			26			2.81			47		27
	North Central	17		1.35			17			1.48			13		23
	Southeast	16		2.14			16			2.4			25		37
	Southwest	12		1.06			12			1.16			3		5
	Total	100	%	1.73	%		100	%		1.88	%		100	%	100	%
	State
	Arizona, California, Florida, and Nevada(4)	26	%	1.67	%		26	%		1.91	%		27	%	32	%
	Illinois, Michigan, and Ohio(5)	10		1.56			10			1.7			11		17
	New York and New Jersey(6)	9		4.43			9			4.62			33		11
	All other	55		1.41			55			1.53			29		40
	Total	100	%	1.73	%		100	%		1.88	%		100	%	100	%
	-1	Within these columns, "—" represents less than 0.5%.
	-2	HARP and other relief refinance loans are presented separately rather than in the year that the refinancing occurred (from 2009 to 2015). All other refinance loans are presented in the year that the refinancing occurred.
	-3	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).
	-4	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.
	-5	Represents selected states in the North Central region that have experienced adverse economic conditions since 2006.
	-6	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-15						31-Dec-14
		UPB			Delinquency			UPB				Delinquency
					Rate(1)							Rate(1)
		(dollars in billions)
	State(2)
	California	$	24		—	%		$	23.2			—	%
	Texas	19.6			0.12			18.3				0.06
	New York	12.5			—			12.1				—
	Florida	10.6			—			10				—
	Virginia	7.4			—			7.3				—
	Maryland	7.4			—			7.2				—
	All other states	68			0.03			65.2				0.07
	Total	$	149.5		0.03	%		$	143.3			0.04	%
	Region(3)
	Northeast	$	40.3		—	%		$	39			—	%
	West	38			—			36.3				—
	Southwest	30.9			0.11			29.1				0.07
	Southeast	28			0.01			26.7				0.09
	North Central	12.3			0.06			12.2				0.06
	Total	$	149.5		0.03	%		$	143.3			0.04	%
	Original LTV ratio greater than 80%	$	6		0.04	%		$	6.1			0.04	%
	-1	Based on mortgages two monthly payments or more delinquent or in foreclosure.
	-2	States presented have the highest aggregate UPB at March 31, 2015.
	-3	See endnote (3) to “Table 15.1 — Concentration of Credit Risk — Single-Family Credit Guarantee Portfolio” for a description of these regions.
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(2)					Serious Delinquency Rate
		31-Mar-15		31-Dec-14			31-Mar-15			31-Dec-14
	Interest-only	2	%	2	%		8.57	%		9.36	%
	Option ARM(3)	—		—			9.54			9.87
	Alt-A	3		3			8.13			8.53
	Original LTV ratio greater than 90%(4)	16		16			2.39			2.58
	Lower credit scores at origination (less than 620)	3		3			7.91			8.57
	-1	Excludes loans underlying certain Other Guarantee Transactions for which data was not available.
	-2	Within these columns, "—" represents less than 0.5%.
	-3	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.
	-4	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, 2015
Fair Value Disclosures [Abstract]
Table - Assets and Liabilities on Our Consolidated Balance Sheets Measured at Fair Value on a Recurring Basis	Table 16.1 — Assets and Liabilities on Our Consolidated Balance Sheets Measured at Fair Value on a Recurring Basis
		March 31, 2015
		Level 1		Level 2			Level 3			Netting				Total
										Adjustment(1)
		(in millions)
	Assets:
	Investments in securities:
	Available-for-sale, at fair value:
	Mortgage-related securities:
	Freddie Mac	$	—	$	36,244		$	2,683		$	—			$	38,927
	Fannie Mae	—		10,961			113			—				11,074
	Ginnie Mae	—		188			3			—				191
	CMBS	—		16,444			3,552			—				19,996
	Subprime	—		—			17,799			—				17,799
	Option ARM	—		—			5,276			—				5,276
	Alt-A and other	—		—			4,788			—				4,788
	Obligations of states and political subdivisions	—		—			1,827			—				1,827
	Manufactured housing	—		—			619			—				619
	Total available-for-sale securities, at fair value	—		63,837			36,660			—				100,497
	Trading, at fair value:
	Mortgage-related securities:
	Freddie Mac	—		16,447			511			—				16,958
	Fannie Mae	—		5,794			139			—				5,933
	Ginnie Mae	—		14			—			—				14
	Other	—		151			4			—				155
	Total mortgage-related securities	—		22,406			654			—				23,060
	U.S. Treasury securities	14,600		—			—			—				14,600
	Total trading securities, at fair value	14,600		22,406			654			—				37,660
	Total investments in securities	14,600		86,243			37,314			—				138,157
	Mortgage loans:
	Held-for-sale, at fair value	—		16,495			—			—				16,495
	Derivative assets, net:
	Interest-rate swaps	—		5,789			—			—				5,789
	Option-based derivatives	4		4,989			—			—				4,993
	Other	—		111			14			—				125
	Subtotal, before netting adjustments	4		10,889			14			—				10,907
	Netting adjustments(1)	—		—			—			(10,212		)		(10,212		)
	Total derivative assets, net	4		10,889			14			(10,212		)		695
	Other assets:
	Guarantee asset, at fair value	—		—			1,569			—				1,569
	All other, at fair value	—		—			6			—				6
	Total other assets	—		—			1,575			—				1,575
	Total assets carried at fair value on a recurring basis	$	14,604	$	113,627		$	38,903		$	(10,212	)		$	156,922
	Liabilities:
	Debt securities of consolidated trusts held by third parties, at fair value	$	—	$	39		$	—		$	—			$	39
	Other debt, at fair value	—		7,659			—			—				7,659
	Derivative liabilities, net:
	Interest-rate swaps	—		14,941			—			—				14,941
	Option-based derivatives	1		121			—			—				122
	Other	—		190			39			—				229
	Subtotal, before netting adjustments	1		15,252			39			—				15,292
	Netting adjustments(1)	—		—			—			(13,285		)		(13,285		)
	Total derivative liabilities, net	1		15,252			39			(13,285		)		2,007
	Total liabilities carried at fair value on a recurring basis	$	1	$	22,950		$	39		$	(13,285	)		$	9,705
		Fair Value at December 31, 2014
		Level 1		Level 2			Level 3			Netting				Total
										Adjustment(1)
		(in millions)
	Assets:
	Investments in securities:
	Available-for-sale, at fair value:
	Mortgage-related securities:
	Freddie Mac	$	—	$	34,868		$	4,231		$	—			$	39,099
	Fannie Mae	—		11,228			85			—				11,313
Ginnie Mae	—		195			4			—				199
CMBS	—		18,348			3,474			—				21,822
Subprime	—		—			20,589			—				20,589
Option ARM	—		—			5,649			—				5,649
Alt-A and other	—		16			5,027			—				5,043
Obligations of states and political subdivisions	—		—			2,198			—				2,198
Manufactured housing	—		—			638			—				638
Total available-for-sale securities, at fair value	—		64,655			41,895			—				106,550
Trading, at fair value:
Mortgage-related securities:
Freddie Mac	—		16,542			927			—				17,469
Fannie Mae	—		5,867			232			—				6,099
Ginnie Mae	—		15			1			—				16
Other	—		167			4			—				171
Total mortgage-related securities	—		22,591			1,164			—				23,755
U.S. Treasury securities	6,682		—			—			—				6,682
Total trading securities, at fair value	6,682		22,591			1,164			—				30,437
Total investments in securities	6,682		87,246			43,059			—				136,987
Mortgage loans:
Held-for-sale, at fair value	—		12,130			—			—				12,130
Derivative assets, net:
Interest-rate swaps	—		5,653			—			—				5,653
Option-based derivatives	5		4,219			—			—				4,224
Other	—		40			27			—				67
Subtotal, before netting adjustments	5		9,912			27			—				9,944
Netting adjustments(1)	—		—			—			(9,122		)		(9,122		)
Total derivative assets, net	5		9,912			27			(9,122		)		822
Other assets:
Guarantee asset, at fair value	—		—			1,626			—				1,626
All other, at fair value	—		—			5			—				5
Total other assets	—		—			1,631			—				1,631
Total assets carried at fair value on a recurring basis	$	6,687	$	109,288		$	44,717		$	(9,122	)		$	151,570
Liabilities:
Debt securities of consolidated trusts held by third parties, at fair value	$	—	$	42		$	—		$	—			$	42
Other debt, at fair value	—		5,820			—			—				5,820
Derivative liabilities, net:
Interest-rate swaps	—		13,316			—			—				13,316
Option-based derivatives	28		99			—			—				127
Other	—		80			37			—				117
Subtotal, before netting adjustments	28		13,495			37			—				13,560
Netting adjustments(1)	—		—			—			(11,597		)		(11,597		)
Total derivative liabilities, net	28		13,495			37			(11,597		)		1,963
Total liabilities carried at fair value on a recurring basis	$	28	$	19,357		$	37		$	(11,597	)		$	7,825
-1	Represents counterparty netting, cash collateral netting and net derivative interest receivable or payable. The net cash collateral posted was $3.7 billion and $3.2 billion, respectively, at March 31, 2015 and December 31, 2014. The net interest receivable (payable) of derivative assets and derivative liabilities was $(0.6) billion and $(0.7) billion at March 31, 2015 and December 31, 2014, respectively, which was mainly related to interest rate swaps.
Table - Assets and Liabilities on Our Consolidated Balance Sheets Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs	Table 16.2 — Assets and Liabilities on Our Consolidated Balance Sheets Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs
		Three Months Ended March 31, 2015
				Realized and unrealized gains (losses)
		Balance,		Included in			Included in			Total				Purchases			Issues		Sales			Settlements,			Transfers		Transfers			Balance,		Unrealized
		January 1,		earnings(1)			other															net			into		out of			March 31,		gains (losses)
		2015					comprehensive																		Level 3(2)		Level 3(2)			2015		still held
							income(1)
		in millions
	Assets
	Investments in securities:
	Available-for-sale, at fair value:
	Mortgage-related securities:
	Freddie Mac	$	4,231	$	—		$	(2	)	$	(2	)		$	1,010		$	—	$	(654	)	$	22		$	—	$	(1,924	)	$	2,683	$	—
	Fannie Mae	85		—			1			1				—			—		—			(7		)	43		(9		)	113		—
	Ginnie Mae	4		—			—			—				—			—		—			(1		)	—		—			3		—
	CMBS	3,474		(17		)	101			84				—			—		—			(6		)	—		—			3,552		(17		)
	Subprime	20,589		192			12			204				—			—		(2,892		)	(102		)	—		—			17,799		(65		)
	Option ARM	5,649		11			(29		)	(18		)		—			—		(168		)	(187		)	—		—			5,276		(11		)
	Alt-A and other	5,027		6			(11		)	(5		)		—			—		(106		)	(143		)	15		—			4,788		(1		)
	Obligations of states and political subdivisions	2,198		—			(5		)	(5		)		—			—		—			(366		)	—		—			1,827		—
	Manufactured housing	638		—			(1		)	(1		)		—			—		(4		)	(14		)	—		—			619		—
	Total available-for-sale mortgage-related securities	41,895		192			66			258				1,010			—		(3,824		)	(804		)	58		(1,933		)	36,660		(94		)
	Trading, at fair value:
	Mortgage-related securities:
	Freddie Mac	927		2			—			2				44			128		(5		)	(10		)	34		(609		)	511		2
	Fannie Mae	232		2			—			2				—			—		(2		)	(2		)	6		(97		)	139		2
	Ginnie Mae	1		—			—			—				—			—		(1		)	—			—		—			—		—
	Other	4		4			—			4				—			—		(4		)	—			—		—			4		—
	Total trading mortgage-related securities	1,164		8			—			8				44			128		(12		)	(12		)	40		(706		)	654		4
	Other assets:
	Guarantee asset(3)	1,626		(15		)	—			(15		)		—			93		—			(135		)	—		—			1,569		(15		)
	All other, at fair value	5		1			—			1				—			—		—			—			—		—			6		1
	Total other assets	1,631		(14		)	—			(14		)		—			93		—			(135		)	—		—			1,575		(14		)
				Realized and unrealized (gains) losses
		Balance,		Included in			Included in			Total				Purchases			Issues		Sales			Settlements,			Transfers		Transfers			Balance,		Unrealized
		January 1,		earnings(1)			other															net			into		out of			March 31,		(gains)
		2015					comprehensive																		Level 3(2)		Level 3(2)			2015		losses
							income(1)																									still held
		(in millions)
	Liabilities
	Net derivatives(4)	$	10	$	25		$	—		$	25			$	—		$	—	$	—		$	(10	)	$	—	$	—		$	25	$	15
		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)			other															net			into		out of			March 31,		gains (losses)
		2014					comprehensive																		Level 3		Level 3			2014		still held
							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(3)	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)			other															net			into		out of			March 31,		(gains)
	2014					comprehensive																		Level 3		Level 3			2014		losses
						income(1)																									still held
	(in millions)
Liabilities
Other debt, at fair value	$	1,528	$	(7	)	$	—		$	(7	)		$	—		$	—	$	—		$	(521	)	$	—	$	—		$	1,000	$	—
Net derivatives(4)	325		(22		)	—			(22		)		—			—		—			14			—		(281		)	36		(7		)
-1	Changes in fair value for available-for-sale 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	Transfers out of Level 3 during the three months ended March 31, 2015 consist primarily of certain mortgage-related securities 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, 2015 consist primarily of certain mortgage-related securities due to a lack of market activity and relevant price quotes from dealers and third-party pricing services.
-3	Changes in fair value of the guarantee asset are recorded in other income on our consolidated statements of comprehensive income.
-4	Amounts are prior to counterparty netting, cash collateral netting, net trade/settle receivable or payable and net derivative interest receivable or payable.
Table - Assets on Our Consolidated Balance Sheets Measured at Fair Value on a Non-Recurring Basis	Table 16.3 — Assets on Our Consolidated Balance Sheets Measured at Fair Value on a Non-Recurring Basis
		31-Mar-15												31-Dec-14
		Level 1		Level 2			Level 3			Total				Level 1			Level 2		Level 3			Total
		(in millions)
	Assets measured at fair value on a non-recurring basis:
	Mortgage loans(1)	$	—	$	—		$	8,214		$	8,214			$	—		$	80	$	8,962		$	9,042
	REO, net(2)	—		—			1,275			1,275				—			—		1,665			1,665
	Total assets measured at fair value on a non-recurring basis	$	—	$	—		$	9,489		$	9,489			$	—		$	80	$	10,627		$	10,707
	-1	Includes impaired mortgage loans that are classified as held-for-investment and have a related valuation allowance based on the fair value of the underlying collateral and held-for-sale mortgage loans where the fair value is below cost.
	-2	Represents the fair value of foreclosed properties that were measured at fair value subsequent to their initial classification as REO, net. The carrying amount of REO, net was reduced to fair value of $1.3 billion, less estimated costs to sell of $83 million (or approximately $1.2 billion) at March 31, 2015. The carrying amount of REO, net was reduced to fair value of $1.7 billion, less estimated costs to sell of $109 million (or approximately $1.6 billion) at December 31, 2014.
Table - Quantitative Information about Recurring Level 3 Fair Value Measurements for Assets and Liabilities Measured on Our Consolidated Balance Sheets at Fair Value	Table 16.4 — Quantitative Information about Recurring Level 3 Fair Value Measurements for Assets and Liabilities Measured on Our Consolidated Balance Sheets at Fair Value
		31-Mar-15
		Total		Level  3			Predominant		Unobservable Inputs
		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			$	2,102		Discounted cash flows		OAS	(148) - 158 bps		106 bps
				183			Risk metric		Effective duration(1)	0.13 - 6.95 years		1.04 years
				398			Other
	Total Freddie Mac	$	38,927	2,683
	Fannie Mae			87			Median of external sources		External pricing sources	$107.9 - $110.6		$	109.6
				26			Discounted cash flows		OAS	(194) - 1,099 bps		73 bps
	Total Fannie Mae	11,074		113
	Ginnie Mae			3			Discounted cash flows
	Total Ginnie Mae	191		3
	CMBS			1,350			Risk Metrics		Effective duration(1)	6.02 - 10.71 years		8.71 years
				1,151			Single external source		External pricing source	$107.1 - $107.1		$	107.1
				736			Discounted cash flows		OAS	251 - 935 bps		481 bps
				315			Other
	Total CMBS	19,996		3,552
	Subprime, option ARM, and Alt-A:
	Subprime			15,002			Median of external sources		External pricing sources	$71.9 - $76.9		$	74.2
				2,797			Other
	Total subprime	17,799		17,799
	Option ARM			4,960			Median of external sources		External pricing sources	$65.9 - $71.4		$	68.5
				316			Other
	Total option ARM	5,276		5,276
	Alt-A and other			3,848			Median of external sources		External pricing sources	$82.6 - $86.1		$	84.1
				940			Other
	Total Alt-A and other	4,788		4,788
	Obligations of states and political subdivisions			1,644			Median of external sources		External pricing sources	$101.4 - $102.0		$	101.7
				183			Other
	Total obligations of states and political subdivisions	1,827		1,827
	Manufactured housing			327			Median of external sources		External pricing sources	$88.1 - $91.6		$	89.6
				101			Single external source		External pricing source	$90.5 - $90.5		$	90.5
				191			Other
	Total manufactured housing	619		619
	Total available-for-sale mortgage-related securities	100,497		36,660
	Trading, at fair value
	Mortgage-related securities
	Freddie Mac			357			Discounted cash flows		OAS	(317) - 9,748 bps		73 bps
				128			Risk Metrics		Effective duration(1)	1.63 - 3.02 years		2.95 years
				26			Other
	Total Freddie Mac	16,958		511
	Fannie Mae			133			Discounted cash flows		OAS	(440) -741 bps		73 bps
				6			Other
	Total Fannie Mae	5,933		139
	Ginnie Mae	14		—
	Other			2			Median of external sources
				2			Discounted cash flows
	Total other	155		4
	Total trading mortgage-related securities	23,060		654
	Total investments in securities	$	123,557	$	37,314
	Other assets:
	Guarantee asset, at fair value			$	1,329		Discounted cash flows		OAS	17 - 198 bps		50 bps
				240			Median of external sources		External pricing sources	$9.4 - $23.4		$	14.5
	Total guarantee asset, at fair value	$	1,569	1,569
	All other, at fair value			6			Other
Total all other, at fair value	6		6
Total other assets	1,575		1,575
Liabilities
Net derivatives			25			Other
Total net derivatives	1,312		25
	31-Dec-14
	Total		Level  3			Predominant		Unobservable Inputs
	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			$	2,980		Discounted cash flows		OAS	(146) - 144 bps		83 bps
			375			Risk metric		Effective duration(1)	0.18 - 7.54 years		3.82 years
			143			Median of external sources		External pricing sources	$103.2 - $104.4		$	103.8
			733			Other
Total Freddie Mac	$	39,099	4,231
Fannie Mae			47			Median of external sources
			29			Discounted cash flows
			9			Other
Total Fannie Mae	11,313		85
Ginnie Mae			4			Discounted cash flows
Total Ginnie Mae	199		4
CMBS			2,726			Risk Metrics		Effective duration(1)	5.84 - 10.65 years		9.59 years
			748			Discounted cash flows		OAS	181 -766 bps		421 bps
Total CMBS	21,822		3,474
Subprime, option ARM, and Alt-A:
Subprime			18,789			Median of external sources		External pricing sources	$71.0 - $76.1		$	73.5
			1,800			Other
Total subprime	20,589		20,589
Option ARM			5,205			Median of external sources		External pricing sources	$65.3 - $70.9		$	67.9
			444			Other
Total option ARM	5,649		5,649
Alt-A and other			4,116			Median of external sources		External pricing sources	$83.0 - $86.2		$	84.5
			911			Other
Total Alt-A and other	5,043		5,027
Obligations of states and political subdivisions			1,992			Median of external sources		External pricing sources	$101.3 - $101.9		$	101.6
			206			Other
Total obligations of states and political subdivisions	2,198		2,198
Manufactured housing			515			Median of external sources		External pricing sources	$89.3 - $92.4		$	91
			123			Single external source		External pricing source	$89.8 - $89.8		$	89.8
Total manufactured housing	638		638
Total available-for-sale mortgage-related securities	106,550		41,895
Trading, at fair value
Mortgage-related securities
Freddie Mac			478			Discounted cash flows		OAS	(219) - 9,748 bps		169 bps
			320			Risk Metrics		Effective duration(1)	1.78 - 2.30 years		2.27 years
			129			Other
Total Freddie Mac	17,469		927
Fannie Mae			207			Discounted cash flows		OAS	(173) - 2,027 bps		204 bps
			25			Other
Total Fannie Mae	6,099		232
Ginnie Mae	16		1
Other			3			Median of external sources
			1			Discounted cash flows
Total other	171		4
Total trading mortgage-related securities	23,755		1,164
Total investments in securities	$	130,305	$	43,059
Other assets:
Guarantee asset, at fair value			$	1,285		Discounted cash flows		OAS	17 - 202 bps		53 bps
			341			Median of external sources		External pricing sources	$10.0 - $21.2		$	16.6
Total guarantee asset, at fair value	$	1,626	1,626
All other, at fair value			5			Other
Total all other, at fair value	5		5
Total other assets	1,631		1,631
Liabilities
Net derivatives			10			Other
Total net derivatives	1,141		10
-1	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 for Assets and Liabilities Measured on Our Consolidated Balance Sheets at Fair Value	Table 16.5 — Quantitative Information about Non-Recurring Level 3 Fair Value Measurements for Assets and Liabilities Measured on Our Consolidated Balance Sheets at Fair Value
		31-Mar-15
		Total		Level 3			Predominant		Unobservable Inputs
		Fair		Fair			Valuation
		Value		Value			Technique(s)		Type	Range		Weighted
												Average
		(dollars in millions)
	Non-recurring fair value measurements
	Mortgage loans	$	8,214	$	8,214
							Internal model		Historical sales	$3,000 - $896,519		$161,093
									proceeds
							Internal model		Housing sales index	40 - 298 bps		83 bps
							Third-party appraisal		Property value	$6 million - $30 million		$23 million
							Income capitalization(1)		Capitalization rates	6%- 11%		7%
							Median of external sources		External market prices	$45.9 - $92.3		$74.40
	REO, net(2)	$	1,275	$	1,275
							Internal model		Historical sales	$3,000 - $896,519		$149,233
									proceeds
							Internal model		Housing sales index	40 - 298 bps		82 bps
		31-Dec-14
		Total		Level 3			Predominant		Unobservable Inputs
		Fair		Fair			Valuation
		Value		Value			Technique(s)		Type	Range		Weighted
												Average
		(dollars in millions)
	Non-recurring fair value measurements
	Mortgage loans	$	8,962	$	8,962
							Internal model		Historical sales	$3,000 - $896,519		$162,556
									proceeds
							Internal model		Housing sales index	38 - 294 bps		82 bps
							Third-party appraisal		Property value	$11 million - $44 million		$31 million
							Income capitalization(1)		Capitalization rates	6%- 9%		7%
	REO, net(2)	$	1,665	$	1,665
							Internal model		Historical sales	$3,008 - $896,519		$154,165
									proceeds
							Internal model		Housing sales index	38 - 294 bps		82 bps
	-1	The predominant valuation technique used for multifamily mortgage loans. 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.
	-2	The national average REO disposition severity ratio for our REO properties was 36.4% and 35.6% for the three months ended March 31, 2015 and the three months ended March 31, 2014, respectively.
Table - Fair Value of Financial Instruments	Table 16.6 — Fair Value of Financial Instruments
		31-Mar-15
				Fair Value
		GAAP Carrying  Amount		Level 1			Level 2			Level 3				Netting Adjustments			Total
		(in millions)
	Financial Assets
	Cash and cash equivalents	$	10,407	$	10,407		$	—		$	—			$	—		$	10,407
	Restricted cash and cash equivalents	8,689		8,689			—			—				—			8,689
	Federal funds sold and securities purchased under agreements to resell	47,166		—			47,166			—				—			47,166
	Investments in securities:
	Available-for-sale, at fair value	100,497		—			63,837			36,660				—			100,497
	Trading, at fair value	37,660		14,600			22,406			654				—			37,660
	Total investments in securities	138,157		14,600			86,243			37,314				—			138,157
	Mortgage loans:
	Mortgage loans held by consolidated trusts	1,565,078		—			1,412,929			189,961				—			1,602,890
	Unsecuritized mortgage loans	144,981		—			29,134			116,374				—			145,508
	Total mortgage loans	1,710,059		—			1,442,063			306,335				—			1,748,398
	Derivative assets, net	695		4			10,889			14				(10,212		)	695
	Guarantee asset	1,569		—			—			1,781				—			1,781
	Advances to lenders	242		—			242			—				—			242
	Total financial assets	$	1,916,984	$	33,700		$	1,586,603		$	345,444			$	(10,212	)	$	1,955,535
	Financial Liabilities
	Debt, net:
	Debt securities of consolidated trusts held by third parties	$	1,488,595	$	—		$	1,537,390		$	1,331			$	—		$	1,538,721
	Other debt	447,034		—			443,705			12,481				—			456,186
	Total debt, net	1,935,629		—			1,981,095			13,812				—			1,994,907
	Derivative liabilities, net	2,007		1			15,252			39				(13,285		)	2,007
	Guarantee obligation	1,553		—			—			2,939				—			2,939
	Total financial liabilities	$	1,939,189	$	1		$	1,996,347		$	16,790			$	(13,285	)	$	1,999,853
		December 31, 2014
				Fair Value
		GAAP Carrying Amount		Level 1			Level 2			Level 3				Netting Adjustments			Total
		(in millions)
	Financial Assets
	Cash and cash equivalents	$	10,928	$	10,928		$	—		$	—			$	—		$	10,928
	Restricted cash and cash equivalents	8,535		8,535			—			—				—			8,535
	Federal funds sold and securities purchased under agreements to resell	51,903		—			51,903			—				—			51,903
	Investments in securities:
	Available-for-sale, at fair value	106,550		—			64,655			41,895				—			106,550
	Trading, at fair value	30,437		6,682			22,591			1,164				—			30,437
	Total investments in securities	136,987		6,682			87,246			43,059				—			136,987
	Mortgage loans:
	Mortgage loans held by consolidated trusts	1,558,094		—			1,387,412			197,896				—			1,585,308
	Unsecuritized mortgage loans	142,486		—			22,305			119,157				—			141,462
	Total mortgage loans	1,700,580		—			1,409,717			317,053				—			1,726,770
	Derivative assets, net	822		5			9,912			27				(9,122		)	822
	Guarantee asset	1,626		—			—			1,837				—			1,837
	Total financial assets	$	1,911,381	$	26,150		$	1,558,778		$	361,976			$	(9,122	)	$	1,937,782
	Financial Liabilities
	Debt, net:
	Debt securities of consolidated trusts held by third parties	$	1,479,473	$	—		$	1,521,508		$	1,364			$	—		$	1,522,872
	Other debt	450,069		—			444,748			13,371				—			458,119
	Total debt, net	1,929,542		—			1,966,256			14,735				—			1,980,991
	Derivative liabilities, net	1,963		28			13,495			37				(11,597		)	1,963
	Guarantee obligation	1,623		—			—			3,127				—			3,127
	Total financial liabilities	$	1,933,128	$	28		$	1,979,751		$	17,899			$	(11,597	)	$	1,986,081
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-15					31-Dec-14
		Multifamily		Other Debt -			Multifamily			Other Debt -
		Held-For-Sale		Long Term			Held-For-Sale			Long Term
		Mortgage Loans					Mortgage Loans
		(in millions)
	Fair value	$	16,495	$	7,659		$	12,130		$	5,820
	Unpaid principal balance	16,014		7,543			11,872			5,896
	Difference	$	481	$	116		$	258		$	(76	)

Regulatory_Capital_Tables

Regulatory Capital (Tables)	3 Months Ended
	Mar. 31, 2015
Mortgage Banking [Abstract]
Table - Net Worth and Minimum Capital	Table 18.1 — Net Worth and Minimum Capital
		31-Mar-15			31-Dec-14
		(in millions)
	GAAP net worth	$	2,546		$	2,651
	Core capital (deficit)(1)(2)	$	(71,742	)	$	(71,415	)
	Less: Minimum capital requirement(1)	20,079			20,090
	Minimum capital surplus (deficit)(1)	$	(91,821	)	$	(91,505	)
	-1	Core capital and minimum capital figures for March 31, 2015 are estimates. FHFA is the authoritative source for our regulatory capital.
	-2	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, 2015
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) and Other Expense on Our Consolidated Statements of Comprehensive Income
		Three Months Ended March 31,
		2015			2014
		(in millions)
	Other income (loss):
	Non-agency mortgage-related securities settlements(1)	$	—		$	4,533
	Gains (losses) on mortgage loans	(200		)	254
	Gains (losses) on debt recorded at fair value	(189		)	(50		)
	Other	400			304
	Total other income (loss)	$	11		$	5,041
	Other expense:
	Property tax and insurance expense on held-for-sale loans	$	(360	)	$	—
	Other	(103		)	(66		)
	Total other expense	$	(463	)	$	(66	)
	-1	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” in our 2014 Annual Report.
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-15			31-Dec-14
		(in millions)
	Other assets:
	Accounts and other receivables(1)	$	5,039		$	3,899
	Current income tax receivable	800			1,048
	Guarantee asset	1,569			1,626
	All other	1,342			1,121
	Total other assets	$	8,750		$	7,694
	Other liabilities:
	Servicer liabilities	$	1,708		$	1,847
	Guarantee obligation	1,553			1,623
	Accounts payable and accrued expenses	628			803
	All other	1,397			785
	Total other liabilities	$	5,286		$	5,058
	-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		0 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Jan. 01, 2015
	numberofreportablesegments
Change in Accounting Estimate [Line Items]
Number of reportable segments	3
Loan Loss Reserves Write Offs	$2,951	$1,457
Regulatory guidance AB 2012-02
Change in Accounting Estimate [Line Items]
Loan Loss Reserves Write Offs			$1,900

Conservatorship_and_Related_Ma1

Conservatorship and Related Matters (Details) (USD $)	3 Months Ended
	Mar. 31, 2015
Conservatorship and Related Matters [Abstract]
Maximum limit of the UPB of mortgage-related investments portfolio	$399,200,000,000
Annual maximum percentage of mortgage-related investments portfolio limit under 2014 retained portfolio plan	90.00%
Maximum limit of the UPB of mortgage-related investments portfolio under 2014 retained portfolio plan	359,300,000,000
Minimum limit of the UPB of mortgage-related investments portfolio	250,000,000,000
UPB of mortgage-related investments portfolio	406,000,000,000
Annual percentage reduction of the mortgage-related investments portfolio	15.00%
Draw received	0
Aggregate dividend payments since conservatorship began	$91,800,000,000

Variable_Interest_Entities_Det

Variable Interest Entities (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Variable Interest Entity [Line Items]
UPB of Mortgage Loans	$1,706,788,000,000	$1,699,352,000,000
Multifamily
Variable Interest Entity [Line Items]
UPB of Mortgage Loans	56,122,000,000	53,480,000,000
Single-family PC Trusts
Variable Interest Entity [Line Items]
Consolidated UPB of VIE	1,600,000,000,000	1,500,000,000,000
REMIC Trust
Variable Interest Entity [Line Items]
Consolidated UPB of VIE	1,300,000,000	1,400,000,000
Other Guarantee Transactions
Variable Interest Entity [Line Items]
Consolidated UPB of VIE	$7,100,000,000	$7,400,000,000

Variable_Interest_Entities_Var

Variable Interest Entities - Variable Interests in VIEs for which We are not the Primary Beneficiary (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Assets [Abstract]
Restricted Cash and Cash Equivalents	$8,689	$8,535
Investments in Securities [Abstract]
Available-for-sale, at fair value	100,497	106,550
Trading Securities, Debt	37,660	30,437
Mortgage Loans [Abstract]
Mortgage loans held-for-investment	1,691,196	1,688,212
Mortgage loans held-for-sale	18,863	12,368
Accrued interest receivable	5,998	6,034
Other Assets	8,750	7,694
Liabilities [Abstract]
Derivative liabilities, net	-2,007	-1,963
Other Liabilities	-5,286	-5,058
Freddie Mac Securities
Assets [Abstract]
Restricted Cash and Cash Equivalents	0	0
Investments in Securities [Abstract]
Available-for-sale, at fair value	38,927	39,099
Trading Securities, Debt	16,958	17,469
Mortgage Loans [Abstract]
Mortgage loans held-for-investment	0	0
Mortgage loans held-for-sale	0	0
Accrued interest receivable	224	236
Other Assets	969	914
Liabilities [Abstract]
Derivative liabilities, net	0	0
Other Liabilities	-1,020	-1,005
Maximum Exposure to Loss	91,014	87,529
Total Assets of Non-Consolidated VIEs	107,381	103,253
Non Freddie Mac Securities
Assets [Abstract]
Restricted Cash and Cash Equivalents	0	0
Investments in Securities [Abstract]
Available-for-sale, at fair value	59,743	65,253
Trading Securities, Debt	6,099	6,282
Mortgage Loans [Abstract]
Mortgage loans held-for-investment	0	0
Mortgage loans held-for-sale	0	0
Accrued interest receivable	162	165
Other Assets	0	2
Liabilities [Abstract]
Derivative liabilities, net	0	0
Other Liabilities	0	0
Maximum Exposure to Loss	63,557	69,206
Total Assets of Non-Consolidated VIEs	361,327	390,515
Unsecuritized Multifamily Loans
Assets [Abstract]
Restricted Cash and Cash Equivalents	0	0
Investments in Securities [Abstract]
Available-for-sale, at fair value	0	0
Trading Securities, Debt	0	0
Mortgage Loans [Abstract]
Mortgage loans held-for-investment	39,414	40,753
Mortgage loans held-for-sale	16,587	12,368
Accrued interest receivable	224	221
Other Assets	348	369
Liabilities [Abstract]
Derivative liabilities, net	0	0
Other Liabilities	-11	-10
Maximum Exposure to Loss	56,572	53,711
Total Assets of Non-Consolidated VIEs	100,664	95,874
Other
Assets [Abstract]
Restricted Cash and Cash Equivalents	3	3
Investments in Securities [Abstract]
Available-for-sale, at fair value	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	7	7
Other Assets	494	495
Liabilities [Abstract]
Derivative liabilities, net	-29	-30
Other Liabilities	-530	-560
Maximum Exposure to Loss	10,286	10,419
Total Assets of Non-Consolidated VIEs	$22,742	$22,855

Mortgage_Loans_and_Loan_Loss_R2

Mortgage Loans and Loan Loss Reserves (Details) (USD $)	3 Months Ended		0 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Jan. 01, 2015	Dec. 31, 2014
	transaction	transaction
Accounts, Notes, Loans and Financing Receivables [Line Items]
Percent of Single-Family Credit Guarantee portfolio with second lien financing by third parties at origination	14.00%			14.00%
Loan Loss Reseves Write Offs	$2,951,000,000	$1,457,000,000
Mortgage loan UPB covered by federal agency issued insurance or partial guarantee	3,500,000,000			3,600,000,000
Number of STACR transactions	2	1
Number of ACIS transactions	3	0
Noncash acquisition, mortgage loans held-for-investment acquired	55,100,000,000	39,700,000,000
Transfers from advances to lenders to loans HFI	800,000,000
Regulatory guidance AB 2012-02
Accounts, Notes, Loans and Financing Receivables [Line Items]
Loan Loss Reseves Write Offs			1,900,000,000
Unsecuritized
Accounts, Notes, Loans and Financing Receivables [Line Items]
Allowance for loan losses as a percentage of recorded investment of mortgage loans, held for investment	11.30%			12.70%
Held by consolidated trusts
Accounts, Notes, Loans and Financing Receivables [Line Items]
Allowance for loan losses as a percentage of recorded investment of mortgage loans, held for investment	0.20%			0.20%
Single-family
Accounts, Notes, Loans and Financing Receivables [Line Items]
Financing Receivable, Significant Purchases	79,200,000,000	48,600,000,000
Recorded investment of mortgage loans reclassified to held-for-sale	3,200,000,000
Loan Loss Reseves Write Offs	2,951,000,000	1,457,000,000
Multifamily
Accounts, Notes, Loans and Financing Receivables [Line Items]
Financing Receivable, Significant Purchases	800,000,000	500,000,000
Financing Receivable, Significant Sales	5,100,000,000	3,900,000,000
Loan Loss Reseves Write Offs	$0	$0

Mortgage_Loans_and_Loan_Loss_R3

Mortgage Loans and Loan Loss Reserves - Mortgage Loans (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	$1,706,788	$1,699,352
Deferred fees, unamortized premiums, discounts and other cost basis adjustments	21,887	22,732
Fair value adjustments on loans held-for-sale	32	257
Allowance for loan losses on mortgage loans held-for-investment	-18,648	-21,761
Total mortgage loans, net	1,710,059	1,700,580
Mortgage loans held-for-investment	1,691,196	1,688,212
Mortgage loans held-for-sale	18,863	12,368
Total mortgage loans, net	1,710,059	1,700,580
Single-family
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	1,650,666	1,645,872
Allowance for loan losses on mortgage loans held-for-investment	-18,574	-21,684
Mortgage loans held-for-investment	1,651,267	1,646,936
Single-family | Fixed-rate
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	1,547,792	1,541,669
Single-family | Fixed-rate amortizing
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	1,543,917	1,537,432
Single-family | Fixed-rate interest-only
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	3,875	4,237
Single-family | Adjustable-rate
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	92,619	93,549
Single-family | Adjustable-rate amortizing
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	69,947	69,985
Single-family | Adjustable-rate interest-only
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	22,672	23,564
Single-family | Other Guarantee Transactions
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	6,750	7,042
Single-family | FHA/VA and other governmental
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	3,505	3,612
Multifamily
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	56,122	53,480
Allowance for loan losses on mortgage loans held-for-investment	-74	-77
Mortgage loans held-for-investment	39,929	41,276
Multifamily | Fixed-rate
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	45,638	44,156
Multifamily | Adjustable-rate
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	10,481	9,321
Multifamily | 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	166,145	164,472
Deferred fees, unamortized premiums, discounts and other cost basis adjustments	-5,102	-3,366
Fair value adjustments on loans held-for-sale	32	257
Allowance for loan losses on mortgage loans held-for-investment	-16,094	-18,877	-21,220	-21,612
Total mortgage loans, net	144,981	142,486
Mortgage loans held-for-investment	126,118	130,118
Mortgage loans held-for-sale	18,863	12,368
Total mortgage loans, net	144,981	142,486
Unsecuritized | Single-family
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	110,537	111,516
Allowance for loan losses on mortgage loans held-for-investment	-16,020	-18,800	-21,107	-21,487
Unsecuritized | Single-family | Fixed-rate
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	105,780	106,499
Unsecuritized | Single-family | Fixed-rate amortizing
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	104,940	105,560
Unsecuritized | Single-family | Fixed-rate interest-only
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	840	939
Unsecuritized | Single-family | Adjustable-rate
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	4,293	4,544
Unsecuritized | Single-family | Adjustable-rate amortizing
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	1,286	1,353
Unsecuritized | Single-family | Adjustable-rate interest-only
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	3,007	3,191
Unsecuritized | Single-family | Other Guarantee Transactions
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	0	0
Unsecuritized | Single-family | FHA/VA and other governmental
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	464	473
Unsecuritized | Multifamily
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	55,608	52,956
Allowance for loan losses on mortgage loans held-for-investment	-74	-77	-113	-125
Unsecuritized | Multifamily | Fixed-rate
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	45,124	43,632
Unsecuritized | Multifamily | Adjustable-rate
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	10,481	9,321
Unsecuritized | Multifamily | 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	1,540,643	1,534,880
Deferred fees, unamortized premiums, discounts and other cost basis adjustments	26,989	26,098
Fair value adjustments on loans held-for-sale	0	0
Allowance for loan losses on mortgage loans held-for-investment	-2,554	-2,884	-2,789	-3,006
Total mortgage loans, net	1,565,078	1,558,094
Mortgage loans held-for-investment	1,565,078	1,558,094
Mortgage loans held-for-sale	0	0
Total mortgage loans, net	1,565,078	1,558,094
Held by consolidated trusts | Single-family
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	1,540,129	1,534,356
Allowance for loan losses on mortgage loans held-for-investment	-2,554	-2,884	-2,789	-3,006
Held by consolidated trusts | Single-family | Fixed-rate
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	1,442,012	1,435,170
Held by consolidated trusts | Single-family | Fixed-rate amortizing
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	1,438,977	1,431,872
Held by consolidated trusts | Single-family | Fixed-rate interest-only
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	3,035	3,298
Held by consolidated trusts | Single-family | Adjustable-rate
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	88,326	89,005
Held by consolidated trusts | Single-family | Adjustable-rate amortizing
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	68,661	68,632
Held by consolidated trusts | Single-family | Adjustable-rate interest-only
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	19,665	20,373
Held by consolidated trusts | Single-family | Other Guarantee Transactions
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	6,750	7,042
Held by consolidated trusts | Single-family | FHA/VA and other governmental
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	3,041	3,139
Held by consolidated trusts | Multifamily
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	514	524
Allowance for loan losses on mortgage loans held-for-investment	0	0	0	0
Held by consolidated trusts | Multifamily | Fixed-rate
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	514	524
Held by consolidated trusts | Multifamily | Adjustable-rate
Accounts, Notes, Loans and Financing Receivables [Line Items]
UPB of Mortgage Loans	0	0
Held by consolidated trusts | Multifamily | 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 Single-Family Mortgage Loans, by LTV Ratio (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	$1,709,844,000,000	$1,709,973,000,000
UPB for Single-family reduced interest rate provision	41,500,000,000	42,300,000,000
Single-family 20 and 30-year or more, amortizing fixed-rate
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	1,260,180,000,000	1,254,595,000,000
Single-family 15-year amortizing fixed-rate
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	281,992,000,000	282,537,000,000
Single-family Adjustable-rate
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	67,880,000,000	67,873,000,000
Single-family Alt-A, interest-only, and option ARM
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	59,789,000,000	63,615,000,000
Single Family Loans
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	1,669,841,000,000	1,668,620,000,000
Single-Family serious delinquency rate	1.73%	1.88%
Less Than Or Equal To 80 Estimated Current LTV Ratio | Single-family 20 and 30-year or more, amortizing fixed-rate
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	936,711,000,000	911,071,000,000
Less Than Or Equal To 80 Estimated Current LTV Ratio | Single-family 15-year amortizing fixed-rate
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	265,668,000,000	265,098,000,000
Less Than Or Equal To 80 Estimated Current LTV Ratio | Single-family Adjustable-rate
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	61,258,000,000	60,463,000,000
Less Than Or Equal To 80 Estimated Current LTV Ratio | Single-family Alt-A, interest-only, and option ARM
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	29,269,000,000	28,935,000,000
Less Than Or Equal To 80 Estimated Current LTV Ratio | Single Family Loans
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	1,292,906,000,000	1,265,567,000,000
Greater Than 80 Through 100 Estimated Current LTV Ratio | Single-family 20 and 30-year or more, amortizing fixed-rate
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	249,746,000,000	258,126,000,000
Greater Than 80 Through 100 Estimated Current LTV Ratio | Single-family 15-year amortizing fixed-rate
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	13,543,000,000	14,101,000,000
Greater Than 80 Through 100 Estimated Current LTV Ratio | Single-family Adjustable-rate
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	6,103,000,000	6,701,000,000
Greater Than 80 Through 100 Estimated Current LTV Ratio | Single-family Alt-A, interest-only, and option ARM
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	17,094,000,000	18,232,000,000
Greater Than 80 Through 100 Estimated Current LTV Ratio | Single Family Loans
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	286,486,000,000	297,160,000,000
Greater Than 100 Estimated Current LTV Ratio | Single-family 20 and 30-year or more, amortizing fixed-rate
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	73,723,000,000	85,398,000,000
Greater Than 100 Estimated Current LTV Ratio | Single-family 15-year amortizing fixed-rate
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	2,781,000,000	3,338,000,000
Greater Than 100 Estimated Current LTV Ratio | Single-family Adjustable-rate
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	519,000,000	709,000,000
Greater Than 100 Estimated Current LTV Ratio | Single-family Alt-A, interest-only, and option ARM
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	13,426,000,000	16,448,000,000
Greater Than 100 Estimated Current LTV Ratio | Single Family Loans
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	$90,449,000,000	$105,893,000,000
Single-Family serious delinquency rate	8.22%	9.01%

Mortgage_Loans_and_Loan_Loss_R5

Mortgage Loans and Loan Loss Reserves - Recorded Investment of Multifamily Mortgage Loans, by Credit Classification (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	$1,709,844	$1,709,973
Multifamily Loans
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	40,003	41,353
Pass | Multifamily Loans
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	37,215	38,518
Special Mention | Multifamily Loans
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	1,967	1,805
Substandard | Multifamily Loans
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	821	1,030
Doubtful | Multifamily Loans
Financing Receivable, Recorded Investment [Line Items]
Recorded investment of held-for-investment mortgage loans	$0	$0

Mortgage_Loans_and_Loan_Loss_R6

Mortgage Loans and Loan Loss Reserves - Detail of Loan Loss Reserves (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Rollforward of Allowance for Loan Losses
Beginning balance	$21,761
Ending balance	18,648
Reserve For Guarantee Losses Rollforward
Beginning balance	126	111
Provision (benefit) for credit losses	-2	15
Charge-offs	-2	-1
Recoveries	0	0
Transfers, net	0	0
Ending balance	122	125
Rollforward of Total loan loss reserves
Beginning balance	21,887	24,729
Provision (benefit) for credit losses	-499	85
Charge-offs	-2,951	-1,457
Recoveries	174	567
Transfers, net	159	210
Ending balance	18,770	24,134
Reclassified reserves
Rollforward of Total loan loss reserves
Transfers, net	100	500
Capitalization of past due interest on modified loans
Rollforward of Total loan loss reserves
Transfers, net	100	200
Single-family
Rollforward of Allowance for Loan Losses
Beginning balance	21,684
Ending balance	18,574
Reserve For Guarantee Losses Rollforward
Beginning balance	109	85
Provision (benefit) for credit losses	-2	22
Charge-offs	-2	-1
Recoveries	0	0
Transfers, net	0	0
Ending balance	105	106
Rollforward of Total loan loss reserves
Beginning balance	21,793	24,578
Provision (benefit) for credit losses	-496	104
Charge-offs	-2,951	-1,457
Recoveries	174	567
Transfers, net	159	210
Ending balance	18,679	24,002
Ratio of total loan loss reserves (excluding TDR concessions) to net charge-offs for single-family loans	0.7	2.5
Ratio of total loan loss reserves to net charge-offs for single-family loans	1.7	4.8
Ratio of total loan loss reserves (excluding TDR concessions) to net charge-offs for single-family loans adjusted	2.2
Multifamily
Rollforward of Allowance for Loan Losses
Beginning balance	77
Ending balance	74
Reserve For Guarantee Losses Rollforward
Beginning balance	17	26
Provision (benefit) for credit losses	0	-7
Charge-offs	0	0
Recoveries	0	0
Transfers, net	0	0
Ending balance	17	19
Rollforward of Total loan loss reserves
Beginning balance	94	151
Provision (benefit) for credit losses	-3	-19
Charge-offs	0	0
Recoveries	0	0
Transfers, net	0	0
Ending balance	91	132
Unsecuritized
Rollforward of Allowance for Loan Losses
Beginning balance	18,877	21,612
Provision (benefit) for credit losses	-472	-101
Charge-offs	-2,781	-1,300
Recoveries	169	337
Transfers, net	301	672
Ending balance	16,094	21,220
Unsecuritized | Single-family
Rollforward of Allowance for Loan Losses
Beginning balance	18,800	21,487
Provision (benefit) for credit losses	-469	-89
Charge-offs	-2,781	-1,300
Recoveries	169	337
Transfers, net	301	672
Ending balance	16,020	21,107
Unsecuritized | Multifamily
Rollforward of Allowance for Loan Losses
Beginning balance	77	125
Provision (benefit) for credit losses	-3	-12
Charge-offs	0	0
Recoveries	0	0
Transfers, net	0	0
Ending balance	74	113
Held by consolidated trusts
Rollforward of Allowance for Loan Losses
Beginning balance	2,884	3,006
Provision (benefit) for credit losses	-25	171
Charge-offs	-168	-156
Recoveries	5	230
Transfers, net	-142	-462
Ending balance	2,554	2,789
Held by consolidated trusts | Single-family
Rollforward of Allowance for Loan Losses
Beginning balance	2,884	3,006
Provision (benefit) for credit losses	-25	171
Charge-offs	-168	-156
Recoveries	5	230
Transfers, net	-142	-462
Ending balance	2,554	2,789
Held by consolidated trusts | Multifamily
Rollforward of Allowance for Loan Losses
Beginning balance	0	0
Provision (benefit) for credit losses	0	0
Charge-offs	0	0
Recoveries	0	0
Transfers, net	0	0
Ending balance	$0	$0

Mortgage_Loans_and_Loan_Loss_R7

Mortgage Loans and Loan Loss Reserves - Net Investment in Mortgage Loans (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Financing Receivable, Allowance for Credit Losses [Line Items]
Recorded investment, collectively evaluated	$1,611,468	$1,608,688
Recorded investment, individually evaluated	98,376	101,285
Total recorded investment	1,709,844	1,709,973
Allowance for loan losses, collectively evaluated	-2,242	-3,872
Allowance for loan losses, individually evaluated	-16,406	-17,889
Total ending balance of the allowance	-18,648	-21,761
Net investment in mortgage loans	1,691,196	1,688,212
Single-family
Financing Receivable, Allowance for Credit Losses [Line Items]
Recorded investment, collectively evaluated	1,572,275	1,568,237
Recorded investment, individually evaluated	97,566	100,383
Total recorded investment	1,669,841	1,668,620
Allowance for loan losses, collectively evaluated	-2,217	-3,847
Allowance for loan losses, individually evaluated	-16,357	-17,837
Total ending balance of the allowance	-18,574	-21,684
Net investment in mortgage loans	1,651,267	1,646,936
Multifamily
Financing Receivable, Allowance for Credit Losses [Line Items]
Recorded investment, collectively evaluated	39,193	40,451
Recorded investment, individually evaluated	810	902
Total recorded investment	40,003	41,353
Allowance for loan losses, collectively evaluated	-25	-25
Allowance for loan losses, individually evaluated	-49	-52
Total ending balance of the allowance	-74	-77
Net investment in mortgage loans	$39,929	$41,276

Mortgage_Loans_and_Loan_Loss_R8

Mortgage Loans and Loan Loss Reserves - Recourse and Other Forms of Credit Protection (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Recourse And Other Forms Of Credit Protection [Line Items]
Excluded credit protected mortgage loans UPB underlying Other Guarantee Transactions	$9,400,000,000	$9,800,000,000
Credit risk transfer transactions
Recourse And Other Forms Of Credit Protection [Line Items]
Excluded credit protected mortgage loans UPB also covered by primary mortgage insurance	55,600,000,000	48,300,000,000
Pool insurance
Recourse And Other Forms Of Credit Protection [Line Items]
Excluded credit protected mortgage loans UPB also covered by primary mortgage insurance	900,000,000
Single-family
Recourse And Other Forms Of Credit Protection [Line Items]
Credit protected mortgage loans UPB	416,622,000,000	386,332,000,000
Credit protected mortgage loans Maximum Coverage	78,153,000,000	75,315,000,000
Single-family | Primary mortgage insurance
Recourse And Other Forms Of Credit Protection [Line Items]
Credit protected mortgage loans UPB	230,489,000,000	227,495,000,000
Credit protected mortgage loans Maximum Coverage	58,764,000,000	57,938,000,000
Single-family | Credit risk transfer transactions
Recourse And Other Forms Of Credit Protection [Line Items]
Credit protected mortgage loans UPB	172,095,000,000	144,272,000,000
Credit protected mortgage loans Maximum Coverage	8,993,000,000	6,657,000,000
Single-family | Lender recourse and indemnification
Recourse And Other Forms Of Credit Protection [Line Items]
Credit protected mortgage loans UPB	6,280,000,000	6,527,000,000
Credit protected mortgage loans Maximum Coverage	5,884,000,000	6,092,000,000
Single-family | Pool insurance
Recourse And Other Forms Of Credit Protection [Line Items]
Credit protected mortgage loans UPB	2,149,000,000	2,284,000,000
Credit protected mortgage loans Maximum Coverage	898,000,000	947,000,000
Single-family | HFA indemnification
Recourse And Other Forms Of Credit Protection [Line Items]
Credit protected mortgage loans UPB	3,272,000,000	3,357,000,000
Credit protected mortgage loans Maximum Coverage	3,272,000,000	3,324,000,000
Single-family | Subordination
Recourse And Other Forms Of Credit Protection [Line Items]
Credit protected mortgage loans UPB	2,317,000,000	2,377,000,000
Credit protected mortgage loans Maximum Coverage	325,000,000	339,000,000
Single-family | Other credit enhancements
Recourse And Other Forms Of Credit Protection [Line Items]
Credit protected mortgage loans UPB	20,000,000	20,000,000
Credit protected mortgage loans Maximum Coverage	17,000,000	18,000,000
Multifamily
Recourse And Other Forms Of Credit Protection [Line Items]
Credit protected mortgage loans UPB	90,554,000,000	86,743,000,000
Credit protected mortgage loans Maximum Coverage	17,489,000,000	16,756,000,000
Multifamily | K Certificates
Recourse And Other Forms Of Credit Protection [Line Items]
Credit protected mortgage loans UPB	79,199,000,000	75,541,000,000
Credit protected mortgage loans Maximum Coverage	14,279,000,000	13,576,000,000
Multifamily | HFA indemnification
Recourse And Other Forms Of Credit Protection [Line Items]
Credit protected mortgage loans UPB	753,000,000	772,000,000
Credit protected mortgage loans Maximum Coverage	699,000,000	699,000,000
Multifamily | Subordination
Recourse And Other Forms Of Credit Protection [Line Items]
Credit protected mortgage loans UPB	4,706,000,000	4,724,000,000
Credit protected mortgage loans Maximum Coverage	790,000,000	796,000,000
Multifamily | Other credit enhancements
Recourse And Other Forms Of Credit Protection [Line Items]
Credit protected mortgage loans UPB	5,896,000,000	5,706,000,000
Credit protected mortgage loans Maximum Coverage	$1,721,000,000	$1,685,000,000

Impaired_Loans_Details

Impaired Loans (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Jan. 31, 2015
		numberofloans
Impaired Loans [Line Items]
Amount of borrower incentive			$5,000
Single-family
Impaired Loans [Line Items]
Interest rate reduction and term extension types, percentage of completed modifications	43.00%
Principal forebearance and interest rate reductions and term extension types, percentage of completed modifications	16.00%
Average term extension, number of months of completed modifications	194 months
Average interest rate reduction, percentage of completed modifications	0.80%
Other loss mitigation activities
Impaired Loans [Line Items]
Number of Loans, Modifications, Subsequent Default	2,488	2,028
Post-TDR Recorded Investment, Modifications, Subsequent Default	346,000,000	310,000,000
Loans discharged from Chapter 7 bankruptcy
Impaired Loans [Line Items]
Number of Loans, Modifications, Subsequent Default	695	1,343
Post-TDR Recorded Investment, Modifications, Subsequent Default	94,000,000	$204,000,000

Impaired_Loans_Individially_Im

Impaired Loans - Individially Impaired Loans (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Individually Impaired Mortgage Loans [Abstract]
UPB	$103,057		$105,394
Recorded Investment	98,376		101,285
Associated Allowance	-16,406		-17,889
Net Investment	81,970		83,396
Average Recorded Investment	98,991	99,556
Interest Income Recognized	869	829
Interest Income Recognized On Cash Basis	104	100
Single-family 20 and 30-year or more, amortizing fixed-rate
With no specific allowance recorded [Abstract]
UPB	4,215		6,041
Recorded Investment	2,960		4,007
Net Investment	2,960		4,007
Average Recorded Investment	3,012	3,460
Interest Income Recognized	88	90
Interest Income Recognized On Cash Basis	2	7
With specific allowance recorded [Abstract]
UPB	78,134		77,798
Recorded Investment	75,918		76,708
Net Investment	62,951		62,657
Average Recorded Investment	76,264	74,926
Interest Income Recognized	632	587
Interest Income Recognized On Cash Basis	81	68
Individually Impaired Mortgage Loans [Abstract]
UPB	82,349		83,839
Recorded Investment	78,878		80,715
Associated Allowance	-12,967		-14,051
Net Investment	65,911		66,664
Average Recorded Investment	79,276	78,386
Interest Income Recognized	720	677
Interest Income Recognized On Cash Basis	83	75
Single-family 15-year amortizing fixed-rate
With no specific allowance recorded [Abstract]
UPB	53		63
Recorded Investment	43		44
Net Investment	43		44
Average Recorded Investment	44	35
Interest Income Recognized	2	2
Interest Income Recognized On Cash Basis	0	0
With specific allowance recorded [Abstract]
UPB	1,161		1,226
Recorded Investment	1,159		1,233
Net Investment	1,123		1,193
Average Recorded Investment	1,147	1,273
Interest Income Recognized	13	14
Interest Income Recognized On Cash Basis	3	2
Individually Impaired Mortgage Loans [Abstract]
UPB	1,214		1,289
Recorded Investment	1,202		1,277
Associated Allowance	-36		-40
Net Investment	1,166		1,237
Average Recorded Investment	1,191	1,308
Interest Income Recognized	15	16
Interest Income Recognized On Cash Basis	3	2
Single-family Adjustable-rate
With no specific allowance recorded [Abstract]
UPB	36		27
Recorded Investment	32		22
Net Investment	32		22
Average Recorded Investment	33	12
Interest Income Recognized	1	0
Interest Income Recognized On Cash Basis	0	0
With specific allowance recorded [Abstract]
UPB	799		868
Recorded Investment	784		866
Net Investment	737		801
Average Recorded Investment	788	918
Interest Income Recognized	4	6
Interest Income Recognized On Cash Basis	1	1
Individually Impaired Mortgage Loans [Abstract]
UPB	835		895
Recorded Investment	816		888
Associated Allowance	-47		-65
Net Investment	769		823
Average Recorded Investment	821	930
Interest Income Recognized	5	6
Interest Income Recognized On Cash Basis	1	1
Single-family Alt-A, interest-only, and option ARM
With no specific allowance recorded [Abstract]
UPB	995		1,717
Recorded Investment	672		1,168
Net Investment	672		1,168
Average Recorded Investment	683	1,084
Interest Income Recognized	18	19
Interest Income Recognized On Cash Basis	0	1
With specific allowance recorded [Abstract]
UPB	16,838		16,734
Recorded Investment	15,998		16,335
Net Investment	12,691		12,654
Average Recorded Investment	16,128	16,669
Interest Income Recognized	101	96
Interest Income Recognized On Cash Basis	13	14
Individually Impaired Mortgage Loans [Abstract]
UPB	17,833		18,451
Recorded Investment	16,670		17,503
Associated Allowance	-3,307		-3,681
Net Investment	13,363		13,822
Average Recorded Investment	16,811	17,753
Interest Income Recognized	119	115
Interest Income Recognized On Cash Basis	13	15
Single-family
With no specific allowance recorded [Abstract]
UPB	5,299		7,848
Recorded Investment	3,707		5,241
Net Investment	3,707		5,241
Average Recorded Investment	3,772	4,591
Interest Income Recognized	109	111
Interest Income Recognized On Cash Basis	2	8
With specific allowance recorded [Abstract]
UPB	96,932		96,626
Recorded Investment	93,859		95,142
Net Investment	77,502		77,305
Average Recorded Investment	94,327	93,786
Interest Income Recognized	750	703
Interest Income Recognized On Cash Basis	98	85
Individually Impaired Mortgage Loans [Abstract]
UPB	102,231		104,474
Recorded Investment	97,566		100,383
Associated Allowance	-16,357		-17,837
Net Investment	81,209		82,546
Average Recorded Investment	98,099	98,377
Interest Income Recognized	859	814
Interest Income Recognized On Cash Basis	100	93
Multifamily
With no specific allowance recorded [Abstract]
UPB	472		440
Recorded Investment	458		431
Net Investment	458		431
Average Recorded Investment	518	623
Interest Income Recognized	6	8
Interest Income Recognized On Cash Basis	2	2
With specific allowance recorded [Abstract]
UPB	354		480
Recorded Investment	352		471
Net Investment	303		419
Average Recorded Investment	374	556
Interest Income Recognized	4	7
Interest Income Recognized On Cash Basis	2	5
Individually Impaired Mortgage Loans [Abstract]
UPB	826		920
Recorded Investment	810		902
Associated Allowance	-49		-52
Net Investment	761		850
Average Recorded Investment	892	1,179
Interest Income Recognized	10	15
Interest Income Recognized On Cash Basis	$4	$7

Impaired_Loans_Payment_Status_

Impaired Loans - Payment Status of Mortgage Loans (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	$1,661,081,000,000	$1,649,778,000,000
One Month Past Due	18,253,000,000	21,307,000,000
Two Months Past Due	5,998,000,000	7,110,000,000
Three Months or More Past Due, or in Foreclosure	24,512,000,000	31,778,000,000
Total recorded investment	1,709,844,000,000	1,709,973,000,000
Non-Accrual	24,850,000,000	32,157,000,000
Mortgage loans in process of foreclosure, amount	12,800,000,000	17,900,000,000
Single-family 20 and 30-year or more, amortizing fixed-rate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	1,221,944,000,000	1,207,826,000,000
One Month Past Due	14,936,000,000	17,516,000,000
Two Months Past Due	4,904,000,000	5,817,000,000
Three Months or More Past Due, or in Foreclosure	18,396,000,000	23,436,000,000
Total recorded investment	1,260,180,000,000	1,254,595,000,000
Non-Accrual	18,393,000,000	23,433,000,000
Single-family 15-year amortizing fixed-rate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	280,424,000,000	280,629,000,000
One Month Past Due	853,000,000	1,010,000,000
Two Months Past Due	179,000,000	216,000,000
Three Months or More Past Due, or in Foreclosure	536,000,000	682,000,000
Total recorded investment	281,992,000,000	282,537,000,000
Non-Accrual	536,000,000	682,000,000
Single-family Adjustable-rate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	66,991,000,000	66,737,000,000
One Month Past Due	356,000,000	406,000,000
Two Months Past Due	99,000,000	118,000,000
Three Months or More Past Due, or in Foreclosure	434,000,000	612,000,000
Total recorded investment	67,880,000,000	67,873,000,000
Non-Accrual	434,000,000	612,000,000
Single-family Alt-A, interest-only, and option ARM
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	51,737,000,000	53,251,000,000
One Month Past Due	2,101,000,000	2,368,000,000
Two Months Past Due	816,000,000	948,000,000
Three Months or More Past Due, or in Foreclosure	5,135,000,000	7,048,000,000
Total recorded investment	59,789,000,000	63,615,000,000
Non-Accrual	5,133,000,000	7,045,000,000
Single-family
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	1,621,096,000,000	1,608,443,000,000
One Month Past Due	18,246,000,000	21,300,000,000
Two Months Past Due	5,998,000,000	7,099,000,000
Three Months or More Past Due, or in Foreclosure	24,501,000,000	31,778,000,000
Total recorded investment	1,669,841,000,000	1,668,620,000,000
Non-Accrual	24,496,000,000	31,772,000,000
Multifamily
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	39,985,000,000	41,335,000,000
One Month Past Due	7,000,000	7,000,000
Two Months Past Due	0	11,000,000
Three Months or More Past Due, or in Foreclosure	11,000,000	0
Total recorded investment	40,003,000,000	41,353,000,000
Non-Accrual	$354,000,000	$385,000,000

Impaired_Loans_Delinquency_Rat

Impaired Loans - Delinquency Rates (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified	numberofloans	numberofloans
Single-family
Delinquent Mortgage Loan Attributes [Line Items]
Serious delinquency rate	1.73%	1.88%
Total number of seriously delinquent loans	183,099	200,069
Single-family | Non-credit-enhanced portfolio
Delinquent Mortgage Loan Attributes [Line Items]
Serious delinquency rate	1.62%	1.74%
Total number of seriously delinquent loans	137,794	150,300
Single-family | Credit-enhanced portfolio | Primary mortgage insurance
Delinquent Mortgage Loan Attributes [Line Items]
Serious delinquency rate	2.79%	3.10%
Total number of seriously delinquent loans	35,025	38,595
Single-family | Credit-enhanced portfolio | Other credit protection
Delinquent Mortgage Loan Attributes [Line Items]
Serious delinquency rate	0.96%	1.21%
Total number of seriously delinquent loans	11,228	12,175
Multifamily
Delinquent Mortgage Loan Attributes [Line Items]
Delinquency Rate	0.03%	0.04%
UPB of delinquent loans	45	55
Multifamily | Non-credit-enhanced portfolio
Delinquent Mortgage Loan Attributes [Line Items]
Delinquency Rate	0.02%	0.02%
UPB of delinquent loans	11	11
Multifamily | Credit-enhanced portfolio
Delinquent Mortgage Loan Attributes [Line Items]
Delinquency Rate	0.04%	0.05%
UPB of delinquent loans	34	44

Impaired_Loans_TDR_Activity_By

Impaired Loans - TDR Activity, By Segment (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014
	numberofloans	numberofloans
Financing Receivable, Modifications [Line Items]
Number of Loans	16,738	22,451
Post TDR Recorded Investments	$2,368,000,000	$3,498,000,000
Single-family 20 and 30-year or more, amortizing fixed-rate
Financing Receivable, Modifications [Line Items]
Number of Loans	13,293	17,738
Post TDR Recorded Investments	1,919,000,000	2,727,000,000
Single-family 15-year amortizing fixed-rate
Financing Receivable, Modifications [Line Items]
Number of Loans	1,652	1,510
Post TDR Recorded Investments	123,000,000	118,000,000
Single-family Adjustable-rate
Financing Receivable, Modifications [Line Items]
Number of Loans	405	497
Post TDR Recorded Investments	57,000,000	80,000,000
Single-family Alt-A, interest-only, and option ARM
Financing Receivable, Modifications [Line Items]
Number of Loans	1,388	2,706
Post TDR Recorded Investments	269,000,000	573,000,000
Single-family
Financing Receivable, Modifications [Line Items]
Number of Loans	16,738	22,451
Post TDR Recorded Investments	2,368,000,000	3,498,000,000
Pre-TDR Recorded Investments	2,400,000,000	3,500,000,000
Multifamily
Financing Receivable, Modifications [Line Items]
Number of Loans	0	0
Post TDR Recorded Investments	$0	$0

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, 2015	Mar. 31, 2014
	numberofloans	numberofloans
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	4,307	4,232
Post-TDR Recorded Investment, Modifications, Subsequent Default	$754	$781
Single-family 15-year amortizing fixed-rate
Financing Receivable, Modifications and Other Loss Mitigation Activities
Number of Loans, Modifications, Subsequent Default	206	153
Post-TDR Recorded Investment, Modifications, Subsequent Default	18	16
Single-family Adjustable-rate
Financing Receivable, Modifications and Other Loss Mitigation Activities
Number of Loans, Modifications, Subsequent Default	68	74
Post-TDR Recorded Investment, Modifications, Subsequent Default	12	14
Single-family Alt-A, interest-only, and option ARM
Financing Receivable, Modifications and Other Loss Mitigation Activities
Number of Loans, Modifications, Subsequent Default	514	612
Post-TDR Recorded Investment, Modifications, Subsequent Default	122	153
Single-family
Financing Receivable, Modifications and Other Loss Mitigation Activities
Number of Loans, Modifications, Subsequent Default	5,095	5,071
Post-TDR Recorded Investment, Modifications, Subsequent Default	906	964
Multifamily
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

Real_Estate_Owned_Details

Real Estate Owned (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Real Estate Acquired Through Foreclosure Data [Line Items]
Real estate owned, net	$2,294,000,000	$4,339,000,000	$2,558,000,000
REO acquired in non-cash transfer	600,000,000	1,300,000,000
Single Family
Real Estate Acquired Through Foreclosure Data [Line Items]
Real estate owned, net	2,300,000,000		2,600,000,000
REO, number of properties	22,738		25,768
Single Family | Southeast
Real Estate Acquired Through Foreclosure Data [Line Items]
Single-Family REO, percentage of additions	31.00%	37.00%
Single Family | North Central
Real Estate Acquired Through Foreclosure Data [Line Items]
Single-Family REO, percentage of additions	28.00%	24.00%
Multifamily
Real Estate Acquired Through Foreclosure Data [Line Items]
Real estate owned, net	$0		$0

Real_Estate_Owned_REO_Details

Real Estate Owned - REO (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
REO
Beginning balance - REO	$2,684	$4,602
Additions	683	1,452
Dispositions	-983	-1,657
Ending balance - REO	2,384	4,397
REO, valuation allowance
Beginning balance, valuation allowance	-126	-51
Change in valuation allowance	36	-7
Ending balance, valuation allowance	-90	-58
Ending Balance - REO, net	$2,294	$4,339	$2,558

Investments_in_Securities_Deta

Investments in Securities (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014
	numberofsecurities
	numberoflots
Investments, Debt and Equity Securities [Abstract]
Total Gross Unrealized Losses	$700,000,000
Individual lots in gross unrealized loss position	373
Separate securities in gross unrealized loss position	346
Net unrealized gains (losses) on trading securities held at balance sheets date	$46,000,000	($13,000,000)

Investments_in_Securities_Avai

Investments in Securities - Available-For-Sale Securities (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	$96,339	$102,633
Gross Unrealized Gains	4,898	4,861
Available-for-sale, at fair value	100,497	106,550
Freddie Mac
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	37,246	37,710
Gross Unrealized Gains	1,711	1,435
Available-for-sale, at fair value	38,927	39,099
Fannie Mae
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	10,613	10,860
Gross Unrealized Gains	472	463
Available-for-sale, at fair value	11,074	11,313
Ginnie Mae
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	175	183
Gross Unrealized Gains	16	16
Available-for-sale, at fair value	191	199
CMBS
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	19,187	20,988
Gross Unrealized Gains	810	890
Available-for-sale, at fair value	19,996	21,822
Subprime
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	17,407	20,210
Gross Unrealized Gains	889	989
Available-for-sale, at fair value	17,799	20,589
Option ARM
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	5,117	5,460
Gross Unrealized Gains	323	372
Available-for-sale, at fair value	5,276	5,649
Alt-A and other
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	4,257	4,500
Gross Unrealized Gains	564	578
Available-for-sale, at fair value	4,788	5,043
Obligations of states and political subdivisions
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	1,799	2,166
Gross Unrealized Gains	30	34
Available-for-sale, at fair value	1,827	2,198
Manufactured housing
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	538	556
Gross Unrealized Gains	83	84
Available-for-sale, at fair value	619	638
Other-than-temporary impairment
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Losses	-601	-730
Other-than-temporary impairment | Freddie Mac
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Losses	0	0
Other-than-temporary impairment | Fannie Mae
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Losses	0	0
Other-than-temporary impairment | Ginnie Mae
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Losses	0	0
Other-than-temporary impairment | CMBS
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Losses	-1	-2
Other-than-temporary impairment | Subprime
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Losses	-411	-518
Other-than-temporary impairment | Option ARM
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Losses	-160	-179
Other-than-temporary impairment | Alt-A and other
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Losses	-27	-29
Other-than-temporary impairment | Obligations of states and political subdivisions
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Losses	0	0
Other-than-temporary impairment | Manufactured housing
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Losses	-2	-2
Temporary impairment
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Losses	-139	-214
Temporary impairment | Freddie Mac
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Losses	-30	-46
Temporary impairment | Fannie Mae
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Losses	-11	-10
Temporary impairment | Ginnie Mae
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Losses	0	0
Temporary impairment | CMBS
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Losses	0	-54
Temporary impairment | Subprime
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Losses	-86	-92
Temporary impairment | Option ARM
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Losses	-4	-4
Temporary impairment | Alt-A and other
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Losses	-6	-6
Temporary impairment | Obligations of states and political subdivisions
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Losses	-2	-2
Temporary impairment | Manufactured housing
Schedule of Available-for-sale Securities [Line Items]
Gross Unrealized Losses	$0	$0

Investments_in_Securities_Avai1

Investments in Securities - Available-For-Sale Securities in a Gross Unrealized Loss Position (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months Fair Value	$4,516	$6,112
12 Months or Greater Fair Value	8,622	10,655
Less than 12 Months Gross Unrealized Losses	-38	-36
12 Months or Greater Gross Unrealized Losses	-702	-908
Freddie Mac
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months Fair Value	1,813	2,531
12 Months or Greater Fair Value	921	936
Less than 12 Months Gross Unrealized Losses	-7	-14
12 Months or Greater Gross Unrealized Losses	-23	-32
Fannie Mae
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months Fair Value	1,612	2,693
12 Months or Greater Fair Value	5	5
Less than 12 Months Gross Unrealized Losses	-11	-9
12 Months or Greater Gross Unrealized Losses	0	-1
Ginnie Mae
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months Fair Value	63	66
12 Months or Greater Fair Value	0	0
Less than 12 Months Gross Unrealized Losses	0	0
12 Months or Greater Gross Unrealized Losses	0	0
CMBS
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months Fair Value	100	184
12 Months or Greater Fair Value	153	1,149
Less than 12 Months Gross Unrealized Losses	0	-5
12 Months or Greater Gross Unrealized Losses	-1	-51
Subprime
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months Fair Value	709	286
12 Months or Greater Fair Value	5,772	6,533
Less than 12 Months Gross Unrealized Losses	-17	-3
12 Months or Greater Gross Unrealized Losses	-480	-607
Option ARM
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months Fair Value	51	77
12 Months or Greater Fair Value	1,228	1,490
Less than 12 Months Gross Unrealized Losses	-1	0
12 Months or Greater Gross Unrealized Losses	-163	-183
Alt-A and other
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months Fair Value	141	185
12 Months or Greater Fair Value	516	499
Less than 12 Months Gross Unrealized Losses	-2	-5
12 Months or Greater Gross Unrealized Losses	-31	-30
Obligations of states and political subdivisions
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months Fair Value	27	48
12 Months or Greater Fair Value	12	28
Less than 12 Months Gross Unrealized Losses	0	0
12 Months or Greater Gross Unrealized Losses	-2	-2
Manufactured housing
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months Fair Value	0	42
12 Months or Greater Fair Value	15	15
Less than 12 Months Gross Unrealized Losses	0	0
12 Months or Greater 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 $)	Mar. 31, 2015
In Millions, unless otherwise specified
Subprime
Schedule of Available-for-sale Securities [Line Items]
UPB	$23,790
Weighted average collateral defaults	47.00%
Weighted average collateral severities	59.00%
Weighted average voluntary prepayment rates	3.00%
Average credit enhancement	9.00%
Option ARM
Schedule of Available-for-sale Securities [Line Items]
UPB	7,704
Weighted average collateral defaults	31.00%
Weighted average collateral severities	44.00%
Weighted average voluntary prepayment rates	9.00%
Average credit enhancement	0.00%
Alt-A
Schedule of Available-for-sale Securities [Line Items]
UPB	$4,318
Weighted average collateral defaults	26.00%
Weighted average collateral severities	43.00%
Weighted average voluntary prepayment rates	10.00%
Average credit enhancement	2.00%

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, 2015	Mar. 31, 2014
Schedule of Available-for-sale Securities [Line Items]
Net impairment of available-for-sale securities recognized in earnings	($93)	($364)
Net impairment charge in earnings due to change from intent to keep to sell	89	328
CMBS
Schedule of Available-for-sale Securities [Line Items]
Net impairment of available-for-sale securities recognized in earnings	-17	0
Subprime
Schedule of Available-for-sale Securities [Line Items]
Net impairment of available-for-sale securities recognized in earnings	-64	-322
Option ARM
Schedule of Available-for-sale Securities [Line Items]
Net impairment of available-for-sale securities recognized in earnings	-11	-16
Alt-A and other
Schedule of Available-for-sale Securities [Line Items]
Net impairment of available-for-sale securities recognized in earnings	($1)	($26)

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, 2015	Mar. 31, 2014
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	$6,798	$14,463
Amounts related to credit losses for which an other-than-temporary impairment was previously recognized	4	36
Amounts related to securities which were sold, written off or matured	-52	-101
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	-380	-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	-89	-132
Ending balance - remaining credit losses on available-for-sale securities where other-than-temporary impairments were recognized in earnings	$6,281	$12,750

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, 2015	Mar. 31, 2014
Investments, Debt and Equity Securities [Abstract]
Gross realized gains	$367	$775
Gross realized losses	-5	-2
Net realized gains (losses)	$362	$773

Investments_in_Securities_Cont

Investments in Securities - Contractual Maturities of Available-For-Sale Securities (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Amortized Cost
Due within 1 year or less	$1
Due after 1 through 5 years	711
Due after 5 through 10 years	756
Due after 10 years	94,871
Amortized Cost	96,339	102,633
Fair Value
Due within 1 year or less	1
Due after 1 through 5 years	737
Due after 5 through 10 years	816
Due after 10 years	98,943
Fair Value	100,497	106,550
Freddie Mac
Amortized Cost
Due within 1 year or less	0
Due after 1 through 5 years	270
Due after 5 through 10 years	574
Due after 10 years	36,402
Amortized Cost	37,246	37,710
Fair Value
Due within 1 year or less	0
Due after 1 through 5 years	277
Due after 5 through 10 years	614
Due after 10 years	38,036
Fair Value	38,927	39,099
Fannie Mae
Amortized Cost
Due within 1 year or less	0
Due after 1 through 5 years	57
Due after 5 through 10 years	93
Due after 10 years	10,463
Amortized Cost	10,613	10,860
Fair Value
Due within 1 year or less	0
Due after 1 through 5 years	60
Due after 5 through 10 years	105
Due after 10 years	10,909
Fair Value	11,074	11,313
Ginnie Mae
Amortized Cost
Due within 1 year or less	0
Due after 1 through 5 years	3
Due after 5 through 10 years	21
Due after 10 years	151
Amortized Cost	175	183
Fair Value
Due within 1 year or less	0
Due after 1 through 5 years	4
Due after 5 through 10 years	25
Due after 10 years	162
Fair Value	191	199
CMBS
Amortized Cost
Due within 1 year or less	0
Due after 1 through 5 years	315
Due after 5 through 10 years	8
Due after 10 years	18,864
Amortized Cost	19,187	20,988
Fair Value
Due within 1 year or less	0
Due after 1 through 5 years	328
Due after 5 through 10 years	8
Due after 10 years	19,660
Fair Value	19,996	21,822
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	17,407
Amortized Cost	17,407	20,210
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	17,799
Fair Value	17,799	20,589
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	5,117
Amortized Cost	5,117	5,460
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	5,276
Fair Value	5,276	5,649
Alt-A and other
Amortized Cost
Due within 1 year or less	1
Due after 1 through 5 years	28
Due after 5 through 10 years	8
Due after 10 years	4,220
Amortized Cost	4,257	4,500
Fair Value
Due within 1 year or less	1
Due after 1 through 5 years	28
Due after 5 through 10 years	9
Due after 10 years	4,750
Fair Value	4,788	5,043
Obligations of states and political subdivisions
Amortized Cost
Due within 1 year or less	0
Due after 1 through 5 years	38
Due after 5 through 10 years	44
Due after 10 years	1,717
Amortized Cost	1,799	2,166
Fair Value
Due within 1 year or less	0
Due after 1 through 5 years	40
Due after 5 through 10 years	44
Due after 10 years	1,743
Fair Value	1,827	2,198
Manufactured housing
Amortized Cost
Due within 1 year or less	0
Due after 1 through 5 years	0
Due after 5 through 10 years	8
Due after 10 years	530
Amortized Cost	538	556
Fair Value
Due within 1 year or less	0
Due after 1 through 5 years	0
Due after 5 through 10 years	11
Due after 10 years	608
Fair Value	$619	$638

Investments_in_Securities_Trad

Investments in Securities - Trading Securities (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Trading Securities [Line Items]
Total fair value of trading securities	$37,660	$30,437
Mortage-related securities
Trading Securities [Line Items]
Total fair value of trading securities	23,060	23,755
Freddie Mac
Trading Securities [Line Items]
Total fair value of trading securities	16,958	17,469
Fannie Mae
Trading Securities [Line Items]
Total fair value of trading securities	5,933	6,099
Ginnie Mae
Trading Securities [Line Items]
Total fair value of trading securities	14	16
Other
Trading Securities [Line Items]
Total fair value of trading securities	155	171
U.S. Treasury securities
Trading Securities [Line Items]
Total fair value of trading securities	$14,600	$6,682

Debt_Securities_and_Subordinat2

Debt Securities and Subordinated Borrowings (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Other Debt [Line Items]
Debt limit as percentage of mortgage assets	120.00%
Debt cap under Purchase Agreement for the current year	$563,600,000,000
Debt cap under Purchase Agreement for the following year	479,000,000,000
Federal funds purchased and securities sold under agreements to repurchase	0	0
Freddie Mac parent
Other Debt [Line Items]
Aggregate indebtedness as the par value of other debt	$450,737,000,000	$454,029,000,000

Debt_Securities_and_Subordinat3

Debt Securities and Subordinated Borrowings - Other Debt (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Long-term Debt [Abstract}
Total debt, net	$1,935,629,000,000	$1,929,542,000,000
Long-term Debt, Fair Value	7,659,000,000	5,820,000,000
Balance Net Of Callable Other Long Term Debt	119,000,000,000	106,300,000,000
Freddie Mac parent
Short-term Debt [Abstract]
Par Value	116,389,000,000	134,670,000,000
Carrying Amount	116,347,000,000	134,619,000,000
Weighted Average Effective Rate	0.13%	0.12%
Long-term Debt [Abstract}
Par Value	334,348,000,000	319,359,000,000
Carrying Amount	330,687,000,000	315,450,000,000
Weighted Average Interest Rate	1.91%	2.02%
Total par value	450,737,000,000	454,029,000,000
Total debt, net	447,034,000,000	450,069,000,000
Freddie Mac parent | 2015
Long-term Debt [Abstract}
Par Value	43,677,000,000	58,841,000,000
Carrying Amount	43,670,000,000	58,830,000,000
Weighted Average Interest Rate	1.35%	1.62%
Freddie Mac parent | 2016
Long-term Debt [Abstract}
Par Value	76,222,000,000	72,504,000,000
Carrying Amount	76,389,000,000	72,696,000,000
Weighted Average Interest Rate	1.79%	1.88%
Freddie Mac parent | 2017
Long-term Debt [Abstract}
Par Value	90,970,000,000	77,482,000,000
Carrying Amount	90,994,000,000	77,489,000,000
Weighted Average Interest Rate	1.59%	1.78%
Freddie Mac parent | 2018
Long-term Debt [Abstract}
Par Value	39,458,000,000	30,850,000,000
Carrying Amount	39,452,000,000	30,823,000,000
Weighted Average Interest Rate	1.61%	1.67%
Freddie Mac parent | 2019
Long-term Debt [Abstract}
Par Value	29,006,000,000	30,671,000,000
Carrying Amount	28,909,000,000	30,570,000,000
Weighted Average Interest Rate	1.96%	1.97%
Freddie Mac parent | Thereafter
Long-term Debt [Abstract}
Par Value	55,015,000,000	49,011,000,000
Carrying Amount	51,273,000,000	45,042,000,000
Weighted Average Interest Rate	3.32%	3.42%
Freddie Mac parent | Reference Bills securites and discount notes
Short-term Debt [Abstract]
Par Value	116,389,000,000	134,670,000,000
Carrying Amount	$116,347,000,000	$134,619,000,000
Weighted Average Effective Rate	0.13%	0.12%

Debt_Securities_and_Subordinat4

Debt Securities and Subordinated Borrowings - Debt Securities of Consolidated Trusts Held by Third Parties (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Debt Securities Of Consolidated Trusts Held By Third Parties [Line Items]
Balance, Net	$1,935,629	$1,929,542
Variable Interest Entity Primary Beneficiary
Debt Securities Of Consolidated Trusts Held By Third Parties [Line Items]
UPB	1,448,311	1,440,325
Balance, Net	1,488,595	1,479,473
Effective rate for debt securities of consolidated trusts held by third parties	3.02%	3.19%
Variable Interest Entity Primary Beneficiary | Single-family
Debt Securities Of Consolidated Trusts Held By Third Parties [Line Items]
UPB	1,447,796	1,439,801
Balance, Net	1,488,032	1,478,896
Variable Interest Entity Primary Beneficiary | Multifamily
Debt Securities Of Consolidated Trusts Held By Third Parties [Line Items]
UPB	515	524
Balance, Net	563	577
Weighted Average Coupon	4.86%	4.93%
Variable Interest Entity Primary Beneficiary | Single-family 30-year or more, fixed-rate | Single-family
Debt Securities Of Consolidated Trusts Held By Third Parties [Line Items]
UPB	1,026,868	1,018,357
Balance, Net	1,056,858	1,047,302
Weighted Average Coupon	4.00%	4.04%
Variable Interest Entity Primary Beneficiary | Single-family 20-year fixed-rate | Single-family
Debt Securities Of Consolidated Trusts Held By Third Parties [Line Items]
UPB	71,671	71,545
Balance, Net	73,905	73,764
Weighted Average Coupon	3.71%	3.74%
Variable Interest Entity Primary Beneficiary | Single-family 15-year fixed-rate | Single-family
Debt Securities Of Consolidated Trusts Held By Third Parties [Line Items]
UPB	265,945	266,117
Balance, Net	272,395	272,538
Weighted Average Coupon	3.09%	3.13%
Variable Interest Entity Primary Beneficiary | Single-family Adjustable-rate | Single-family
Debt Securities Of Consolidated Trusts Held By Third Parties [Line Items]
UPB	65,278	65,082
Balance, Net	66,755	66,518
Weighted Average Coupon	2.61%	2.62%
Variable Interest Entity Primary Beneficiary | Single-family Interest-only | Single-family
Debt Securities Of Consolidated Trusts Held By Third Parties [Line Items]
UPB	16,862	17,474
Balance, Net	16,924	17,524
Weighted Average Coupon	3.22%	3.29%
Variable Interest Entity Primary Beneficiary | FHA/VA | Single-family
Debt Securities Of Consolidated Trusts Held By Third Parties [Line Items]
UPB	1,172	1,226
Balance, Net	$1,195	$1,250
Weighted Average Coupon	5.40%	5.42%

Derivatives_Details

Derivatives (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
	category
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Number of derivative categories	3
Derivatives in Hedge Accounting Relationships	$0	$0

Derivatives_Derivative_Assets_

Derivatives - Derivative Assets and Liabilities at Fair Value (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Derivative [Line Items]
Netting adjustments to derivative assets	($10,959,000,000)	($9,939,000,000)
Derivative assets, net	695,000,000	822,000,000
Netting adjustments to derivative liabilities	14,609,000,000	13,097,000,000
Derivative liabilities, net	-2,007,000,000	-1,963,000,000
Net cash collateral posted	3,700,000,000	3,200,000,000
Derivatives
Derivative [Line Items]
Net cash collateral posted	3,700,000,000	3,200,000,000
Not Designated as Hedging Instrument
Derivative [Line Items]
Notional or contractual amount	588,684,000,000	607,040,000,000
Derivative assets at fair value	10,907,000,000	9,944,000,000
Derivative interest receivable	747,000,000	817,000,000
Netting adjustments to derivative assets	-10,959,000,000	-9,939,000,000
Derivative assets, net	695,000,000	822,000,000
Derivative liabilities at fair value	-15,292,000,000	-13,560,000,000
Derivative interest payable	-1,324,000,000	-1,500,000,000
Netting adjustments to derivative liabilities	14,609,000,000	13,097,000,000
Derivative liabilities, net	-2,007,000,000	-1,963,000,000
Not Designated as Hedging Instrument | Interest Rate Swaps
Derivative [Line Items]
Notional or contractual amount	401,701,000,000	418,844,000,000
Derivative assets at fair value	5,789,000,000	5,653,000,000
Derivative liabilities at fair value	-14,941,000,000	-13,316,000,000
Not Designated as Hedging Instrument | Receive-fixed
Derivative [Line Items]
Notional or contractual amount	200,905,000,000	205,219,000,000
Derivative assets at fair value	5,698,000,000	5,243,000,000
Derivative liabilities at fair value	-133,000,000	-487,000,000
Not Designated as Hedging Instrument | Pay-fixed
Derivative [Line Items]
Notional or contractual amount	200,496,000,000	213,325,000,000
Derivative assets at fair value	89,000,000	408,000,000
Derivative liabilities at fair value	-14,808,000,000	-12,829,000,000
Not Designated as Hedging Instrument | Basis (floating to floating)
Derivative [Line Items]
Notional or contractual amount	300,000,000	300,000,000
Derivative assets at fair value	2,000,000	2,000,000
Derivative liabilities at fair value	0	0
Not Designated as Hedging Instrument | Option-based
Derivative [Line Items]
Notional or contractual amount	98,566,000,000	112,468,000,000
Derivative assets at fair value	4,993,000,000	4,224,000,000
Derivative liabilities at fair value	-122,000,000	-127,000,000
Not Designated as Hedging Instrument | Call swaptions | Purchased
Derivative [Line Items]
Notional or contractual amount	53,600,000,000	56,390,000,000
Derivative assets at fair value	4,040,000,000	3,315,000,000
Derivative liabilities at fair value	0	0
Not Designated as Hedging Instrument | Call swaptions | Written
Derivative [Line Items]
Notional or contractual amount	8,010,000,000	10,660,000,000
Derivative assets at fair value	0	0
Derivative liabilities at fair value	-105,000,000	-90,000,000
Not Designated as Hedging Instrument | Put swaptions | Purchased
Derivative [Line Items]
Notional or contractual amount	17,350,000,000	22,125,000,000
Derivative assets at fair value	147,000,000	179,000,000
Derivative liabilities at fair value	0	0
Not Designated as Hedging Instrument | Put swaptions | Written
Derivative [Line Items]
Notional or contractual amount	6,310,000,000	3,560,000,000
Derivative assets at fair value	0	0
Derivative liabilities at fair value	-16,000,000	-9,000,000
Not Designated as Hedging Instrument | Other option-based derivatives
Derivative [Line Items]
Notional or contractual amount	13,296,000,000	19,733,000,000
Derivative assets at fair value	806,000,000	730,000,000
Derivative liabilities at fair value	-1,000,000	-28,000,000
Not Designated as Hedging Instrument | Futures
Derivative [Line Items]
Notional or contractual amount	21,948,000,000	40,263,000,000
Derivative assets at fair value	0	0
Derivative liabilities at fair value	0	0
Not Designated as Hedging Instrument | Commitments
Derivative [Line Items]
Notional or contractual amount	58,050,000,000	27,054,000,000
Derivative assets at fair value	117,000,000	40,000,000
Derivative liabilities at fair value	-191,000,000	-79,000,000
Not Designated as Hedging Instrument | Credit derivatives
Derivative [Line Items]
Notional or contractual amount	5,260,000,000	5,207,000,000
Derivative assets at fair value	8,000,000	27,000,000
Derivative liabilities at fair value	-12,000,000	-11,000,000
Not Designated as Hedging Instrument | Swap guarantee derivatives
Derivative [Line Items]
Notional or contractual amount	3,159,000,000	3,204,000,000
Derivative assets at fair value	0	0
Derivative liabilities at fair value	($26,000,000)	($27,000,000)

Derivatives_Gains_and_Losses_o

Derivatives - Gains and Losses on Derivatives (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Derivative gains (losses)	($2,403)	($2,351)
Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Derivative gains (losses)	-2,403	-2,351
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements
Derivative Instruments, Gain (Loss) [Line Items]
Derivative gains (losses)	-1,832	-1,673
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)	-2,661	-1,770
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements | Receive-fixed
Derivative Instruments, Gain (Loss) [Line Items]
Derivative gains (losses)	1,317	1,394
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements | Pay-fixed
Derivative Instruments, Gain (Loss) [Line Items]
Derivative gains (losses)	-3,978	-3,164
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements | Option-based
Derivative Instruments, Gain (Loss) [Line Items]
Derivative gains (losses)	1,016	69
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)	1,015	528
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)	-29	-100
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)	-66	-419
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements | Put swaptions | Written
Derivative Instruments, Gain (Loss) [Line Items]
Derivative gains (losses)	15	0
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)	81	60
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements | Futures
Derivative Instruments, Gain (Loss) [Line Items]
Derivative gains (losses)	-40	-30
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements | Commitments
Derivative Instruments, Gain (Loss) [Line Items]
Derivative gains (losses)	-111	66
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements | Credit derivatives
Derivative Instruments, Gain (Loss) [Line Items]
Derivative gains (losses)	-37	-3
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)	2	3
Not Designated as Hedging Instrument | Derivative gains (losses) excluding accrual of periodic settlements | Other
Derivative Instruments, Gain (Loss) [Line Items]
Derivative gains (losses)	-1	-8
Not Designated as Hedging Instrument | Accrual of periodic settlements
Derivative Instruments, Gain (Loss) [Line Items]
Derivative gains (losses)	-571	-678
Not Designated as Hedging Instrument | Accrual of periodic settlements | Receive-fixed
Derivative Instruments, Gain (Loss) [Line Items]
Derivative gains (losses)	680	834
Not Designated as Hedging Instrument | Accrual of periodic settlements | Pay-fixed
Derivative Instruments, Gain (Loss) [Line Items]
Derivative gains (losses)	($1,251)	($1,512)

Collateral_and_Offsetting_of_A2

Collateral and Offsetting of Assets and Liabilities (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
	numberofcounterparties
Offsetting of Financial 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	316,000,000	369,000,000
Securities collateral pledged to Freddie Mac offsetting our exposure	379,000,000	453,000,000
Federal funds sold	0	0
Derivatives in a net liability position	2,600,000,000
Collateral already posted, aggregate fair value	2,600,000,000
Securities pledged with the ability for the secured party to repledge	4,821,000,000	4,432,000,000
Collateral pledged by Freddie Mac in form of cash	6,800,000,000	5,400,000,000
Securities purchased under agreements to resell
Offsetting of Financial Assets and Liabilities [Line Items]
Collateral pledged to Freddie Mac in form of securities	282,000,000	0
Derivatives and securities
Offsetting of Financial Assets and Liabilities [Line Items]
Collateral pledged by Freddie Mac in form of cash	5,900,000,000	4,200,000,000
OTC derivatives
Offsetting of Financial Assets and Liabilities [Line Items]
Net uncollateralized exposure after applying netting agreements and collateral	39,000,000	174,000,000
Maximum loss after applying netting agreements and collateral	39,000,000
Collateral pledged to Freddie Mac in form of cash	2,800,000,000	2,100,000,000
Securities collateral pledged to Freddie Mac offsetting our exposure	379,000,000	453,000,000
Derivatives in a net liability position	2,600,000,000	3,000,000,000
Collateral pledged by Freddie Mac in form of cash	900,000,000	1,200,000,000
OTC derivatives | Counterparties accounted for 10% or more | Net uncollateralized exposure to derivative counterparties
Offsetting of Financial Assets and Liabilities [Line Items]
Number of counterparties	4
Concentration risk percentage	97.00%
OTC derivatives | Counterparties accounted for 10% or more | Net uncollateralized exposure to derivative counterparties | S&P Equivalent A or above Rating
Offsetting of Financial Assets and Liabilities [Line Items]
Number of counterparties	4
Cleared and exchange-traded derivatives
Offsetting of Financial Assets and Liabilities [Line Items]
Net uncollateralized exposure after applying netting agreements and collateral	152,000,000	128,000,000
Collateral pledged to Freddie Mac in form of cash	0	0
Securities collateral pledged to Freddie Mac offsetting our exposure	0	$0

Collateral_and_Offsetting_of_A3

Collateral and Offsetting of Assets and Liabilities - Offsetting of Financial Assets and Liabilities (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Derivative Assets:
Gross Amount Recognized	$11,654,000,000	$10,761,000,000
Amount Offset in the Consolidated Balance Sheets	-10,959,000,000	-9,939,000,000
Net Amount Presented in the Consolidated Balance Sheets	695,000,000	822,000,000
Gross Amount Not Offset in the Consolidated Balance Sheets	-379,000,000	-453,000,000
Net Amount	316,000,000	369,000,000
Securities purchased under agreements to resell:
Gross Amount Recognized	47,166,000,000	51,903,000,000
Amount Offset in the Consolidated Balance Sheets	0	0
Net Amount Presented in the Consolidated Balance Sheets	47,166,000,000	51,903,000,000
Gross Amount Not Offset in the Consolidated Balance Sheets	-47,166,000,000	-51,903,000,000
Net Amount	0	0
Total:
Gross Amount Recognized	58,820,000,000	62,664,000,000
Amount Offset in the Consolidated Balance Sheets	-10,959,000,000	-9,939,000,000
Net Amount Presented in the Consolidated Balance Sheets	47,861,000,000	52,725,000,000
Gross Amount Not Offset in the Consolidated Balance Sheets	-47,545,000,000	-52,356,000,000
Net Amount	316,000,000	369,000,000
Derivative Liabilities:
Gross Amount Recognized	-16,616,000,000	-15,060,000,000
Amount Offset in the Consolidated Balance Sheets	14,609,000,000	13,097,000,000
Net Amount Presented in the Consolidated Balance Sheets	-2,007,000,000	-1,963,000,000
Gross Amount Not Offset in the Consolidated Balance Sheets	1,652,000,000	1,743,000,000
Net Amount	-355,000,000	-220,000,000
Over-the-counter interest-rate and foreign-currency swaps, and option-based derivatives
Derivative Assets:
Gross Amount Recognized	11,346,000,000	10,315,000,000
Amount Offset in the Consolidated Balance Sheets	-10,928,000,000	-9,688,000,000
Net Amount Presented in the Consolidated Balance Sheets	418,000,000	627,000,000
Gross Amount Not Offset in the Consolidated Balance Sheets	-379,000,000	-453,000,000
Net Amount	39,000,000	174,000,000
Derivative Liabilities:
Gross Amount Recognized	-10,765,000,000	-10,666,000,000
Amount Offset in the Consolidated Balance Sheets	9,042,000,000	8,845,000,000
Net Amount Presented in the Consolidated Balance Sheets	-1,723,000,000	-1,821,000,000
Gross Amount Not Offset in the Consolidated Balance Sheets	1,652,000,000	1,743,000,000
Net Amount	-71,000,000	-78,000,000
Cleared and exchange-traded derivatives
Derivative Assets:
Gross Amount Recognized	183,000,000	379,000,000
Amount Offset in the Consolidated Balance Sheets	-31,000,000	-251,000,000
Net Amount Presented in the Consolidated Balance Sheets	152,000,000	128,000,000
Gross Amount Not Offset in the Consolidated Balance Sheets	0	0
Net Amount	152,000,000	128,000,000
Derivative Liabilities:
Gross Amount Recognized	-5,622,000,000	-4,277,000,000
Amount Offset in the Consolidated Balance Sheets	5,567,000,000	4,252,000,000
Net Amount Presented in the Consolidated Balance Sheets	-55,000,000	-25,000,000
Gross Amount Not Offset in the Consolidated Balance Sheets	0	0
Net Amount	-55,000,000	-25,000,000
Aggregate fair value of securities posted	3,100,000,000	2,300,000,000
Other
Derivative Assets:
Gross Amount Recognized	125,000,000	67,000,000
Amount Offset in the Consolidated Balance Sheets	0	0
Net Amount Presented in the Consolidated Balance Sheets	125,000,000	67,000,000
Gross Amount Not Offset in the Consolidated Balance Sheets	0	0
Net Amount	125,000,000	67,000,000
Derivative Liabilities:
Gross Amount Recognized	-229,000,000	-117,000,000
Amount Offset in the Consolidated Balance Sheets	0	0
Net Amount Presented in the Consolidated Balance Sheets	-229,000,000	-117,000,000
Gross Amount Not Offset in the Consolidated Balance Sheets	0	0
Net Amount	($229,000,000)	($117,000,000)

Collateral_and_Offsetting_of_A4

Collateral and Offsetting of Assets and Liabilities - Collateral in the Form of Securities Pledged (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Collateral in the Form of Securities Pledged [Line Items]
Securities pledged with the ability for the secured party to repledge	$4,821	$4,432
Debt securities of consolidated trusts held by third parties
Collateral in the Form of Securities Pledged [Line Items]
Securities pledged with the ability for the secured party to repledge	2,246	2,539
Available-for-sale securities
Collateral in the Form of Securities Pledged [Line Items]
Securities pledged with the ability for the secured party to repledge	29	9
Trading securities
Collateral in the Form of Securities Pledged [Line Items]
Securities pledged with the ability for the secured party to repledge	$2,546	$1,884

Stockholders_Equity_Deficit_De

Stockholders' Equity (Deficit) (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014	Dec. 31, 2013
Stockholders Equity Text [Line Items]
Federal statutory tax rate	35.00%	35.00%
Total AOCI related to derivatives designated as cash flow hedges	($744,000,000)	($948,000,000)	($803,000,000)
Cash flow hedge gain (loss) to be reclassified over the next 12 months	-157,000,000
Maximum remaining length of time hedged in cash flow hedge	19 years
Cash dividends paid on senior preferred stock	851,000,000	10,435,000,000
Draw received from Treasury	0
Expected draw request from Treasury	0
Applicable capital reserve amount				3,000,000,000
Applicable capital reserve amount for 2018	0
Senior preferred stock dividend payable to Treasury in the following quarter	746,000,000
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
Dividends declared on preferred stock	0
Dividends paid on preferred stock	0
Year 2015
Stockholders Equity Text [Line Items]
Applicable capital reserve amount	$1,800,000,000

Stockholders_Equity_Changes_in

Stockholders' Equity - Changes in AOCI by Component, Net of Tax (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	$1,730,000,000
Total other comprehensive income (loss), net of taxes and reclassification adjustments	222,000,000	479,000,000
Ending balance	1,952,000,000
Total
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	1,730,000,000	-6,000,000
Other comprehensive income (loss) before reclassifications	337,000,000	693,000,000
Amounts reclassified from accumulated other comprehensive income	-115,000,000	-214,000,000
Total other comprehensive income (loss), net of taxes and reclassification adjustments	222,000,000	479,000,000
Ending balance	1,952,000,000	473,000,000
AOCI related to available-for-sale securities
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	2,546,000,000	962,000,000
Other comprehensive income (loss) before reclassifications	331,000,000	692,000,000
Amounts reclassified from accumulated other comprehensive income	-174,000,000	-265,000,000
Total other comprehensive income (loss), net of taxes and reclassification adjustments	157,000,000	427,000,000
Ending balance	2,703,000,000	1,389,000,000
Tax expense related to AFS - other comprehensive income before reclassifications	200,000,000	400,000,000
AOCI related to cash flow hedge relationships
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	-803,000,000	-1,000,000,000
Other comprehensive income (loss) before reclassifications	0	0
Amounts reclassified from accumulated other comprehensive income	59,000,000	52,000,000
Total other comprehensive income (loss), net of taxes and reclassification adjustments	59,000,000	52,000,000
Ending balance	-744,000,000	-948,000,000
AOCI related to defined benefit plans
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	-13,000,000	32,000,000
Other comprehensive income (loss) before reclassifications	6,000,000	1,000,000
Amounts reclassified from accumulated other comprehensive income	0	-1,000,000
Total other comprehensive income (loss), net of taxes and reclassification adjustments	6,000,000	0
Ending balance	($7,000,000)	$32,000,000

Stockholders_Equity_Reclassifi

Stockholders' Equity - Reclassifications from AOCI to Net Income (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Reclassification Adjustment Out Of Accumulated Other Comprehensive Income [Line Items]
Other gains (losses) on investment securities recognized in earnings	$417	$766
Net impairment of available-for-sale securities recognized in earnings	-93	-364
Total interest expense	-13,088	-14,072
Expense related to derivatives	-65	-79
Salaries and employee benefits	-232	-233
Income before income tax (expense) benefit	788	5,765
Income tax expense	-264	-1,745
Net income	524	4,020
Total reclassifications in the period
Reclassification Adjustment Out Of Accumulated Other Comprehensive Income [Line Items]
Net income	115	214
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	362	773
Net impairment of available-for-sale securities recognized in earnings	-93	-364
Income before income tax (expense) benefit	269	409
Income tax expense	-95	-144
Net income	174	265
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	-65	-79
Income before income tax (expense) benefit	-65	-80
Income tax expense	6	28
Net income	-59	-52
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	0	-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	0	1
Income tax expense	0	0
Net income	$0	$1

Income_Taxes_Details

Income Taxes (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Income Tax Disclosure [Abstract]
Income tax expense	$264,000,000	$1,745,000,000
Effective Tax Rate	33.50%	30.30%
Federal statutory tax rate	35.00%	35.00%
Deferred tax assets, net	19,400,000,000		19,500,000,000
Unrecognized Tax Benefits	$0

Segment_Reporting_Details

Segment Reporting (Details) (USD $)	3 Months Ended
In Billions, unless otherwise specified	Mar. 31, 2015
	numberofreportablesegments
Segment Reporting Information [Line Items]
Number of reportable segments	3
Single-family Guarantee
Segment Reporting Information [Line Items]
Unamortized balance of buy down fees	0.3
Unamortized balance of delivery fees	0.7
Investments
Segment Reporting Information [Line Items]
Unamortized balance of cash premiums and discounts, net	3.8
Unamortized balance of buy up fees	0.3

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, 2015	Mar. 31, 2014
Segment Reporting Information [Line Items]
Net income	$524	$4,020
Comprehensive income (loss)	746	4,499
All Other
Segment Reporting Information [Line Items]
Net income	0	-13
Comprehensive income (loss)	7	-13
Operating segments and All Other
Segment Reporting Information [Line Items]
Net income	524	4,020
Comprehensive income (loss)	746	4,499
Single-family Guarantee | Operating segments
Segment Reporting Information [Line Items]
Net income	60	313
Comprehensive income (loss)	59	313
Investments | Operating segments
Segment Reporting Information [Line Items]
Net income	180	3,302
Comprehensive income (loss)	416	3,781
Multifamily | Operating segments
Segment Reporting Information [Line Items]
Net income	284	418
Comprehensive income (loss)	$264	$418

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, 2015	Mar. 31, 2014
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]
Interest Income (Expense), Net	$3,647	$3,510
Benefit (provision) for credit losses	499	-85
Non-interest income (loss)
Management and guarantee income	88	78
Net impairment of available-for-sale securities recognized in earnings	-93	-364
Derivative gains (losses)	-2,403	-2,351
Gains (losses) on trading securities	55	-7
Gains (losses) on mortgage loans	-200	254
Other non-interest income (loss)	406	5,501
Non-interest expense
Administrative expenses	-451	-468
Real estate owned operations income (expense)	-75	-59
Temporary Payroll Tax Cut Continuation Act of 2011 expense	-222	-178
Other expense	-463	-66
Segment Adjustments	0	0
Income tax expense	-264	-1,745
Net income (loss)	524	4,020
Changes in unrealized gains (losses) related to available-for-sale securities	157	427
Changes in unrealized gains (losses) related to cash flow hedge relationships	59	52
Changes in defined benefit plans	6	0
Total other comprehensive income (loss), net of taxes	222	479
Comprehensive income (loss)	746	4,499
All Other
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]
Interest Income (Expense), Net	0	0
Benefit (provision) 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 expense	0	-18
Segment Adjustments	0	0
Income tax expense	0	5
Net income (loss)	0	-13
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	7	0
Total other comprehensive income (loss), net of taxes	7	0
Comprehensive income (loss)	7	-13
Operating segments and All Other
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]
Interest Income (Expense), Net	731	1,084
Benefit (provision) for credit losses	315	-303
Non-interest income (loss)
Management and guarantee income	1,618	1,229
Net impairment of available-for-sale securities recognized in earnings	101	-215
Derivative gains (losses)	-1,664	-1,406
Gains (losses) on trading securities	55	-7
Gains (losses) on mortgage loans	-200	254
Other non-interest income (loss)	928	5,831
Non-interest expense
Administrative expenses	-451	-468
Real estate owned operations income (expense)	-75	-59
Temporary Payroll Tax Cut Continuation Act of 2011 expense	-222	-178
Other expense	-463	-66
Segment Adjustments	115	69
Income tax expense	-264	-1,745
Net income (loss)	524	4,020
Changes in unrealized gains (losses) related to available-for-sale securities	157	427
Changes in unrealized gains (losses) related to cash flow hedge relationships	59	52
Changes in defined benefit plans	6	0
Total other comprehensive income (loss), net of taxes	222	479
Comprehensive income (loss)	746	4,499
Reconciling Items
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]
Interest Income (Expense), Net	2,916	2,426
Benefit (provision) for credit losses	184	218
Non-interest income (loss)
Management and guarantee income	-1,530	-1,151
Net impairment of available-for-sale securities recognized in earnings	-194	-149
Derivative gains (losses)	-739	-945
Gains (losses) on trading securities	0	0
Gains (losses) on mortgage loans	0	0
Other non-interest income (loss)	-522	-330
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 expense	0	0
Segment Adjustments	-115	-69
Income tax expense	0	0
Net income (loss)	0	0
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)	0	0
Reclassifications
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]
Interest Income (Expense), Net	2,735	2,275
Benefit (provision) for credit losses	184	218
Non-interest income (loss)
Management and guarantee income	-1,464	-1,069
Net impairment of available-for-sale securities recognized in earnings	-194	-149
Derivative gains (losses)	-739	-945
Gains (losses) on trading securities	0	0
Gains (losses) on mortgage loans	0	0
Other non-interest income (loss)	-522	-330
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 expense	0	0
Segment Adjustments	0	0
Income tax expense	0	0
Net income (loss)	0	0
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)	0	0
Segment Adjustments
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]
Interest Income (Expense), Net	181	151
Benefit (provision) for credit losses	0	0
Non-interest income (loss)
Management and guarantee income	-66	-82
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 expense	0	0
Segment Adjustments	-115	-69
Income tax expense	0	0
Net income (loss)	0	0
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)	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	-137	33
Benefit (provision) for credit losses	312	-322
Non-interest income (loss)
Management and guarantee income	1,545	1,171
Net impairment of available-for-sale securities recognized in earnings	0	0
Derivative gains (losses)	-37	-3
Gains (losses) on trading securities	0	0
Gains (losses) on mortgage loans	-553	0
Other non-interest income (loss)	75	203
Non-interest expense
Administrative expenses	-300	-278
Real estate owned operations income (expense)	-75	-59
Temporary Payroll Tax Cut Continuation Act of 2011 expense	-222	-178
Other expense	-452	-39
Segment Adjustments	-66	-82
Income tax expense	-30	-133
Net income (loss)	60	313
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	-1	0
Total other comprehensive income (loss), net of taxes	-1	0
Comprehensive income (loss)	59	313
Investments | Operating segments
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]
Interest Income (Expense), Net	626	836
Benefit (provision) 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	118	-215
Derivative gains (losses)	-1,428	-1,488
Gains (losses) on trading securities	45	-55
Gains (losses) on mortgage loans	0	0
Other non-interest income (loss)	809	5,637
Non-interest expense
Administrative expenses	-81	-124
Real estate owned operations income (expense)	0	0
Temporary Payroll Tax Cut Continuation Act of 2011 expense	0	0
Other expense	0	-4
Segment Adjustments	181	151
Income tax expense	-90	-1,436
Net income (loss)	180	3,302
Changes in unrealized gains (losses) related to available-for-sale securities	177	427
Changes in unrealized gains (losses) related to cash flow hedge relationships	59	52
Changes in defined benefit plans	0	0
Total other comprehensive income (loss), net of taxes	236	479
Comprehensive income (loss)	416	3,781
Multifamily | Operating segments
Segment Reporting, Reconciling Item for Operating Profit (Loss) from Segment to Consolidated [Line Items]
Interest Income (Expense), Net	242	215
Benefit (provision) for credit losses	3	19
Non-interest income (loss)
Management and guarantee income	73	58
Net impairment of available-for-sale securities recognized in earnings	-17	0
Derivative gains (losses)	-199	85
Gains (losses) on trading securities	10	48
Gains (losses) on mortgage loans	353	254
Other non-interest income (loss)	44	-9
Non-interest expense
Administrative expenses	-70	-66
Real estate owned operations income (expense)	0	0
Temporary Payroll Tax Cut Continuation Act of 2011 expense	0	0
Other expense	-11	-5
Segment Adjustments	0	0
Income tax expense	-144	-181
Net income (loss)	284	418
Changes in unrealized gains (losses) related to available-for-sale securities	-20	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	-20	0
Comprehensive income (loss)	$264	$418

Financial_Guarantees_Details

Financial Guarantees (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Guarantor Obligations [Line Items]
Cash advances related to multifamily liquidity guarantees	$0		$0
Mortgage related securities backed by single-family loans
Guarantor Obligations [Line Items]
UPB of Issuances and Guarantees	78,800,000,000	52,100,000,000
Mortgage related securities backed by multifamily mortgage loans | Non-consolidated Freddie Mac securities
Guarantor Obligations [Line Items]
UPB of Issuances and Guarantees	4,400,000,000	3,300,000,000
Single-family long-term standby commitments
Guarantor Obligations [Line Items]
UPB of Issuances and Guarantees	1,000,000,000	500,000,000
UPB of Guarantees	11,700,000,000		16,500,000,000
Credit enhanced multifamily housing revenue bonds
Guarantor Obligations [Line Items]
UPB of Guarantees	9,200,000,000		9,300,000,000
Securities backed by HFA bonds
Guarantor Obligations [Line Items]
UPB of Guarantees	$300,000,000		$400,000,000

Financial_Guarantees_Financial

Financial Guarantees - Financial Guarantees (Details) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
Guarantor Obligations [Line Items]
Recognized Liability	$1,553	$1,623
Reserve for guarantee losses	122	126	125	111
Other guarantee commitments
Guarantor Obligations [Line Items]
Maximum Exposure	21,262	26,147
Recognized Liability	672	772
Maximum Remaining Term	39 years	39 years
Derivative Instruments
Guarantor Obligations [Line Items]
Maximum Exposure	17,746	21,336
Recognized Liability	148	154
Maximum Remaining Term	30 years	31 years
Non-consolidated Freddie Mac securities | Payment Guarantee
Guarantor Obligations [Line Items]
Maximum Exposure	91,014	87,529
Recognized Liability	$890	$861
Maximum Remaining Term	38 years	39 years

Concentration_of_Credit_and_Ot2

Concentration of Credit and Other Risks (Details) (USD $)	3 Months Ended		12 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014	Dec. 31, 2013
Concentration Risk [Line Items]
UPB of single-family credit guarantee portfolio	$1,700,000,000,000		1,700,000,000,000
UPB of FM loan servicing transfer by Ocwen	20,000,000,000
Percentage of FM loan servicing transfer by Ocwen	46.00%
Securities purchased under agreement to resell	47,166,000,000		51,903,000,000
Cash and cash equivalents	10,407,000,000	10,611,000,000	10,928,000,000	11,281,000,000
Non-interest income (loss)	-2,147,000,000	3,111,000,000
Countrywide non-agency mortgage related securities settlement
Concentration Risk [Line Items]
Expected benefit from settlement	500,000,000
Current LTV ratio greater than 100%
Concentration Risk [Line Items]
Single-Family serious delinquency rate	8.77%		9.06%
Current LTV ratio greater than 100% | Single-family UPB
Concentration Risk [Line Items]
Concentration risk percentage	6.00%		6.00%
2005 to 2008 Legacy single-family book
Concentration Risk [Line Items]
Single-Family serious delinquency rate	7.10%		7.59%
2005 to 2008 Legacy single-family book | Single-family UPB
Concentration Risk [Line Items]
Concentration risk percentage	12.00%		13.00%
2005 to 2008 Legacy single-family book | Single-family Credit Losses
Concentration Risk [Line Items]
Concentration risk percentage	84.00%	77.00%
Top Single-family sellers | Single-family loan purchase volume
Concentration Risk [Line Items]
Concentration risk percentage	51.00%
Number of counterparties	10
Bank of America, N.A. | Single-family loan purchase volume
Concentration Risk [Line Items]
Concentration risk percentage	13.00%
Wells Fargo Bank, N.A. | Single-family loan purchase volume
Concentration Risk [Line Items]
Concentration risk percentage	10.00%
Wells Fargo Bank, N.A. | Single-family loan serviced
Concentration Risk [Line Items]
Concentration risk percentage	22.00%
JPMorgan Chase Bank, N.A. | Single-family loan serviced
Concentration Risk [Line Items]
Concentration risk percentage	11.00%
Three largest non-depository servicers | Single-family UPB
Concentration Risk [Line Items]
Concentration risk percentage	12.00%
Ocwen Financial Corp. | Single-family non-agency mortgage related securities serviced
Concentration Risk [Line Items]
Concentration risk percentage	44.00%
JPMorgan Chase Bank, N.A. | Single-family non-agency mortgage related securities serviced
Concentration Risk [Line Items]
Concentration risk percentage	13.00%
Top Multifamily Seller/Servicers | Multifamily loan purchase volume
Concentration Risk [Line Items]
Concentration risk percentage	84.00%
Number of counterparties	10
CBRE Capital Markets, Inc. | Multifamily loan purchase volume
Concentration Risk [Line Items]
Concentration risk percentage	18.00%
Walker & Dunlop, LLC | Multifamily loan purchase volume
Concentration Risk [Line Items]
Concentration risk percentage	17.00%
Holliday Fenoglio Fowler, L.P. | Multifamily loan purchase volume
Concentration Risk [Line Items]
Concentration risk percentage	12.00%
Mortgage Insurers
Concentration Risk [Line Items]
Maximum loss limit from mortgage insurers for single-family credit guarantee portfolio	59,700,000,000
UPB of single-family credit guarantee portfolio with mortgage insurance coverage	233,500,000,000
Cash proceeds received from mortgage insurers	200,000,000	400,000,000
Receivables outstanding from mortgage Insurers	400,000,000		400,000,000
Receivables outstanding, net of reserves, from mortgage insurers	300,000,000		300,000,000
Amount Of Cumulative Unpaid Deferred Payment Obligation	500,000,000		400,000,000
Mortgage Insurers | S&P equivalent BB- rating
Concentration Risk [Line Items]
Number of counterparties	2
Mortgage Insurers | S&P equivalent BB rating
Concentration Risk [Line Items]
Number of counterparties	1
Mortgage Insurers | S&P equivalent BBB plus rating
Concentration Risk [Line Items]
Number of counterparties	1
Counterparties accounted for 10% or more | Single-family loan serviced
Concentration Risk [Line Items]
Number of counterparties	2
Counterparties accounted for 10% or more | Multifamily loan purchase volume
Concentration Risk [Line Items]
Number of counterparties	3
Counterparties accounted for 10% or more | Multifamily loan serviced
Concentration Risk [Line Items]
Concentration risk percentage	37.00%
Number of counterparties	3
Counterparties accounted for 10% or more | Mortgage insurance coverage
Concentration Risk [Line Items]
Concentration risk percentage	80.00%
Number of counterparties	4
Cash and Other Investment Counterparties
Concentration Risk [Line Items]
Cash and other non-mortgage investments	66,300,000,000		71,400,000,000
S&P short-term credit ratings of A-1 or above
Concentration Risk [Line Items]
Securities purchased under agreement to resell	32,100,000,000
S&P short-term credit ratings of A-1 or above | Repurchase agreements
Concentration Risk [Line Items]
Number of counterparties	17
S&P short-term credit rating of A-2
Concentration Risk [Line Items]
Securities purchased under agreement to resell	3,600,000,000
S&P short-term credit rating of A-2 | Repurchase agreements
Concentration Risk [Line Items]
Number of counterparties	3
No third party credit rating
Concentration Risk [Line Items]
Securities purchased under agreement to resell	11,500,000,000
No third party credit rating | Repurchase agreements
Concentration Risk [Line Items]
Number of counterparties	4
US Treasury
Concentration Risk [Line Items]
Cash and cash equivalents	2,600,000,000
Federal Resrve Bank of New York
Concentration Risk [Line Items]
Cash and cash equivalents	$16,500,000,000

Concentration_of_Credit_and_Ot3

Concentration of Credit and Other Risks - Concentration of Credit Risk - Single-Family Credit Guarantee Portfolio (Details)	3 Months Ended	12 Months Ended	3 Months Ended
	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
Year Of Origination
Concentration Risk [Line Items]
Serious delinquency rate	1.73%	1.88%
Originated in 2015
Concentration Risk [Line Items]
Serious delinquency rate	0.00%
Originated in 2014
Concentration Risk [Line Items]
Serious delinquency rate	0.03%	0.02%
Originated in 2013
Concentration Risk [Line Items]
Serious delinquency rate	0.07%	0.06%
Originated in 2012
Concentration Risk [Line Items]
Serious delinquency rate	0.09%	0.09%
Originated in 2011
Concentration Risk [Line Items]
Serious delinquency rate	0.25%	0.26%
Originated in 2010
Concentration Risk [Line Items]
Serious delinquency rate	0.46%	0.46%
Originated in 2009
Concentration Risk [Line Items]
Serious delinquency rate	0.88%	0.92%
Subtotal - New single-family book
Concentration Risk [Line Items]
Serious delinquency rate	0.22%	0.24%
HARP and other relief refinance loans
Concentration Risk [Line Items]
Serious delinquency rate	0.75%	0.75%
2005 to 2008 Legacy single-family book
Concentration Risk [Line Items]
Serious delinquency rate	7.10%	7.59%
Pre-2005 Legacy single-family book
Concentration Risk [Line Items]
Serious delinquency rate	2.97%	3.10%
Region
Concentration Risk [Line Items]
Serious delinquency rate	1.73%	1.88%
West
Concentration Risk [Line Items]
Serious delinquency rate	1.11%	1.23%
Northeast
Concentration Risk [Line Items]
Serious delinquency rate	2.67%	2.81%
North Central
Concentration Risk [Line Items]
Serious delinquency rate	1.35%	1.48%
Southeast
Concentration Risk [Line Items]
Serious delinquency rate	2.14%	2.40%
Southwest
Concentration Risk [Line Items]
Serious delinquency rate	1.06%	1.16%
State
Concentration Risk [Line Items]
Serious delinquency rate	1.73%	1.88%
Arizona, California, Florida, and Nevada
Concentration Risk [Line Items]
Serious delinquency rate	1.67%	1.91%
Illinois, Michigan, and Ohio
Concentration Risk [Line Items]
Serious delinquency rate	1.56%	1.70%
New York and New Jersey
Concentration Risk [Line Items]
Serious delinquency rate	4.43%	4.62%
All Other
Concentration Risk [Line Items]
Serious delinquency rate	1.41%	1.53%
Single-family UPB | Year Of Origination
Concentration Risk [Line Items]
Concentration risk percentage	100.00%	100.00%
Single-family UPB | Originated in 2015
Concentration Risk [Line Items]
Concentration risk percentage	3.00%
Single-family UPB | Originated in 2014
Concentration Risk [Line Items]
Concentration risk percentage	12.00%	12.00%
Single-family UPB | Originated in 2013
Concentration Risk [Line Items]
Concentration risk percentage	15.00%	16.00%
Single-family UPB | Originated in 2012
Concentration Risk [Line Items]
Concentration risk percentage	14.00%	14.00%
Single-family UPB | Originated in 2011
Concentration Risk [Line Items]
Concentration risk percentage	6.00%	6.00%
Single-family UPB | Originated in 2010
Concentration Risk [Line Items]
Concentration risk percentage	5.00%	6.00%
Single-family UPB | Originated in 2009
Concentration Risk [Line Items]
Concentration risk percentage	6.00%	6.00%
Single-family UPB | Subtotal - New single-family book
Concentration Risk [Line Items]
Concentration risk percentage	61.00%	60.00%
Single-family UPB | HARP and other relief refinance loans
Concentration Risk [Line Items]
Concentration risk percentage	20.00%	20.00%
Single-family UPB | 2005 to 2008 Legacy single-family book
Concentration Risk [Line Items]
Concentration risk percentage	12.00%	13.00%
Single-family UPB | Pre-2005 Legacy single-family book
Concentration Risk [Line Items]
Concentration risk percentage	7.00%	7.00%
Single-family UPB | Region
Concentration Risk [Line Items]
Concentration risk percentage	100.00%	100.00%
Single-family UPB | West
Concentration Risk [Line Items]
Concentration risk percentage	29.00%	29.00%
Single-family UPB | Northeast
Concentration Risk [Line Items]
Concentration risk percentage	26.00%	26.00%
Single-family UPB | North Central
Concentration Risk [Line Items]
Concentration risk percentage	17.00%	17.00%
Single-family UPB | Southeast
Concentration Risk [Line Items]
Concentration risk percentage	16.00%	16.00%
Single-family UPB | Southwest
Concentration Risk [Line Items]
Concentration risk percentage	12.00%	12.00%
Single-family UPB | State
Concentration Risk [Line Items]
Concentration risk percentage	100.00%	100.00%
Single-family UPB | Arizona, California, Florida, and Nevada
Concentration Risk [Line Items]
Concentration risk percentage	26.00%	26.00%
Single-family UPB | Illinois, Michigan, and Ohio
Concentration Risk [Line Items]
Concentration risk percentage	10.00%	10.00%
Single-family UPB | New York and New Jersey
Concentration Risk [Line Items]
Concentration risk percentage	9.00%	9.00%
Single-family UPB | All Other
Concentration Risk [Line Items]
Concentration risk percentage	55.00%	55.00%
Single-family Credit Losses | Year Of Origination
Concentration Risk [Line Items]
Concentration risk percentage	100.00%		100.00%
Single-family Credit Losses | Originated in 2015
Concentration Risk [Line Items]
Concentration risk percentage	0.00%
Single-family Credit Losses | Originated in 2014
Concentration Risk [Line Items]
Concentration risk percentage	0.00%		0.00%
Single-family Credit Losses | Originated in 2013
Concentration Risk [Line Items]
Concentration risk percentage	0.00%		0.00%
Single-family Credit Losses | Originated in 2012
Concentration Risk [Line Items]
Concentration risk percentage	0.00%		0.00%
Single-family Credit Losses | Originated in 2011
Concentration Risk [Line Items]
Concentration risk percentage	0.00%		0.00%
Single-family Credit Losses | Originated in 2010
Concentration Risk [Line Items]
Concentration risk percentage	1.00%		1.00%
Single-family Credit Losses | Originated in 2009
Concentration Risk [Line Items]
Concentration risk percentage	1.00%		2.00%
Single-family Credit Losses | Subtotal - New single-family book
Concentration Risk [Line Items]
Concentration risk percentage	2.00%		3.00%
Single-family Credit Losses | HARP and other relief refinance loans
Concentration Risk [Line Items]
Concentration risk percentage	5.00%		8.00%
Single-family Credit Losses | 2005 to 2008 Legacy single-family book
Concentration Risk [Line Items]
Concentration risk percentage	84.00%		77.00%
Single-family Credit Losses | Pre-2005 Legacy single-family book
Concentration Risk [Line Items]
Concentration risk percentage	9.00%		12.00%
Single-family Credit Losses | Region
Concentration Risk [Line Items]
Concentration risk percentage	100.00%		100.00%
Single-family Credit Losses | West
Concentration Risk [Line Items]
Concentration risk percentage	12.00%		8.00%
Single-family Credit Losses | Northeast
Concentration Risk [Line Items]
Concentration risk percentage	47.00%		27.00%
Single-family Credit Losses | North Central
Concentration Risk [Line Items]
Concentration risk percentage	13.00%		23.00%
Single-family Credit Losses | Southeast
Concentration Risk [Line Items]
Concentration risk percentage	25.00%		37.00%
Single-family Credit Losses | Southwest
Concentration Risk [Line Items]
Concentration risk percentage	3.00%		5.00%
Single-family Credit Losses | State
Concentration Risk [Line Items]
Concentration risk percentage	100.00%		100.00%
Single-family Credit Losses | Arizona, California, Florida, and Nevada
Concentration Risk [Line Items]
Concentration risk percentage	27.00%		32.00%
Single-family Credit Losses | Illinois, Michigan, and Ohio
Concentration Risk [Line Items]
Concentration risk percentage	11.00%		17.00%
Single-family Credit Losses | New York and New Jersey
Concentration Risk [Line Items]
Concentration risk percentage	33.00%		11.00%
Single-family Credit Losses | All Other
Concentration Risk [Line Items]
Concentration risk percentage	29.00%		40.00%

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, 2015	Dec. 31, 2014
Interest-only
Concentration Risk [Line Items]
Serious delinquency rate	8.57%	9.36%
Option ARM
Concentration Risk [Line Items]
Serious delinquency rate	9.54%	9.87%
Alt-A
Concentration Risk [Line Items]
Serious delinquency rate	8.13%	8.53%
Original LTV ratio greater than 90%
Concentration Risk [Line Items]
Serious delinquency rate	2.39%	2.58%
Lower credit scores at origination (less than 620)
Concentration Risk [Line Items]
Serious delinquency rate	7.91%	8.57%
Single-family UPB | Interest-only
Concentration Risk [Line Items]
Percentage of Portfolio	2.00%	2.00%
Single-family UPB | Option ARM
Concentration Risk [Line Items]
Percentage of Portfolio	0.00%	0.00%
Single-family UPB | Alt-A
Concentration Risk [Line Items]
Percentage of Portfolio	3.00%	3.00%
Single-family UPB | Original LTV ratio greater than 90%
Concentration Risk [Line Items]
Percentage of Portfolio	16.00%	16.00%
Single-family UPB | Lower credit scores at origination (less than 620)
Concentration Risk [Line Items]
Percentage of Portfolio	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, 2015	Dec. 31, 2014
In Billions, unless otherwise specified
States
Concentration Risk [Line Items]
Multifamily Mortgage Portfolio UPB	$149.50	$143.30
Multifamily Delinquency Rate	0.03%	0.04%
California
Concentration Risk [Line Items]
Multifamily Mortgage Portfolio UPB	24	23.2
Multifamily Delinquency Rate	0.00%	0.00%
Texas
Concentration Risk [Line Items]
Multifamily Mortgage Portfolio UPB	19.6	18.3
Multifamily Delinquency Rate	0.12%	0.06%
New York
Concentration Risk [Line Items]
Multifamily Mortgage Portfolio UPB	12.5	12.1
Multifamily Delinquency Rate	0.00%	0.00%
Florida
Concentration Risk [Line Items]
Multifamily Mortgage Portfolio UPB	10.6	10
Multifamily Delinquency Rate	0.00%	0.00%
Virginia
Concentration Risk [Line Items]
Multifamily Mortgage Portfolio UPB	7.4	7.3
Multifamily Delinquency Rate	0.00%	0.00%
Maryland
Concentration Risk [Line Items]
Multifamily Mortgage Portfolio UPB	7.4	7.2
Multifamily Delinquency Rate	0.00%	0.00%
All other states
Concentration Risk [Line Items]
Multifamily Mortgage Portfolio UPB	68	65.2
Multifamily Delinquency Rate	0.03%	0.07%
Region
Concentration Risk [Line Items]
Multifamily Mortgage Portfolio UPB	149.5	143.3
Multifamily Delinquency Rate	0.03%	0.04%
Northeast
Concentration Risk [Line Items]
Multifamily Mortgage Portfolio UPB	40.3	39
Multifamily Delinquency Rate	0.00%	0.00%
West
Concentration Risk [Line Items]
Multifamily Mortgage Portfolio UPB	38	36.3
Multifamily Delinquency Rate	0.00%	0.00%
Southwest
Concentration Risk [Line Items]
Multifamily Mortgage Portfolio UPB	30.9	29.1
Multifamily Delinquency Rate	0.11%	0.07%
Southeast
Concentration Risk [Line Items]
Multifamily Mortgage Portfolio UPB	28	26.7
Multifamily Delinquency Rate	0.01%	0.09%
North Central
Concentration Risk [Line Items]
Multifamily Mortgage Portfolio UPB	12.3	12.2
Multifamily Delinquency Rate	0.06%	0.06%
Original LTV ratio greater than 80 percent
Concentration Risk [Line Items]
Multifamily Mortgage Portfolio UPB	$6	$6.10
Multifamily Delinquency Rate	0.04%	0.04%

Fair_Value_Disclosures_Details

Fair Value Disclosures (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
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
Decrease (Increase) Of Fair Value Of Mortgage Loans Without Benefits Reflected In The Pricing Of HARP Loans	17,100,000,000		19,100,000,000
Total Fair Value Of The HARP Loans Presented In Consolidated Fair Value Balance Sheets	110,500,000,000		119,800,000,000
Multifamily Held-For-Sale Loans with Fair Value Option Elected
Fair Value Disclosures [Line Items]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	400,000,000	300,000,000
Debt Securities with Fair Value Option Elected
Fair Value Disclosures [Line Items]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	($189,000,000)	($50,000,000)

Fair_Value_Disclosures_Assets_

Fair Value Disclosures - Assets and Liabilities on Our Consolidated Balance Sheets Measured at Fair Value on a Recurring Basis (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Mortgage Loans [Abstract]
Mortgage loans, held for sale, at fair value	$16,495,000,000	$12,130,000,000
Derivative Assets Net [Abstract]
Derivative Assets	695,000,000	822,000,000
Derivative Liabilities Net [Abstract]
Derivative Liabilities	2,007,000,000	1,963,000,000
Net Cash Pledged As Collateral	3,700,000,000	3,200,000,000
Net interest receivable (payable) of derivative assets/liabilities	-600,000,000	-700,000,000
Held by consolidated trusts
Liabilities, Fair Value Disclosure [Abstract]
Debt securities recorded at fair value	39,000,000	42,000,000
Freddie Mac parent
Liabilities, Fair Value Disclosure [Abstract]
Debt securities recorded at fair value	7,659,000,000	5,820,000,000
Fair Value, Measurements, Recurring [Member]
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	100,497,000,000	106,550,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	37,660,000,000	30,437,000,000
Total investments in securities	138,157,000,000	136,987,000,000
Mortgage Loans [Abstract]
Mortgage loans, held for sale, at fair value	16,495,000,000	12,130,000,000
Derivative Assets Net [Abstract]
Derivative Assets	695,000,000	822,000,000
Other Assets [Abstract]
Guarantee Assets	1,569,000,000	1,626,000,000
All other, at fair value	6,000,000	5,000,000
Total other assets	1,575,000,000	1,631,000,000
Total Assets at Fair value	156,922,000,000	151,570,000,000
Derivative Liabilities Net [Abstract]
Derivative Liabilities	2,007,000,000	1,963,000,000
Total liabilities carried at fair value on a recurring basis	9,705,000,000	7,825,000,000
Fair Value, Measurements, Recurring [Member] | Held by consolidated trusts
Liabilities, Fair Value Disclosure [Abstract]
Debt securities recorded at fair value	39,000,000	42,000,000
Fair Value, Measurements, Recurring [Member] | Freddie Mac parent
Liabilities, Fair Value Disclosure [Abstract]
Debt securities recorded at fair value	7,659,000,000	5,820,000,000
Fair Value, Measurements, Recurring [Member] | Total Derivatives Before Netting Adjustments [Member]
Derivative Assets Net [Abstract]
Derivative Assets	10,907,000,000	9,944,000,000
Derivative Liabilities Net [Abstract]
Derivative Liabilities	15,292,000,000	13,560,000,000
Fair Value, Measurements, Recurring [Member] | Interest Rate Swap [Member]
Derivative Assets Net [Abstract]
Derivative Assets	5,789,000,000	5,653,000,000
Derivative Liabilities Net [Abstract]
Derivative Liabilities	14,941,000,000	13,316,000,000
Fair Value, Measurements, Recurring [Member] | Option-Based Derivatives [Member]
Derivative Assets Net [Abstract]
Derivative Assets	4,993,000,000	4,224,000,000
Derivative Liabilities Net [Abstract]
Derivative Liabilities	122,000,000	127,000,000
Fair Value, Measurements, Recurring [Member] | Other Derivative [Member]
Derivative Assets Net [Abstract]
Derivative Assets	125,000,000	67,000,000
Derivative Liabilities Net [Abstract]
Derivative Liabilities	229,000,000	117,000,000
Fair Value, Measurements, Recurring [Member] | Mortage-related securities
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	100,497,000,000	106,550,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	23,060,000,000	23,755,000,000
Total investments in securities	123,557,000,000	130,305,000,000
Fair Value, Measurements, Recurring [Member] | Freddie Mac
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	38,927,000,000	39,099,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	16,958,000,000	17,469,000,000
Fair Value, Measurements, Recurring [Member] | Fannie Mae
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	11,074,000,000	11,313,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	5,933,000,000	6,099,000,000
Fair Value, Measurements, Recurring [Member] | Ginnie Mae
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	191,000,000	199,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	14,000,000	16,000,000
Fair Value, Measurements, Recurring [Member] | CMBS
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	19,996,000,000	21,822,000,000
Fair Value, Measurements, Recurring [Member] | Subprime
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	17,799,000,000	20,589,000,000
Fair Value, Measurements, Recurring [Member] | Option ARM
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	5,276,000,000	5,649,000,000
Fair Value, Measurements, Recurring [Member] | Alt-A and other
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	4,788,000,000	5,043,000,000
Fair Value, Measurements, Recurring [Member] | Obligations of states and political subdivisions
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	1,827,000,000	2,198,000,000
Fair Value, Measurements, Recurring [Member] | Manufactured housing
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	619,000,000	638,000,000
Fair Value, Measurements, Recurring [Member] | Other
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	155,000,000	171,000,000
Fair Value, Measurements, Recurring [Member] | US Treasury Securities [Member]
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	14,600,000,000	6,682,000,000
Fair Value, Measurements, Recurring [Member] | Netting [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	-10,212,000,000	-9,122,000,000
Other Assets [Abstract]
Guarantee Assets	0	0
All other, at fair value	0	0
Total other assets	0	0
Total Assets at Fair value	-10,212,000,000	-9,122,000,000
Derivative Liabilities Net [Abstract]
Derivative Liabilities	-13,285,000,000	-11,597,000,000
Total liabilities carried at fair value on a recurring basis	-13,285,000,000	-11,597,000,000
Fair Value, Measurements, Recurring [Member] | Netting [Member] | Held by consolidated trusts
Liabilities, Fair Value Disclosure [Abstract]
Debt securities recorded at fair value	0	0
Fair Value, Measurements, Recurring [Member] | Netting [Member] | Freddie Mac parent
Liabilities, Fair Value Disclosure [Abstract]
Debt securities recorded at fair value	0	0
Fair Value, Measurements, Recurring [Member] | Netting [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 [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 [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 [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 [Member] | Mortage-related securities
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Netting [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 [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 [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 [Member] | CMBS
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Netting [Member] | Subprime
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Netting [Member] | Option ARM
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Netting [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 [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 [Member] | Manufactured housing
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Netting [Member] | Other
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Netting [Member] | US Treasury Securities [Member]
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	0	0
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	14,600,000,000	6,682,000,000
Total investments in securities	14,600,000,000	6,682,000,000
Mortgage Loans [Abstract]
Mortgage loans, held for sale, at fair value	0	0
Derivative Assets Net [Abstract]
Derivative Assets	4,000,000	5,000,000
Other Assets [Abstract]
Guarantee Assets	0	0
All other, at fair value	0	0
Total other assets	0	0
Total Assets at Fair value	14,604,000,000	6,687,000,000
Derivative Liabilities Net [Abstract]
Derivative Liabilities	1,000,000	28,000,000
Total liabilities carried at fair value on a recurring basis	1,000,000	28,000,000
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	4,000,000	5,000,000
Derivative Liabilities Net [Abstract]
Derivative Liabilities	1,000,000	28,000,000
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	4,000,000	5,000,000
Derivative Liabilities Net [Abstract]
Derivative Liabilities	1,000,000	28,000,000
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] | 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] | US Treasury Securities [Member]
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	14,600,000,000	6,682,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member] | Netting [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 2 [Member]
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	63,837,000,000	64,655,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	22,406,000,000	22,591,000,000
Total investments in securities	86,243,000,000	87,246,000,000
Mortgage Loans [Abstract]
Mortgage loans, held for sale, at fair value	16,495,000,000	12,130,000,000
Derivative Assets Net [Abstract]
Derivative Assets	10,889,000,000	9,912,000,000
Other Assets [Abstract]
Guarantee Assets	0	0
All other, at fair value	0	0
Total other assets	0	0
Total Assets at Fair value	113,627,000,000	109,288,000,000
Derivative Liabilities Net [Abstract]
Derivative Liabilities	15,252,000,000	13,495,000,000
Total liabilities carried at fair value on a recurring basis	22,950,000,000	19,357,000,000
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	39,000,000	42,000,000
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	7,659,000,000	5,820,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Total Derivatives Before Netting Adjustments [Member]
Derivative Assets Net [Abstract]
Derivative Assets	10,889,000,000	9,912,000,000
Derivative Liabilities Net [Abstract]
Derivative Liabilities	15,252,000,000	13,495,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Interest Rate Swap [Member]
Derivative Assets Net [Abstract]
Derivative Assets	5,789,000,000	5,653,000,000
Derivative Liabilities Net [Abstract]
Derivative Liabilities	14,941,000,000	13,316,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Option-Based Derivatives [Member]
Derivative Assets Net [Abstract]
Derivative Assets	4,989,000,000	4,219,000,000
Derivative Liabilities Net [Abstract]
Derivative Liabilities	121,000,000	99,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Other Derivative [Member]
Derivative Assets Net [Abstract]
Derivative Assets	111,000,000	40,000,000
Derivative Liabilities Net [Abstract]
Derivative Liabilities	190,000,000	80,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Mortage-related securities
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	22,406,000,000	22,591,000,000
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	36,244,000,000	34,868,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	16,447,000,000	16,542,000,000
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	10,961,000,000	11,228,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	5,794,000,000	5,867,000,000
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	188,000,000	195,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	14,000,000	15,000,000
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	16,444,000,000	18,348,000,000
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	16,000,000
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	151,000,000	167,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | US Treasury Securities [Member]
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member] | Netting [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 3 [Member]
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	36,660,000,000	41,895,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	654,000,000	1,164,000,000
Total investments in securities	37,314,000,000	43,059,000,000
Mortgage Loans [Abstract]
Mortgage loans, held for sale, at fair value	0	0
Derivative Assets Net [Abstract]
Derivative Assets	14,000,000	27,000,000
Other Assets [Abstract]
Guarantee Assets	1,569,000,000	1,626,000,000
All other, at fair value	6,000,000	5,000,000
Total other assets	1,575,000,000	1,631,000,000
Total Assets at Fair value	38,903,000,000	44,717,000,000
Derivative Liabilities Net [Abstract]
Derivative Liabilities	39,000,000	37,000,000
Total liabilities carried at fair value on a recurring basis	39,000,000	37,000,000
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	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Total Derivatives Before Netting Adjustments [Member]
Derivative Assets Net [Abstract]
Derivative Assets	14,000,000	27,000,000
Derivative Liabilities Net [Abstract]
Derivative Liabilities	39,000,000	37,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [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 3 [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 3 [Member] | Other Derivative [Member]
Derivative Assets Net [Abstract]
Derivative Assets	14,000,000	27,000,000
Derivative Liabilities Net [Abstract]
Derivative Liabilities	39,000,000	37,000,000
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	36,660,000,000	41,895,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	654,000,000	1,164,000,000
Total investments in securities	37,314,000,000	43,059,000,000
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	2,683,000,000	4,231,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	511,000,000	927,000,000
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	113,000,000	85,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	139,000,000	232,000,000
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	3,000,000	4,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	0	1,000,000
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	3,552,000,000	3,474,000,000
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	17,799,000,000	20,589,000,000
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	5,276,000,000	5,649,000,000
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	4,788,000,000	5,027,000,000
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	1,827,000,000	2,198,000,000
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	619,000,000	638,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Other
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	4,000,000	4,000,000
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | US Treasury Securities [Member]
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	0	0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | Netting [Member]
Derivative Assets Net [Abstract]
Derivative Assets	0	0
Derivative Liabilities Net [Abstract]
Derivative Liabilities	$0	$0

Fair_Value_Disclosures_Assets_1

Fair Value Disclosures - Assets and Liabilities on Our Consolidated Balance Sheets Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Other Debt, At Fair Value [Member]
Liabilities:
Begining Balance		$1,528
Included in Earnings		-7
Included in Other Comprehensive Income		0
Total realized and unrealized (gains) losses		-7
Purchases		0
Issues		0
Sales		0
Settlements, Net		-521
Transfers into Level 3		0
Transfers out of Level 3		0
Ending Balance		1,000
Unrealized Gains (Losses) Still Held:
Unrealized (Gains) Losses Still Held - Liabilities		0
Net Derivatives [Member]
Liabilities:
Begining Balance	10	325
Included in Earnings	25	-22
Included in Other Comprehensive Income	0	0
Total realized and unrealized (gains) losses	25	-22
Purchases	0	0
Issues	0	0
Sales	0	0
Settlements, Net	-10	14
Transfers into Level 3	0	0
Transfers out of Level 3	0	-281
Ending Balance	25	36
Unrealized Gains (Losses) Still Held:
Unrealized (Gains) Losses Still Held - Liabilities	15	-7
Available-For-Sale Mortgage-Related Securities [Member]
Assets:
Beginning Balance	41,895	52,149
Included in Earnings	192	-230
Included in Other Comprehensive Income	66	1,125
Total realized and unrealized gains (losses)	258	895
Purchases	1,010	1,208
Issues	0	0
Sales	-3,824	-2,531
Settlements, net	-804	-1,305
Transfers into Level 3	58	253
Transfers out of Level 3	-1,933	-87
Ending Balance	36,660	50,582
Unrealized Gains (Losses) Still Held:
Unrealized Gains (Losses) Still Held - Assets	-94	-364
Available-For-Sale Mortgage-Related Securities [Member] | Freddie Mac
Assets:
Beginning Balance	4,231	1,939
Included in Earnings	0	0
Included in Other Comprehensive Income	-2	-1
Total realized and unrealized gains (losses)	-2	-1
Purchases	1,010	1,207
Issues	0	0
Sales	-654	-607
Settlements, net	22	-11
Transfers into Level 3	0	3
Transfers out of Level 3	-1,924	-87
Ending Balance	2,683	2,443
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	85	131
Included in Earnings	0	0
Included in Other Comprehensive Income	1	0
Total realized and unrealized gains (losses)	1	0
Purchases	0	0
Issues	0	0
Sales	0	0
Settlements, net	-7	-5
Transfers into Level 3	43	8
Transfers out of Level 3	-9	0
Ending Balance	113	134
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	4	12
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	0
Transfers out of Level 3	0	0
Ending Balance	3	11
Unrealized Gains (Losses) Still Held:
Unrealized Gains (Losses) Still Held - Assets	0	0
Available-For-Sale Mortgage-Related Securities [Member] | CMBS
Assets:
Beginning Balance	3,474	3,109
Included in Earnings	-17	0
Included in Other Comprehensive Income	101	119
Total realized and unrealized gains (losses)	84	119
Purchases	0	0
Issues	0	0
Sales	0	0
Settlements, net	-6	-13
Transfers into Level 3	0	242
Transfers out of Level 3	0	0
Ending Balance	3,552	3,457
Unrealized Gains (Losses) Still Held:
Unrealized Gains (Losses) Still Held - Assets	-17	0
Available-For-Sale Mortgage-Related Securities [Member] | Subprime
Assets:
Beginning Balance	20,589	27,499
Included in Earnings	192	-299
Included in Other Comprehensive Income	12	911
Total realized and unrealized gains (losses)	204	612
Purchases	0	0
Issues	0	0
Sales	-2,892	-816
Settlements, net	-102	-755
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Ending Balance	17,799	26,540
Unrealized Gains (Losses) Still Held:
Unrealized Gains (Losses) Still Held - Assets	-65	-322
Available-For-Sale Mortgage-Related Securities [Member] | Option ARM
Assets:
Beginning Balance	5,649	6,574
Included in Earnings	11	-16
Included in Other Comprehensive Income	-29	-36
Total realized and unrealized gains (losses)	-18	-52
Purchases	0	0
Issues	0	0
Sales	-168	0
Settlements, net	-187	-83
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Ending Balance	5,276	6,439
Unrealized Gains (Losses) Still Held:
Unrealized Gains (Losses) Still Held - Assets	-11	-16
Available-For-Sale Mortgage-Related Securities [Member] | Alt-A and other
Assets:
Beginning Balance	5,027	8,706
Included in Earnings	6	85
Included in Other Comprehensive Income	-11	63
Total realized and unrealized gains (losses)	-5	148
Purchases	0	0
Issues	0	0
Sales	-106	-1,107
Settlements, net	-143	-141
Transfers into Level 3	15	0
Transfers out of Level 3	0	0
Ending Balance	4,788	7,606
Unrealized Gains (Losses) Still Held:
Unrealized Gains (Losses) Still Held - Assets	-1	-26
Available-For-Sale Mortgage-Related Securities [Member] | Obligations of states and political subdivisions
Assets:
Beginning Balance	2,198	3,495
Included in Earnings	0	0
Included in Other Comprehensive Income	-5	59
Total realized and unrealized gains (losses)	-5	59
Purchases	0	1
Issues	0	0
Sales	0	-1
Settlements, net	-366	-278
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Ending Balance	1,827	3,276
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	638	684
Included in Earnings	0	0
Included in Other Comprehensive Income	-1	10
Total realized and unrealized gains (losses)	-1	10
Purchases	0	0
Issues	0	0
Sales	-4	0
Settlements, net	-14	-18
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Ending Balance	619	676
Unrealized Gains (Losses) Still Held:
Unrealized Gains (Losses) Still Held - Assets	0	0
Trading Mortgage Related Securities [Member]
Assets:
Beginning Balance	1,164	646
Included in Earnings	8	-15
Included in Other Comprehensive Income	0	0
Total realized and unrealized gains (losses)	8	-15
Purchases	44	428
Issues	128	0
Sales	-12	-3
Settlements, net	-12	-9
Transfers into Level 3	40	0
Transfers out of Level 3	-706	-98
Ending Balance	654	949
Unrealized Gains (Losses) Still Held:
Unrealized Gains (Losses) Still Held - Assets	4	-16
Trading Mortgage Related Securities [Member] | Freddie Mac
Assets:
Beginning Balance	927	343
Included in Earnings	2	-7
Included in Other Comprehensive Income	0	0
Total realized and unrealized gains (losses)	2	-7
Purchases	44	250
Issues	128	0
Sales	-5	-3
Settlements, net	-10	-3
Transfers into Level 3	34	0
Transfers out of Level 3	-609	-67
Ending Balance	511	513
Unrealized Gains (Losses) Still Held:
Unrealized Gains (Losses) Still Held - Assets	2	-8
Trading Mortgage Related Securities [Member] | Fannie Mae
Assets:
Beginning Balance	232	221
Included in Earnings	2	-8
Included in Other Comprehensive Income	0	0
Total realized and unrealized gains (losses)	2	-8
Purchases	0	178
Issues	0	0
Sales	-2	0
Settlements, net	-2	-2
Transfers into Level 3	6	0
Transfers out of Level 3	-97	-31
Ending Balance	139	358
Unrealized Gains (Losses) Still Held:
Unrealized Gains (Losses) Still Held - Assets	2	-8
Trading Mortgage Related Securities [Member] | Ginnie Mae
Assets:
Beginning Balance	1	74
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	-1	0
Settlements, net	0	-3
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Ending Balance	0	71
Unrealized Gains (Losses) Still Held:
Unrealized Gains (Losses) Still Held - Assets	0	0
Trading Mortgage Related Securities [Member] | Other
Assets:
Beginning Balance	4	8
Included in Earnings	4	0
Included in Other Comprehensive Income	0	0
Total realized and unrealized gains (losses)	4	0
Purchases	0	0
Issues	0	0
Sales	-4	0
Settlements, net	0	-1
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Ending Balance	4	7
Unrealized Gains (Losses) Still Held:
Unrealized Gains (Losses) Still Held - Assets	0	0
Other Asset [Member]
Assets:
Beginning Balance	1,631	1,620
Included in Earnings	-14	-85
Included in Other Comprehensive Income	0	0
Total realized and unrealized gains (losses)	-14	-85
Purchases	0	0
Issues	93	67
Sales	0	0
Settlements, net	-135	-32
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Ending Balance	1,575	1,570
Unrealized Gains (Losses) Still Held:
Unrealized Gains (Losses) Still Held - Assets	-14	-86
Guarantee Asset [Member]
Assets:
Beginning Balance	1,626	1,611
Included in Earnings	-15	-88
Included in Other Comprehensive Income	0	0
Total realized and unrealized gains (losses)	-15	-88
Purchases	0	0
Issues	93	67
Sales	0	0
Settlements, net	-135	-32
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Ending Balance	1,569	1,558
Unrealized Gains (Losses) Still Held:
Unrealized Gains (Losses) Still Held - Assets	-15	-88
All Other Assets [Member]
Assets:
Beginning Balance	5	9
Included in Earnings	1	3
Included in Other Comprehensive Income	0	0
Total realized and unrealized gains (losses)	1	3
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	6	12
Unrealized Gains (Losses) Still Held:
Unrealized Gains (Losses) Still Held - Assets	$1	$2

Fair_Value_Disclosures_Assets_2

Fair Value Disclosures - Assets on Our Consolidated Balance Sheets Measured at Fair Value on a Non-Recurring Basis (Details) (Fair Value, Measurements, Nonrecurring [Member], USD $)	Mar. 31, 2015	Dec. 31, 2014
Assets, Fair Value Disclosure [Abstract]
Mortgage loans	$8,214,000,000	$9,042,000,000
REO, net	1,275,000,000	1,665,000,000
Total Assets at Fair value	9,489,000,000	10,707,000,000
Carrying Amount Of REO Written Down To Fair Value	1,200,000,000	1,600,000,000
Estimated Cost To Sell	83,000,000	109,000,000
Fair Value, Inputs, Level 1 [Member]
Assets, Fair Value Disclosure [Abstract]
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]
Mortgage loans	0	80,000,000
REO, net	0	0
Total Assets at Fair value	0	80,000,000
Fair Value, Inputs, Level 3 [Member]
Assets, Fair Value Disclosure [Abstract]
Mortgage loans	8,214,000,000	8,962,000,000
REO, net	1,275,000,000	1,665,000,000
Total Assets at Fair value	$9,489,000,000	$10,627,000,000

Fair_Value_Disclosures_Quantit

Fair Value Disclosures - Quantitative Information about Recurring Level 3 Fair Value Measurements for Assets and Liabilities Measured on Our Consolidated Balance Sheets at Fair Value (Details) (Fair Value, Measurements, Recurring [Member], USD $)	3 Months Ended	12 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	100,497,000,000	106,550,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	37,660,000,000	30,437,000,000
Investments, Fair Value Disclosure	138,157,000,000	136,987,000,000
Other assets:
Guarantee Assets Fair Value Disclosure	1,569,000,000	1,626,000,000
All Other Assets Fair Value Disclosure	6,000,000	5,000,000
Total other assets	1,575,000,000	1,631,000,000
Liabilities [Abstract]
Net Derivative Liability (Asset)	1,312,000,000	1,141,000,000
Mortgage-related securities
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	100,497,000,000	106,550,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	23,060,000,000	23,755,000,000
Investments, Fair Value Disclosure	123,557,000,000	130,305,000,000
Freddie Mac
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	38,927,000,000	39,099,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	16,958,000,000	17,469,000,000
Fannie Mae
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	11,074,000,000	11,313,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	5,933,000,000	6,099,000,000
Ginnie Mae
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	191,000,000	199,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	14,000,000	16,000,000
CMBS
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	19,996,000,000	21,822,000,000
Subprime
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	17,799,000,000	20,589,000,000
Option ARM
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	5,276,000,000	5,649,000,000
Alt-A and other
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	4,788,000,000	5,043,000,000
Obligations of states and political subdivisions
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	1,827,000,000	2,198,000,000
Manufactured housing
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	619,000,000	638,000,000
Other
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	155,000,000	171,000,000
Fair Value, Inputs, Level 3 [Member]
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	36,660,000,000	41,895,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	654,000,000	1,164,000,000
Investments, Fair Value Disclosure	37,314,000,000	43,059,000,000
Other assets:
Guarantee Assets Fair Value Disclosure	1,569,000,000	1,626,000,000
All Other Assets Fair Value Disclosure	6,000,000	5,000,000
Total other assets	1,575,000,000	1,631,000,000
Fair Value, Inputs, Level 3 [Member] | Net Derivatives [Member]
Liabilities [Abstract]
Net Derivative Liability (Asset)	25,000,000	10,000,000
Fair Value, Inputs, Level 3 [Member] | Net Derivatives [Member] | Other
Liabilities [Abstract]
Net Derivative Liability (Asset)	25,000,000	10,000,000
Fair Value, Inputs, Level 3 [Member] | Mortgage-related securities
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	36,660,000,000	41,895,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	654,000,000	1,164,000,000
Investments, Fair Value Disclosure	37,314,000,000	43,059,000,000
Fair Value, Inputs, Level 3 [Member] | Freddie Mac
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	2,683,000,000	4,231,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	511,000,000	927,000,000
Fair Value, Inputs, Level 3 [Member] | Freddie Mac | Risk Metric [Member]
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	183,000,000	375,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	128,000,000	320,000,000
Fair Value, Inputs, Level 3 [Member] | Freddie Mac | Median of External Sources [Member]
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure		143,000,000
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	2,102,000,000	2,980,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	357,000,000	478,000,000
Fair Value, Inputs, Level 3 [Member] | Freddie Mac | Other
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	398,000,000	733,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	26,000,000	129,000,000
Fair Value, Inputs, Level 3 [Member] | Fannie Mae
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	113,000,000	85,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	139,000,000	232,000,000
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	87,000,000	47,000,000
Fair Value, Inputs, Level 3 [Member] | Fannie Mae | Discounted Cash Flows [Member]
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	26,000,000	29,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	133,000,000	207,000,000
Fair Value, Inputs, Level 3 [Member] | Fannie Mae | Other
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure		9,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	6,000,000	25,000,000
Fair Value, Inputs, Level 3 [Member] | Ginnie Mae
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	3,000,000	4,000,000
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	0	1,000,000
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	3,000,000	4,000,000
Fair Value, Inputs, Level 3 [Member] | CMBS
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	3,552,000,000	3,474,000,000
Fair Value, Inputs, Level 3 [Member] | CMBS | Risk Metric [Member]
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	1,350,000,000	2,726,000,000
Fair Value, Inputs, Level 3 [Member] | CMBS | Single External Source [Member]
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	1,151,000,000
Fair Value, Inputs, Level 3 [Member] | CMBS | Discounted Cash Flows [Member]
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	736,000,000	748,000,000
Fair Value, Inputs, Level 3 [Member] | CMBS | Other
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	315,000,000
Fair Value, Inputs, Level 3 [Member] | Subprime
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	17,799,000,000	20,589,000,000
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	15,002,000,000	18,789,000,000
Fair Value, Inputs, Level 3 [Member] | Subprime | Other
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	2,797,000,000	1,800,000,000
Fair Value, Inputs, Level 3 [Member] | Option ARM
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	5,276,000,000	5,649,000,000
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	4,960,000,000	5,205,000,000
Fair Value, Inputs, Level 3 [Member] | Option ARM | Other
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	316,000,000	444,000,000
Fair Value, Inputs, Level 3 [Member] | Alt-A and other
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	4,788,000,000	5,027,000,000
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	3,848,000,000	4,116,000,000
Fair Value, Inputs, Level 3 [Member] | Alt-A and other | Other
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	940,000,000	911,000,000
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	1,827,000,000	2,198,000,000
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	1,644,000,000	1,992,000,000
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	183,000,000	206,000,000
Fair Value, Inputs, Level 3 [Member] | Manufactured housing
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	619,000,000	638,000,000
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	327,000,000	515,000,000
Fair Value, Inputs, Level 3 [Member] | Manufactured housing | Single External Source [Member]
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	101,000,000	123,000,000
Fair Value, Inputs, Level 3 [Member] | Manufactured housing | Other
Available-For-Sale, at Fair Value:
Available-for-sale Securities, Fair Value Disclosure	191,000,000
Fair Value, Inputs, Level 3 [Member] | Other
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	4,000,000	4,000,000
Fair Value, Inputs, Level 3 [Member] | Other | Median of External Sources [Member]
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	2,000,000	3,000,000
Fair Value, Inputs, Level 3 [Member] | Other | Discounted Cash Flows [Member]
Trading, at Fair Value:
Trading Securities, Fair Value Disclosure	2,000,000	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 15 days	3 years 9 months 26 days
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Freddie Mac | Weighted Average [Member] | Median of External Sources [Member]
Fair Value Inputs, Quantitative Information [Abstract]
External Pricing Source(s)		103.8
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	1.06%	0.83%
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 month 17 days	2 months 5 days
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Freddie Mac | Minimum [Member] | Median of External Sources [Member]
Fair Value Inputs, Quantitative Information [Abstract]
External Pricing Source(s)		103.2
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	-1.48%	-1.46%
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	6 years 11 months 12 days	7 years 6 months 15 days
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Freddie Mac | Maximum [Member] | Median of External Sources [Member]
Fair Value Inputs, Quantitative Information [Abstract]
External Pricing Source(s)		104.4
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	1.58%	1.44%
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)	109.6
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Fannie Mae | Weighted Average [Member] | Discounted Cash Flows [Member]
Fair Value Inputs, Quantitative Information [Abstract]
OAS	0.73%
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)	107.9
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Fannie Mae | Minimum [Member] | Discounted Cash Flows [Member]
Fair Value Inputs, Quantitative Information [Abstract]
OAS	-1.94%
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)	110.6
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Fannie Mae | Maximum [Member] | Discounted Cash Flows [Member]
Fair Value Inputs, Quantitative Information [Abstract]
OAS	10.99%
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 8 months 16 days	9 years 7 months 2 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)	107.1
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	4.81%	4.21%
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 7 days	5 years 10 months 2 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)	107.1
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	2.51%	1.81%
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	10 years 8 months 16 days	10 years 7 months 24 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)	107.1
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	9.35%	7.66%
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)	74.2	73.5
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)	71.9	71
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)	76.9	76.1
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)	68.5	67.9
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)	65.9	65.3
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)	71.4	70.9
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)	84.1	84.5
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)	82.6	83
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)	86.1	86.2
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)	101.7	101.6
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)	101.4	101.3
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)	102	101.9
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)	89.6	91
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Manufactured housing | Weighted Average [Member] | Single External Source [Member]
Fair Value Inputs, Quantitative Information [Abstract]
External Pricing Source(s)	90.5	89.8
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)	88.1	89.3
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Manufactured housing | Minimum [Member] | Single External Source [Member]
Fair Value Inputs, Quantitative Information [Abstract]
External Pricing Source(s)	90.5	89.8
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)	91.6	92.4
Fair Value, Inputs, Level 3 [Member] | Available-For-Sale Mortgage-Related Securities [Member] | Manufactured housing | Maximum [Member] | Single External Source [Member]
Fair Value Inputs, Quantitative Information [Abstract]
External Pricing Source(s)	90.5	89.8
Fair Value, Inputs, Level 3 [Member] | Trading Mortgage Related Securities [Member] | Freddie Mac | Weighted Average [Member] | Risk Metric [Member]
Fair Value Inputs, Quantitative Information [Abstract]
Effective Duration	2 years 11 months 12 days	2 years 3 months 7 days
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	0.73%	1.69%
Fair Value, Inputs, Level 3 [Member] | Trading Mortgage Related Securities [Member] | Freddie Mac | Minimum [Member] | Risk Metric [Member]
Fair Value Inputs, Quantitative Information [Abstract]
Effective Duration	1 year 7 months 17 days	1 year 9 months 11 days
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	-3.17%	-2.19%
Fair Value, Inputs, Level 3 [Member] | Trading Mortgage Related Securities [Member] | Freddie Mac | Maximum [Member] | Risk Metric [Member]
Fair Value Inputs, Quantitative Information [Abstract]
Effective Duration	3 years 7 days	2 years 3 months 18 days
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	97.48%	97.48%
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	0.73%	2.04%
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	-4.40%	-1.73%
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	7.41%	20.27%
Fair Value, Inputs, Level 3 [Member] | Other Asset [Member]
Other assets:
Total other assets	1,575,000,000	1,631,000,000
Fair Value, Inputs, Level 3 [Member] | Guarantee Asset [Member]
Other assets:
Guarantee Assets Fair Value Disclosure	1,569,000,000	1,626,000,000
Fair Value, Inputs, Level 3 [Member] | Guarantee Asset [Member] | Median of External Sources [Member]
Other assets:
Guarantee Assets Fair Value Disclosure	240,000,000	341,000,000
Fair Value, Inputs, Level 3 [Member] | Guarantee Asset [Member] | Discounted Cash Flows [Member]
Other assets:
Guarantee Assets Fair Value Disclosure	1,329,000,000	1,285,000,000
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)	14.5	16.6
Fair Value, Inputs, Level 3 [Member] | Guarantee Asset [Member] | Weighted Average [Member] | Discounted Cash Flows [Member]
Fair Value Inputs, Quantitative Information [Abstract]
OAS	0.50%	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)	9.4	10
Fair Value, Inputs, Level 3 [Member] | Guarantee Asset [Member] | Minimum [Member] | Discounted Cash Flows [Member]
Fair Value Inputs, Quantitative Information [Abstract]
OAS	0.17%	0.17%
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)	23.4	21.2
Fair Value, Inputs, Level 3 [Member] | Guarantee Asset [Member] | Maximum [Member] | Discounted Cash Flows [Member]
Fair Value Inputs, Quantitative Information [Abstract]
OAS	1.98%	2.02%
Fair Value, Inputs, Level 3 [Member] | All Other Assets [Member]
Other assets:
All Other Assets Fair Value Disclosure	6,000,000	5,000,000
Fair Value, Inputs, Level 3 [Member] | All Other Assets [Member] | Other
Other assets:
All Other Assets Fair Value Disclosure	6,000,000	5,000,000

Fair_Value_Disclosures_Fair_Va

Fair Value Disclosures Fair Value Disclosures - Quantitative Information about Non-Recurring Level 3 Fair Value Measurements for Assets and Liabilities Measured on Our Consolidated Balance Sheets at Fair Value (Details) (USD $)	3 Months Ended		12 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Assets, Fair Value Disclosure [Abstract]
REO Disposition Severity Ratio	36.40%	35.60%
Fair Value, Measurements, Nonrecurring [Member]
Assets, Fair Value Disclosure [Abstract]
Mortgage Loans Fair Value Disclosure	8,214,000,000		9,042,000,000
Reo Net Fair Value Disclosure	1,275,000,000		1,665,000,000
Fair Value, Measurements, Nonrecurring [Member] | Mortgage loans [Member]
Assets, Fair Value Disclosure [Abstract]
Mortgage Loans Fair Value Disclosure	8,214,000,000		8,962,000,000
Fair Value, Measurements, Nonrecurring [Member] | Reo Net At Fair Value [Member]
Assets, Fair Value Disclosure [Abstract]
Reo Net Fair Value Disclosure	1,275,000,000		1,665,000,000
Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 3 [Member]
Assets, Fair Value Disclosure [Abstract]
Mortgage Loans Fair Value Disclosure	8,214,000,000		8,962,000,000
Reo Net Fair Value Disclosure	1,275,000,000		1,665,000,000
Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 3 [Member] | Mortgage loans [Member]
Assets, Fair Value Disclosure [Abstract]
Mortgage Loans Fair Value Disclosure	8,214,000,000		8,962,000,000
Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 3 [Member] | Mortgage loans [Member] | Minimum [Member] | Income Capitalization [Member]
Assets, Fair Value Disclosure [Abstract]
Capitalization rates	6.00%		6.00%
Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 3 [Member] | Mortgage loans [Member] | Minimum [Member] | Third-Party Appraisal [Member]
Assets, Fair Value Disclosure [Abstract]
Property Value	6,000,000		11,000,000
Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 3 [Member] | Mortgage loans [Member] | Minimum [Member] | Internal Model [Member]
Assets, Fair Value Disclosure [Abstract]
Fair Value Inputs Historical Sale Proceeds	3,000		3,000
Housing Sales Index	0.40%		0.38%
Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 3 [Member] | Mortgage loans [Member] | Minimum [Member] | Median of External Sources [Member]
Assets, Fair Value Disclosure [Abstract]
External market prices	45.9
Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 3 [Member] | Mortgage loans [Member] | Maximum [Member] | Income Capitalization [Member]
Assets, Fair Value Disclosure [Abstract]
Capitalization rates	11.00%		9.00%
Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 3 [Member] | Mortgage loans [Member] | Maximum [Member] | Third-Party Appraisal [Member]
Assets, Fair Value Disclosure [Abstract]
Property Value	30,000,000		44,000,000
Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 3 [Member] | Mortgage loans [Member] | Maximum [Member] | Internal Model [Member]
Assets, Fair Value Disclosure [Abstract]
Fair Value Inputs Historical Sale Proceeds	896,519		896,519
Housing Sales Index	2.98%		2.94%
Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 3 [Member] | Mortgage loans [Member] | Maximum [Member] | Median of External Sources [Member]
Assets, Fair Value Disclosure [Abstract]
External market prices	92.3
Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 3 [Member] | Mortgage loans [Member] | Weighted Average [Member] | Income Capitalization [Member]
Assets, Fair Value Disclosure [Abstract]
Capitalization rates	7.00%		7.00%
Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 3 [Member] | Mortgage loans [Member] | Weighted Average [Member] | Third-Party Appraisal [Member]
Assets, Fair Value Disclosure [Abstract]
Property Value	23,000,000		31,000,000
Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 3 [Member] | Mortgage loans [Member] | Weighted Average [Member] | Internal Model [Member]
Assets, Fair Value Disclosure [Abstract]
Fair Value Inputs Historical Sale Proceeds	161,093		162,556
Housing Sales Index	0.83%		0.82%
Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 3 [Member] | Mortgage loans [Member] | Weighted Average [Member] | Median of External Sources [Member]
Assets, Fair Value Disclosure [Abstract]
External market prices	74.4
Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 3 [Member] | Reo Net At Fair Value [Member] | Internal Model [Member]
Assets, Fair Value Disclosure [Abstract]
Reo Net Fair Value Disclosure	1,275,000,000		1,665,000,000
Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 3 [Member] | Reo Net At Fair Value [Member] | Minimum [Member] | Internal Model [Member]
Assets, Fair Value Disclosure [Abstract]
Fair Value Inputs Historical Sale Proceeds	3,000		3,008
Housing Sales Index	0.40%		0.38%
Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 3 [Member] | Reo Net At Fair Value [Member] | Maximum [Member] | Internal Model [Member]
Assets, Fair Value Disclosure [Abstract]
Fair Value Inputs Historical Sale Proceeds	896,519		896,519
Housing Sales Index	2.98%		2.94%
Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 3 [Member] | Reo Net At Fair Value [Member] | Weighted Average [Member] | Internal Model [Member]
Assets, Fair Value Disclosure [Abstract]
Fair Value Inputs Historical Sale Proceeds	149,233		154,165
Housing Sales Index	0.82%		0.82%

Fair_Value_Disclosures_Fair_Va1

Fair Value Disclosures - Fair Value of Financial Instruments (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Mortgage loans:
Derivative Assets	$695	$822
Debt, net:
Derivative liabilities, net	2,007	1,963
Held by consolidated trusts
Debt, net:
Debt, Net	39	42
Freddie Mac parent
Debt, net:
Debt, Net	7,659	5,820
GAAP Carrying Amount
Financial Assets
Cash and Cash Equivalents	10,407	10,928
Restricted Cash and Cash Equivalents	8,689	8,535
Federal Funds Sold and Securities Purchased under Agreements to Resell	47,166	51,903
Investments in Securities [Abstract]
Available-for-sale, at fair value	100,497	106,550
Trading, at fair value	37,660	30,437
Total investments in securities	138,157	136,987
Mortgage loans:
Mortgage loans	1,710,059	1,700,580
Derivative Assets	695	822
Guarantee Assets	1,569	1,626
Advances To Lenders	242
Total Financial Assets	1,916,984	1,911,381
Debt, net:
Debt, Net	1,935,629	1,929,542
Derivative liabilities, net	2,007	1,963
Guarantee obligation	1,553	1,623
Total Financial Liabilities	1,939,189	1,933,128
GAAP Carrying Amount | Held by consolidated trusts
Mortgage loans:
Mortgage loans	1,565,078	1,558,094
Debt, net:
Debt, Net	1,488,595	1,479,473
GAAP Carrying Amount | Freddie Mac parent
Mortgage loans:
Mortgage loans	144,981	142,486
Debt, net:
Debt, Net	447,034	450,069
Fair Value
Financial Assets
Cash and Cash Equivalents	10,407	10,928
Restricted Cash and Cash Equivalents	8,689	8,535
Federal Funds Sold and Securities Purchased under Agreements to Resell	47,166	51,903
Investments in Securities [Abstract]
Available-for-sale, at fair value	100,497	106,550
Trading, at fair value	37,660	30,437
Total investments in securities	138,157	136,987
Mortgage loans:
Mortgage loans	1,748,398	1,726,770
Derivative Assets	695	822
Guarantee Assets	1,781	1,837
Advances To Lenders	242
Total Financial Assets	1,955,535	1,937,782
Debt, net:
Debt, Net	1,994,907	1,980,991
Derivative liabilities, net	2,007	1,963
Guarantee obligation	2,939	3,127
Total Financial Liabilities	1,999,853	1,986,081
Fair Value | Held by consolidated trusts
Mortgage loans:
Mortgage loans	1,602,890	1,585,308
Debt, net:
Debt, Net	1,538,721	1,522,872
Fair Value | Freddie Mac parent
Mortgage loans:
Mortgage loans	145,508	141,462
Debt, net:
Debt, Net	456,186	458,119
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	-10,212	-9,122
Guarantee Assets	0	0
Advances To Lenders	0
Total Financial Assets	-10,212	-9,122
Debt, net:
Debt, Net	0	0
Derivative liabilities, net	-13,285	-11,597
Guarantee obligation	0	0
Total Financial Liabilities	-13,285	-11,597
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 | Level 1
Financial Assets
Cash and Cash Equivalents	10,407	10,928
Restricted Cash and Cash Equivalents	8,689	8,535
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	14,600	6,682
Total investments in securities	14,600	6,682
Mortgage loans:
Mortgage loans	0	0
Derivative Assets	4	5
Guarantee Assets	0	0
Advances To Lenders	0
Total Financial Assets	33,700	26,150
Debt, net:
Debt, Net	0	0
Derivative liabilities, net	1	28
Guarantee obligation	0	0
Total Financial Liabilities	1	28
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	0	0
Restricted Cash and Cash Equivalents	0	0
Federal Funds Sold and Securities Purchased under Agreements to Resell	47,166	51,903
Investments in Securities [Abstract]
Available-for-sale, at fair value	63,837	64,655
Trading, at fair value	22,406	22,591
Total investments in securities	86,243	87,246
Mortgage loans:
Mortgage loans	1,442,063	1,409,717
Derivative Assets	10,889	9,912
Guarantee Assets	0	0
Advances To Lenders	242
Total Financial Assets	1,586,603	1,558,778
Debt, net:
Debt, Net	1,981,095	1,966,256
Derivative liabilities, net	15,252	13,495
Guarantee obligation	0	0
Total Financial Liabilities	1,996,347	1,979,751
Fair Value | Level 2 | Held by consolidated trusts
Mortgage loans:
Mortgage loans	1,412,929	1,387,412
Debt, net:
Debt, Net	1,537,390	1,521,508
Fair Value | Level 2 | Freddie Mac parent
Mortgage loans:
Mortgage loans	29,134	22,305
Debt, net:
Debt, Net	443,705	444,748
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	36,660	41,895
Trading, at fair value	654	1,164
Total investments in securities	37,314	43,059
Mortgage loans:
Mortgage loans	306,335	317,053
Derivative Assets	14	27
Guarantee Assets	1,781	1,837
Advances To Lenders	0
Total Financial Assets	345,444	361,976
Debt, net:
Debt, Net	13,812	14,735
Derivative liabilities, net	39	37
Guarantee obligation	2,939	3,127
Total Financial Liabilities	16,790	17,899
Fair Value | Level 3 | Held by consolidated trusts
Mortgage loans:
Mortgage loans	189,961	197,896
Debt, net:
Debt, Net	1,331	1,364
Fair Value | Level 3 | Freddie Mac parent
Mortgage loans:
Mortgage loans	116,374	119,157
Debt, net:
Debt, Net	$12,481	$13,371

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, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Fair Value Disclosures [Abstract]
Loans Held For Sale, Fair Value	$16,495	$12,130
Loans Held For Sale, Unpaid Principal Balance, With Fair Value Option Elected	16,014	11,872
Fair Value, Option, Aggregate Differences, Loans and Long-term Receivables	481	258
Long-Term Debt, Fair Value	7,659	5,820
Long-Term Debt, Unpaid Principal Balance, with Fair Value Option Elected	7,543	5,896
Fair Value, Option, Aggregate Differences, Long-term Debt Instruments	$116	($76)

Legal_Contingencies_Details

Legal Contingencies (Details) (USD $)	3 Months Ended	0 Months Ended
	Mar. 31, 2015	Dec. 29, 2014	Sep. 15, 2014	Dec. 16, 2011	14-May-10	Mar. 14, 2013	Dec. 31, 2012	Dec. 31, 2011
				numberofdefendants		numberofdefendants
Loss Contingencies [Line Items]
Legal fees and expenses of former officers for indemnification obligations	$4,000,000
Unrecognized tax benefits	0
Lloyds [Member]
Loss Contingencies [Line Items]
Loss Contingency, Damages Sought, Value		111,000,000
Deloitte & Touche LLP
Loss Contingencies [Line Items]
Loss Contingency, Damages Sought, Value			1,300,000,000
Related Third Party Litigation And Indemnification Requests | SEC litigation
Loss Contingencies [Line Items]
Number of defendants				3
Unasserted claim | TBW Bankruptcy, Underwriters
Loss Contingencies [Line Items]
Amount of mortgage bankers bonds to be rescinded					90,000,000
IRS Litigation
Loss Contingencies [Line Items]
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
LIBOR Lawsuit
Loss Contingencies [Line Items]
Number of defendants						16
Litigation Concerning the Purchase Agreement | Arrowood lawsuit
Loss Contingencies [Line Items]
Preferred Stock, Value, Outstanding	$42,297,500

Regulatory_Capital_Details

Regulatory Capital (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Sep. 30, 2008
Mortgage Banking [Abstract]
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	$851,000,000	$10,435,000,000

Regulatory_Capital_Regulatory_

Regulatory Capital Regulatory Capital - Net Worth and Minimum Capital (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Net Worth and Minimum Capital [Abstract]
GAAP net worth (deficit)	$2,546	$2,651
Core capital (deficit)	-71,742	-71,415
Minimum capital requirement	20,079	20,090
Minimum capital surplus (deficit)	($91,821)	($91,505)

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, 2015	Mar. 31, 2014
Other income (loss)
Non-agency mortgage-related securities settlements	$0	$4,533
Gains (losses) on mortgage loans	-200	254
Other	400	304
Total other income (loss)	11	5,041
Other Expense
Property tax and insurance on held-for-sale loans	-360	0
Other	-103	-66
Total other expense	-463	-66
Debt Securities with Fair Value Option Elected
Other income (loss)
Fair Value, Option, Changes in Fair Value, Gain (Loss)	($189)	($50)

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, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Other assets:
Accounts and other receivables	$5,039	$3,899
Current income tax receivable	800	1,048
Guarantee asset	1,569	1,626
All other	1,342	1,121
Total other assets	8,750	7,694
Other liabilities:
Servicer liabilities	1,708	1,847
Guarantee obligation	1,553	1,623
Accounts payable and accrued expenses	628	803
All other	1,397	785
Total other liabilities	$5,286	$5,058