Federal National Mortgage Association (FNMA) 10-K 21 Feb 14 2013 FY Annual report Financial data

Document_and_Entity_Informatio

Document and Entity Information (USD $)	12 Months Ended
In Millions, except Share data, unless otherwise specified	Dec. 31, 2013	Jan. 31, 2014	Jun. 30, 2013
Entity Information [Line Items]	'	'	'
Entity Registrant Name	'FEDERAL NATIONAL MORTGAGE ASSOCIATION FANNIE MAE	'	'
Entity Central Index Key	'0000310522	'	'
Current Fiscal Year End Date	'--12-31	'	'
Entity Filer Category	'Large Accelerated Filer	'	'
Document Type	'10-K	'	'
Document Period End Date	31-Dec-13	'	'
Document Fiscal Year Focus	'2013	'	'
Document Fiscal Period Focus	'FY	'	'
Amendment Flag	'false	'	'
Entity Common Stock, Shares Outstanding	'	1,158,080,657	'
Entity Well-known Seasoned Issuer	'No	'	'
Entity Voluntary Filers	'No	'	'
Entity Current Reporting Status	'Yes	'	'
Entity Public Float	'	'	$1,600

Consolidated_Balance_Sheets

Consolidated Balance Sheets (USD $)	Dec. 31, 2013		Dec. 31, 2012
ASSETS	'		'
Cash and cash equivalents	$19,228,000,000		$21,117,000,000
Restricted cash (includes $23,982 and $61,976, respectively, related to consolidated trusts)	28,995,000,000		67,919,000,000
Federal funds sold and securities purchased under agreements to resell or similar arrangements	38,975,000,000		32,500,000,000
Investments in securities:	'		'
Trading, at fair value	30,768,000,000		40,695,000,000
Available-for-sale, at fair value (includes $998 and $935, respectively, related to consolidated trusts)	38,171,000,000		63,181,000,000
Total investments in securities	68,939,000,000		103,876,000,000
Mortgage loans:	'		'
Loans held for sale, at lower of cost or fair value (includes $31 and $72, respectively, related to consolidated trusts)	380,000,000		464,000,000
Loans held for investment, at amortized cost (includes $14,268 and 10,800, respectively, at fair value and loans pledged as collateral that may be sold or repledged of $442 and $943, respectively, related to consolidated trusts)	3,069,706,000,000		3,007,737,000,000
Allowance for loan losses	-43,846,000,000		-58,795,000,000
Total loans held for investment, net of allowance	3,025,860,000,000		2,948,942,000,000
Total mortgage loans	3,026,240,000,000		2,949,406,000,000
Accrued interest receivable, net (includes $7,271 and $7,567, respectively, related to consolidated trusts)	8,319,000,000		9,176,000,000
Acquired property, net	11,621,000,000	[1]	10,489,000,000	[1]
Deferred Tax Assets	47,560,000,000		0
Other assets (includes cash pledged as collateral of $1,590 and $1,222, respectively)	20,231,000,000		27,939,000,000
Total assets	3,270,108,000,000		3,222,422,000,000
Liabilities:	'		'
Accrued interest payable (includes $8,276 and $8,645, respectively, related to consolidated trusts)	10,553,000,000		11,303,000,000
Other liabilities (includes $488 and $1,059, respectively, related to consolidated trusts)	15,441,000,000		14,378,000,000
Total liabilities	3,260,517,000,000		3,215,198,000,000
Commitments and contingencies (Note 19)	'		'
Fannie Mae stockholders’ equity:	'		'
Senior preferred stock, 1,000,000 shares issued and outstanding	117,149,000,000		117,149,000,000
Preferred stock, 700,000,000 shares are authorized—555,374,922 shares issued and outstanding	19,130,000,000		19,130,000,000
Common stock, no par value, no maximum authorization—1,308,762,703 shares issued, 1,158,080,657 and 1,158,077,970 shares outstanding, respectively	687,000,000		687,000,000
Accumulated deficit	-121,227,000,000		-122,766,000,000
Accumulated other comprehensive income	1,203,000,000		384,000,000
Treasury stock, at cost, 150,682,046 and 150,684,733 shares, respectively	-7,401,000,000		-7,401,000,000
Total Fannie Mae stockholders’ equity	9,541,000,000		7,183,000,000
Noncontrolling interest	50,000,000		41,000,000
Total equity (See Note 1: Impact of U.S. Government Support and (Loss) Earnings per Share for information on our dividend obligation to Treasury)	9,591,000,000		7,224,000,000
Total liabilities and equity	3,270,108,000,000		3,222,422,000,000
Fannie Mae [Member]	'		'
Mortgage loans:	'		'
Loans held for investment, at amortized cost (includes $14,268 and 10,800, respectively, at fair value and loans pledged as collateral that may be sold or repledged of $442 and $943, respectively, related to consolidated trusts)	300,159,000,000		355,544,000,000
Allowance for loan losses	-40,521,000,000		-50,519,000,000
Total mortgage loans	259,987,000,000		305,417,000,000
Liabilities:	'		'
Debt (includes $1,308 and $793, respectively, of debt of Fannie Mae and $14,976 and $11,647, respectively, of debt of consolidated trusts, at fair value)	529,434,000,000		615,864,000,000
Consolidated Trusts [Member]	'		'
ASSETS	'		'
Restricted cash (includes $23,982 and $61,976, respectively, related to consolidated trusts)	23,982,000,000		61,976,000,000
Investments in securities:	'		'
Available-for-sale, at fair value (includes $998 and $935, respectively, related to consolidated trusts)	998,000,000		935,000,000
Mortgage loans:	'		'
Loans held for sale, at lower of cost or fair value (includes $31 and $72, respectively, related to consolidated trusts)	31,000,000		72,000,000
Loans held for investment, at amortized cost (includes $14,268 and 10,800, respectively, at fair value and loans pledged as collateral that may be sold or repledged of $442 and $943, respectively, related to consolidated trusts)	2,769,547,000,000		2,652,193,000,000
Allowance for loan losses	-3,325,000,000		-8,276,000,000
Total mortgage loans	2,766,253,000,000		2,643,989,000,000
Accrued interest receivable, net (includes $7,271 and $7,567, respectively, related to consolidated trusts)	7,271,000,000		7,567,000,000
Liabilities:	'		'
Accrued interest payable (includes $8,276 and $8,645, respectively, related to consolidated trusts)	8,276,000,000		8,645,000,000
Debt (includes $1,308 and $793, respectively, of debt of Fannie Mae and $14,976 and $11,647, respectively, of debt of consolidated trusts, at fair value)	2,705,089,000,000		2,573,653,000,000
Other liabilities (includes $488 and $1,059, respectively, related to consolidated trusts)	$488,000,000		$1,059,000,000
[1]	Includes valuation allowance of $686 million, $669 million and $1.0 billion for the years ended December 31, 2013, 2012 and 2011, respectively.

Consolidated_Balance_Sheets_Pa

Consolidated Balance Sheets (Parenthetical) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, except Share data, unless otherwise specified
ASSETS	'	'
Restricted cash	$28,995	$67,919
Investments in securities:	'	'
Available-for-sale, at fair value	38,171	63,181
Mortgage loans:	'	'
Loans held for sale, at lower of cost or fair value	380	464
Accrued interest receivable, net	8,319	9,176
Cash pledged as collateral included in other assets	1,590	1,222
Liabilities:	'	'
Accrued interest payable	10,553	11,303
Other liabilities	15,441	14,378
Fannie Mae stockholders’ equity:	'	'
Senior preferred stock issued, shares	1,000,000	1,000,000
Senior preferred stock outstanding, shares	1,000,000	1,000,000
Preferred stock authorized	700,000,000	700,000,000
Preferred stock issued	555,374,922	555,374,922
Preferred Stock, Shares Outstanding	555,374,922	555,374,922
Common stock issued	1,308,762,703	1,308,762,703
Common stock outstanding	1,158,080,657	1,158,077,970
Treasury stock, shares	150,682,046	150,684,733
Fannie Mae [Member]	'	'
Liabilities:	'	'
Debt at fair value	1,308	793
Consolidated Trusts [Member]	'	'
ASSETS	'	'
Restricted cash	23,982	61,976
Investments in securities:	'	'
Available-for-sale, at fair value	998	935
Mortgage loans:	'	'
Loans held for sale, at lower of cost or fair value	31	72
Loans at fair value included in loans held for investment, at amortized cost	14,268	10,800
Loans pledged as collateral that may be sold or repledged included in loans held for investment, at amortized cost	442	943
Accrued interest receivable, net	7,271	7,567
Liabilities:	'	'
Accrued interest payable	8,276	8,645
Debt at fair value	14,976	11,647
Other liabilities	$488	$1,059

Consolidated_Statements_of_Ope

Consolidated Statements of Operations and Comprehensive Income (Loss) (USD $)	12 Months Ended
In Millions, except Per Share data, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
TCCA fees	$1,001		$238		$0
Interest income:	'		'		'
Trading securities	779		989		1,087
Available-for-sale securities	2,357		3,299		3,277
Mortgage loans (includes $110,448, $110,451, and $123,633, respectively, related to consolidated trusts)	114,238		124,706		138,462
Other	175		196		117
Total interest income	117,549		129,190		142,943
Interest expense:	'		'		'
Short-term debt	131		152		310
Long-term debt (includes $84,751, $95,612, and $108,641, respectively, related to consolidated trusts)	95,014		107,537		123,352
Total interest expense	95,145		107,689		123,662
Net interest income	22,404		21,501		19,281
Benefit (provision) for credit losses	8,949		852		-26,718
Net interest income (loss) after benefit (provision) for credit losses	31,353		22,353		-7,437
Investment gains, net	1,191		487		506
Net other-than-temporary impairments	-64	[1]	-713		-308
Fair value gains (losses), net	2,959		-2,977		-6,621
Debt extinguishment gains (losses), net	131		-244		-232
Fee and other income	3,930		1,487		1,163
Non-interest income (loss)	8,147		-1,960		-5,492
Administrative expenses:	'		'		'
Salaries and employee benefits	1,218		1,195		1,236
Professional services	910		766		736
Occupancy expenses	189		188		179
Other administrative expenses	228		218		219
Total administrative expenses	2,545		2,367		2,370
Foreclosed property (income) expense	-2,839		-254		780
Other expenses, net	226		822		866
Total expenses	933		3,173		4,016
Income (loss) before federal income taxes	38,567		17,220		-16,945
Benefit for federal income taxes	45,415	[2]	0		90
Net income (loss)	83,982		17,220		-16,855
Other comprehensive income (loss):	'		'		'
Changes in unrealized gains on available-for-sale securities, net of reclassification adjustments and taxes	693		1,735		622
Other	126		-116		-175
Net other comprehensive income	819		1,619		447
Total comprehensive income (loss)	84,801		18,839		-16,408
Less: Comprehensive (income) loss attributable to noncontrolling interest	-19		4		0
Total comprehensive income (loss) attributable to Fannie Mae	84,782		18,843		-16,408
Less: Net (income) loss attributable to noncontrolling interest	-19		4		0
Net income (loss) attributable to Fannie Mae	83,963		17,224		-16,855
Dividends distributed or available for distribution to senior preferred stockholder	-85,419	[3]	-15,827	[3]	-9,614	[3]
Net (loss) income attributable to common stockholders (Note 11)	-1,456		1,397		-26,469
(Loss) earnings per share:	'		'		'
Basic (per share)	($0.25)		$0.24		($4.61)
Diluted (per share)	($0.25)		$0.24		($4.61)
Weighted-average common shares outstanding:	'		'		'
Basic	5,762	[4]	5,762	[4]	5,737	[4]
Diluted	5,762	[4]	5,893	[4]	5,737	[4]
US Treasury [Member]	'		'		'
TCCA fees	$1,001	[5]	$238	[5],[6]	'
[1]	Includes $34 million of other-than-temporary impairments recognized in earnings for the year ended December 31, 2013, related to our intent to sell the related securities before recovery of their amortized cost basis.
[2]	Primarily represents the release of the valuation allowance for our deferred tax assets that generally are directly attributable to each segment based on the nature of the item.
[3]	Dividends available for distribution as of December 31, 2013 (relating to the dividend period for the three months ended March 31, 2014) are calculated based on our net worth as of December 31, 2013 less the applicable capital reserve amount of $2.4 billion. For quarterly dividend periods in 2013, dividends distributed were calculated based on our net worth as of the end of the immediately preceding fiscal quarter less the applicable capital reserve amount of $3.0 billion. During the years ended December 31, 2012 and 2011, an annual dividend rate of 10% on the aggregate liquidation preference was used to calculate the dividend.
[4]	Includes 4.6 billion, 4.7 billion and 4.6 billion for the years ended December 31, 2013, 2012 and 2011, respectively, of weighted-average shares of common stock, that would be issued upon the full exercise of the warrant issued to Treasury from the date the warrant was issued through December 31, 2013, 2012 and 2011, respectively.
[5]	Pursuant to the TCCA, effective April 1, 2012, we increased the guaranty fee on all single-family residential mortgages delivered to us on or after that date by 10 basis points, and the incremental revenue must be remitted to Treasury. The resulting revenue is included in guaranty fee income and the expense is recognized as “TCCA fees.” This increase in guaranty fee is also included in the single-family average charged guaranty fee.
[6]	Certain prior period amounts have been reclassified to conform with the current period presentation.

Consolidated_Statements_of_Ope1

Consolidated Statements of Operations and Comprehensive Loss (Parenthetical) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Mortgage loans	$114,238	$124,706	$138,462
Long-term debt	95,014	107,537	123,352
Consolidated Trusts [Member]	'	'	'
Mortgage loans	101,448	110,451	123,633
Long-term debt	$84,751	$95,612	$108,641

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Cash flows provided by (used in) operating activities:	'	'	'
Net income (loss)	$83,982	$17,220	($16,855)
Reconciliation of net income (loss) to net cash provided by (used in) operating activities:	'	'	'
Amortization of cost basis adjustments	-5,104	-2,335	-369
(Benefit) provision for credit losses	-8,949	-852	26,718
Current and deferred federal income taxes	-47,766	10	1,044
Net change in trading securities	1,575	31,972	-17,048
Net gains related to the disposition of acquired property and preforeclosure sales, including credit enhancements	-6,024	-6,009	-5,109
Other, net	-4,811	-3,005	-3,619
Net cash provided by (used in) operating activities	12,903	37,001	-15,238
Cash flows provided by investing activities:	'	'	'
Purchases of trading securities held for investment	-7,521	-3,216	-2,951
Proceeds from maturities and paydowns of trading securities held for investment	2,491	3,508	2,591
Proceeds from sales of trading securities held for investment	14,585	3,861	1,526
Purchases of available-for-sale securities	0	-34	-192
Proceeds from maturities and paydowns of available-for-sale securities	10,116	12,636	13,552
Proceeds from sales of available-for-sale securities	15,497	1,306	3,192
Purchases of loans held for investment	-195,386	-210,488	-78,099
Proceeds from repayments and sales of loans acquired as held for investment of Fannie Mae	48,875	31,322	25,190
Proceeds from repayments and sales of loans acquired as held for investment of consolidated trust	631,088	797,331	544,145
Net change in restricted cash	38,924	-17,122	12,881
Advances to lenders	-139,162	-144,064	-70,914
Proceeds from disposition of acquired property and preforeclosure sales	38,349	38,685	47,248
Net change in federal funds sold and securities purchased under agreements to resell or similar arrangements	-6,475	13,500	-34,249
Other, net	1,373	468	468
Net cash provided by investing activities	452,754	527,693	464,388
Cash flows used in financing activities:	'	'	'
Payments of cash dividends on senior preferred stock to Treasury	-82,452	-11,608	-9,613
Proceeds from senior preferred stock purchase agreement with Treasury	0	4,571	23,978
Other, net	-145	-9	146
Net cash used in financing activities	-467,546	-561,116	-448,908
Net (decrease) increase in cash and cash equivalents	-1,889	3,578	242
Cash and cash equivalents at beginning of period	21,117	17,539	17,297
Cash and cash equivalents at end of period	19,228	21,117	17,539
Cash paid during the period for:	'	'	'
Interest	109,240	119,259	128,806
Income Taxes Paid	2,350	0	0
Non-cash activities:	'	'	'
Net mortgage loans acquired by assuming debt	433,007	537,862	448,437
Net transfers from (to) mortgage loans of Fannie Mae to (from) mortgage loans of consolidated trusts	179,097	165,272	33,859
Transfers from advances to lenders to loans held for investment of consolidated trusts	137,074	133,554	69,223
Net transfers from mortgage loans to acquired property	34,024	46,981	56,517
Fannie Mae [Member]	'	'	'
Cash flows used in financing activities:	'	'	'
Proceeds from the issuance of debt	372,361	736,065	766,598
Payments to redeem debt	-459,745	-854,111	-815,838
Consolidated Trusts [Member]	'	'	'
Cash flows used in financing activities:	'	'	'
Proceeds from the issuance of debt	409,979	396,513	233,516
Payments to redeem debt	($707,544)	($832,537)	($647,695)

Consolidated_Statements_of_Cha

Consolidated Statements of Changes in Equity (Deficit) (USD $)	Total	Senior Preferred Stock	Preferred Stock	Common Stock	Additional Paid-in Capital	Retained Earnings (Accumulated Deficit)	Accumulated Other Comprehensive Income (Loss)	Treasury Stock	Noncontrolling Interest
In Millions, except Share data, unless otherwise specified
Balance at Dec. 31, 2010	($2,517)	$88,600	$20,204	$667	'	($102,986)	($1,682)	($7,402)	$82
Balance (shares) at Dec. 31, 2010	'	1,000,000	577,000,000	1,119,000,000	'	'	'	'	'
Increase (Decrease) in Accumulated Other Comprehensive Income [Roll Forward]	'	'	'	'	'	'	'	'	'
Change in investment in noncontrolling interest	-29	'	'	'	'	'	'	'	-29
Comprehensive income (loss):	'	'	'	'	'	'	'	'	'
Net income (loss)	-16,855	'	'	'	'	-16,855	'	'	'
Other comprehensive income, net of tax effect:	'	'	'	'	'	'	'	'	'
Changes in net unrealized losses on available-for-sale securities (net of tax of $529 $702, and $250, respectively)	465	'	'	'	'	'	465	'	'
Reclassification adjustment for other-than-temporary impairments recognized in net income (loss) (net of tax of $22, $250, and $99 , respectively)	209	'	'	'	'	'	209	'	'
Reclassification adjustment for (gains) losses included in net income (loss) (net of tax of $179, $9, and $28, respectively)	-52	'	'	'	'	'	-52	'	'
Prior service cost and actuarial gains, net of amortization for defined benefit plans	-175	'	'	'	'	'	-175	'	'
Total comprehensive income (loss)	-16,408	'	'	'	'	'	'	'	'
Senior preferred stock dividends	-9,613	'	'	'	-1,072	-8,541	'	'	'
Increase to senior preferred liquidation preference	23,978	23,978	'	'	'	'	'	'	'
Conversion of convertible preferred stock into common stock (shares)	'	'	-21,493,217	-38,669,995	'	'	'	'	'
Conversion of convertible preferred stock into common stock	'	'	-1,074	20	1,054	'	'	'	'
Other	18	'	'	'	18	1	'	-1	'
Balance at Dec. 31, 2011	-4,571	112,578	19,130	687	'	-128,381	-1,235	-7,403	53
Balance (shares) at Dec. 31, 2011	'	1,000,000	556,000,000	1,158,000,000	'	'	'	'	'
Preferred Stock, Shares Outstanding	555,374,922	'	555,374,922	'	'	'	'	'	'
Increase (Decrease) in Accumulated Other Comprehensive Income [Roll Forward]	'	'	'	'	'	'	'	'	'
Change in investment in noncontrolling interest	-8	'	'	'	'	'	'	'	-8
Comprehensive income (loss):	'	'	'	'	'	'	'	'	'
Net income (loss)	17,220	'	'	'	'	17,224	'	'	-4
Other comprehensive income, net of tax effect:	'	'	'	'	'	'	'	'	'
Changes in net unrealized losses on available-for-sale securities (net of tax of $529 $702, and $250, respectively)	1,289	'	'	'	'	'	1,289	'	'
Reclassification adjustment for other-than-temporary impairments recognized in net income (loss) (net of tax of $22, $250, and $99 , respectively)	463	'	'	'	'	'	463	'	'
Reclassification adjustment for (gains) losses included in net income (loss) (net of tax of $179, $9, and $28, respectively)	-17	'	'	'	'	'	-17	'	'
Prior service cost and actuarial gains, net of amortization for defined benefit plans	-116	'	'	'	'	'	-116	'	'
Total comprehensive income (loss)	18,839	'	'	'	'	'	'	'	'
Senior preferred stock dividends	-11,608	'	'	'	1	-11,609	'	'	'
Increase to senior preferred liquidation preference	4,571	4,571	'	'	'	'	'	'	'
Other	1	'	'	'	-1	'	'	2	'
Balance at Dec. 31, 2012	7,224	117,149	19,130	687	'	-122,766	384	-7,401	41
Balance (shares) at Dec. 31, 2012	'	1,000,000	'	1,158,000,000	'	'	'	'	'
Balance at Sep. 30, 2012	'	'	'	'	'	'	'	'	'
Preferred Stock, Shares Outstanding	555,374,922	'	555,374,922	'	'	'	'	'	'
Comprehensive income (loss):	'	'	'	'	'	'	'	'	'
Net income (loss)	7,570	'	'	'	'	'	'	'	'
Balance at Dec. 31, 2012	7,224	'	19,130	687	'	-122,766	384	'	41
Balance (shares) at Dec. 31, 2012	'	'	'	1,158,000,000	'	'	'	'	'
Preferred Stock, Shares Outstanding	555,374,922	'	555,374,922	'	'	'	'	'	'
Increase (Decrease) in Accumulated Other Comprehensive Income [Roll Forward]	'	'	'	'	'	'	'	'	'
Change in investment in noncontrolling interest	-10	'	'	'	'	'	'	'	-10
Comprehensive income (loss):	'	'	'	'	'	'	'	'	'
Net income (loss)	83,982	'	'	'	'	83,963	'	'	19
Other comprehensive income, net of tax effect:	'	'	'	'	'	'	'	'	'
Changes in net unrealized losses on available-for-sale securities (net of tax of $529 $702, and $250, respectively)	983	'	'	'	'	'	983	'	'
Reclassification adjustment for other-than-temporary impairments recognized in net income (loss) (net of tax of $22, $250, and $99 , respectively)	42	'	'	'	'	'	42	'	'
Reclassification adjustment for (gains) losses included in net income (loss) (net of tax of $179, $9, and $28, respectively)	-332	'	'	'	'	'	-332	'	'
Prior service cost and actuarial gains, net of amortization for defined benefit plans	126	'	'	'	'	'	126	'	'
Total comprehensive income (loss)	84,801	'	'	'	'	'	'	'	'
Senior preferred stock dividends	-82,452	'	'	'	'	-82,452	'	'	'
Other	28	'	'	'	'	28	'	'	'
Balance at Dec. 31, 2013	9,591	117,149	19,130	687	'	-121,227	1,203	-7,401	50
Balance (shares) at Dec. 31, 2013	'	1,000,000	'	1,158,000,000	'	'	'	'	'
Balance at Sep. 30, 2013	'	'	'	'	'	'	'	'	'
Preferred Stock, Shares Outstanding	555,374,922	'	555,374,922	'	'	'	'	'	'
Comprehensive income (loss):	'	'	'	'	'	'	'	'	'
Net income (loss)	6,458	'	'	'	'	'	'	'	'
Balance at Dec. 31, 2013	$9,591	$117,149	$19,130	$687	'	'	'	($7,401)	'
Balance (shares) at Dec. 31, 2013	'	1,000,000	'	1,158,000,000	'	'	'	'	'

Consolidated_Statements_of_Cha1

Consolidated Statements of Changes in Equity (Deficit) (Parenthetical) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2010
Statement of Stockholders' Equity [Abstract]	'	'	'
Tax on unrealized losses on available-for-sale securities	$529	$702	$250
Tax on reclassification adjustment for other-than-temporary impairments recognized in net income (loss)	22	250	99
Tax on reclassification adjustment for (gains) losses included in net income (loss)	179	9	28
Prior service cost and actuarial gains, net of amortization for defined benefit plans, net of tax	$68	'	'

Summary_of_Significant_Account

Summary of Significant Accounting Policies	12 Months Ended
	Dec. 31, 2013
Accounting Policies [Abstract]	'
Summary of Significant Accounting Policies	'
	Summary of Significant Accounting Policies
	Organization
	We are a stockholder-owned corporation organized and existing under the Federal National Mortgage Association Charter Act (the “Charter Act” or our “charter”). We are a government-sponsored enterprise (“GSE”), and we are subject to government oversight and regulation. Our regulators include the Federal Housing Finance Agency (“FHFA”), the U.S. Department of Housing and Urban Development (“HUD”), the U.S. Securities and Exchange Commission (“SEC”), and the U.S. Department of the Treasury (“Treasury”). The U.S. government does not guarantee our securities or other obligations.
	We operate in the secondary mortgage market by purchasing mortgage loans and mortgage-related securities, including mortgage-related securities guaranteed by us, from primary mortgage market institutions, such as commercial banks, savings and loan associations, mortgage banking companies, securities dealers and other investors. We do not lend money directly to consumers in the primary mortgage market. We provide additional liquidity in the secondary mortgage market by issuing guaranteed mortgage-related securities.
	We operate under three business segments: Single-Family Credit Guaranty (“Single-Family”), Multifamily and Capital Markets. Our Single-Family segment generates revenue primarily from the guaranty fees on the mortgage loans underlying guaranteed single-family Fannie Mae mortgage-backed securities (“Fannie Mae MBS”). Our Multifamily segment generates revenue from a variety of sources, including guaranty fees on the mortgage loans underlying multifamily Fannie Mae MBS, transaction fees associated with the multifamily business and bond credit enhancement fees. Our Capital Markets segment invests in mortgage loans, mortgage-related securities and other investments, and generates income primarily from the difference, or spread, between the yield on the mortgage assets we own and the interest we pay on the debt we issue in the global capital markets to fund the purchases of these mortgage assets.
	Conservatorship
	On September 7, 2008, the Secretary of the Treasury and the Director of FHFA announced several actions taken by Treasury and FHFA regarding Fannie Mae, which included: (1) placing us in conservatorship and (2) the execution of a senior preferred stock purchase agreement by our conservator, on our behalf, and Treasury, pursuant to which we issued to Treasury both senior preferred stock and a warrant to purchase common stock.
	Under the Federal Housing Enterprises Financial Safety and Soundness Act of 1992, as amended by the Federal Housing Finance Regulatory Reform Act of 2008 (together, the “GSE Act”), the conservator immediately succeeded to (1) all rights, titles, powers and privileges of Fannie Mae, and of any stockholder, officer or director of Fannie Mae with respect to Fannie Mae and its assets, and (2) title to the books, records and assets of any other legal custodian of Fannie Mae. The conservator has since delegated specified authorities to our Board of Directors and has delegated to management the authority to conduct our day-to-day operations. The conservator retains the authority to withdraw its delegations at any time.
	We were directed by FHFA to voluntarily delist our common stock and each listed series of our preferred stock from the New York Stock Exchange and the Chicago Stock Exchange. The last trading day for the listed securities on the New York Stock Exchange and the Chicago Stock Exchange was July 7, 2010, and since July 8, 2010, the securities have been traded on the over-the-counter market.
	The conservator has the power to transfer or sell any asset or liability of Fannie Mae (subject to limitations and post-transfer notice provisions for transfers of qualified financial contracts) without any approval, assignment of rights or consent of any party. The GSE Act, however, provides that mortgage loans and mortgage-related assets that have been transferred to a Fannie Mae MBS trust must be held by the conservator for the beneficial owners of the Fannie Mae MBS and cannot be used to satisfy the general creditors of Fannie Mae.
	Neither the conservatorship nor the terms of our agreements with Treasury change our obligation to make required payments on our debt securities or perform under our mortgage guaranty obligations. FHFA issued a rule establishing a framework for conservatorship and receivership operations for the GSEs, which became effective in 2011. The rule established procedures for conservatorship and receivership, and priorities of claims for contract parties and other claimants. This rule is part of FHFA’s implementation of the powers provided by the Federal Housing Finance Regulatory Reform Act of 2008, and does not seek to anticipate or predict future conservatorships or receiverships.
	The conservatorship has no specified termination date and there continues to be significant uncertainty regarding the future of our company, including how long the company will continue to exist in its current form, the extent of our role in the market, what form we will have, what ownership interest, if any, our current common and preferred stockholders will hold in us after the conservatorship is terminated and whether we will continue to exist following conservatorship. Under the GSE Act, FHFA must place us into receivership if the Director of FHFA makes a written determination that our assets are less than our obligations or if we have not been paying our debts, in either case, for a period of 60 days. In addition, the Director of FHFA may place us in receivership at his discretion at any time for other reasons set forth in the GSE Act, including if we are undercapitalized and have no reasonable prospect of becoming adequately capitalized. Should we be placed into receivership, different assumptions would be required to determine the carrying value of our assets, which could lead to substantially different financial results. We are not aware of any plans of FHFA to significantly change our business model or capital structure in the near term.
	Senior Preferred Stock and Warrant Issued to Treasury
	Senior Preferred Stock
	On September 7, 2008, we, through FHFA in its capacity as conservator, entered into a senior preferred stock purchase agreement with Treasury. This agreement was amended and restated on September 26, 2008. The amended and restated agreement was subsequently amended on May 6, 2009, December 24, 2009 and August 17, 2012.
	Pursuant to the senior preferred stock purchase agreement, Treasury has committed to provide us with funding as described below to help us maintain a positive net worth thereby avoiding the mandatory receivership trigger described above. As consideration for Treasury’s funding commitment, we issued one million shares of senior preferred stock and a warrant to purchase shares of our common stock to Treasury. As of December 31, 2013 and 2012, we have received a total of $116.1 billion from Treasury pursuant to the senior preferred stock purchase agreement. The aggregate liquidation preference of the senior preferred stock, including the initial aggregate liquidation preference of $1.0 billion, was $117.1 billion as of December 31, 2013. As of December 31, 2013, the amount of remaining funding available to us under the senior preferred stock purchase agreement was $117.6 billion.
	In August 2012, we, through FHFA acting on our behalf in its capacity as conservator, entered into an amendment to the senior preferred stock purchase agreement with Treasury. The amendment included, among other things, the following revisions:
	•	Dividends. The method for calculating the amount of dividends we are required to pay Treasury on the senior preferred stock changed as of January 1, 2013. Effective January 1, 2013, when, as and if declared, the amount of dividends payable on the senior preferred stock for a dividend period is determined based on our net worth as of the end of the immediately preceding fiscal quarter. Our net worth as defined by the agreement is the amount, if any, by which our total assets (excluding Treasury’s funding commitment and any unfunded amounts related to the commitment) exceed our total liabilities (excluding any obligation in respect of capital stock), in each case as reflected in our balance sheets prepared in accordance with accounting principles generally accepted in the United States of America (“GAAP”). For each dividend period from January 1, 2013 through and including December 31, 2017, the dividend amount will be the amount, if any, by which our net worth as of the end of the immediately preceding fiscal quarter exceeds an applicable capital reserve amount. If our net worth does not exceed the applicable capital reserve amount as of the end of a fiscal quarter, then no dividend amount will accrue or be payable for the applicable dividend period. The capital reserve amount was $3.0 billion for dividend periods in 2013, decreased to $2.4 billion for dividend periods in 2014 and will continue to be reduced by $600 million each year until it reaches zero on January 1, 2018. For each dividend period thereafter, the dividend amount will be the entire amount of our net worth, if any, as of the end of the immediately preceding fiscal quarter.
	•	Periodic Commitment Fee. Effective January 1, 2013, the periodic commitment fee provided for under the agreement will not be set, accrue or be payable, as long as the dividend payment provisions described above remain in effect.
	This amendment to the senior preferred stock purchase agreement was not accounted for as an extinguishment of the existing senior preferred stock purchase agreement. As a result, we did not recognize a gain or loss upon modification of the senior preferred stock purchase agreement. Consistent with our accounting policy, dividends on the senior preferred stock are accrued upon declaration, which occurs each quarter when FHFA directs us to pay the quarterly dividend to Treasury.
	On December 31, 2013, we paid Treasury a dividend of $8.6 billion based on our net worth as of September 30, 2013. Based on the terms of the senior preferred stock purchase agreement with Treasury, we expect to pay Treasury a dividend of $7.2 billion by March 31, 2014.
	Warrant Issued to Treasury
	On September 7, 2008, we issued a warrant to Treasury giving it the right to purchase, at a nominal price, shares of our common stock equal to 79.9% of the total common stock outstanding on a fully diluted basis on the date Treasury exercises the warrant. Treasury has the right to exercise the warrant, in whole or in part, at any time on or before September 7, 2028. We recorded the warrant at fair value in our stockholders’ equity as a component of additional paid-in-capital. The fair value of the warrant was calculated using the Black-Scholes Option Pricing Model. Since the warrant has an exercise price of $0.00001 per share, the model is insensitive to the risk-free rate and volatility assumptions used in the calculation and the share value of the warrant is equal to the price of the underlying common stock. We estimated that the fair value of the warrant at issuance was $3.5 billion based on the price of our common stock on September 8, 2008, which was after the dilutive effect of the warrant had been reflected in the market price. Subsequent changes in the fair value of the warrant are not recognized in our financial statements. If the warrant is exercised, the stated value of the common stock issued will be reclassified as “Common stock” in our consolidated balance sheets. Because the warrant’s exercise price per share is considered non-substantive (compared to the market price of our common stock), the warrant was determined to have characteristics of non-voting common stock, and thus is included in the computation of basic and diluted loss per share. The weighted-average shares of common stock outstanding for 2013, 2012 and 2011 included shares of common stock that would be issuable upon full exercise of the warrant issued to Treasury.
	Impact of U.S. Government Support
	We continue to rely on support from Treasury to eliminate any net worth deficits we may experience in the future, which would otherwise trigger our being placed into receivership. Based on consideration of all the relevant conditions and events affecting our operations, including our reliance on the U.S. government, we continue to operate as a going concern and in accordance with our delegation of authority from FHFA.
	We fund our business primarily through the issuance of short-term and long-term debt securities in the domestic and international capital markets. Because debt issuance is our primary funding source, we are subject to “roll-over,” or refinancing, risk on our outstanding debt. Our ability to issue long-term debt has been strong primarily due to actions taken by the federal government to support us and the financial markets.
	We believe that continued federal government support of our business and the financial markets, as well as our status as a GSE, are essential to maintaining our access to debt funding. Changes or perceived changes in federal government support of our business and the financial markets or our status as a GSE could materially and adversely affect our liquidity, financial condition and results of operations. In addition, due to our reliance on the U.S. government’s support, our access to debt funding or the cost of debt funding also could be materially adversely affected by a change or perceived change in the creditworthiness of the U.S. government. A downgrade in our credit ratings could reduce demand for our debt securities and increase our borrowing costs. Future changes or disruptions in the financial markets could significantly change the amount, mix and cost of funds we obtain, which also could increase our liquidity and roll-over risk and have a material adverse impact on our liquidity, financial condition and results of operations.
	In 2011, the Administration released a report to Congress on ending the conservatorships of the GSEs and reforming America’s housing finance market. The report provides that the Administration will work with FHFA to determine the best way to responsibly reduce Fannie Mae and Freddie Mac’s role in the market and ultimately wind down both institutions. The report emphasizes the importance of proceeding with a careful transition plan and providing the necessary financial support to Fannie Mae and Freddie Mac during the transition period. In August 2013, the White House released a paper confirming that a core principle of the Administration’s housing policy priorities is to wind down Fannie Mae and Freddie Mac through a responsible transition.
	Basis of Presentation
	The accompanying consolidated financial statements have been prepared in accordance with GAAP. To conform to our current period presentation, we have reclassified certain amounts reported in our prior periods’ consolidated financial statements.
	Related Parties
	As a result of our issuance to Treasury of the warrant to purchase shares of Fannie Mae common stock equal to 79.9% of the total number of shares of Fannie Mae common stock, we and Treasury are deemed related parties. As of December 31, 2013, Treasury held an investment in our senior preferred stock with an aggregate liquidation preference of $117.1 billion. FHFA’s control of both us and Freddie Mac has caused us and Freddie Mac to be deemed related parties.
	Our administrative expenses were reduced by $92 million, $96 million and $106 million for the years ended December 31, 2013, 2012 and 2011, respectively, due to reimbursements from Treasury and Freddie Mac for expenses incurred as program administrator for Treasury’s Home Affordable Modification Program (“HAMP”) and other initiatives under Treasury’s Making Home Affordable Program.
	During the year ended December 31, 2013, we made tax payments of $2.4 billion to the Internal Revenue Service (“IRS”), a bureau of Treasury. We did not make any tax payments during the year ended December 31, 2012. During 2011, we received a refund of $1.1 billion from the IRS related to the carryback of our 2009 operating loss to the 2008 and 2007 tax years. In addition, we effectively settled our 2007 and 2008 tax years with the IRS and as a result, we recognized an income tax benefit of $90 million in our consolidated statement of operations and comprehensive loss for the year ended December 31, 2011.
	In 2009, we entered into a memorandum of understanding with Treasury, FHFA and Freddie Mac pursuant to which we agreed to provide assistance to state and local housing finance agencies (“HFAs”) through two primary programs: a temporary credit and liquidity facilities (“TCLF”) program and a new issue bond (“NIB”) program. Pursuant to the TCLF program, Treasury has purchased participation interests in temporary credit and liquidity facilities provided by us and Freddie Mac to the HFAs, which facilities create a credit and liquidity backstop for the HFAs. Pursuant to the NIB program, Treasury has purchased new securities issued and guaranteed by us and Freddie Mac, which are backed by new housing bonds issued by the HFAs.
	Under the TCLF program, we had $821 million and $1.6 billion outstanding, which includes principal and interest, of standby credit and liquidity support as of December 31, 2013 and 2012, respectively. Under the NIB program, we had $4.5 billion and $6.1 billion outstanding of pass-through securities backed by single-family and multifamily housing bonds issued by HFAs as of December 31, 2013 and 2012, respectively. Treasury will bear the initial losses of principal under the TCLF program and the NIB program up to 35% of the total original principal on a combined program-wide basis, and thereafter we will bear the losses of principal that are attributable to the TCLF and the securities we have issued. Treasury will also bear any losses of unpaid interest under the two programs. As of December 31, 2013, there had been no losses of principal or interest under the TCLF program or the NIB program.
	In December 2011, Congress enacted the Temporary Payroll Tax Cut Continuation Act of 2011 (“TCCA”) which, among other provisions, requires that we increase our single-family guaranty fees by at least 10 basis points and remit this increase to Treasury. Effective April 1, 2012, the guaranty fee on all single-family residential mortgages delivered to Fannie Mae on or after that date was increased by 10 basis points. FHFA and Treasury have advised us to remit this fee increase to Treasury with respect to all loans acquired by us on or after April 1, 2012 and before January 1, 2022, and to continue to remit these amounts to Treasury on and after January 1, 2022 with respect to loans we acquired before this date until those loans are paid off or otherwise liquidated.
	The resulting fee revenue and expense are recorded in “Mortgage loans interest income” and “TCCA fees,” respectively, in our consolidated statements of operations and comprehensive income (loss). We recognized $1.0 billion and $238 million as TCCA fees for the years ended December 31, 2013 and 2012, respectively. We remitted $829 million and $104 million in TCCA-related guaranty fees to Treasury for our quarterly obligations during the years ended December 31, 2013 and 2012, respectively. For the three months ended December 31, 2013, we have incurred $306 million in TCCA-related guaranty fees that have not been remitted to Treasury.
	As of December 31, 2013 and 2012, we held Freddie Mac mortgage-related securities with a fair value of $8.7 billion and $12.2 billion, respectively, and accrued interest receivable of $35 million and $51 million, respectively. We recognized interest income on these securities held by us of $387 million, $551 million and $700 million for the years ended December 31, 2013, 2012 and 2011, respectively. In addition, Freddie Mac may be an investor in variable interest entities that we have consolidated, and we may be an investor in variable interest entities that Freddie Mac has consolidated.
	In March 2013, FHFA announced that a new business entity would be established by Fannie Mae and Freddie Mac that would be separate from the two companies in order to further the goal of building a common securitization platform that would function like a market utility. The new business entity would be designed to operate as a replacement for some of Fannie Mae and Freddie Mac’s securitization infrastructure. In October 2013, FHFA announced that the new joint venture by Fannie Mae and Freddie Mac, Common Securitization Solutions, LLC, had been established and that office space for the new entity had been secured. In connection with the entity’s establishment, we entered into a Limited Liability Company Agreement with Freddie Mac in October 2013 and anticipate entering into additional agreements relating to the new joint venture in the future. No other transactions outside of normal business activities have occurred between us and Freddie Mac in 2013, 2012 or 2011.
	On January 31, 2013, we reached an agreement with GMAC Mortgage LLC (a subsidiary of Ally Financial, Inc. (“Ally”)) pursuant to which we received $265 million in exchange for our release of potential liability primarily related to representation and warranty liabilities due to title defects, mortgage insurance coverage claims and compensatory fees. As a result of this settlement, we recorded $173 million as a benefit to “Benefit (provision) for credit losses,” in our consolidated statement of operations and comprehensive income for the year ended December 31, 2012. At the time of this transaction, Treasury had a majority ownership interest in Ally.
	Use of Estimates
	Preparing consolidated financial statements in accordance with GAAP requires management to make estimates and assumptions that affect our reported amounts of assets and liabilities, and disclosure of contingent assets and liabilities as of the dates of our consolidated financial statements, as well as our reported amounts of revenues and expenses during the reporting periods. Management has made significant estimates in a variety of areas including, but not limited to, valuation of certain financial instruments and other assets and liabilities, recoverability of our deferred tax assets, allowance for loan losses, and other-than-temporary impairment of investment securities. Actual results could be different from these estimates.
	Change in Estimates
	As of March 31, 2013, we concluded that it was more likely than not that our deferred tax assets, except the deferred tax assets relating to capital loss carryforwards, would be realized. This conclusion was based upon the significance of the positive evidence of our ability to generate sufficient taxable income and utilize our net operating loss carryforwards. As a result, we released the valuation allowance on our deferred tax assets as of March 31, 2013, except for amounts that were expected to be released against income before federal income taxes for the remainder of the year. As of December 31, 2013, we retained $525 million of the valuation allowance that pertains to our capital loss carryforwards, which we believe will expire unused. The release of the valuation allowance resulted in the recognition of $58.3 billion in our benefit for income taxes in our consolidated statement of operations and comprehensive income. See “Note 10, Income Taxes,” for additional information regarding the factors that led to our conclusion to release the valuation allowance against our deferred tax assets.
	We regularly monitor prepayment, default and loss severity trends and periodically make changes in our historically developed assumptions to better reflect present conditions of loan performance. In the three months ended June 30, 2013, we updated the assumptions and data used to estimate our allowance for loan losses for individually impaired single family loans based on current observable performance trends as well as future expectations of payment behavior. These updates reflect faster prepayment and lower default expectations for these loans, primarily as a result of improvements in loan performance, in part due to increases in home prices. Increases in home prices reduce the mark-to-market loan-to-value (“LTV”) ratios on these loans and, as a result, borrowers’ equity increases. Faster prepayment and lower default expectations shortened the expected average life of modified loans, which reduced the expected credit losses and lowered concessions on modified loans. This resulted in a decrease to our allowance for loan losses and an incremental benefit for credit losses of approximately $2.2 billion.
	Principles of Consolidation
	Our consolidated financial statements include our accounts as well as the accounts of the other entities in which we have a controlling financial interest. All intercompany balances and transactions have been eliminated. The typical condition for a controlling financial interest is ownership of a majority of the voting interests of an entity. A controlling financial interest may also exist in entities through arrangements that do not involve voting interests, such as a variable interest entity (“VIE”).
	VIE Assessment
	We have interests in various entities that are considered VIEs. A VIE is an entity (1) that has total equity at risk that is not sufficient to finance its activities without additional subordinated financial support from other entities, (2) where the group of equity holders does not have the power to direct the activities of the entity that most significantly impact the entity’s economic performance, or the obligation to absorb the entity’s expected losses or the right to receive the entity’s expected residual returns, or both, or (3) where the voting rights of some investors are not proportional to their obligations to absorb the expected losses of the entity, their rights to receive the expected residual returns of the entity, or both, and substantially all of the entity’s activities either involve or are conducted on behalf of an investor that has disproportionately few voting rights.
	We determine if an entity is a VIE by performing a qualitative analysis, which requires certain subjective decisions including, but not limited to, the design of the entity, the variability that the entity was designed to create and pass along to its interest holders, the rights of the parties and the purpose of the arrangement. If we cannot conclude after a qualitative analysis whether an entity is a VIE, we perform a quantitative analysis.
	The primary types of VIE entities with which we are involved are securitization trusts guaranteed by us via lender swap and portfolio securitization transactions, limited partnership investments in low-income housing tax credit (“LIHTC”) and other housing partnerships, as well as mortgage and asset-backed trusts that were not created by us.
	Primary Beneficiary Determination
	If an entity is a VIE, we consider whether our variable interest in that entity causes us to be the primary beneficiary. We are deemed to be the primary beneficiary of a VIE when we have both (1) the power to direct the activities of the VIE that most significantly impact the entity’s economic performance, and (2) exposure to benefits and/or losses that could potentially be significant to the entity. The primary beneficiary of the VIE is required to consolidate and account for the assets, liabilities, and noncontrolling interests of the VIE in its consolidated financial statements. The assessment of which party has the power to direct the activities of the VIE may require significant management judgment when (1) more than one party has power or (2) more than one party is involved in the design of the VIE but no party has the power to direct the ongoing activities that could be significant.
	We continually assess whether we are the primary beneficiary of the VIEs with which we are involved and therefore may consolidate or deconsolidate a VIE through the duration of our involvement. Examples of certain events that may change whether or not we consolidate the VIE include a change in the design of the entity or a change in our ownership in the entity such that we no longer hold substantially all of the certificates issued by a multi-class resecuritization trust.
	Measurement of Consolidated Assets and Liabilities
	When we are the transferor of assets into a VIE that we consolidate at the time of the transfer, we continue to recognize the assets and liabilities of the VIE at the amounts that they would have been recognized if we had not transferred them, and no gain or loss is recognized. For all other VIEs that we consolidate (that is, those for which we are not the transferor), we recognize the assets and liabilities of the VIE in our consolidated financial statements at fair value, and we recognize a gain or loss for the difference between (1) the fair value of the consideration paid, fair value of noncontrolling interests and the reported amount of any previously held interests, and (2) the net amount of the fair value of the assets and liabilities consolidated. However, for the securitization trusts established under our lender swap program, no gain or loss is recognized if the trust is consolidated at formation as there is no difference in the respective fair value of (1) and (2) above. We record gains or losses that are associated with the consolidation of VIEs as “Investment gains, net” in our consolidated statements of operations and comprehensive income (loss).
	If we cease to be deemed the primary beneficiary of a VIE, we deconsolidate the VIE. We use fair value to measure the initial cost basis for any retained interests that are recorded upon the deconsolidation of a VIE. Any difference between the fair value and the previous carrying amount of our investment in the VIE is recorded as “Investment gains, net” in our consolidated statements of operations and comprehensive income (loss).
	Purchase/Sale of Fannie Mae Securities
	We actively purchase and may subsequently sell guaranteed MBS that have been issued through our lender swap and portfolio securitization transaction programs. The accounting for the purchase and sale of our guaranteed MBS issued by the trusts differs based on the characteristics of the securitization trusts and whether the trusts are consolidated.
	Single-Class Securitization Trusts
	We create single-class securitization trusts to issue single-class Fannie Mae MBS that evidence an undivided interest in the mortgage loans held in the trust. Investors in single-class Fannie Mae MBS receive principal and interest payments in proportion to their percentage ownership of the MBS issuance. We guarantee to each single-class securitization trust that we will supplement amounts received by the single-class securitization trust as required to permit timely payments of principal and interest on the related Fannie Mae MBS. This guaranty exposes us to credit losses on the loans underlying Fannie Mae MBS.
	Single-class securitization trusts are used for both our lender swap and portfolio securitization transaction programs. A lender swap transaction occurs when a mortgage lender delivers a pool of single-family mortgage loans to us, which we immediately deposit into an MBS trust. The MBS are then issued to the lender in exchange for the mortgage loans. A portfolio securitization transaction occurs when we purchase mortgage loans from third-party sellers for cash and later deposit these loans into an MBS trust. The securities issued through a portfolio securitization are then sold to investors for cash. We consolidate single-class securitization trusts that are issued under these programs when our role as guarantor and master servicer provides us with the power to direct matters, such as the servicing of the mortgage loans, that impact the credit risk to which we are exposed. In contrast, we do not consolidate single-class securitization trusts when other organizations have the power to direct these activities (e.g., when the loan collateral is subject to a Federal Housing Administration guaranty and related Servicing Guide).
When we purchase single-class Fannie Mae MBS issued from a consolidated trust, we account for the transaction as an extinguishment of the related debt in our consolidated financial statements. We record a gain or loss on the extinguishment of such debt to the extent that the purchase price of the MBS does not equal the carrying value of the related consolidated debt reported in our consolidated balance sheets (including unamortized premiums, discounts or the other cost basis adjustments) at the time of purchase. We account for the sale of an MBS from Fannie Mae’s portfolio that was issued from a consolidated trust as the issuance of debt in our consolidated financial statements. We amortize the related premiums, discounts and other cost basis adjustments into income over time.
To determine the order in which consolidated debt is extinguished, we have elected to use a daily convention in the application of the last-issued first-extinguished method. Under this method, we record the net daily change in each MBS holding as either the issuance of debt if there has been an increase in the position that is held by third parties, or the extinguishment of the most recently issued related debt if there has been a decrease in the position held by third parties. The impact of this method is that we record the net daily activity for an MBS as if it were a single buy or sell trade, which results in a change in our beginning debt balance if the total unpaid principal balance purchased does not match the total unpaid principal balance sold.
If a single-class securitization trust is not consolidated, we account for the purchase and subsequent sale of such securities as the transfer of an investment security in accordance with the accounting guidance for transfers of financial assets.
Single-Class Resecuritization Trusts
Single-class resecuritization trusts (Fannie Megas®) are created by depositing Fannie Mae MBS into a new securitization trust for the purpose of aggregating multiple MBS into a single larger security. The cash flows from the new security represent an aggregation of the cash flows from the underlying MBS. We guarantee to each single-class resecuritization trust that we will supplement amounts received by the trust as required to permit timely payments of principal and interest on the related Fannie Mae securities. However, we assume no additional credit risk in such a resecuritization transaction, because the underlying assets are MBS for which we have already provided a guaranty. Additionally, our involvement with these trusts does not provide any incremental rights or power that would enable Fannie Mae to direct any activities of the trusts. As a result, we have concluded that we are not the primary beneficiaries of, and therefore do not consolidate, our single-class resecuritization trusts.
As our single-class resecuritization securities pass through all of the cash flows of the underlying MBS directly to the holders of the securities, they are deemed to be substantially the same as the underlying MBS. Therefore, we account for purchases of our single-class resecuritization securities as an extinguishment of the underlying MBS debt and the sale of these securities as an issuance of the underlying MBS debt.
Multi-Class Resecuritization Trusts
Multi-class resecuritization trusts are trusts we create to issue multi-class Fannie Mae securities, including Real Estate Mortgage Investment Conduit (“REMIC”) and interest-only and principal-only strip securities, in which the cash flows of the underlying mortgage assets are divided, creating several classes of securities, each of which represents a beneficial ownership interest in a separate portion of cash flows. We guarantee to each multi-class resecuritization trust that we will supplement amounts received by the trusts as required to permit timely payments of principal and interest, as applicable, on the related Fannie Mae securities. However, we assume no additional credit risk in such a resecuritization transaction because the underlying assets are Fannie Mae MBS for which we have already provided a guaranty. Although we may be exposed to prepayment risk via our ownership of the securities issued by these trusts, we do not have the ability via our involvement with a multi-class resecuritization trust to impact the economic risk to which we are exposed. Therefore, we do not consolidate such a multi-class resecuritization trust until we hold a substantial portion of the outstanding beneficial interests that have been issued by the trust and are therefore considered the primary beneficiary of the trust.
In contrast to our single-class resecuritization trust, the cash flows from the underlying MBS are divided between the debt securities issued by the multi-class resecuritization trust, and therefore, the debt issued by a multi-class resecuritization trust is not substantially the same as the consolidated MBS debt. As a result, if a multi-class resecuritization trust is not consolidated, we account for the purchase and sale of such securities as the transfer of an investment security in accordance with the accounting guidance for the transfers of financial assets rather than the issuance or extinguishment of the related multi-class debt. However, if a multi-class resecuritization trust is consolidated, we account for the purchase of the securities issued by consolidated multi-class resecuritization trusts as an extinguishment of the debt issued by these trusts and the subsequent sale of such securities as the issuance of multi-class debt.
When we do not consolidate a multi-class resecuritization trust, we recognize in our consolidated financial statements both our investment in the trust and the mortgage loans of the Fannie Mae MBS trusts that we consolidate that underlie the multi-class resecuritization trust. Additionally, we recognize the unsecured corporate debt issued to third parties to fund the purchase of our investments in the multi-class resecuritization trusts and the debt issued to third parties of the MBS trusts we consolidate that underlie the multi-class resecuritization trusts. This results in the recognition of interest income from investments in multi-class resecuritization trusts and interest expense from the unsecured debt issued to third parties to fund the purchase of the investments in multi-class resecuritization trusts, as well as interest income from the mortgage loans and interest expense from the debt issued to third parties from the MBS trusts we consolidate that underlie the multi-class resecuritization trusts.
Transfers of Financial Assets
We evaluate a transfer of financial assets to determine whether the transfer qualifies as a sale. If the transfer does not meet the criteria for sale treatment, the transferred assets remain in our consolidated balance sheets and we record a liability to the extent of any proceeds received in connection with such a transfer. Transfers of financial assets for which we surrender control of the transferred assets are recorded as sales.
When a transfer that qualifies as a sale is completed, we derecognize all assets transferred and recognize all assets obtained and liabilities incurred at fair value. The difference between the carrying basis of the assets transferred and the fair value of the proceeds from the sale is recorded as a component of “Investment gains, net” in our consolidated statements of operations and comprehensive income (loss). Retained interests are primarily derived from transfers associated with our portfolio securitizations in the form of Fannie Mae MBS, REMIC certificates, guaranty assets and master servicing assets (“MSAs”). We separately describe the subsequent accounting, as well as how we determine fair value, for our retained interests in the Fannie Mae MBS included in the “Investments in Securities” section of this note.
We enter into dollar roll transactions, which involve contemporaneous purchase and sale trades of agency securities, traded on a “to-be-announced” basis. When we enter into such agreements, we first account for our forward commitments to buy and sell the agency securities as derivatives in our financial statements at the trade date for both the purchase and sales trades. For certain dollar roll transactions, we may fully or partially settle the forward purchase or sale subsequent to the trade date, but prior to the contractual settlement date such that all or a portion of the securities will not be delivered according to the terms of the original trade. When such a settlement occurs, the contemporaneous purchase and sale trades no longer meet the “substantially the same” criteria as necessary for secured financing treatment, and the remaining transfers are accounted for as purchases or sales of securities. Purchased securities are initially recognized at fair value and accounted for as described in the “Investments in Securities” section of this note.
For those commitments that are not settled prior to the contractual settlement date for the first trade, we assess whether both the purchase and sale trades have the same primary obligor, form and type, maturity, interest rate, collateral and unpaid principal balance, and thus meet all of the criteria to be considered substantially the same. If the “substantially the same” criteria are met as of the settlement date for the first trade, we will account for the transaction as a secured financing and extinguish both the purchase and sale commitments as of that date. Dollar roll transactions involving transfers of securities issued by consolidated MBS trusts are accounted for as issuances or extinguishments of the related consolidated MBS debt in our consolidated financial statements.
We also enter into other repurchase agreements that involve contemporaneous trades to purchase and sell securities. These transactions are accounted for as secured financings since the transferor has not relinquished control over the transferred assets. These transactions are reported as securities purchased under agreements to resell and securities sold under agreements to repurchase in our consolidated balance sheets except for securities purchased under agreements to resell on an overnight basis, which are included in cash and cash equivalents in our consolidated balance sheets.
Cash and Cash Equivalents and Statements of Cash Flows
Short-term investments that have a maturity at the date of acquisition of three months or less and are readily convertible to known amounts of cash are generally considered cash equivalents. We also include securities purchased under agreements to resell on an overnight basis in cash and cash equivalents in our consolidated balance sheets. We may pledge as collateral certain short-term investments classified as cash equivalents.
In the presentation of our consolidated statements of cash flows, we present cash flows from derivatives that do not contain financing elements and mortgage loans held for sale as operating activities. We present cash flows from federal funds sold and securities purchased under agreements to resell or similar arrangements as investing activities and cash flows from federal funds purchased and securities sold under agreements to repurchase as financing activities. We classify cash flows related to dollar roll transactions that do not meet the requirements to be accounted for as secured borrowings as purchases and sales of securities in investing activities. We classify cash flows from trading securities based on their nature and purpose. We classify cash flows from trading securities that we intend to hold for investment (the majority of our mortgage-related trading securities) as investing activities and cash flows from trading securities that we do not intend to hold for investment (primarily our non-mortgage-related securities) as operating activities.
For consolidated trusts, we classify cash flows related to mortgage loans held by our consolidated trusts as either investing activities (for principal repayments) or operating activities (for interest received from borrowers included as a component of our net income (loss)). Cash flows related to debt securities issued by consolidated trusts are classified as either financing activities (for repayments of principal to certificateholders) or operating activities (for interest payments to certificateholders included as a component of our net income (loss)). We distinguish between the payments and proceeds related to the debt of Fannie Mae and the debt of consolidated trusts, as applicable. We present our non-cash activities in the consolidated statements of cash flows at the associated unpaid principal balance.
Restricted Cash
We and our servicers advance payments on delinquent loans to consolidated Fannie Mae MBS trusts. We recognize the cash advanced as “Restricted cash” in our consolidated balance sheets to the extent such amounts are due to, but have not yet been remitted to, the MBS certificateholders. In addition, when we or our servicers collect and hold cash that is due to certain Fannie Mae MBS trusts in advance of our requirement to remit these amounts to the trusts, we recognize the collected cash amounts as “Restricted cash.”
We also recognize “Restricted cash” as a result of restrictions related to certain consolidated partnership funds as well as for certain collateral arrangements for which we do not have the right to use the cash.
Investments in Securities
Securities Classified as Available-for-Sale or Trading
We classify and account for our securities as either available-for-sale (“AFS”) or trading. We measure AFS securities at fair value in our consolidated balance sheets, with unrealized gains and losses included in “Accumulated other comprehensive income” (“AOCI”), net of income taxes. We recognize realized gains and losses on AFS securities when securities are sold. We calculate the gains and losses using the specific identification method and record them in “Investment gains, net” in our consolidated statements of operations and comprehensive income (loss). We measure trading securities at fair value in our consolidated balance sheets with unrealized and realized gains and losses included as a component of “Fair value gains (losses), net” in our consolidated statements of operations and comprehensive income (loss). We include interest and dividends on securities in our consolidated statements of operations and comprehensive income (loss). Interest income includes the amortization of cost basis adjustments, including premiums and discounts, recognized as a yield adjustment using the interest method over the contractual term of the security. When we receive multiple deliveries of securities on the same day that are backed by the same pools of loans, we calculate the specific cost of each security as the average price of the trades that delivered those securities. Currently, we do not have any securities classified as held-to-maturity, although we may elect to do so in the future.
Fannie Mae MBS included in “Investments in securities”
When we own unconsolidated Fannie Mae MBS, we do not derecognize any components of the guaranty assets, guaranty obligations, or any other outstanding recorded amounts associated with the guaranty transaction because our contractual obligation to the MBS trust remains in force until the trust is liquidated. We determine the fair value of Fannie Mae MBS based on observable market prices because most Fannie Mae MBS are actively traded. Fannie Mae MBS receive high credit quality ratings primarily because of our guaranty. The fair value of the guaranty obligation, net of deferred profit, associated with Fannie Mae MBS included in “Investments in securities” approximates the fair value of the credit risk that exists on these Fannie Mae MBS absent our guaranty. We disclose the aggregate amount of Fannie Mae MBS held as “Investments in securities” in our consolidated balance sheets. The unamortized obligation to stand ready to perform over the term of our guaranty and any incurred credit losses that relate to Fannie Mae MBS held as “Investments in securities” is included in “Other liabilities.” Upon subsequent sale of a Fannie Mae MBS, we continue to account for any outstanding recorded amounts associated with the guaranty transaction on the same basis of accounting as prior to the sale of Fannie Mae MBS, as no new assets were retained and no new liabilities have been assumed upon the subsequent sale. The fair value of our guaranty obligations associated with the Fannie Mae MBS included in “Investments in securities” was $1.1 billion and $1.8 billion as of December 31, 2013 and 2012, respectively. These Fannie Mae MBS consist primarily of private-label wraps where our guaranty arrangement is with an unconsolidated MBS trust.
Other-Than-Temporary Impairment of Debt Securities
We evaluate available-for-sale securities for other-than-temporary impairment on a quarterly basis. An other-than-temporary impairment is considered to have occurred when the fair value of a debt security is below its amortized cost basis and we intend to sell or it is more likely than not that we will be required to sell the security before recovery. In such cases, we recognize in “Net other-than-temporary impairments” in our consolidated statements of operations and comprehensive income (loss) the entire difference between the amortized cost basis of the security and its fair value. An other-than-temporary impairment is also considered to have occurred if we do not expect to recover the entire amortized cost basis of a debt security even if we do not intend to sell the security or it is not more likely than not we will be required to sell the security before recovery. We separate the difference between the amortized cost basis of the security and its fair value into the amount representing the credit loss, which we recognize in “Net other-than-temporary impairments” in our consolidated statements of operations and comprehensive income (loss), and the amount related to all other factors, which we recognize in “Other comprehensive income,” net of taxes.
We consider guarantees, insurance contracts or other credit enhancements (such as collateral) in determining our best estimate of cash flows expected to be collected only if (1) such guarantees, insurance contracts or other credit enhancements provide for payments to be made solely to reimburse us for failure of the issuer to satisfy its required payment obligations; (2) such guarantees, insurance contracts or other credit enhancements are contractually attached to the security; and (3) collection of the amounts receivable under these agreements is deemed probable. Guarantees, insurance contracts or other credit enhancements are considered contractually attached if they are part of and trade with the security upon transfer of the security to a third party.
In periods after we recognize an other-than-temporary impairment of debt securities, we use the prospective interest method to recognize interest income. Under the prospective interest method, we calculate a new effective yield for subsequent recognition of interest income and measurement of impairment when we determine that there has been a significant increase in expected or actual cash flows. We consider a significant increase in cash flows to be at least a ten percent increase over two consecutive quarters of the expected or actual cash flows. We calculate the new effective yield by using the new cost basis and the significantly increased actual or expected cash flows.
Mortgage Loans
Loans Held for Sale
When we acquire mortgage loans that we intend to sell or securitize via trusts that will not be consolidated, we classify the loans as held for sale (“HFS”). We report HFS loans at the lower of cost or fair value. Any excess of an HFS loan’s cost over its fair value is recognized as a valuation allowance, with changes in the valuation allowance recognized as “Investment gains, net” in our consolidated statements of operations and comprehensive income (loss). We recognize interest income on HFS loans on an accrual basis, unless we determine that the ultimate collection of contractual principal or interest payments in full is not reasonably assured. Purchased premiums, discounts and other cost basis adjustments on HFS loans are deferred upon loan acquisition, included in the cost basis of the loan, and not amortized. We determine any lower of cost or fair value adjustment on HFS loans on a pool basis by aggregating those loans based on similar risks and characteristics, such as product types and interest rates.
In the event that we reclassify HFS loans to loans held for investment (“HFI”), we record the loans at lower of cost or fair value on the date of reclassification. We recognize any lower of cost or fair value adjustment recognized upon reclassification as a basis adjustment to the HFI loan.
Loans Held for Investment
When we acquire mortgage loans that we have the ability and the intent to hold for the foreseeable future or until maturity, we classify the loans as HFI. When we consolidate a trust, we recognize the loans underlying the trust in our consolidated balance sheets. The trusts do not have the ability to sell mortgage loans and the use of such loans is limited exclusively to the settlement of obligations of the trusts. Therefore, mortgages acquired when we have the intent to securitize via trusts that are consolidated will generally be classified as HFI in our consolidated balance sheets both prior to and subsequent to their securitization.
We report HFI loans at their outstanding unpaid principal balance adjusted for any deferred and unamortized cost basis adjustments, including purchase premiums, discounts and other cost basis adjustments. We recognize interest income on HFI loans on an accrual basis using the interest method over the contractual life of the loan, including the amortization of any deferred cost basis adjustments, such as the premium or discount at acquisition, unless we determine that the ultimate collection of contractual principal or interest payments in full is not reasonably assured.
Nonaccrual Loans
We discontinue accruing interest on loans when we believe collectibility of principal or interest is not reasonably assured, which for single-family loans we have determined, based on our historical experience, to be when the loan becomes two months or more past due according to its contractual terms. We generally place multifamily loans on nonaccrual status when the loan is deemed to be individually impaired, unless the loan is well secured such that collectibility of principal and accrued interest is reasonably assured.
When a loan is placed on nonaccrual status, interest previously accrued but not collected becomes part of our recorded investment in the loan and is collectively reviewed for impairment. For single-family loans, we recognize interest income for loans on nonaccrual status when cash is received. For multifamily loans, we apply any payment received on a cost recovery basis to reduce principal on the mortgage loan unless the loan is determined to be well secured.
We return a single-family loan to accrual status at the point that the borrower has made sufficient payments to reduce their delinquency below our nonaccrual threshold. For modified single-family loans, the loan is not returned to accrual status until the borrower successfully makes all required payments during the trial period (generally three to four months) and the modification is made permanent. We generally return a multifamily loan to accrual status when the borrower cures the delinquency of the loan or we otherwise determine that the loan is well secured such that collectibility is reasonably assured.
Restructured Loans
A modification to the contractual terms of a loan that results in granting a concession to a borrower experiencing financial difficulties is considered a troubled debt restructuring (“TDR”). Our loss mitigation programs primarily include modifications that result in the capitalization of past due amounts in combination with interest rate reductions below market and/or the extension of the loan’s maturity date. Such restructurings are granted to borrowers in financial difficulty on either a permanent or contingent basis, as in the case of modifications with a trial period. We consider these types of loan restructurings to be TDRs.
We do not currently include principal or past due interest forgiveness as part of our loss mitigation programs, and as a result, we do not charge off any outstanding principal or accrued interest amounts at the time of loan modification. We believe that the loan underwriting activities we perform as a part of our loan modification process coupled with the borrower’s successful performance during any required trial period provide us reasonable assurance regarding the collectibility of the principal and interest due in accordance with the loan’s modified terms, which include any past due interest amounts that are capitalized at the time of modification. As such, the loan is returned to accrual status when the loan modification is completed (i.e., at the end of the trial period), and we accrue interest thereafter in accordance with our interest accrual policy. If the loan was on nonaccrual status prior to entering the trial period, it remains on nonaccrual status until the borrower demonstrates performance via the trial period and the modification is finalized.
In addition to these loan modifications, we also engage in other loss mitigation activities with troubled borrowers, which include repayment plans, forbearance arrangements, and the capitalization only of past due amounts. Repayment plans and forbearance arrangements are informal agreements with the borrower that do not result in the legal modification of the loan. For all of these activities, we consider the deferral or capitalization of three or fewer missed payments to represent only an insignificant delay, and thus not a TDR. If we defer or capitalize more than three missed payments, the delay is no longer considered insignificant, and the restructuring is accounted for as a TDR.
We measure impairment of a loan restructured in a TDR individually based on the excess of the recorded investment in the loan over the present value of the expected future cash inflows discounted at the loan’s original effective interest rate. Costs incurred to complete a TDR are expensed as incurred. However, when foreclosure is probable on an individually impaired loan, we measure impairment based on the difference between our recorded investment in the loan and the fair value of the underlying property, adjusted for the estimated costs to sell the property and estimated insurance or other proceeds we expect to receive.
Allowance for Loan Losses and Reserve for Guaranty Losses
Our allowance for loan losses is a valuation allowance that reflects an estimate of incurred credit losses related to our recorded investment in both single-family and multifamily HFI loans. This population includes both HFI loans held by Fannie Mae and by consolidated Fannie Mae MBS trusts. When calculating our allowance for loan losses, we consider only our net recorded investment in the loan at the balance sheet date, which includes the loan’s unpaid principal balance and accrued interest recognized while the loan was on accrual status and any applicable cost basis adjustments. We record charge-offs as a reduction to the allowance for loan losses when losses are confirmed through the receipt of assets in satisfaction of a loan, such as the underlying collateral upon foreclosure or cash upon completion of a short sale. We recognize incurred losses by recording a charge to the provision for loan losses, which is a component of “Benefit (provision) for credit losses” in our consolidated statements of operations and comprehensive income (loss).
The reserve for guaranty losses is a liability account which is a component of “Other liabilities” in our consolidated balance sheets that reflects an estimate of incurred credit losses related to our guaranty to each unconsolidated Fannie Mae MBS trust that we will supplement amounts received by the Fannie Mae MBS trust as required to permit timely payments of principal and interest on the related Fannie Mae MBS and our agreements to purchase credit-impaired loans from lenders under the terms of our long-term standby commitments. As a result, the reserve for guaranty losses considers not only the principal and interest due on the loan at the current balance sheet date, but also any additional interest payments due to the trust from the current balance sheet date until the point of loan acquisition or foreclosure. The reserve for guaranty losses was $1.4 billion and $1.2 billion as of December 31, 2013 and 2012, respectively.
We recognize incurred losses by recording a charge to the provision for guaranty losses, which is a component of “Benefit (provision) for credit losses,” in our consolidated statements of operations and comprehensive income (loss).
Single-Family Loans
We recognize credit losses related to groups of similar single-family HFI loans that are not individually impaired when (1) available information as of each balance sheet date indicates that it is probable a loss has occurred and (2) the amount of the loss can be reasonably estimated. We aggregate such loans, based on similar risk characteristics, for purposes of estimating incurred credit losses and establish a collective single-family loss reserve using an econometric model that derives an overall loss reserve estimate. The estimate takes into account multiple factors which include but are not limited to origination year, loan product type, mark-to-market LTV ratio, and delinquency status. Once loans are aggregated, there typically is not a single, distinct event that would result in an individual loan or pool of loans being impaired. Accordingly, to determine an estimate of incurred credit losses, we base our allowance methodology on historical events and trends, such as loss severity (in event of default), default rates, and recoveries from mortgage insurance contracts and other credit enhancements that provide loan level loss coverage and are either contractually attached to a loan or that were entered into contemporaneously with and in contemplation of a guaranty or loan purchase transaction. In determining our collective reserve, we use recent actual severity experienced in our real-estate owned (“REO”) and loss mitigation operations, including the sales of our own foreclosed properties, to estimate the loss given default. Our allowance calculation also incorporates a loss confirmation period (the anticipated time lag between a credit loss event and the confirmation of the credit loss resulting from that event) to ensure our allowance estimate captures credit losses that have been incurred as of the balance sheet date but have not been confirmed. In addition, management performs a review of the observable data used in its estimate to ensure it is representative of prevailing economic conditions and other events existing as of the balance sheet date.
We record charge-offs as a reduction to the allowance for loan losses or reserve for guaranty losses when losses are confirmed through the receipt of assets in full satisfaction of a loan, such as the underlying collateral upon foreclosure or cash upon completion of a short sale. The excess of a loan’s unpaid principal balance, accrued interest, and any applicable cost basis adjustments (“our total exposure”) over the fair value of the assets received is treated as a charge-off loss that is deducted from the allowance for loan losses or reserve for guaranty losses. The amount charged off also considers estimated proceeds from primary mortgage insurance or other credit enhancements that are either contractually attached to a loan or that were entered into contemporaneously with and in contemplation of a guaranty or loan purchase transaction as a recovery of our total exposure, up to the amount of loss recognized as a charge-off. We record additional proceeds from primary mortgage insurance and credit enhancements in excess of our total exposure as a recovery of any forgone contractually past due interest, and then as an offset to the expenses recorded in “Foreclosed property (income) expense” in our consolidated statements of operations and comprehensive income (loss) when received.
Individually Impaired Single-Family Loans
Individually impaired single-family loans currently include those restructured in a TDR and acquired credit-impaired loans. We consider a loan to be impaired when, based on current information, it is probable that we will not receive all amounts due, including interest, in accordance with the contractual terms of the loan agreement. When making our assessment as to whether a loan is impaired, we also take into account more than insignificant delays in payment and shortfalls in amounts received. Determination of whether a delay in payment or shortfall in amount is more than insignificant requires management’s judgment as to the facts and circumstances surrounding the loan.
Our measurement of impairment on an individually impaired loan follows the method that is most consistent with our expectations of recovery of our recorded investment in the loan. When a loan has been restructured, we measure impairment using a cash flow analysis discounted at the loan’s original effective interest rate. If we expect to recover our recorded investment in an individually impaired loan through probable foreclosure of the underlying collateral, we measure impairment based on the fair value of the collateral, reduced by estimated disposal costs on a discounted basis and adjusted for estimated proceeds from mortgage, flood, or hazard insurance or similar sources. For individually impaired loans that we believe are probable of foreclosure, we take into consideration the sales prices of foreclosed properties in determining the value of the underlying real estate collateral.
We use internal models to project cash flows used to assess impairment of individually impaired loans, and generally update the market and loan characteristic inputs we use in these models monthly, using month-end data. Market inputs include information such as interest rates, volatility and spreads, while loan characteristic inputs include information such as mark-to-market LTV ratios and delinquency status. The loan characteristic inputs are key factors that affect the predicted rate of default for loans evaluated for impairment through our internal cash flow models. For example, loans with an unsuccessful trial modification, which are often accompanied by high delinquency rates, have much higher predicted default rates compared to performing loans with completed modifications, particularly those with a significant payment reduction in the borrower’s required monthly payment. We evaluate the reasonableness of our models by comparing the results with actual performance and our assessment of current market conditions. In addition, we review our models at least annually for reasonableness and predictive ability in accordance with our corporate model review policy. Accordingly, we believe the projected cash flows generated by our models that we use to assess impairment appropriately reflect the expected future performance of the loans.
Multifamily Loans
We identify multifamily loans for evaluation for impairment through a credit risk assessment process. If we determine that a multifamily loan is individually impaired, we generally measure impairment on that loan based on the fair value of the underlying collateral less estimated costs to sell the property. If we determine that an individual loan that was specifically evaluated for impairment is not individually impaired, we include the loan as part of a pool of loans with similar characteristics that are evaluated collectively for incurred losses.
We stratify multifamily loans into different internal risk categories based on the credit risk inherent in each individual loan. We categorize loan credit risk based on relevant observable data about a borrower’s ability to pay, including multifamily market economic fundamentals, review of available current borrower financial information, operating statements on the underlying collateral, current debt service coverage ratios, historical payment experience, estimates of the current collateral values and other related credit documentation. For each risk category, certain observed default probability and loss severity (in event of default) factors, based on historical performance of loans in the same risk category, are applied against our recorded investment in the loans, including recorded accrued interest associated with such loans, to determine an appropriate allowance. Such performance data reflect historical delinquencies and charge-offs, as well as loan size. In addition, we consider any credit enhancements such as letters of credit or loss sharing arrangements with our lenders. See “Note 3, Mortgage Loans” for additional information regarding our risk categories.
Advances to Lenders
Advances to lenders represent our payments of cash in exchange for the receipt of mortgage loans from lenders in a transfer that is accounted for as a secured lending arrangement. These transfers primarily occur when we provide early funding to lenders for loans that they will subsequently either sell to us or securitize into a Fannie Mae MBS that they will deliver to us. We individually negotiate early lender funding advances with our lender customers. Early lender funding advances have terms up to 60 days and earn a short-term market rate of interest.
We report cash outflows from advances to lenders as an investing activity in our consolidated statements of cash flows. Settlements of the advances to lenders, other than through lender repurchases of loans, are not collected in cash, but rather in the receipt of either loans or Fannie Mae MBS. Accordingly, this activity is reflected as a non-cash transfer in our consolidated statements of cash flows in the line item entitled “Transfers from advances to lenders to loans held for investment of consolidated trusts.”
Acquired Property, Net
“Acquired property, net” includes foreclosed property and any receivable outstanding on short sales received in satisfaction of a loan. We recognize foreclosed property upon the earlier of the loan foreclosure event or when we take physical possession of the property (i.e., through a deed-in-lieu of foreclosure transaction). We initially measure foreclosed property at its fair value less its estimated costs to sell. We treat any excess of our recorded investment in the loan over the fair value less estimated costs to sell the property as a charge-off to the “Allowance for loan losses.” Any excess of the fair value less estimated costs to sell the property over our recorded investment in the loan is recognized first to recover any forgone, contractually due interest, then to “Foreclosed property (income) expense” in our consolidated statements of operations and comprehensive income (loss).
We classify foreclosed properties as held for sale when we intend to sell the property and the following conditions are met at either acquisition or within a relatively short period thereafter: we are actively marketing the property and it is available for immediate sale in its current condition such that the sale is reasonably expected to take place within one year. We report these properties at the lower of their carrying amount or fair value less estimated selling costs. We do not depreciate these properties.
We recognize a loss for any subsequent write-down of the property to its fair value less its estimated costs to sell through a valuation allowance with an offsetting charge to “Foreclosed property (income) expense” in our consolidated statements of operations and comprehensive income (loss). We recognize a recovery for any subsequent increase in fair value less estimated costs to sell up to the cumulative loss previously recognized through the valuation allowance. We recognize gains or losses on sales of foreclosed property through “Foreclosed property (income) expense” in our consolidated statements of operations and comprehensive income (loss).
Properties that do not meet the criteria to be classified as held for sale are classified as held for use and are recorded in “Other assets” in our consolidated balance sheets. These properties are depreciated and are evaluated for impairment when circumstances indicate that the carrying amount of the property is no longer recoverable.
Commitments to Purchase and Sell Mortgage Loans and Securities
We enter into commitments to purchase and sell mortgage-backed securities and to purchase single-family and multifamily mortgage loans. Certain commitments to purchase or sell mortgage-backed securities and to purchase single-family mortgage loans are generally accounted for as derivatives. Our commitments to purchase multifamily loans are not accounted for as derivatives because they do not meet the criteria for net settlement.
When derivative purchase commitments settle, we include the fair value on the settlement date in the cost basis of the loan or unconsolidated security we purchase. When derivative commitments to sell securities settle, we include the fair value of the commitment on the settlement date in the cost basis of the security we sell. Purchases and sales of securities issued by our consolidated MBS trusts are treated as extinguishment or issuance of debt, respectively. For commitments to purchase and sell securities issued by our consolidated MBS trusts, we recognize the fair value of the commitment on the settlement date as a component of debt extinguishment gains and losses or in the cost basis of the debt issued, respectively.
Regular-way securities trades provide for delivery of securities within the time generally established by regulations or conventions in the market in which the trade occurs and are exempt from application of the derivative accounting literature. Commitments to purchase or sell securities that we account for on a trade-date basis are also exempt from the derivative accounting requirements. We record the purchase and sale of an existing security on its trade date when the commitment to purchase or sell the existing security settles within the period of time that is customary in the market in which those trades take place.
Additionally, contracts for the forward purchase or sale of when-issued and to-be-announced (“TBA”) securities are exempt from the derivative accounting requirements if there is no other way to purchase or sell that security, delivery of that security and settlement will occur within the shortest period possible for that type of security, and it is probable at inception and throughout the term of the individual contract that physical delivery of the security will occur. Since our commitments for the purchase of when-issued and TBA securities can be net settled and we do not document that physical settlement is probable, we account for all such commitments as derivatives.
Derivative Instruments
We recognize all derivatives as either assets or liabilities in our consolidated balance sheets at their fair value on a trade date basis. We report derivatives in a gain position after offsetting by counterparty in “Other assets” and derivatives in a loss position after offsetting by counterparty in “Other liabilities” in our consolidated balance sheets.
We offset the carrying amounts of certain derivatives that are in gain positions and loss positions with the same counterparty as well as cash collateral receivables and payables associated with derivative positions under master netting arrangements. We offset these amounts only when we have the legal right to offset under the contract and we have met all of the offsetting conditions.
We evaluate financial instruments that we purchase or issue and other financial and non-financial contracts for embedded derivatives. To identify embedded derivatives that we must account for separately, we determine if: (1) the economic characteristics of the embedded derivative are not clearly and closely related to the economic characteristics of the financial instrument or other contract (i.e., the hybrid contract); (2) the financial instrument or other contract itself is not already measured at fair value with changes in fair value included in earnings; and (3) a separate instrument with the same terms as the embedded derivative would meet the definition of a derivative. If the embedded derivative meets all three of these conditions we elect to carry the hybrid contract in its entirety at fair value with changes in fair value recorded in earnings.
Collateral
We enter into various transactions where we pledge and accept collateral, the most common of which are our derivative transactions. Required collateral levels vary depending on the credit rating and type of counterparty. We also pledge and receive collateral under our repurchase and reverse repurchase agreements. In order to reduce potential exposure to repurchase counterparties, a third-party custodian typically maintains the collateral and any margin. We monitor the fair value of the collateral received from our counterparties, and we may require additional collateral from those counterparties, as we deem appropriate.
Cash Collateral
We record cash collateral accepted from a counterparty that we have the right to use as “Cash and cash equivalents” and cash collateral accepted from a counterparty that we do not have the right to use as “Restricted cash” in our consolidated balance sheets. We net our obligation to return cash collateral pledged to us against the fair value of derivatives in a gain position recorded in “Other assets” in our consolidated balance sheets as part of our counterparty netting calculation.
For derivative positions with the same counterparty under master netting arrangements where we pledge cash collateral, we remove it from “Cash and cash equivalents” and net the right to receive it against the fair value of derivatives in a loss position recorded in “Other liabilities” in our consolidated balance sheets as a part of our counterparty netting calculation.
Non-Cash Collateral
We classify securities pledged to counterparties as either “Investments in securities” or “Cash and cash equivalents” in our consolidated balance sheets. Securities pledged to counterparties that have been consolidated with the underlying assets recognized as loans are included as “Mortgage loans” in our consolidated balance sheets.
Our liability to third party holders of Fannie Mae MBS that arises as the result of a consolidation of a securitization trust is collateralized by the underlying loans and/or mortgage-related securities.
Debt
Our consolidated balance sheets contain debt of Fannie Mae as well as debt of consolidated trusts. We report debt issued by us as “Debt of Fannie Mae” and by consolidated trusts as “Debt of consolidated trusts.” Debt issued by us represents debt that we issue to third parties to fund our general business activities. The debt of consolidated trusts represents the amount of Fannie Mae MBS issued from such trusts which is held by third-party certificateholders and prepayable without penalty at any time. We report deferred items, including premiums, discounts and other cost basis adjustments, as adjustments to the related debt balances in our consolidated balance sheets. We remeasure the carrying amount, accrued interest and basis adjustments of debt denominated in a foreign currency into U.S. dollars using foreign exchange spot rates as of the balance sheet dates and report any associated gains or losses as a component of “Fair value gains (losses), net” in our consolidated statements of operations and comprehensive income (loss).
We classify interest expense as either short-term or long-term based on the contractual maturity of the related debt. We recognize the amortization of premiums, discounts and other cost basis adjustments through interest expense using the effective interest method usually over the contractual term of the debt. Amortization of premiums, discounts and other cost basis adjustments begins at the time of debt issuance. We remeasure interest expense for debt denominated in a foreign currency into U.S. dollars using the daily spot rates. The difference in rates arising from the month-end spot exchange rate used to calculate the interest accruals and the daily spot rates used to record the interest expense is a foreign currency transaction gain or loss for the period and is recognized as a component of “Fair value gains (losses), net” in our consolidated statements of operations and comprehensive income (loss).
When we purchase a Fannie Mae MBS issued from a consolidated single-class securitization trust, we extinguish the related debt of the consolidated trust as the MBS debt is no longer owed to a third-party. We record debt extinguishment gains or losses related to debt of consolidated trusts to the extent that the purchase price of the MBS does not equal the carrying value of the related consolidated MBS debt reported in our balance sheets (including unamortized premiums, discounts and other cost basis adjustments) at the time of purchase.
Income Taxes
We recognize deferred tax assets and liabilities based on the differences in the book and tax bases of assets and liabilities. We measure deferred tax assets and liabilities using enacted tax rates that are applicable to the period(s) that the differences are expected to reverse. We adjust deferred tax assets and liabilities for the effects of changes in tax laws and rates in the period of enactment. We recognize investment and other tax credits through our effective tax rate calculation assuming that we will be able to realize the full benefit of the credits. We reduce our deferred tax assets by an allowance if, based on the weight of available positive and negative evidence, it is more likely than not (a probability of greater than 50%) that we will not realize some portion, or all, of the deferred tax asset.
We account for income tax uncertainty using a two-step approach whereby we recognize an income tax benefit if, based on the technical merits of a tax position, it is more likely than not that the tax position would be sustained upon examination by the taxing authority, which includes all related appeals and litigation. We then measure the recognized tax benefit based on the largest amount of tax benefit that is greater than 50% likely to be realized upon settlement with the taxing authority, considering all information available at the reporting date. We recognize interest expense and penalties on unrecognized tax benefits as “Other expenses” in our consolidated statements of operations and comprehensive income (loss).
Pension and Other Postretirement Benefits
We provide pension and postretirement benefits and account for these benefit costs on an accrual basis. We determine pension and postretirement benefit amounts recognized in our consolidated financial statements on an actuarial basis using several different assumptions. The two most significant assumptions used in the valuation are the discount rate and the long-term rate of return on assets. In determining our net periodic benefit cost, we apply a discount rate in the actuarial valuation of our pension and postretirement benefit obligations. In determining the discount rate as of each balance sheet date, we consider the current yields on high-quality, corporate fixed-income debt instruments with maturities corresponding to the expected duration of our benefit obligations. Additionally, the net periodic benefit cost recognized in our consolidated financial statements for our qualified pension plan is impacted by the long-term rate of return on plan assets. We base our assumption of the long-term rate of return on the current investment portfolio mix, actual long-term historical return information and the estimated future long-term investment returns for each class of assets. We measure plan assets and obligations as of the date of our consolidated financial statements. We recognize the over-funded or under-funded status of our benefit plans as a prepaid benefit cost (an asset) in “Other assets” or an accrued benefit cost (a liability) in “Other liabilities,” respectively, in our consolidated balance sheets. We recognize actuarial gains and losses and prior service costs and credits when incurred as adjustments to the prepaid benefit cost or accrued benefit cost with a corresponding offset in other comprehensive income. In October 2013, pursuant to a directive from our conservator, our Board of Directors approved an amendment to terminate our qualified pension plan and our nonqualified Supplemental Pension Plan, Supplemental Pension Plan of 2003 and Executive Pension Plan, effective as of December 31, 2013. See “Note 12, Employee Retirement Benefits” for additional information regarding the impact of the termination on our consolidated financial statements.
(Loss) Earnings per Share
(Loss) earnings per share (“EPS”) is presented for both basic EPS and diluted EPS. We compute basic EPS by dividing net (loss) income available to common stockholders by the weighted-average number of shares of common stock outstanding during the period. In addition to common shares outstanding, the computation of basic EPS includes instruments for which the holder has (or is deemed to have) the present rights as of the end of the reporting period to share in current period (loss) earnings with common stockholders (i.e., participating securities and common shares that are currently issuable for little or no cost to the holder). We include in the denominator of our basic EPS computation the weighted-average number of shares of common stock that would be issued upon the full exercise of the warrant issued to Treasury. Diluted EPS includes all the components of basic EPS, plus the dilutive effect of common stock equivalents such as convertible securities and stock options, but excludes those common stock equivalents from the calculation of diluted EPS when the effect of inclusion, assessed individually, would be anti-dilutive. The calculation of income available to common stockholders and earnings per share is based on the underlying premise that all income after payment of dividends on preferred shares is available to and will be distributed to the common stockholders. However, as a result of our conservatorship status and the terms of the senior preferred stock purchase agreement with Treasury, no amounts are available to distribute as dividends to common or preferred stockholders (other than to Treasury as holder of the senior preferred stock).
Compensatory Fees
We charge our primary servicers a compensatory fee for servicing delays within their control when they fail to comply with established loss mitigation and foreclosure timelines per our Servicing Guide, which sets forth our policies and procedures related to servicing our single-family mortgages. Compensatory fees are intended to compensate us for damages attributed to such servicing delays and to emphasize the importance of servicer performance.
We recognize a compensatory fee receivable when the amounts are chargeable per our Servicing Guide and are considered reasonably assured of collection. We subsequently establish a valuation allowance for any amounts we estimate to be uncollectible. If such fees are not reasonably assured of collection, we recognize them on a cash basis when received. The income associated with these fees is recognized as a component of “Foreclosed property (income) expense” in our consolidated statements of operations and comprehensive income (loss).
New Accounting Guidance
Effective January 1, 2013, we retrospectively adopted guidance issued by the Financial Accounting Standards Board (“FASB”) on additional disclosures about derivatives, repurchase agreements and reverse repurchase agreements, and securities borrowing and lending transactions that are either offset on the balance sheet or subject to a master netting arrangement or similar agreement. The additional disclosures about these instruments are intended to enable investors to understand the effect or potential effect of those arrangements on our financial position. The required disclosures will enhance comparability between companies that prepare their financial statements in accordance with GAAP and those that follow international financial reporting standards. The updated guidance does not change existing offsetting eligibility criteria or the permitted balance sheet presentation for those instruments that meet the eligibility criteria. The adoption of this guidance did not have a material impact on our consolidated financial statements; however, it required us to expand our disclosures. See “Note 17, Netting Arrangements,” for additional information regarding the disclosures required upon adoption of this guidance.
Effective January 1, 2013, we prospectively adopted guidance issued by FASB related to disclosing amounts that have been reclassified out of AOCI. The new guidance does not change the current requirements for reporting or measuring net income or other comprehensive income in the financial statements. However, the new guidance does require entities to present information about amounts reclassified out of AOCI during the period and their corresponding effect on net income by specific line item. The adoption of this guidance did not have a material impact on our consolidated financial statements; however, it required us to expand our AOCI disclosures. See “Note 14, Equity,” for additional information regarding the disclosures required upon adoption of this guidance.
In January 2014, the FASB issued guidance clarifying when a creditor is considered to have received physical possession of residential real estate property collateralized by a consumer mortgage loan in order to reduce diversity in practice for when a creditor derecognizes the loan receivable and recognizes the real estate property. The guidance also requires interim and annual disclosure of the amount of foreclosed residential real estate property held by the creditor and the recorded investment in consumer mortgage loans collateralized by residential real estate property that are in the process of foreclosure. The new guidance is effective for us on January 1, 2015. We are evaluating this guidance and have not determined the impact, if any, on our consolidated financial statements of adopting this guidance.

Consolidations_and_Transfers_o

Consolidations and Transfers of Financial Assets	12 Months Ended
	Dec. 31, 2013
Consolidations and Transfers of Financial Assets [Abstract]	'
Consolidations and Transfers of Financial Assets	'
	Consolidations and Transfers of Financial Assets
	We have interests in various entities that are considered to be VIEs. The primary types of entities are securitization trusts guaranteed by us via lender swap and portfolio securitization transactions, mortgage and asset-backed trusts that were not created by us, as well as housing partnerships that are established to finance the acquisition, construction, development or rehabilitation of affordable multifamily and single-family housing. These interests include investments in securities issued by VIEs, such as Fannie Mae MBS created pursuant to our securitization transactions and our guaranty to the entity. We consolidate the substantial majority of our single-class securitization trusts because our role as guarantor and master servicer provides us with the power to direct matters (primarily the servicing of mortgage loans) that impact the credit risk to which we are exposed. In contrast, we do not consolidate single-class securitization trusts when other organizations have the power to direct these activities.
	Types of VIEs
	Securitization Trusts
	Under our lender swap and portfolio securitization transactions, mortgage loans are transferred to a trust specifically for the purpose of issuing a single class of guaranteed securities that are collateralized by the underlying mortgage loans. The trust’s permitted activities include receiving the transferred assets, issuing beneficial interests, establishing the guaranty and servicing the underlying mortgage loans. In our capacity as issuer, master servicer, trustee and guarantor, we earn fees for our obligations to each trust. Additionally, we may retain or purchase a portion of the securities issued by each trust. We have securitized mortgage loans since 1981.
	In our structured securitization transactions, we earn fees for assisting lenders and dealers with the design and issuance of structured mortgage-related securities. The trusts created in these transactions have permitted activities that are similar to those for our lender swap and portfolio securitization transactions. The assets of these trusts may include mortgage-related securities and/or mortgage loans. The trusts created for Fannie Megas issue single-class securities while the trusts created for REMIC, grantor trust and stripped mortgage-backed securities (“SMBS”) issue single-class and multi-class securities, the latter of which separate the cash flows from underlying assets into separately tradable interests. Our obligations and continued involvement in these trusts are similar to those described for lender swap and portfolio securitization transactions. We have securitized mortgage assets in structured transactions since 1986.
	We also invest in mortgage-backed securities that have been issued via private-label trusts. These trusts are structured to provide investors with a beneficial interest in a pool of receivables or other financial assets, typically mortgage loans. The trusts act as vehicles to allow loan originators to securitize assets. Securities are structured from the underlying pool of assets to provide for varying degrees of risk. The originators of the financial assets or the underwriters of the transaction create the trusts and typically own the residual interest in the trusts’ assets. Our involvement in these entities is typically limited to our recorded investment in the beneficial interests that we have purchased. We have invested in these vehicles since 1987.
	Limited Partnerships
	We have historically made equity investments in various limited partnerships that sponsor affordable housing projects utilizing the low-income housing tax credit pursuant to Section 42 of the Internal Revenue Code. The purpose of these investments is to increase the supply of affordable housing in the United States and to serve communities in need. In addition, our investments in LIHTC partnerships generate both tax credits and net operating losses that may reduce our federal income tax liability. Our LIHTC investments primarily represent limited partnership interests in entities that have been organized by a fund manager who acts as the general partner. These fund investments seek out equity investments in LIHTC operating partnerships that have been established to identify, develop and operate multifamily housing that is leased to qualifying residential tenants.
	We no longer recognize net operating losses or impairment on our LIHTC partnership investments as the carrying value is zero. We did not make any LIHTC investments in 2013, 2012 or 2011, other than pursuant to existing prior commitments.
	Consolidated VIEs
	If an entity is a VIE, we consider whether our variable interest in that entity causes us to be the primary beneficiary. The primary beneficiary of the VIE is required to consolidate and account for the assets, liabilities and noncontrolling interests of the VIE in its consolidated financial statements. An enterprise is deemed to be the primary beneficiary when the enterprise has the power to direct the activities of the VIE that most significantly impact the entity’s economic performance and exposure to benefits and/or losses could potentially be significant to the entity. In general, the investors in the obligations of consolidated VIEs have recourse only to the assets of those VIEs and do not have recourse to us, except where we provide a guaranty to the VIE.
	As of December 31, 2013, we consolidated certain VIEs that were not consolidated as of December 31, 2012, generally due to increases in the amount of the certificates issued by the entity that are held in our retained mortgage portfolio (for example, when we hold a substantial portion of the securities issued by Fannie Mae multi-class resecuritization trusts). As a result of consolidating these entities, which had combined total assets of $1.9 billion in unpaid principal balance as of December 31, 2013, we derecognized our investment in these entities and recognized the assets and liabilities of the consolidated entities at fair value.
	As of December 31, 2013, we also deconsolidated certain VIEs that were consolidated as of December 31, 2012, generally due to decreases in the amount of the certificates issued by the entity that are held in our retained mortgage portfolio. As a result of deconsolidating these entities, which had combined total assets of $1.2 billion in unpaid principal balance as of December 31, 2012, we derecognized the assets and liabilities of the entities and recognized at fair value our retained interests as securities in our consolidated balance sheets.
	Unconsolidated VIEs
	We do not consolidate VIEs when we are not deemed to be the primary beneficiary. Our unconsolidated VIEs include securitization trusts and limited partnerships. The following table displays the carrying amount and classification of our assets and liabilities that relate to our involvement with unconsolidated mortgage-backed trusts as of December 31, 2013 and 2012, as well as our maximum exposure to loss and the total assets of these unconsolidated mortgage-backed trusts.
		As of December 31,
		2013					2012(1)
		(Dollars in millions)
	Assets and liabilities recorded in our consolidated balance sheets related to mortgage-backed trusts:
	Assets:
	Trading securities:
	Fannie Mae securities		$	5,660				$	6,248
	Non-Fannie Mae securities		8,559					16,458
	Total trading securities		14,219					22,706
	Available-for-sale securities:
	Fannie Mae securities		5,866					10,435
	Non-Fannie Mae securities		27,441					46,569
	Total available-for-sale securities		33,307					57,004
	Other assets		119					145
	Other liabilities		(1,668		)			(1,449		)
	Net carrying amount		$	45,977				$	78,406
	Maximum exposure to loss(2)		$	54,148				$	87,397
	Total assets of unconsolidated mortgage-backed trusts		$	313,202				$	645,332
	__________
	(1)	Contains securities recognized in our consolidated balance sheets due to consolidation of certain multi-class resecuritization trusts.
	(2)	Our maximum exposure to loss generally represents the greater of our recorded investment in the entity or the unpaid principal balance of the assets covered by our guaranty. However, our securities issued by Fannie Mae multi-class resecuritization trusts that are not consolidated do not give rise to any additional exposure to loss as we already consolidate the underlying collateral.
	Additionally, our maximum exposure to loss related to our involvement with limited partnership investments was $14 million and $118 million as of December 31, 2013 and 2012, respectively. The total assets of these unconsolidated limited partnership investments were $6.8 billion and $11.7 billion as of December 31, 2013 and 2012, respectively.
	Transfers of Financial Assets
	We issue Fannie Mae MBS through portfolio securitization transactions by transferring pools of mortgage loans or mortgage-related securities to one or more trusts or special purpose entities. We are considered to be the transferor when we transfer assets from our own retained mortgage portfolio in a portfolio securitization transaction. For the years ended December 31, 2013, 2012 and 2011, the unpaid principal balance of portfolio securitizations was $228.5 billion, $225.1 billion and $118.5 billion, respectively.
	The following table displays some key characteristics of the securities retained in unconsolidated portfolio securitization trusts as of December 31, 2013 and 2012.
		Fannie Mae Single-class MBS & Fannie Megas				REMICS & SMBS
		(Dollars in millions)
	As of December 31, 2013
	Unpaid principal balance	$	349			$	6,899
	Fair value	383				7,959
	Weighted-average coupon	6.21			%	5.36			%
	Weighted-average loan age	7.4			years	5.4			years
	Weighted-average maturity	21.5			years	12.6			years
	As of December 31, 2012
	Unpaid principal balance	$	456			$	8,667
	Fair value	504				9,818
	Weighted-average coupon	6.2			%	5.53			%
	Weighted-average loan age	6.4			years	4.6			years
	Weighted-average maturity	22.5			years	15			years
	For the years ended December 31, 2013, 2012 and 2011, the principal and interest received on retained interests was $1.7 billion, $2.4 billion and $3.0 billion, respectively.
	Managed Loans
	“Managed loans” are on-balance sheet mortgage loans as well as mortgage loans that we have securitized in unconsolidated portfolio securitization trusts. The unpaid principal balance of securitized loans in unconsolidated portfolio securitization trusts, which are primarily loans that are guaranteed or insured, in whole or in part, by the U.S. government, was $2.1 billion and $2.3 billion as of December 31, 2013 and 2012, respectively. For information on our on-balance sheet mortgage loans, see “Note 3, Mortgage Loans.”
	Qualifying Sales of Portfolio Securitizations
	We consolidate the substantial majority of our single-class MBS trusts; therefore, these portfolio securitization transactions do not qualify for sale treatment. The assets and liabilities of consolidated trusts created via portfolio securitization transactions that do not qualify as sales are reported in our consolidated balance sheets.
	We recognize assets obtained and liabilities incurred in qualifying sales of portfolio securitizations at fair value. Proceeds from the initial sale of securities from portfolio securitizations were $340 million, $672 million and $1.0 billion for the years ended December 31, 2013, 2012 and 2011, respectively. Our continuing involvement in the form of guaranty assets and guaranty liabilities with assets that were transferred into unconsolidated trusts is not material to our consolidated financial statements.

Mortgage_Loans

Mortgage Loans	12 Months Ended
	Dec. 31, 2013
Mortgage Loans on Real Estate [Abstract]	'
Mortgage Loans	'
	Mortgage Loans
	We own both single-family mortgage loans, which are secured by four or fewer residential dwelling units, and multifamily mortgage loans, which are secured by five or more residential dwelling units. We classify these loans as either HFI or HFS. We report HFI loans at the unpaid principal balance, net of unamortized premiums and discounts, other cost basis adjustments, and an allowance for loan losses. We report HFS loans at the lower of cost or fair value determined on a pooled basis, and record valuation changes in our consolidated statements of operations and comprehensive income (loss).
	The following table displays our mortgage loans as of December 31, 2013 and 2012.
		As of December 31,
		2013																		2012
		Of Fannie Mae						Of Consolidated Trusts						Total						Of Fannie Mae						Of Consolidated Trusts						Total
		(Dollars in millions)
	Single-family		$	276,644					$	2,579,024					$	2,855,668					$	309,277					$	2,480,999					$	2,790,276
	Multifamily		37,642						146,249						183,891						61,464						126,953						188,417
	Total unpaid principal balance of mortgage loans		314,286						2,725,273						3,039,559						370,741						2,607,952						2,978,693
	Cost basis and fair value adjustments, net		(13,778		)				44,305						30,527						(14,805		)				44,313						29,508
	Allowance for loan losses for loans held for investment		(40,521		)				(3,325		)				(43,846		)				(50,519		)				(8,276		)				(58,795		)
	Total mortgage loans		$	259,987					$	2,766,253					$	3,026,240					$	305,417					$	2,643,989					$	2,949,406
	For the year ended December 31, 2013 we redesignated loans from HFI to HFS with a carrying value of $1.3 billion, and sold loans with an unpaid principal balance of $1.2 billion. For the years ended December 31, 2012 and 2011, we redesignated loans with a carrying value of $33 million and $561 million, respectively, from HFI to HFS.
	Aging Analysis
	The following tables display an aging analysis of the total recorded investment in our HFI mortgage loans, excluding loans for which we have elected the fair value option, by portfolio segment and class as of December 31, 2013 and 2012.
		As of December 31, 2013(1)
		30 - 59 Days						60 - 89 Days Delinquent						Seriously Delinquent(2)						Total Delinquent						Current				Total				Recorded Investment in Loans 90 Days or More Delinquent and Accruing Interest					Recorded Investment in Nonaccrual Loans
		Delinquent
		(Dollars in millions)
	Single-family:
	Primary(3)		$	32,371					$	9,755					$	48,345					$	90,471				$	2,558,826			$	2,649,297				$	81			$	57,973
	Government(4)		66						32						346						444					48,150				48,594					346				—
	Alt-A		4,748						1,692						15,425						21,865					105,644				127,509					11				17,102
	Other(5)		1,940						659						5,404						8,003					45,288				53,291					22				5,999
	Total single-family		39,125						12,138						69,520						120,783					2,757,908				2,878,691					460				81,074
	Multifamily(6)		59						N/A						186						245					185,733				185,978					—				2,209
	Total		$	39,184					$	12,138					$	69,706					$	121,028				$	2,943,641			$	3,064,669				$	460			$	83,283
		As of December 31, 2012(1)
		30 - 59 Days						60 - 89 Days Delinquent						Seriously Delinquent(2)						Total Delinquent						Current				Total				Recorded Investment in Loans 90 Days or More Delinquent and Accruing Interest(7)					Recorded Investment in Nonaccrual Loans
		Delinquent
		(Dollars in millions)
	Single-family:
	Primary(3)		$	39,043					$	13,513					$	67,737					$	120,293				$	2,424,022			$	2,544,315				$	2,162			$	78,822
	Government(4)		82						40						340						462					50,408				50,870					340				—
	Alt-A		6,009						2,417						22,181						30,607					121,099				151,706					502				24,048
	Other(5)		2,613						1,053						8,527						12,193					57,336				69,529					297				9,209
	Total single-family		47,747						17,023						98,785						163,555					2,652,865				2,816,420					3,301				112,079
	Multifamily(6)		178						N/A						428						606					190,445				191,051					—				2,214
	Total		$	47,925					$	17,023					$	99,213					$	164,161				$	2,843,310			$	3,007,471				$	3,301			$	114,293
	__________
	(1)	Recorded investment consists of unpaid principal balance, unamortized premiums, discounts and other cost basis adjustments, and accrued interest receivable.
	(2)	Single-family seriously delinquent loans are loans that are 90 days or more past due or in the foreclosure process. Multifamily seriously delinquent loans are loans that are 60 days or more past due.
	(3)	Consists of mortgage loans that are not included in other loan classes.
	(4)	Consists of mortgage loans guaranteed or insured, in whole or in part, by the U.S. government or one of its agencies that are not Alt-A. Primarily consists of reverse mortgages which due to their nature are not aged and are included in the current column.
	(5)	Includes loans with higher-risk characteristics, such as interest-only loans and negative-amortizing loans, that are neither government nor Alt-A.
	(6)	Multifamily loans 60-89 days delinquent are included in the seriously delinquent column.
	(7)	Includes loans with a recorded investment of $2.8 billion, which were repurchased in January 2013 pursuant to our resolution agreement with Bank of America. These loans were returned to accrual status to reflect the change in our assessment of collectibility resulting from this agreement.
	Credit Quality Indicators
	The following table displays the total recorded investment in our single-family HFI loans, excluding loans for which we have elected the fair value option, by class and credit quality indicator as of December 31, 2013 and 2012. The single-family credit quality indicator is based on available data through the end of each respective period presented.
		As of December 31,
		2013(1)(2)														2012(1)(2)
		Primary (3)				Alt-A				Other (4)						Primary (3)				Alt-A				Other (4)
		(Dollars in millions)
	Estimated mark-to-market LTV ratio: (5)
	Less than or equal to 80%	$	2,073,079			$	61,670				$	24,112				$	1,703,384			$	57,419				$	21,936
	Greater than 80%  and less than or equal to 90%	276,011				16,794					6,947					346,018				18,313					7,287
	Greater than 90%  and less than or equal to 100%	153,474				14,709					6,402					219,736				16,930					7,369
	Greater than 100% and less than or equal to 110%	59,630				11,006					5,146					100,302				14,293					7,169
	Greater than 110%  and less than or equal to 120%	33,954				7,742					3,691					59,723				10,994					6,231
	Greater than 120%  and less than or equal to 125%	11,256				2,951					1,406					20,620				4,387					2,665
	Greater than 125%	41,893				12,637					5,587					94,532				29,370					16,872
	Total	$	2,649,297			$	127,509				$	53,291				$	2,544,315			$	151,706				$	69,529
__________
(1)	Recorded investment consists of unpaid principal balance, unamortized premiums, discounts and other cost basis adjustments, and accrued interest receivable.
(2)	Excludes $48.6 billion and $50.9 billion as of December 31, 2013 and 2012, respectively, of mortgage loans guaranteed or insured, in whole or in part, by the U.S. government or one of its agencies that are not Alt-A loans. The segment class is primarily reverse mortgages for which we do not calculate an estimated mark-to-market LTV ratio.
(3)	Consists of mortgage loans that are not included in other loan classes.
(4)	Includes loans with higher-risk characteristics, such as interest-only loans and negative-amortizing loans, that are neither government nor Alt-A.
(5)	The aggregate estimated mark-to-market LTV ratio is based on the unpaid principal balance of the loan as of the end of each reported period divided by the estimated current value of the property, which we calculate using an internal valuation model that estimates periodic changes in home value.
As of September 30, 2013, we modified our multifamily credit quality indicator, which more closely aligns the classification of the internally assigned risk categories to the classification guidelines used in the industry and those established under the FHFA Advisory Bulletin 2012-02 issued in 2012. The modification of the credit quality indicator had an insignificant impact on our multifamily allowance for loan losses for the year ended December 31, 2013. The multifamily credit quality indicator is based on available data through the end of each respective period presented. The following tables display the total recorded investment in our multifamily HFI loans, excluding loans for which we have elected the fair value option, by credit quality indicator as of December 31, 2013 and 2012.
	As of
	December 31, 2013(1)
	(Dollars in millions)
Credit risk profile by internally assigned grade:(2)
Pass		$	176,528
Special Mention		2,234
Substandard		6,758
Doubtful		458
Total		$	185,978
	As of
	December 31, 2012(1)
	(Dollars in millions)
Credit risk profile by internally assigned grade:(3)
Green		$	154,235
Yellow(4)		21,304
Orange		14,199
Red		1,313
Total		$	191,051
__________
(1)	Recorded investment consists of unpaid principal balance, unamortized premiums, discounts and other cost basis adjustments, and accrued interest receivable.
(2)	Pass (loan is current and adequately protected by the current financial strength and debt service capacity of the borrower); special mention (loan with signs of potential weakness); substandard (loan with a well defined weakness that jeopardizes the timely full repayment); and doubtful (loan with a weakness that makes collection or liquidation in full highly questionable and improbable based on existing conditions and values).
(3)	Green (loan with acceptable risk); yellow (loan with signs of potential weakness); orange (loan with a well defined weakness that may jeopardize the timely full repayment); and red (loan with a weakness that makes timely collection or liquidation in full more questionable based on existing conditions and values).
(4)	Includes approximately $5.1 billion of unpaid principal balance as of December 31, 2012 classified as yellow due to no available current financial information.
Individually Impaired Loans
Individually impaired loans include TDRs, acquired credit-impaired loans and multifamily loans that we have assessed as probable that we will not collect all contractual amounts due, regardless of whether we are currently accruing interest. The following tables display the total unpaid principal balance, recorded investment, and related allowance as of December 31, 2013 and 2012, and average recorded investment and interest income recognized for the years ended December 31, 2013, 2012 and 2011 for individually impaired loans.
	As of December 31,
	2013																				2012
	Unpaid Principal Balance						Total Recorded Investment (1)						Related Allowance for Loan Losses				Related Allowance for Accrued Interest Receivable				Unpaid Principal Balance						Total Recorded Investment (1)						Related Allowance for Loan Losses			Related Allowance for Accrued Interest Receivable
	(Dollars in millions)
Individually impaired loans:
With related allowance recorded:
Single-family:
Primary(2)		$	130,080					$	123,631				$	24,145			$	430				$	132,754					$	126,106				$	28,610		$	628
Government (3)		213						210					35				5					214						208					38			4
Alt-A		37,356						34,479					9,364				187					38,387						35,620					11,154			267
Other (4)		15,789						15,023					3,879				56					16,873						16,114					4,743			86
Total single-family		183,438						173,343					37,423				678					188,228						178,048					44,545			985
Multifamily		2,257						2,276					306				10					2,449						2,471					489			13
Total individually impaired loans with related allowance recorded		185,695						175,619					37,729				688					190,677						180,519					45,034			998
With no related allowance recorded:(5)
Single-family:
Primary(2)		14,076						12,305					—				—					16,222						13,901					—			—
Government(3)		120						120					—				—					104						104					—			—
Alt-A		3,290						2,428					—				—					3,994						2,822					—			—
Other (4)		1,039						868					—				—					1,218						977					—			—
Total single-family		18,525						15,721					—				—					21,538						17,804					—			—
Multifamily		1,927						1,939					—				—					2,056						2,068					—			—
Total individually impaired loans with no related allowance recorded		20,452						17,660					—				—					23,594						19,872					—			—
Total individually impaired loans(6)		$	206,147					$	193,279				$	37,729			$	688				$	214,271					$	200,391				$	45,034		$	998
	For the Year Ended December 31,
	2013																		2012																	2011
	Average Recorded Investment						Total Interest Income Recognized (7)						Interest Income Recognized on a Cash Basis						Average Recorded Investment						Total Interest Income Recognized (7)						Interest Income Recognized on a Cash Basis					Average Recorded Investment				Total Interest Income Recognized (7)			Interest Income Recognized on a Cash Basis
	(Dollars in millions)
Individually impaired loans:
With related allowance recorded:
Single-family:
Primary (2)		$	124,659					$	4,351					$	603					$	115,767					$	4,077					$	654				$	100,797			$	3,735		$	733
Government (3)		213						11						—						216						11						—					229				12			—
Alt-A		35,075						1,096						135						32,978						1,048						151					29,561				982			186
Other (4)		15,537						425						52						15,593						444						65					14,431				435			90
Total single-family		175,484						5,883						790						164,554						5,580						870					145,018				5,164			1,009
Multifamily		2,552						128						1						2,535						125						2					2,430				103			5
Total individually impaired loans with related allowance recorded		178,036						6,011						791						167,089						5,705						872					147,448				5,267			1,014
With no related allowance recorded: (5)
Single-family:
Primary (2)		11,442						1,369						227						8,264						1,075						231					6,884				606			204
Government (3)		112						8						—						78						7						—					12				7			—
Alt-A		2,207						329						45						1,811						253						55					1,771				205			63
Other (4)		752						117						17						455						95						24					467				57			19
Total single-family		14,513						1,823						289						10,608						1,430						310					9,134				875			286
Multifamily		1,863						97						3						1,781						56						2					993				48			8
Total individually impaired loans with no related allowance recorded		16,376						1,920						292						12,389						1,486						312					10,127				923			294
Total individually impaired loans(6)		$	194,412					$	7,931					$	1,083					$	179,478					$	7,191					$	1,184				$	157,575			$	6,190		$	1,308
__________
(1)	Recorded investment consists of unpaid principal balance, unamortized premiums, discounts and other cost basis adjustments, and accrued interest receivable.
(2)	Consists of mortgage loans that are not included in other loan classes.
(3)	Consists of mortgage loans guaranteed or insured, in whole or in part, by the U.S. government or one of its agencies that are not Alt-A.
(4)	Includes loans with higher-risk characteristics, such as interest-only loans and negative-amortizing loans, that are neither government nor Alt-A.
(5)	The discounted cash flows or collateral value equals or exceeds the carrying value of the loan and, as such, no valuation allowance is required.
(6)	Includes single-family loans restructured in a TDR with a recorded investment of $187.6 billion, $193.4 billion and $161.9 billion as of December 31, 2013, 2012 and 2011, respectively. Includes multifamily loans restructured in a TDR with a recorded investment of $911 million, $1.1 billion and $956 million as of December 31, 2013, 2012 and 2011, respectively.
(7)	Total single-family interest income recognized of $7.7 billion for the year ended December 31, 2013 consists of $5.7 billion of contractual interest and $2.0 billion of effective yield adjustments. Total single-family interest income recognized of $7.0 billion for the year ended December 31, 2012 consists of $5.3 billion of contractual interest and $1.7 billion of effective yield adjustments. Total single-family interest income recognized of $6.0 billion for the year ended December 31, 2011 consists of $4.5 billion of contractual interest and $1.6 billion of effective yield adjustments.
Troubled Debt Restructurings
A modification to the contractual terms of a loan that results in granting a concession to a borrower experiencing financial difficulties is considered a TDR. In addition to formal loan modifications, we also engage in other loss mitigation activities with troubled borrowers, which include repayment plans and forbearance arrangements, both of which represent informal agreements with the borrower that do not result in the legal modification of the loan’s contractual terms. We account for these informal restructurings as a TDR if we defer more than three missed payments. We also classify as TDRs loans to certain borrowers who have received bankruptcy relief.
The substantial majority of the loan modifications we complete result in term extensions, interest rate reductions or a combination of both. During the years ended December 31, 2013 and 2012, the average term extension of a single-family modified loan was 154 and 131 months, respectively, and the average interest rate reduction was 1.68 and 2.15 percentage points, respectively.
The following table displays the number of loans and recorded investment in loans restructured in a TDR for the years ended December 31, 2013 and 2012.
	For the Year Ended December 31,
	2013											2012
	Number of Loans					Recorded  Investment(1)						Number of Loans					Recorded  Investment(1)
	(Dollars in millions)
Single-family:
Primary (2)		126,998					$	19,016					270,913					$	39,527
Government (3)		312					35						394					50
Alt-A		21,471					3,794						50,572					9,116
Other (4)		6,226					1,378						15,484					3,489
Total single-family		155,007					24,223						337,363					52,182
Multifamily		33					213						46					324
Total troubled debt restructurings		155,040					$	24,436					337,409					$	52,506
__________
(1)	Recorded investment consists of unpaid principal balance, unamortized premiums, discounts and other cost basis adjustments, and accrued interest receivable. Based on the nature of our modification programs, which do not include principal or past-due interest forgiveness, there is not a material difference between the recorded investment in our loans pre- and post- modification, therefore amounts represent recorded investment post-modification.
(2)	Consists of mortgage loans that are not included in other loan classes.
(3)	Consists of mortgage loans guaranteed or insured, in whole or in part, by the U.S. government or one of its agencies that are not Alt-A.
(4)	Includes loans with higher-risk characteristics, such as interest-only loans and negative-amortizing loans, that are neither government nor Alt-A.
The following table displays the number of loans and recorded investment in loans that had a payment default for the years ended December 31, 2013 and 2012 and were restructured in a TDR in the twelve months prior to the payment default. For purposes of this disclosure, we define loans that had a payment default as: single-family and multifamily loans with completed TDRs that liquidated during the period, either through foreclosure, deed-in-lieu of foreclosure or a short sale; single-family loans with completed modifications that are two or more months delinquent during the period; or multifamily loans with completed modifications that are one or more months delinquent during the period.
	For the Year Ended December 31,
	2013											2012
	Number of Loans					Recorded Investment(1)						Number of Loans					Recorded Investment(1)
	(Dollars in millions)
Single-family:
Primary (2)		45,539					$	6,978					46,824					$	7,828
Government (3)		130					17						200					33
Alt-A		9,601					1,732						8,848					1,761
Other (4)		3,093					685						4,011					948
Total single-family		58,363					9,412						59,883					10,570
Multifamily		9					64						7					35
Total TDRs that subsequently defaulted		58,372					$	9,476					59,890					$	10,605
__________
(1)	Recorded investment consists of unpaid principal balance, unamortized premiums, discounts and other cost basis adjustments, and accrued interest receivable. Represents our recorded investment in the loan at time of payment default.
(2)	Consists of mortgage loans that are not included in other loan classes.
(3)	Consists of mortgage loans guaranteed or insured, in whole or in part, by the U.S. government or one of its agencies that are not Alt-A.
(4)	Includes loans with higher-risk characteristics, such as interest-only loans and negative-amortizing loans, that are neither government nor Alt-A.

Allowance_for_Loan_Losses

Allowance for Loan Losses	12 Months Ended
	Dec. 31, 2013
Loans and Leases Receivable, Allowance [Abstract]	'
Allowance for Loan Losses	'
	Allowance for Loan Losses
	We maintain an allowance for loan losses for HFI loans held by Fannie Mae and loans backing Fannie Mae MBS issued from consolidated trusts. When calculating our allowance for loan losses, we consider our net recorded investment in the loan at the balance sheet date, which includes interest income only while the loan was on accrual status.
	The following table displays changes in single-family, multifamily and total allowance for loan losses for the years ended December 31, 2013, 2012 and 2011.
		For the Year Ended December 31,
		2013										2012										2011
		Of Fannie Mae			Of Consolidated Trusts				Total			Of Fannie Mae			Of Consolidated Trusts				Total			Of Fannie Mae			Of Consolidated Trusts				Total
		(Dollars in millions)
	Single-family allowance for loan losses:
	Beginning balance, January 1	$	49,848			$	7,839		$	57,687		$	56,294			$	14,339		$	70,633		$	47,377			$	12,603		$	59,980
	(Benefit) provision for loan losses(1)	(6,751		)		(2,145		)	(8,896		)	(1,482		)		465			(1,017		)	13,940				11,683			25,623
	Charge-offs(2)	(8,458		)		(256		)	(8,714		)	(14,055		)		(823		)	(14,878		)	(19,026		)		(1,772		)	(20,798		)
	Recoveries	2,115				511			2,626			1,632				152			1,784			3,636				1,636			5,272
	Transfers(3)	2,932				(2,932		)	—			6,437				(6,437		)	—			9,901				(9,901		)	—
	Other(4)	516				88			604			1,022				143			1,165			466				90			556
	Ending balance, December 31	$	40,202			$	3,105		$	43,307		$	49,848			$	7,839		$	57,687		$	56,294			$	14,339		$	70,633
	Multifamily allowance for loan losses:
	Beginning balance, January 1	$	671			$	437		$	1,108		$	1,015			$	508		$	1,523		$	1,153			$	423		$	1,576
	(Benefit) provision for loan losses(1)	(233		)		(187		)	(420		)	(131		)		(43		)	(174		)	140				151			291
	Charge-offs(2)	(153		)		—			(153		)	(261		)		—			(261		)	(372		)		—			(372		)
	Transfers(3)	30				(30		)	—			29				(29		)	—			79				(79		)	—
	Other(4)	4				—			4			19				1			20			15				13			28
	Ending balance, December 31	$	319			$	220		$	539		$	671			$	437		$	1,108		$	1,015			$	508		$	1,523
	Total allowance for loan losses:
	Beginning balance, January 1	$	50,519			$	8,276		$	58,795		$	57,309			$	14,847		$	72,156		$	48,530			$	13,026		$	61,556
	(Benefit) provision for loan losses(1)	(6,984		)		(2,332		)	(9,316		)	(1,613		)		422			(1,191		)	14,080				11,834			25,914
	Charge-offs(2)(5)	(8,611		)		(256		)	(8,867		)	(14,316		)		(823		)	(15,139		)	(19,398		)		(1,772		)	(21,170		)
	Recoveries	2,115				511			2,626			1,632				152			1,784			3,636				1,636			5,272
	Transfers(3)	2,962				(2,962		)	—			6,466				(6,466		)	—			9,980				(9,980		)	—
	Other(4)	520				88			608			1,041				144			1,185			481				103			584
	Ending balance, December 31	$	40,521			$	3,325		$	43,846		$	50,519			$	8,276		$	58,795		$	57,309			$	14,847		$	72,156
	__________
	(1)	(Benefit) provision for loan losses is included in “Benefit (provision) for credit losses” in our consolidated statements of operations and comprehensive income (loss).
	(2)	While we purchase the substantial majority of loans that are four or more months delinquent from our MBS trusts, we do not exercise this option to purchase loans during a forbearance period. Charge-offs of consolidated trusts generally represent loans that remained in our consolidated trusts at the time of default.
	(3)	Includes transfers from trusts for delinquent loan purchases.
	(4)	Amounts represent the net activity recorded in our allowances for accrued interest receivable and preforeclosure property taxes and insurance receivable from borrowers. The (benefit) provision for credit losses, charge-offs, recoveries and transfer activity included in this table reflects all changes for both the allowance for loan losses and the valuation allowances for accrued interest and preforeclosure property taxes and insurance receivable that relate to the mortgage loans.
	(5)	Total charge-offs include accrued interest of $436 million, $872 million and $1.4 billion for the years ended December 31, 2013, 2012 and 2011, respectively.
	As of December 31, 2013, the allowance for accrued interest receivable for loans of Fannie Mae was $1.1 billion and for loans of consolidated trusts was $104 million. As of December 31, 2012, the allowance for accrued interest receivable for loans of Fannie Mae was $1.5 billion and for loans of consolidated trusts was $192 million.
	The following table displays the allowance for loan losses and total recorded investment in our HFI loans, excluding loans for which we have elected the fair value option, by impairment or reserve methodology and portfolio segment as of December 31, 2013 and 2012.
		As of December 31,
		2013										2012
		Single-Family			Multifamily				Total			Single-Family			Multifamily				Total
		(Dollars in millions)
	Allowance for loan losses by segment:
	Individually impaired loans(1)	$	37,423			$	306		$	37,729		$	44,545			$	489		$	45,034
	Collectively reserved loans	5,884				233			6,117			13,142				619			13,761
	Total allowance for loan losses	$	43,307			$	539		$	43,846		$	57,687			$	1,108		$	58,795
	Recorded investment in loans by segment:(2)
	Individually impaired loans(1)	$	189,064			$	4,215		$	193,279		$	195,852			$	4,539		$	200,391
	Collectively reserved loans	2,689,627				181,763			2,871,390			2,620,568				186,512			2,807,080
	Total recorded investment in loans	$	2,878,691			$	185,978		$	3,064,669		$	2,816,420			$	191,051		$	3,007,471
	__________
	(1)	Includes acquired credit-impaired loans.
	(2)	Recorded investment consists of unpaid principal balance, unamortized premiums, discounts and other cost basis adjustments, and accrued interest receivable.

Investments_in_Securities

Investments in Securities	12 Months Ended
	Dec. 31, 2013
Investments, Debt and Equity Securities [Abstract]	'
Investments in Securities	'
	Investments in Securities
	Trading Securities
	Trading securities are recorded at fair value with subsequent changes in fair value recorded as “Fair value gains (losses), net” in our consolidated statements of operations and comprehensive income (loss). The following table displays our investments in trading securities as of December 31, 2013 and 2012.
		As of December 31,
		2013				2012
		(Dollars in millions)
	Mortgage-related securities:
	Fannie Mae	$	5,870			$	6,248
	Freddie Mac	1,839				2,793
	Ginnie Mae	407				437
	Alt-A private-label securities	1,516				1,330
	Subprime private-label securities	1,448				1,319
	CMBS	2,718				9,826
	Mortgage revenue bonds	565				675
	Other mortgage-related securities	99				117
	Total mortgage-related securities	14,462				22,745
	U.S. Treasury securities	16,306				17,950
	Total trading securities	$	30,768			$	40,695
	The following table displays information about our net trading gains for the years ended December 31, 2013, 2012 and 2011.
		For the Year Ended
		December 31,
		2013						2012				2011
			(Dollars in millions)
	Net trading gains		$	260				$	1,004				$	266
	Net trading gains recorded in the period related to securities still held at period end		297					1,037					267
	Available-for-Sale Securities
	We measure AFS securities at fair value with unrealized gains and losses, recorded net of tax, as a component of “Other comprehensive income” and we recognized realized gains and losses from the sale of AFS securities in “Investment gains, net” in our consolidated statements of operations and comprehensive income (loss).
	The following table displays the gross realized gains, losses and proceeds on sales of AFS securities for the years ended December 31, 2013, 2012 and 2011.
		For the Year Ended
		December 31,
		2013				2012				2011
		(Dollars in millions)
	Gross realized gains	$	1,632			$	40			$	182
	Gross realized losses	979				16				90
	Total proceeds (1)	15,157				634				2,152
	__________
	s
	(1)	Excludes proceeds from the initial sale of securities from new portfolio securitizations included in “Note 2, Consolidations and Transfers of Financial Assets.”
	The following tables display the amortized cost, gross unrealized gains and losses and fair value by major security type for AFS securities we held as of December 31, 2013 and 2012.
			As of December 31, 2013
		Total Amortized Cost (1)						Gross Unrealized Gains						Gross Unrealized Losses - OTTI (2)						Gross Unrealized Losses - Other (3)						Total Fair Value
			(Dollars in millions)
	Fannie Mae		$	6,227					$	390					$	—					$	(44	)			$	6,573
	Freddie Mac		6,365						477						—						—					6,842
	Ginnie Mae		512						76						—						—					588
	Alt-A private-label securities		6,240						1,151						(40		)				(2		)			7,349
	Subprime private-label securities		6,232						991						(102		)				(53		)			7,068
	CMBS		1,526						80						—						—					1,606
	Mortgage revenue bonds		5,645						35						(228		)				(196		)			5,256
	Other mortgage-related securities		2,943						164						(15		)				(203		)			2,889
	Total		$	35,690					$	3,364					$	(385	)				$	(498	)			$	38,171
	.
			As of December 31, 2012
		Total Amortized Cost (1)						Gross Unrealized Gains						Gross Unrealized Losses - OTTI (2)						Gross Unrealized Losses - Other (3)						Total Fair Value
			(Dollars in millions)
	Fannie Mae		$	9,580					$	871					$	—					$	(16	)			$	10,435
	Freddie Mac		8,652						728						—						—					9,380
	Ginnie Mae		645						106						—						—					751
	Alt-A private-label securities		11,356						452						(637		)				(96		)			11,075
	Subprime private-label securities		8,137						217						(669		)				(238		)			7,447
	CMBS		12,284						824						—						(11		)			13,097
	Mortgage revenue bonds		7,782						157						(45		)				(52		)			7,842
	Other mortgage-related securities		3,330						109						(18		)				(267		)			3,154
Total		$	61,766					$	3,464					$	(1,369	)				$	(680	)			$	63,181
__________
s
(1)	Amortized cost consists of unpaid principal balance, unamortized premiums, discounts and other cost basis adjustments as well as net other-than-temporary impairments (“OTTI”) recognized in our consolidated statements of operations and comprehensive income (loss).
(2)	Represents the noncredit component of other-than-temporary impairments losses recorded in “Accumulated other comprehensive income” as well as cumulative changes in fair value of securities for which we previously recognized the credit component of other-than-temporary impairments.
(3)	Represents the gross unrealized losses on securities for which we have not recognized other-than-temporary impairments.
The following tables display additional information regarding gross unrealized losses and fair value by major security type for AFS securities in an unrealized loss position that we held as of December 31, 2013 and 2012.
		As of December 31, 2013
	Less Than 12 Consecutive Months										12 Consecutive Months or Longer
	Gross Unrealized Losses						Fair Value				Gross Unrealized Losses						Fair Value
		(Dollars in millions)
Fannie Mae		$	(40	)			$	975				$	(4	)			$	126
Alt-A private-label securities		(12		)			490					(30		)			308
Subprime private-label securities		(24		)			448					(131		)			1,332
Mortgage revenue bonds		(147		)			1,662					(277		)			970
Other mortgage-related securities		—					5					(218		)			1,066
Total		$	(223	)			$	3,580				$	(660	)			$	3,802
		As of December 31, 2012
	Less Than 12 Consecutive Months										12 Consecutive Months or Longer
	Gross Unrealized Losses						Fair Value				Gross Unrealized Losses						Fair Value
		(Dollars in millions)
Fannie Mae		$	(5	)			$	599				$	(11	)			$	372
Alt-A private-label securities		(18		)			541					(715		)			4,465
Subprime private-label securities		(14		)			243					(893		)			5,058
CMBS		—					—					(11		)			240
Mortgage revenue bonds		(3		)			127					(94		)			1,198
Other mortgage-related securities		(3		)			95					(282		)			1,529
Total		$	(43	)			$	1,605				$	(2,006	)			$	12,862
Other-Than-Temporary Impairments
The fair value of our securities varies from period to period due to changes in interest rates, in the performance of the underlying collateral and in the credit performance of the underlying issuer, among other factors. As of December 31, 2013, $660 million of gross unrealized losses on AFS securities had existed for a period of 12 consecutive months or longer. Gross unrealized losses on AFS securities as of December 31, 2013 include unrealized losses on securities with other-than-temporary impairment in which a portion of the impairment remains in “Accumulated other comprehensive income.” The securities with unrealized losses for 12 consecutive months or longer, on average, had a fair value as of December 31, 2013 that was 85% of their amortized cost basis. Based on our review for impairments of AFS securities, which includes an evaluation of the collectibility of cash flows and any intent or requirement to sell the securities, we have concluded that we do not have an intent to sell and we believe it is not more likely than not that we will be required to sell the securities with unrealized losses of 12 consecutive months or longer. Additionally, our projections of cash flows indicate that we will recover these unrealized losses over the lives of the securities.
The following table displays our net other-than-temporary impairments by major security type recognized in our consolidated statements of operations and comprehensive income (loss) for the years ended December 31, 2013, 2012 and 2011. Net other-than-temporary impairments include credit losses on debt securities we do not intend to sell and the excess of amortized cost over the fair value of debt securities we intend to sell.
	For the Year Ended
	December 31,
	2013						2012					2011
		(Dollars in millions)
Alt-A private-label securities		$	34					$	365				$	563
Subprime private-label securities		5						329					(303		)
Other		25						19					48
Net other-than-temporary impairments(1)		$	64					$	713				$	308
__________
(1)	Includes $34 million of other-than-temporary impairments recognized in earnings for the year ended December 31, 2013, related to our intent to sell the related securities before recovery of their amortized cost basis.
Net other-than-temporary impairments recognized for the year ended December 31, 2013 decreased compared with the year ended December 31, 2012. In 2013, net other-than-temporary impairments were primarily driven by a change in our intent to sell certain securities. As a result, we recognized the entire difference between the amortized cost basis of these securities and their fair value as net other-than-temporary impairments.
In 2012, net other-than-temporary impairments were primarily driven by an update to the assumptions used to project cash flow estimates on our Alt-A and subprime private-label securities, which resulted in a significant decrease in the net present value of projected cash flows on these securities.
The following table displays activity related to the unrealized credit loss component on debt securities held by us and recognized in our consolidated statements of operations and comprehensive income (loss) for the years ended December 31, 2013 and 2012. A related unrealized noncredit loss component of $118 million for the year ended December 31, 2013, related unrealized noncredit gain component of $402 million for the year ended December 31, 2012 and a related unrealized noncredit loss component of $306 million for the year ended December 31, 2011, was recognized in “Other comprehensive income.”
	For the Year Ended
	December 31,
	2013				2012
	(Dollars in millions)
Balance, beginning of period	$	9,214			$	8,915
Additions for the credit component on debt securities for which OTTI was not previously recognized	20				15
Additions for the credit component on debt securities for which OTTI was previously recognized	10				698
Reductions for securities no longer in portfolio at period end	(543		)		(5		)
Reductions for securities which we intend to sell or it is more likely than not that we will be required to sell before recovery of amortized cost basis	(399		)		—
Reductions for amortization resulting from changes in cash flows expected to be collected over the remaining life of the securities	(398		)		(409		)
Balance, end of period	$	7,904			$	9,214
As of December 31, 2013, those debt securities with other-than-temporary impairment that we recognized in our consolidated statements of operations and comprehensive income (loss) consisted predominantly of Alt-A and subprime private-label securities. We evaluate Alt-A (including option adjustable rate mortgage (“Option ARM”)) and subprime private-label securities for other-than-temporary impairment by discounting the projected cash flows from econometric models to estimate the portion of loss in value attributable to credit. Separate components of a third-party model project regional home prices, unemployment and interest rates. The model combines these factors with available current information regarding attributes of loans in pools backing the private-label mortgage-related securities to project prepayment speeds, conditional default rates, loss severities and delinquency rates. It incorporates detailed information on security-level subordination levels and cash flow priority of payments to project security-level cash flows. We have recorded other-than-temporary impairments for the year ended December 31, 2013 based on this analysis. For securities that we determined were not other-than-temporarily impaired, we concluded that either the security had no projected credit loss or, if we projected a loss, that the present value of expected cash flows was greater than the security’s cost basis.
The following table displays the modeled attributes, including default rates and severities, which were used to determine as of December 31, 2013 whether our senior interests in certain non-agency mortgage-related securities (including those we intend to sell) will experience a cash shortfall. An estimate of voluntary prepayment rates is also an input to the present value of expected losses.
	As of December 31, 2013
					Alt-A
	Subprime				Option ARM						Fixed Rate						Variable Rate						Hybrid Rate
	(Dollars in millions)
Vintage Year
2004 & Prior:
Unpaid principal balance	$	442				$	209					$	999					$	170					$	569
Weighted average collateral default(1)	31		%			24.8		%				11		%				21		%				15.3		%
Weighted average collateral severities(2)	55.4					52.1						50.9						40.5						36.4
Weighted average voluntary prepayment rates(3)	7					8.1						11.1						8.2						8.5
Average credit enhancement(4)	46.8					4.9						11.3						20.8						6.6
2005:00:00
Unpaid principal balance	$	47				$	811					$	880					$	415					$	1,412
Weighted average collateral default(1)	52.8		%			36.9		%				25.1		%				36.8		%				29.5		%
Weighted average collateral severities(2)	60.9					55.7						54.4						47.4						44.7
Weighted average voluntary prepayment rates(3)	2.7					6.9						9.1						7.6						8.3
Average credit enhancement(4)	48.5					8						0.7						12.3						2.9
2006:00:00
Unpaid principal balance	$	9,439				$	831					$	414					$	1,140					$	1,251
Weighted average collateral default(1)	56.7		%			46.5		%				27		%				40.8		%				20.6		%
Weighted average collateral severities(2)	62.8					49.9						56.2						48.8						43.7
Weighted average voluntary prepayment rates(3)	2.3					5.3						7.5						7						9
Average credit enhancement(4)	10.1					4.7						0.1						0.6						—
2007 & After:
Unpaid principal balance	$	475				$	—					$	—					$	—					$	88
Weighted average collateral default(1)	52.4		%			N/A						N/A						N/A						24.3		%
Weighted average collateral severities(2)	40.8					N/A						N/A						N/A						43.5
Weighted average voluntary prepayment rates(3)	1.6					N/A						N/A						N/A						7.6
Average credit enhancement(4)	23.3					N/A						N/A						N/A						20.5
Total:
Unpaid principal balance	$	10,403				$	1,851					$	2,293					$	1,725					$	3,320
Weighted average collateral default(1)	55.4		%			39.8		%				19.3		%				37.9		%				23.6		%
Weighted average collateral severities(2)	61.7					52.4						54						48.1						43.4
Weighted average voluntary prepayment rates(3)	2.4					6.3						9.7						7.2						8.6
Average credit enhancement(4)	12.4					6.2						5.2						5.4						2.9
__________
(1)	The expected remaining cumulative default rate of the collateral pool backing the securities, as a percentage of the current collateral unpaid principal balance, weighted by security unpaid principal balance.
(2)	The expected remaining loss given default of the collateral pool backing the securities, calculated as the ratio of remaining cumulative loss divided by cumulative defaults, weighted by security unpaid principal balance.
(3)	The average monthly voluntary prepayment rate, weighted by security unpaid principal balance.
(4)	The average percent current credit enhancement provided by subordination of other securities. Excludes excess interest projections and monoline bond insurance.
Maturity Information
The following table displays the amortized cost and fair value of our AFS securities by major security type and remaining contractual maturity, assuming no principal prepayments, as of December 31, 2013. The contractual maturity of mortgage-backed securities is not a reliable indicator of their expected life because borrowers generally have the right to prepay their obligations at any time.
		As of December 31, 2013
	Total Amortized Cost						Total				One Year or Less										After One Year Through Five Years								After Five Years Through Ten Years						After Ten Years
							Fair
							Value				Amortized Cost						Fair Value				Amortized Cost						Fair Value		Amortized Cost				Fair Value		Amortized Cost				Fair Value
	(Dollars in millions)
Fannie Mae		$	6,227				$	6,573				$	—				$	—				$	322				$	341		$	376		$	404		$	5,529		$	5,828
Freddie Mac		6,365					6,842					—					—					327					349			674			729			5,364			5,764
Ginnie Mae		512					588					—					—					1					1			33			38			478			549
Alt-A private-label securities		6,240					7,349					—					—					1					1			—			—			6,239			7,348
Subprime private-label securities		6,232					7,068					—					—					—					—			—			—			6,232			7,068
CMBS		1,526					1,606					—					—					1,435					1,513			—			—			91			93
Mortgage revenue bonds		5,645					5,256					40					42					260					264			584			586			4,761			4,364
Other mortgage-related securities		2,943					2,889					—					—					—					4			40			41			2,903			2,844
Total		$	35,690				$	38,171				$	40				$	42				$	2,346				$	2,473		$	1,707		$	1,798		$	31,597		$	33,858
Weighted average yield(1)		5.42		%								5.88		%								4.58		%						5.94		%				5.45		%
__________
(1)	Yields are determined by dividing interest income (including amortization and accretion of premiums, discounts and other cost basis adjustments) by amortized cost balances as of year-end. Yields on tax-exempt obligations have been computed on a tax equivalent basis.

Financial_Guarantees

Financial Guarantees	12 Months Ended
	Dec. 31, 2013
Guarantees [Abstract]	'
Financial Guarantees	'
	Financial Guarantees
	We generate revenue by absorbing the credit risk of mortgage loans in unconsolidated trusts in exchange for a guaranty fee. We also provide credit enhancements on taxable or tax-exempt mortgage revenue bonds issued by state and local governmental entities to finance multifamily housing for low- and moderate-income families. Additionally, we issue long-term standby commitments that generally require us to purchase loans from lenders if the loans meet certain delinquency criteria.
	We recognize a guaranty obligation for our obligation to stand ready to perform on our guarantees to unconsolidated trusts and other guaranty arrangements. These guarantees expose us to credit losses on the mortgage loans or, in the case of mortgage-related securities, the underlying mortgage loans of the related securities. The contractual terms of our guarantees range from 30 days to 40 years; however, the actual term of each guaranty may be significantly less than the contractual term based on the prepayment characteristics of the related mortgage loans.
	For those guarantees recognized in our consolidated balance sheets, our maximum potential exposure under these guarantees is primarily comprised of the unpaid principal balance of the underlying mortgage loans, which totaled $42.6 billion and $50.6 billion as of December 31, 2013 and 2012, respectively.
	In addition, we had maximum potential exposure of $7.3 billion and $8.3 billion for other guarantees not recognized in our consolidated balance sheets as of December 31, 2013 and 2012, respectively, which primarily represents the unpaid principal balance of loans underlying guarantees issued prior to January 1, 2010, the effective date of current accounting guidance on guaranty accounting.
	The maximum amount we could recover through available credit enhancements and recourse with third parties on guarantees recognized in our consolidated balance sheets was $12.0 billion and $13.3 billion as of December 31, 2013 and 2012, respectively. The maximum amount we could recover through available credit enhancements and recourse with third parties on guarantees not recognized in our consolidated balance sheets was $3.1 billion and $3.6 billion as of December 31, 2013 and 2012, respectively. Recoverability of such credit enhancements and recourse is subject to, among other factors, our mortgage insurers’ and financial guarantors’ ability to meet their obligations to us.
	Risk Characteristics of our Book of Business
	We gauge our performance risk under our guaranty based on the delinquency status of the mortgage loans we hold in portfolio, or in the case of mortgage-backed securities, the mortgage loans underlying the related securities.
	For single-family loans, management monitors the serious delinquency rate, which is the percentage of single-family loans 90 days or more past due or in the foreclosure process, and loans that have higher risk characteristics, such as high mark-to-market LTV ratios.
	For multifamily loans, management monitors the serious delinquency rate, which is the percentage of loans 60 days or more past due, and other loans that have higher risk characteristics, to determine our overall credit quality indicator. Higher risk characteristics include, but are not limited to, original debt service coverage ratios (“DSCR”) below 1.1, current DSCR below 1.0, and high original and current estimated LTV ratios. We stratify multifamily loans into different internal risk categories based on the credit risk inherent in each individual loan.
	For single-family and multifamily loans, we use this information, in conjunction with housing market and economic conditions, to structure our pricing and our eligibility and underwriting criteria to reflect the current risk of loans with these higher-risk characteristics, and in some cases we decide to significantly reduce our participation in riskier loan product categories. Management also uses this data together with other credit risk measures to identify key trends that guide the development of our loss mitigation strategies.
	The following tables display the current delinquency status and certain higher risk characteristics of our single-family conventional and total multifamily guaranty book of business as of December 31, 2013 and 2012.
		As of December 31,
		2013(1)						2012(1)
		30 Days Delinquent		60 Days Delinquent		Seriously Delinquent(2)		30 Days Delinquent		60 Days Delinquent		Seriously Delinquent(2)
	Percentage of single-family conventional guaranty book of business(3)	1.41	%	0.44	%	2.54	%	1.75	%	0.63	%	3.66	%
	Percentage of single-family conventional loans(4)	1.64		0.49		2.38		1.96		0.66		3.29
		As of December 31,
		2013(1)				2012(1)
		Percentage of		Percentage Seriously Delinquent(2)(5)		Percentage of		Percentage Seriously Delinquent(2)(5)
		Single-Family				Single-Family
		Conventional				Conventional
		Guaranty Book of Business(3)				Guaranty Book of Business(3)
	Estimated mark-to-market loan-to-value ratio:
	Greater than 100%	7	%	12.22	%	13	%	13.42	%
	Geographical distribution:
	California	20		0.98		19		1.69
	Florida	6		6.89		6		10.06
	Illinois	4		3.12		4		4.7
	New Jersey	4		6.25		4		6.92
	New York	5		4.42		6		4.7
	All other states	61		1.85		61		2.56
	Product distribution:
	Alt-A	5		9.23		6		11.36
	Subprime	*		16.93		*		20.6
	Vintages:
	2005	4		7.26		5		7.79
	2006	3		11.26		5		12.15
	2007	5		12.18		7		12.99
	2008	3		6.69		5		6.63
	All other vintages	85		1.02		78		1.36
	Select combined risk characteristics:
	Original LTV ratio > 90% and FICO score < 620	1		10.9		1		14.76
	__________
	*	Represents less than 0.5% of the single-family conventional guaranty book of business.
	(1)	Consists of the portion of our single-family conventional guaranty book of business for which we have detailed loan level information, which constituted approximately 99% of our total single-family conventional guaranty book of business as of December 31, 2013 and 2012.
	(2)	Consists of single-family conventional loans that were 90 days or more past due or in the foreclosure process as of December 31, 2013 and 2012.
	(3)	Calculated based on the aggregate unpaid principal balance of single-family conventional loans for each category divided by the aggregate unpaid principal balance of loans in our single-family conventional guaranty book of business.
	(4)	Calculated based on the number of single-family conventional loans that were delinquent divided by the total number of loans in our single-family conventional guaranty book of business.
	(5)	Calculated based on the number of single-family conventional loans that were seriously delinquent divided by the total number of single-family conventional loans for each category included in our guaranty book of business.
		As of December 31,
		2013(1)(2)				2012(1)(2)
		30 Days Delinquent		Seriously Delinquent(3)		30 Days Delinquent		Seriously Delinquent(3)
	Percentage of multifamily guaranty book of business	0.03	%	0.1	%	0.23	%	0.24	%
		As of December 31,
		2013(1)				2012(1)
		Percentage of Multifamily Guaranty Book of Business(2)		Percentage Seriously Delinquent(3)(4)		Percentage of Multifamily Guaranty Book of Business(2)		Percentage Seriously Delinquent(3)(4)
	Original LTV ratio:
	Greater than 80%	3	%	0.23	%	4	%	0.36	%
	Less than or equal to 80%	97		0.1		96		0.24
	Original debt service coverage ratio:
	Less than or equal to 1.10	7		*		8		0.22
	Greater than 1.10	93		0.11		92		0.25
Current debt service coverage ratio less than 1.0(5)	4		1.09		5		2.11
__________
* Represents a serious delinquency rate of less than 0.005%.
(1)	Consists of the portion of our multifamily guaranty book of business for which we have detailed loan level information, which constituted approximately 99% of our total multifamily guaranty book of business as of December 31, 2013 and 2012, excluding loans that have been defeased.
(2)	Calculated based on the aggregate unpaid principal balance of multifamily loans for each category divided by the aggregate unpaid principal balance of loans in our multifamily guaranty book of business.
(3)	Consists of multifamily loans that were 60 days or more past due as of the dates indicated.
(4)	Calculated based on the unpaid principal balance of multifamily loans that were seriously delinquent divided by the aggregate unpaid principal balance of multifamily loans for each category included in our guaranty book of business.
(5)	Our estimates of current DSCRs are based on the latest available income information for these properties. Although we use the most recently available results of our multifamily borrowers, there is a lag in reporting, which typically can range from 6 to 12 months.

Acquired_Property_Net

Acquired Property Net	12 Months Ended
	Dec. 31, 2013
Real Estate [Abstract]	'
Acquired Property, Net	'
	Acquired Property, Net
	Acquired property, net consists of held-for-sale foreclosed property received in satisfaction of a loan, net of a valuation allowance for declines in the fair value of the properties after initial acquisition. We classify properties as held for sale when we intend to sell the property and are actively marketing it for sale. The following table displays the activity in acquired property, net of the related valuation allowance, for the years ended December 31, 2013, 2012 and 2011.
		For the Year Ended December 31,
		2013				2012				2011
			(Dollars in millions)
	Beginning balance, January 1		$	10,489			$	11,373			$	16,173
	Additions		15,662				16,292				18,049
	Disposals		(13,919		)		(16,629		)		(21,617		)
	Write-downs, net of recoveries		(611		)		(547		)		(1,232		)
	Ending balance, December 31(1)		$	11,621			$	10,489			$	11,373
	__________
	(1)	Includes valuation allowance of $686 million, $669 million and $1.0 billion for the years ended December 31, 2013, 2012 and 2011, respectively.
	We classify as held for use those properties that we do not intend to sell or that are not ready for immediate sale in their current condition, which are included in “Other assets” in our consolidated balance sheets. The following table displays the activity and carrying amount of acquired properties held for use for the years ended December 31, 2013, 2012 and 2011.
		For the Year Ended December 31,
		2013				2012				2011
		(Dollars in millions)
	Beginning balance, January 1		$	873			$	835			$	889
	Transfers in from held for sale, net and additions		544				1,173				1,045
	Transfers to held for sale, net		(1,027		)		(748		)		(547		)
	Depreciation, asset write-downs, and other		(134		)		(387		)		(552		)
	Ending balance, December 31		$	256			$	873			$	835

ShortTerm_Borrowings_and_LongT

Short-Term Borrowings and Long-Term Debt	12 Months Ended
	Dec. 31, 2013
Debt Disclosure [Abstract]	'
Short-Term Borrowings and Long-Term Debt	'
	Short-Term Borrowings and Long-Term Debt
	Short-Term Borrowings
	The following table displays our outstanding short-term borrowings (borrowings with an original contractual maturity of one year or less) and weighted-average interest rates of these borrowings as of December 31, 2013 and 2012.
		As of December 31,
		2013								2012
		Outstanding				Weighted- Average Interest Rate(1)				Outstanding				Weighted- Average Interest Rate(1)
			(Dollars in millions)
	Fixed-rate short-term debt:
	Discount notes(2)		$	71,933			0.12	%			$	104,730			0.15	%
	Foreign exchange discount notes(3)		362				1.07				503				1.61
	Total short-term debt of Fannie Mae		72,295				0.13				105,233				0.16
	Debt of consolidated trusts		2,154				0.09				3,483				0.15
	Total short-term debt		$	74,449			0.13	%			$	108,716			0.16	%
	__________
	(1)	Includes the effects of discounts, premiums and other cost basis adjustments.
	(2)	Represents unsecured general obligations with maturities ranging from overnight to 360 days from the date of issuance.
	(3)	Represents foreign exchange discount notes we issue in the Euro commercial paper market with maturities ranging from 5 to 360 days which enable investors to hold short-term investments in different currencies. We do not incur foreign exchange risk on these transactions, as we simultaneously enter into foreign currency swaps that have the effect of converting debt that we issue in foreign denominated currencies into U.S. dollars.
	Intraday Lines of Credit
	We periodically use secured intraday funding lines of credit provided by several large financial institutions. We post collateral which, in some circumstances, the secured party has the right to repledge to third parties. As these lines of credit are uncommitted intraday loan facilities, we may be unable to draw on them if and when needed. We had secured uncommitted lines of credit of $20.0 billion and $15.0 billion as of December 31, 2013 and 2012, respectively. We had no borrowings outstanding from these lines of credit as of December 31, 2013 or 2012.
	Long-Term Debt
	Long-term debt represents borrowings with an original contractual maturity of greater than one year. The following table displays our outstanding long-term debt as of December 31, 2013 and 2012.
		As of December 31,
		2013							2012
		Maturities		Outstanding			Weighted- Average Interest Rate (1)		Maturities		Outstanding				Weighted- Average Interest Rate (1)
		(Dollars in millions)
	Senior fixed:
	Benchmark notes and bonds	2014 - 2030		$	212,234		2.45	%	2013 - 2030			$	251,768		2.59	%
	Medium-term notes(2)	2014 - 2023		161,445			1.28		2013 - 2022			172,288			1.35
	Foreign exchange notes and bonds	2021 - 2028		682			5.41		2021 - 2028			694			5.44
	Other(3)(4)	2014 - 2038		38,444			4.99		2013 - 2038			40,819			4.99
	Total senior fixed			412,805			2.24					465,569			2.35
	Senior floating:
	Medium-term notes(2)	2014 - 2019		38,441			0.2		2013 - 2019			38,633			0.27
	Other(3)(4)	2020 - 2037		955			5.18		2020 - 2037			365			8.22
	Total senior floating			39,396			0.32					38,998			0.33
	Subordinated fixed:
	Qualifying subordinated	2014		1,169			5.27		2013 - 2014			2,522			5
	Subordinated debentures(5)	2019		3,507			9.92		2019			3,197			9.92
	Total subordinated fixed			4,676			8.76					5,719			7.75
	Secured borrowings(6)	2021 - 2022		262			1.86		2021 - 2022			345			1.87
	Total long-term debt of Fannie Mae(7)			457,139			2.14					510,631			2.25
	Debt of consolidated trusts(4)	2014 - 2053		2,702,935			3.26		2013 - 2052			2,570,170			3.36
	Total long-term debt			$	3,160,074		3.1	%				$	3,080,801		3.18	%
	__________
	(1)	Includes the effects of discounts, premiums and other cost basis adjustments.
	(2)	Includes long-term debt with an original contractual maturity of greater than 1 year and up to 10 years, excluding zero-coupon debt.
	(3)	Includes long-term debt that is not included in other debt categories.
	(4)	Includes a portion of structured debt instruments that is reported at fair value.
	(5)	Consists of subordinated debt issued with an interest deferral feature.
	(6)	Represents our remaining liability resulting from the transfer of financial assets from our consolidated balance sheets that did not qualify as a sale under the accounting guidance for the transfer of financial instruments.
	(7)	Reported amounts include a net unamortized discount, fair value adjustments and other cost basis adjustments of $4.8 billion and $6.0 billion as of December 31, 2013 and 2012, respectively.
	Our long-term debt includes a variety of debt types. We issue both fixed and floating-rate medium-term notes with maturities greater than one year that are issued through dealer banks. We also offer Benchmark Notes and other bonds in large, regularly-scheduled issuances that provide increased efficiency, liquidity and tradability to the market. Additionally, we have issued notes and bonds denominated in several foreign currencies and are able to issue debt in numerous other currencies. We effectively convert all foreign currency-denominated transactions into U.S. dollars through the use of foreign currency swaps for the purpose of funding our mortgage assets.
	Our other long-term debt includes callable and non-callable securities, which include all long-term non-Benchmark securities, such as zero-coupon bonds, fixed rate and other long-term securities, and are generally negotiated underwritings with one or more dealers or dealer banks.
	Debt of Consolidated Trusts
	Debt of consolidated trusts represents the amount of Fannie Mae MBS issued from consolidated trusts and held by third-party certificateholders.
	Characteristics of Debt
	As of December 31, 2013 and 2012, the face amount of our debt securities of Fannie Mae was $534.3 billion and $621.8 billion, respectively. As of December 31, 2013 and 2012, we had zero-coupon debt with a face amount of $86.8 billion and $120.7 billion, respectively, which had an effective interest rate of 1.29% and 0.93%, respectively.
	We issue callable debt instruments to manage the duration and prepayment risk of expected cash flows of the mortgage assets we own. Our outstanding debt as of December 31, 2013 and 2012 included $168.4 billion and $177.8 billion, respectively, of callable debt that could be redeemed in whole or in part at our option or the option of the investor any time on or after a specified date.
	The following table displays the amount of our long-term debt as of December 31, 2013 by year of maturity for each of the years 2014 through 2018 and thereafter. The first column assumes that we pay off this debt at maturity or on the call date if the call has been announced, while the second column assumes that we redeem our callable debt at the next available call date.
		Long-Term Debt by				Assuming Callable Debt
		Year of Maturity				Redeemed at Next
						Available Call Date
			(Dollars in millions)
2014		$	89,844			$	246,234
2015		70,896				73,214
2016		80,015				48,931
2017		81,896				44,430
2018		52,098				20,813
Thereafter		82,390				23,517
Total debt of Fannie Mae(1)		457,139				457,139
Debt of consolidated trusts(2)		2,702,935				2,702,935
Total long-term debt(3)		$	3,160,074			$	3,160,074
__________
(1)	Reported amount includes a net unamortized discount, fair value adjustments and other cost basis adjustments of $4.8 billion.
(2)	Contractual maturity of debt of consolidated trusts is not a reliable indicator of expected maturity because borrowers of the underlying loans generally have the right to prepay their obligations at any time.
(3)	Includes a portion of structured debt instruments that is reported at fair value.

Derivative_Instruments

Derivative Instruments	12 Months Ended
	Dec. 31, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Derivative Instruments	'
	Derivative Instruments
	Derivative instruments are an integral part of our strategy in managing interest rate risk. Derivative instruments may be privately-negotiated, bilateral contracts, or they may be listed and traded on an exchange. We refer to our derivative transactions made pursuant to bilateral contracts as our over-the-counter (“OTC”) derivative transactions and our derivative transactions accepted for clearing by a derivatives clearing organization as our OTC-cleared derivative transactions. We typically do not settle the notional amount of our risk management derivatives; rather, notional amounts provide the basis for calculating actual payments or settlement amounts. The derivatives we use for interest rate risk management purposes consist primarily of interest rate swaps and interest rate options.
	•	Interest rate swap contracts. An interest rate swap is a transaction between two parties in which each party agrees to exchange payments tied to different interest rates or indices for a specified period of time, generally based on a notional amount of principal. The types of interest rate swaps we use include pay-fixed swaps, receive-fixed swaps and basis swaps.
	•	Interest rate option contracts. These contracts primarily include pay-fixed swaptions, receive-fixed swaptions, cancelable swaps and interest rate caps. A swaption is an option contract that allows us or a counterparty to enter into a pay-fixed or receive-fixed swap at some point in the future.
	We enter into forward purchase and sale commitments that lock in the future delivery of mortgage loans and mortgage-related securities at a fixed price or yield. Certain commitments to purchase mortgage loans and purchase or sell mortgage-related securities meet the criteria of a derivative. We typically settle the notional amount of our mortgage commitments that are accounted for as derivatives.
	Notional and Fair Value Position of our Derivatives
	The following table displays the notional amount and estimated fair value of our asset and liability derivative instruments as of December 31, 2013 and 2012.
		December 31, 2013												December 31, 2012
		Asset Derivatives						Liability Derivatives						Asset Derivatives					Liability Derivatives
		Notional Amount			Estimated Fair Value			Notional Amount			Estimated Fair Value			Notional Amount		Estimated Fair Value			Notional Amount		Estimated Fair Value
		(Dollars in millions)
	Risk management derivatives:
	Swaps:
	Pay-fixed	$	68,637		$	5,378		$	93,428		$	(4,759	)	$	19,450	$	270		$	239,017	$	(18,237	)
	Receive-fixed	67,527			3,320			156,250			(3,813		)	231,346		10,514			57,190		(200		)
	Basis	27,014			36			600			—			23,199		151			1,700		—
	Foreign currency	389			120			653			(38		)	686		193			509		(45		)
	Swaptions:
	Pay-fixed	33,400			445			48,025			(600		)	33,050		102			36,225		(184		)
	Receive-fixed	8,000			117			48,025			(484		)	15,970		3,572			36,225		(2,279		)
	Other(1)	769			28			13			(1		)	7,374		26			13		(1		)
	Total gross risk management derivatives	205,736			9,444			346,994			(9,695		)	331,075		14,828			370,879		(20,946		)
	Accrued interest receivable (payable)	—			786			—			(930		)	—		1,242			—		(1,508		)
	Netting adjustment(2)	—			(8,422		)	—			9,370			—		(15,791		)	—		22,046
	Total net risk management derivatives	$	205,736		$	1,808		$	346,994		$	(1,255	)	$	331,075	$	279		$	370,879	$	(408	)
	Mortgage commitment derivatives:
	Mortgage commitments to purchase whole loans	$	1,138		$	1		$	4,353		$	(31	)	$	12,360	$	27		$	5,232	$	(8	)
	Forward contracts to purchase mortgage-related securities	3,276			4			20,861			(168		)	34,545		103			12,557		(23		)
	Forward contracts to sell mortgage-related securities	35,423			260			7,886			(15		)	18,886		26			75,477		(266		)
	Total mortgage commitment derivatives	$	39,837		$	265		$	33,100		$	(214	)	$	65,791	$	156		$	93,266	$	(297	)
	Derivatives at fair value	$	245,573		$	2,073		$	380,094		$	(1,469	)	$	396,866	$	435		$	464,145	$	(705	)
	__________
	(1)	Includes interest rate caps, futures, swap credit enhancements and mortgage insurance contracts that we account for as derivatives. The mortgage insurance contracts have payment provisions that are not based on a notional amount.
	(2)	The netting adjustment represents the effect of the legal right to offset under legally enforceable master netting agreements to settle with the same counterparty on a net basis, including cash collateral posted and received. Cash collateral posted was $2.0 billion and $6.3 billion as of December 31, 2013 and 2012, respectively. Since the agreements related to clearing contracts through derivatives clearing organizations do not provide us with a legal right of offset, no netting adjustments have been made for these contracts. Cash collateral received was $1.0 billion as of December 31, 2013. No cash collateral was received as of December 31, 2012.
	A majority of our OTC derivative contracts contain provisions that require our senior unsecured debt to maintain a minimum credit rating from S&P and Moody’s. If our senior unsecured debt credit ratings were downgraded to established thresholds in these derivative contracts, which range from A+ to BBB+, we could be required to provide additional collateral to or terminate transactions with certain counterparties. The aggregate fair value of all OTC derivatives with credit-risk-related contingent features that were in a net liability position was $2.1 billion and $6.4 billion, for which we posted collateral of $2.0 billion and $6.3 billion in the normal course of business as of December 31, 2013 and 2012, respectively. Had all of the credit-risk-related contingency features underlying these agreements been triggered, an additional $130 million and $159 million would have been required to be posted as collateral or to immediately settle our positions based on the individual agreements and our fair value position as of December 31, 2013 and 2012, respectively. A reduction in our credit ratings may also cause derivatives clearing organizations or their members to demand that we post additional collateral for our OTC-cleared derivatives contracts.
	We record all derivative gains and losses, including accrued interest, in “Fair value gains (losses), net” in our consolidated statements of operations and comprehensive income (loss). The following table displays, by type of derivative instrument, the fair value gains and losses, net on our derivatives for the years ended December 31, 2013, 2012 and 2011.
		For the Year Ended December 31,
		2013			2012			2011
		(Dollars in millions)
	Risk management derivatives:
	Swaps:
	Pay-fixed	$	14,393		$	(2,254	)	$	(12,633	)
	Receive-fixed	(10,721		)	1,102			4,784
	Basis	(115		)	78			60
	Foreign currency	(101		)	59			120
	Swaptions:
	Pay-fixed	(238		)	132			860
	Receive-fixed	307			410			2,932
	Other(1)	21			(35		)	(75		)
	Accrual of periodic settlements:
	Pay-fixed interest-rate swaps	(4,463		)	(4,427		)	(5,407		)
	Received-fixed interest-rate swaps	3,632			2,950			3,155
	Basis	44			21			26
	Foreign-currency swaps	16			16			36
	Other(1)	4			10			3
	Total risk management derivatives fair value gains (losses), net	$	2,779		$	(1,938	)	$	(6,139	)
	Mortgage commitment derivatives fair value gains (losses), net	501			(1,688		)	(423		)
	Total derivatives fair value gains (losses), net	$	3,280		$	(3,626	)	$	(6,562	)
	__________
	(1)	Includes interest rate caps, futures, swap credit enhancements and mortgage insurance contracts.
	Derivative Counterparty Credit Exposure
	Our derivative counterparty credit exposure relates principally to interest rate derivative contracts. We are exposed to the risk that a counterparty in a derivative transaction will default on payments due to us, which may require us to seek a replacement derivative from a different counterparty. This replacement may be at a higher cost, or we may be unable to find a suitable replacement. We manage our derivative counterparty credit exposure relating to our OTC derivative transactions mainly through master netting arrangements, which allow us to net derivative assets and liabilities with the same counterparty, and by requiring counterparties to post collateral, which includes cash, U.S. Treasury securities, agency debt and agency mortgage-related securities. However, for derivative contracts cleared through a derivatives clearing organization, the related agreements are not master netting arrangements.
	See “Note 17, Netting Arrangements” for information on our rights to offset assets and liabilities as of December 31, 2013 and 2012.

Income_Taxes

Income Taxes	12 Months Ended
	Dec. 31, 2013
Income Tax Disclosure [Abstract]	'
Income Tax	'
	Income Taxes
	We operate as a government-sponsored enterprise. We are subject to federal income tax, but we are exempt from state and local income taxes.
	Deferred Tax Assets and Liabilities
	We recognize deferred tax assets and liabilities for future tax consequences arising from differences between the carrying amounts of existing assets and liabilities under GAAP and their respective tax bases, and for net operating loss carryforwards and tax credit carryforwards. We evaluate the recoverability of our deferred tax assets as of the end of each quarter, weighing all positive and negative evidence, and are required to establish or maintain a valuation allowance for these assets if we determine that it is more likely than not that some or all of the deferred tax assets will not be realized. The weight given to the evidence is commensurate with the extent to which the evidence can be objectively verified. If negative evidence exists, positive evidence is necessary to support a conclusion that a valuation allowance is not needed.
	Our framework for assessing the recoverability of deferred tax assets requires us to weigh all available evidence, including:
	•	the sustainability of recent profitability required to realize the deferred tax assets;
	•	the cumulative net income or losses in our consolidated statements of operations in recent years;
	•	unsettled circumstances that, if unfavorably resolved, would adversely affect future operations and profit levels on a continuing basis in future years;
	•	the funding available to us under the senior preferred stock purchase agreement; and
	•	the carryforward periods for net operating losses, capital losses and tax credits.
	As of December 31, 2012, we had a valuation allowance against our deferred tax assets of $58.9 billion. After weighing all of the evidence, we determined that the positive evidence in favor of releasing the valuation allowance, particularly the evidence that was objectively verifiable, outweighed the negative evidence against releasing the allowance as of March 31, 2013. Therefore, we concluded that it was more likely than not that our deferred tax assets, except the deferred tax assets relating to capital loss carryforwards, would be realized. As a result, we released the valuation allowance on our deferred tax assets as of March 31, 2013, except for amounts that were expected to be released against income before federal income taxes for the remainder of the year.
	The positive evidence that weighed in favor of releasing the allowance as of March 31, 2013 and ultimately outweighed the negative evidence against releasing the allowance was the following:
	•	our profitability in 2012 and the three months ended March 31, 2013 and our expectations regarding the sustainability of these profits;
	•	our three-year cumulative income position as of March 31, 2013;
	•	the strong credit profile of the loans we have acquired since 2009;
	•	the significant size of our guaranty book of business and our contractual rights for future revenue from this book of business;
	•	our taxable income for 2012 and our expectations regarding the likelihood of future taxable income; and
	•	that our net operating loss carryforwards would not expire until 2030 through 2031. We anticipated that we would utilize all of these carryforwards upon filing our 2013 federal income tax return.
	Releasing the majority of the valuation allowance did not reduce the funding available to us under the senior preferred stock purchase agreement and therefore did not result in regulatory actions that would limit our business operations to ensure our safety and soundness. In addition, we transitioned from a three-year cumulative loss position over the three years ended December 31, 2012 to a three-year cumulative income position over the three years ended March 31, 2013. The change in these conditions during the three months ended March 31, 2013 removed negative evidence that supported maintaining the valuation allowance against our net deferred tax assets as of December 31, 2012.
	As of December 31, 2013, we continued to conclude that the positive evidence in favor of releasing the allowance outweighed the negative evidence against releasing the allowance and that it was more likely than not that our deferred tax assets, except the deferred tax assets relating to capital loss carryforwards, would be realized. As of December 31, 2013, we had no additional valuation allowance except for the $525 million of the valuation allowance we retained that pertains to our capital loss carryforwards, which we believe will expire unused. We recognized a benefit for federal income taxes of $45.4 billion in our consolidated statement of operations and comprehensive income for the year ended December 31, 2013 due to the release of the valuation allowance, partially offset by our 2013 provision for federal income taxes. The balance of our net deferred tax assets was $47.6 billion as of December 31, 2013 compared with net deferred tax liabilities of $509 million as of December 31, 2012.
	The following table displays our deferred tax assets, deferred tax liabilities and valuation allowance as of December 31, 2013 and 2012.
			As of December 31,
			2013					2012
		(Dollars in millions)
	Deferred tax assets:
	Allowance for loan losses and basis in acquired property, net			$	20,918				$	26,263
	Mortgage and mortgage-related assets			16,350					14,912
	Debt and derivative instruments			3,958					5,450
	Partnership credits			4,172					5,933
	Partnership and other equity investments			1,255					1,610
	Net operating loss and alternative minimum tax credit carryforwards			330					2,586
	Other, net			1,972					2,084
	Total deferred tax assets			48,955					58,838
	Deferred tax liabilities:
	Unrealized gains on AFS securities, net			868					496
	Other, net			2					—
	Total deferred tax liabilities			870					496
	Valuation allowance			(525		)			(58,851		)
	Net deferred tax assets (liabilities)			$	47,560				$	(509	)
	As of December 31, 2013, we had no net operating loss carryforwards, $1.6 billion of capital loss carryforwards that expire in 2014 through 2018, $4.4 billion of partnership tax credit carryforwards that expire in various years through 2033 and $330 million of alternative minimum tax credit carryforwards that have an indefinite carryforward period.
	Benefit for Income Taxes
	The following table displays the components of our benefit for federal income taxes for the years ended December 31, 2013, 2012 and 2011.
			For the Year Ended December 31,
			2013					2012						2011
			(Dollars in millions)
	Current income tax (provision) benefit			$	(3,067	)			$	—					$	90
	Deferred income tax benefit (1)			48,482					—						—
	Benefit for federal income taxes			$	45,415				$	—					$	90
	__________
	(1)	Amount excludes the income tax effect of items recognized directly in “Fannie Mae stockholders’ equity (deficit).”
	We did not have any settlements with the IRS in 2013 or 2012. During 2011, we received a refund of $1.1 billion from the IRS related to the carryback of our 2009 operating loss to the 2008 and 2007 tax years. In addition, we effectively settled our 2007 and 2008 tax years with the IRS and, as a result, we recognized an income tax benefit of $90 million in our consolidated statement of operations and comprehensive loss for 2011.
	The following table displays the difference between our effective tax rates and the statutory federal tax rates for the years ended December 31, 2013, 2012 and 2011, respectively.
			For the Year Ended December 31,
			2013				2012					2011
	Statutory corporate tax rate			35		%		35		%			35		%
	Tax-exempt interest			(0.2	)			(0.7	)				0.9
	Equity investments in affordable housing projects			(1.5	)			(3.9	)				4.8
	Other			0.2				0.2					1
	Valuation allowance			(151.3	)			(30.6	)				(41.2	)
	Effective tax rate			(117.8	)	%		—		%			0.5		%
	Our effective tax rate is the benefit for federal income taxes expressed as a percentage of income or loss before federal income taxes. Our effective tax rate was different from the federal statutory rate of 35% for the year ended December 31, 2013 due primarily to the release of our valuation allowance for our net deferred tax assets that resulted in the recognition of $58.3 billion in our benefit for income taxes. Our effective tax rate was different from the federal statutory rate of 35% for the year ended December 31, 2012 due primarily to the decrease to our valuation allowance for our net deferred tax assets that resulted in the recognition of $5.3 billion in our benefit for income taxes, fully offset by a corresponding decrease in our deferred tax assets. Our effective tax rate was different from the federal statutory rate of 35% for the year ended December 31, 2011 due primarily to the increase to our valuation allowance for our net deferred tax assets that resulted in the recognition of $7.0 billion in our provision for income taxes, fully offset by a corresponding increase in our deferred tax assets. Our effective tax rate for the year ended December 31, 2011 was further impacted by the release of a portion of the valuation allowance for deferred tax assets resulting from a settlement agreement reached with the IRS for our unrecognized tax benefits for the tax years 2007 through 2008.
	Unrecognized Tax Benefits
	We had $514 million, $648 million, and $758 million of unrecognized tax benefits as of December 31, 2013, 2012 and 2011, respectively. Of these amounts, we had $60 million as of December 31, 2010 that was resolved favorably in 2011 and reduced our effective tax rate in 2011. There were no unrecognized tax benefits as of December 31, 2013 and 2012 that would reduce our effective tax rate in future periods. As of December 31, 2013 and 2012, we had no accrued interest payable related to unrecognized tax benefits. For the years ended December 31, 2013, 2012 and 2011, we had no interest expense related to unrecognized tax benefits and did not have any tax expense related to tax penalties.
The IRS is currently examining our federal income tax returns related to the 2009 and 2010 tax years. We reasonably expect to conclude the audit with the IRS by the end of 2014. As a result of this conclusion, it is reasonably possible that a $514 million reduction of our gross balance of unrecognized tax benefits may occur within the next 12 months. In 2011, we effectively settled our federal income tax returns for the tax years 2007 and 2008 with the IRS, which resulted in a $105 million reduction in our gross balance of unrecognized tax benefits.
The following table displays the changes in our unrecognized tax benefits for the years ended December 31, 2013, 2012 and 2011, respectively.
		For the Year Ended December 31,
		2013					2012						2011
		(Dollars in millions)
Unrecognized tax benefits as of January 1			$	648				$	758					$	864
Gross increases—tax positions in prior years			—					—						1
Gross decreases—tax positions in prior years			(134		)			(110		)				(2		)
Settlements			—					—						(105		)
Unrecognized tax benefits as of December 31(1)			$	514				$	648					$	758
__________
(1)	Amounts exclude tax credits of $220 million as of December 31, 2013 and exclude tax credits and net operating losses of $648 million and $758 million as of December 31, 2012 and 2011, respectively.

Loss_Earnings_Per_Share_Notes

(Loss) Earnings Per Share (Notes)	12 Months Ended
	Dec. 31, 2013
Earnings Per Share [Abstract]	'
(Loss) Earnings Per Share	'
	(Loss) Earnings Per Share
	The following table displays the computation of basic and diluted (loss) earnings per share of common stock for the years ended December 31, 2013, 2012 and 2011.
			For the Year Ended December 31,
			2013			2012			2011
			(Dollars and shares in millions, except per share amounts)
	Net income (loss)		$	83,982		$	17,220		$	(16,855	)
	Less: Net (income) loss attributable to noncontrolling interest		(19		)	4			—
	Net income (loss) attributable to Fannie Mae		83,963			17,224			(16,855		)
	Dividends distributed or available for distribution to senior preferred stockholder(1)		(85,419		)	(15,827		)	(9,614		)
	Net (loss) income attributable to common stockholders		$	(1,456	)	$	1,397		$	(26,469	)
	Weighted-average common shares outstanding—Basic(2)		5,762			5,762			5,737
	Convertible preferred stock		—			131			—
	Weighted-average common shares outstanding—Diluted(2)		5,762			5,893			5,737
	(Loss) earnings per share:
	Basic		$	(0.25	)	$	0.24		$	(4.61	)
	Diluted		$	(0.25	)	$	0.24		$	(4.61	)
	__________
	-1	Dividends available for distribution as of December 31, 2013 (relating to the dividend period for the three months ended March 31, 2014) are calculated based on our net worth as of December 31, 2013 less the applicable capital reserve amount of $2.4 billion. For quarterly dividend periods in 2013, dividends distributed were calculated based on our net worth as of the end of the immediately preceding fiscal quarter less the applicable capital reserve amount of $3.0 billion. During the years ended December 31, 2012 and 2011, an annual dividend rate of 10% on the aggregate liquidation preference was used to calculate the dividend.
	(2)	Includes 4.6 billion, 4.7 billion and 4.6 billion for the years ended December 31, 2013, 2012 and 2011, respectively, of weighted-average shares of common stock, that would be issued upon the full exercise of the warrant issued to Treasury from the date the warrant was issued through December 31, 2013, 2012 and 2011, respectively.
	In 2012, the terms of the senior preferred stock purchase agreement were amended to ultimately require the payment of our entire net worth to Treasury. On December 31, 2013, we paid Treasury a senior preferred stock dividend of $8.6 billion for the fourth quarter of 2013. By March 31, 2014, we will pay Treasury a senior preferred stock dividend for the first quarter of 2014 of $7.2 billion, which equals the excess of our net worth as of December 31, 2013 over the $2.4 billion capital reserve amount applicable for dividend periods in 2014 under the terms of the senior preferred stock purchase agreement with Treasury.
	There was no impact to the numerator of our diluted EPS calculation from the dilutive convertible preferred stock for the year ended December 31, 2013.

Employee_Retirement_Benefits

Employee Retirement Benefits	12 Months Ended
	Dec. 31, 2013
Compensation and Retirement Disclosure [Abstract]	'
Employee Retirement Benefits	'
	Employee Retirement Benefits
	We sponsor both defined benefit plans and defined contribution plans for our employees, as well as a healthcare plan that provides certain health benefits for retired employees and their dependents. Net periodic benefit costs for defined benefit and healthcare plans, which are determined on an actuarial basis, and expenses for our defined contribution plans, are included in “Salaries and employee benefits expense” in our consolidated statements of operations and comprehensive income (loss). For the years ended December 31, 2013, 2012 and 2011, we recognized net periodic benefit costs for our defined benefit and healthcare plans and expenses for our defined contribution plans of $94 million, $133 million and $118 million, respectively.
	Defined Benefit Pension Plans and Postretirement Health Care Plan
	Our defined benefit pension plans include qualified and nonqualified noncontributory plans. Our qualified defined benefit pension plan is the Fannie Mae Retirement Plan (referred to as our “qualified pension plan”). Our nonqualified defined benefit pension plans include the Executive Pension Plan, Supplemental Pension Plan and the Supplemental Pension Plan of 2003. These plans cover certain employees and supplement the benefits payable under the qualified pension plan. Benefits under the Executive Pension Plan are paid through a rabbi trust. In 2007, the defined benefit pension plans were amended to cease benefits accruals for employees that did not meet certain criteria to be grandfathered under the plans. Effective December 31, 2009, our Executive Pension Plan was amended to cease benefit accruals for participating employees. In April 2013, the Board of Directors approved plan amendments effective June 30, 2013 to cease benefit accruals for our qualified pension plan, our Supplemental Pension Plan and our Supplemental Pension Plan of 2003, which resulted in a curtailment and a remeasurement of these plans.
	In October 2013, pursuant to a directive from our conservator, our Board of Directors approved an amendment to terminate our qualified pension plan and our nonqualified Supplemental Pension Plan, Supplemental Pension Plan of 2003 and Executive Pension Plan, effective December 31, 2013. We plan to distribute all benefits remaining under the qualified pension plan following receipt of regulatory approvals. We expect the distribution for the qualified and nonqualified pension plans to be completed by December 31, 2015. Except for retirees receiving payments under the qualified pension plan (or “in pay status”), participants in the qualified pension plan will have the choice of receiving either a single lump sum payment or an annuity. Retirees in pay status will continue to receive payments of their pension plan benefits pursuant to their current annuity elections. We plan to purchase annuity contracts from an insurance company for retirees and participants that choose annuities as a payment option. All participants in the nonqualified pension plans will receive lump sum payments of their remaining accrued benefits under the plans. The lump sum payments paid to participants in all of the terminated plans will represent the actuarial equivalent value of the participants’ remaining accrued benefits under the plans as of the applicable distribution dates, calculated in accordance with the terms of the plans using the plans’ benefit reduction factors for early retirement applicable for annuity payments and based on the participants’ ages on the distribution dates.
	Pension plan benefits are based on years of credited service and a percentage of eligible compensation. We fund our qualified pension plan through employer contributions to a qualified irrevocable trust that is maintained for the sole benefit of plan participants and their beneficiaries. Contributions to our qualified pension plan are subject to a minimum funding requirement and maximum funding limit under the Employee Retirement Income Security Act of 1974 (“ERISA”) and IRS regulations.
	The Supplemental Pension Plan provides retirement benefits to employees who participate in our qualified pension plan and do not receive a benefit from the Executive Pension Plan, and whose salary exceeds the statutory compensation cap applicable to the qualified plan or whose benefit is limited by the statutory benefit cap. The Supplemental Pension Plan of 2003 provides additional benefits to our officers based on eligible incentive compensation, if any, received by an officer, but the amount of incentive compensation considered is limited to 50% of the officer’s base salary.
	We also sponsor a postretirement Health Care Plan that covers substantially all regular full-time employees who meet the applicable age and service requirements at the time they terminate employment with us. We subsidize premium costs for medical coverage for some employees who meet the age and service requirements. Employees hired after 2007 receive access to our retiree medical plan, when eligible, but they do not qualify for the subsidy.
	The following table displays components of our net periodic benefit cost for our qualified and nonqualified pension plans and other postretirement plan for the years ended December 31, 2013, 2012 and 2011. The net periodic benefit cost for each period is calculated based on assumptions at the end of the prior year, except for the interim remeasurement in April 2013 due to the plan amendments to cease benefit accruals as of June 30, 2013.
		For the Year Ended December 31,
		2013										2012												2011
							Other Post-											Other Post-												Other Post-
		Pension					Retirement					Pension						Retirement						Pension						Retirement
		Plans					Plan					Plans						Plan						Plans						Plan
		(Dollars in millions)
	Service cost		$	22				$	6				$	37					$	6					$	39					$	6
	Interest cost		68					8					72						9						72						9
	Expected return on plan assets		(85		)			—					(73		)				—						(69		)				—
	Curtailment gain		(5		)			—					—						—						—						—
	Amortization		16					(4		)			30						(3		)				12						(7		)
	Net periodic benefit cost		$	16				$	10				$	66					$	12					$	54					$	8
	Prior service costs, which are changes in benefit obligations due to plan amendments, are amortized over the period prior to the full eligibility date for the other postretirement Health Care Plan. The balance in prior service cost for pension plans was fully recognized in 2013 due to the curtailment of benefits. Subsequent to the plan amendments to cease benefit accruals effective June 30, 2013, actuarial gains and losses for pension plans are amortized over the average expected life of all participants.
	The following table displays the changes in the pre-tax and after-tax amounts recognized in AOCI that have not been recognized as a component of net periodic benefit cost for the years ended December 31, 2013 and 2012.
		For the Year Ended
		2013										2012
							Other Post-											Other Post-
		Pension					Retirement					Pension						Retirement
		Plans					Plan					Plans						Plan
		(Dollars in millions)
	Actuarial Loss:
	Beginning balance, January 1		$	499				$	43				$	393					$	36
	Current year actuarial (gain) loss		(236		)			(34		)			135						8
	Actuarial gain due to curtailment		(135		)			—					—						—
	Actuarial loss due to plan amendment(1)		226					—					—						—
	Amortization		(16		)			(2		)			(29		)				(1		)
	Ending balance, December 31		338					7					499						43
	Prior Service Cost (Credit):
	Beginning balance, January 1		$	3				$	(40	)			$	4					$	(46	)
	Prior service credit due to curtailment		(3		)			—					—						—
	Amortization		—					5					(1		)				6
	Ending balance, December 31		—					(35		)			3						(40		)
	Pre-tax amount recorded in AOCI		$	338				$	(28	)			$	502					$	3
	After-tax amount recorded in AOCI		$	406				$	(11	)			$	502					$	3
	__________
	-1	Primarily includes the incremental costs incurred due to risk premiums required by insurance carriers to provide annuities and the higher actuarial value of lump sums distributed earlier than previously expected retirement ages.
	We expect to recognize pre-tax amounts in AOCI of $6 million in net periodic benefit costs associated with our pension plans and $5 million in net periodic benefit credits associated with our other postretirement plan during 2014. Upon settlement of the pension plans, which is expected to be completed by December 31, 2015, the ending balance remaining in AOCI will be recognized in our consolidated statements of operations and comprehensive income (loss).
	The following table displays the status of our pension and other postretirement plans as of December 31, 2013 and 2012.
		As of December 31,
		2013										2012
							Other Post-											Other Post-
		Pension					Retirement					Pension						Retirement
		Plans					Plan					Plans						Plan
		(Dollars in millions)
	Change in Projected Benefit Obligation:
	Projected benefit obligation at beginning of year		$	1,724				$	201				$	1,452					$	183
	Service cost		22					6					37						6
	Interest cost		68					8					72						9
	Plan participants’ contributions		—					2					—						2
	Net actuarial loss (gain)		15					(34		)			198						9
	Curtailment		(142		)			—					—						—
	Benefits paid		(39		)			(8		)			(35		)				(8		)
	Projected benefit obligation at end of year		1,648					175					1,724						201
	Change in Plan Assets:
Fair value of plan assets at beginning of year		1,227					—					1,042						—
Actual return on plan assets		111					—					136						—
Employer contributions		25					6					84						6
Plan participants’ contributions		—					2					—						2
Benefits paid		(39		)			(8		)			(35		)				(8		)
Fair value of plan assets at end of year		1,324					—					1,227						—
Funded status at end of year(1)		$	(324	)			$	(175	)			$	(497	)				$	(201	)
__________
(1)	Included in “Other liabilities” in our consolidated balance sheets as of December 31, 2013 and 2012.
Actuarial gains or losses reflect annual changes in the amount of either the benefit obligation or the fair value of plan assets that result from the difference between actual experience and projected amounts or from changes in assumptions.
As of December 31, 2013, the projected benefit obligation is equal to the accumulated benefit obligation as a result of the amendment to cease benefit accruals as of June 30, 2013. As of December 31, 2012, the accumulated benefit obligation for our pension plans was $1.6 billion.
Contributions to the qualified pension plan increase the plan assets while contributions to the unfunded plans are made to fund current period benefit payments or to fulfill annual funding requirements. We were not required to make minimum contributions to our qualified pension plan for each of the years in the three-year period ended December 31, 2013 since we met the minimum funding requirements as prescribed by ERISA. However, we did make a discretionary contribution to our qualified pension plan of $16 million, $76 million and $124 million during 2013, 2012 and 2011, respectively.
During 2013, we also contributed $9 million to our nonqualified pension plans and $6 million to our other postretirement benefit plan. During 2014, we anticipate contributing $17 million to our benefit plans, consisting of $9 million to our nonqualified pension plans and $8 million to our other postretirement plan.
The fair value of plan assets of our funded qualified pension plan was less than our accumulated benefit obligation by $115 million and $140 million as of December 31, 2013 and 2012, respectively. There were no plan assets returned to us as of February 21, 2014 and we do not expect any plan assets to be returned to us during the remainder of 2014.
Assumptions
Pension and other postretirement benefit amounts recognized in our consolidated financial statements are determined on an actuarial basis using several different assumptions. The following table displays the actuarial assumptions for our plans used in determining the net periodic benefit costs and the projected and accumulated benefit obligations for the periods presented below.
	December 31,
	Pension Benefits								Postretirement Benefits
	2013			2012		2011			2013		2012			2011
Weighted-average assumptions used to determine net periodic benefit costs for the years ended:
Discount rate	4.25	%	(1)	4.95	%	5.65	%		4.05	%	4.75	%		5.4	%
Average rate of increase in future compensation	N/A		(2)	4		4
Expected long-term weighted-average rate of return on plan assets	6.75			7		7.25
Weighted-average assumptions used to determine benefit obligation as of:
Discount rate	4.6	%		4.15	%	4.95	%		4.93	%	4.05	%		4.75	%
Average rate of increase in future compensation	N/A		(2)	4		4
Health care cost trend rate assumed for next year:
Pre-65									7	%	7.5	%		8	%
Post-65									7		7.5			8
Rate that cost trend rate gradually declines to and remains at:									5		5			5
Year that rate reaches the ultimate trend rate									2018		2018			2018
__________
-1	The pension benefit plans were remeasured as of April 30, 2013. As a result, a discount rate of 4.15% was used for the period January 1 through April 30, 2013.
(2)	Future compensation increases were not factored into the pension benefit plans after June 30, 2013. An average rate of increase in future compensation of 4% was used for the period January 1 through June 30, 2013.
As of December 31, 2013, the effect of a 1% increase in the assumed health care cost trend rate would change the accumulated postretirement benefit obligation by $6 million. The effect of a 1% decrease in the assumed health care cost trend rate would change the accumulated postretirement benefit obligation by $8 million.
We review our pension and other postretirement benefit plan assumptions on an annual basis. We calculate the net periodic benefit cost each year based on assumptions established at the end of the previous calendar year, unless we have a remeasurement as a result of a significant event relating to the plans. In determining our net periodic benefit costs, we assess the discount rate to be used in the annual actuarial valuation of our pension and other postretirement benefit obligations at year-end. We consider the current yields on high-quality, corporate fixed-income debt instruments with maturities corresponding to the expected duration of our benefit obligations and supported by cash flow matching analysis based on expected cash flows specific to the characteristics of our plan participants, such as age and gender. As of December 31, 2013, the discount rate used to determine our obligation increased by 45 basis points for pension and 88 basis points for the other postretirement benefit plan, reflecting a corresponding rate increase in corporate-fixed income debt instruments during 2013. The discount rate used to determine our benefit obligation for the qualified plan as of December 31, 2013 reflects credit adjustments made by insurance carriers based on annuity pricing observed in the market. We also assess the long-term rate of return on plan assets for our qualified pension plan. The return on asset assumption reflects our expectations for plan-level returns over a term of approximately seven to ten years. Changes in assumptions used in determining pension and other postretirement benefits resulted in an increase in benefit cost of $26 million, $22 million and $17 million for the years ended December 31, 2013, 2012 and 2011, respectively.
Qualified Pension Plan Assets
The following table displays our qualified pension plan assets by asset category at their fair value as of December 31, 2013 and 2012. The fair value of assets in Level 1 have been determined based on quoted prices of identical assets in active markets as of year end, while the fair value of assets in Level 2 have been determined based on the net asset value per share of the investments as of year end. None of the fair values for plan assets were determined by using significant unobservable inputs, or Level 3.
	Fair Value Measurement as of December 31,
	2013														2012
	Quoted Prices in Active Markets for Identical Assets (Level 1)					Significant Other Observable Inputs (Level 2)					Total				Quoted Prices in Active Markets for Identical Assets (Level 1)						Significant Other Observable Inputs (Level 2)						Total
	(Dollars in millions)
Cash equivalents		$	—				$	6			$	6				$	—					$	16				$	16
Equity securities:
U.S. large-cap(1)		—					—				—					405						—					405
U.S. mid/small cap(2)		—					—				—					105						—					105
International(3)		—					—				—					—						215					215
Fixed income investments:
Long-term U.S. investment grade corporate bond fund(4)		927					—				927					—						—					—
Long-term U.S. government bond fund(5)		257					—				257					—						—					—
Long-term U.S. government / credit bond fund(6)		134					—				134					—						—					—
Investment grade credit(7)		—					—				—					—						486					486
Total plan assets at fair value		$	1,318				$	6			$	1,324				$	510					$	717				$	1,227
__________
(1)	Consists of a publicly traded equity index fund that tracks the S&P 500.
(2)	Consists of a publicly traded equity index fund that tracks all regularly traded U.S. stocks except those in the S&P 500.
(3)	Consists of an international equity fund that tracks an index of approximately 6,100 securities across over 40 countries. United Kingdom has the largest share with 15%.
(4)	This mutual fund’s objective is to track the performance of the Barclays US Long Credit A/Better Index.
(5)	This mutual fund’s objective is to track the performance of the Barclays U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index.
(6)	This mutual fund’s objective is to track the performance of the Barclays US Long Government/Credit Float Adjusted Index.
(7)	Consists of a bond fund that tracks a broadly diversified investment grade index that consists of approximately 3,600 issuances of investment grade bonds from diverse industries. International markets represent 19% of the fund.
Our investment strategy is to invest in a manner intended to stabilize the qualified pension plan’s funded status. The assets of the qualified pension plan consist of diversified long duration, fixed income index funds primarily holding U.S. government and corporate fixed income securities. In addition, the plan holds liquid short-term investments that provide for the plan’s ongoing cash flow needs.
Expected Benefit Payments
The following table displays the benefits we expect to pay in each of the next five years and in the aggregate for the subsequent five years for our pension plans and other postretirement plan and are based on the same assumptions used to measure our benefit obligation as of December 31, 2013.
	Expected Retirement Plan Benefit Payments
						Other Postretirement Benefits
	Pension Benefits					Before Medicare Part D Subsidy					Medicare Part D Subsidy
	(Dollars in millions)
2014		$	37				$	8				$	1
2015		1,763			(1)		8					1
2016		N/A			(1)		9					1
2017		N/A			(1)		10					1
2018		N/A			(1)		10					1
2019 — 2023		N/A			(1)		64					6
__________
-1	Benefits under the pension plans are expected to be distributed by December 31, 2015.
Defined Contribution Plans
Retirement Savings Plan
The Retirement Savings Plan is a defined contribution plan that includes a 401(k) before-tax feature, a regular after-tax feature and a Roth after-tax feature. Under the plan, eligible employees may allocate investment balances to a variety of investment options. There was no option to invest directly in our common stock for the years ended December 31, 2013, 2012 and 2011. We recorded expense for this plan of $65 million, $53 million and $55 million for the years ended December 31, 2013, 2012 and 2011, respectively. Employees who were active in the qualified pension plan as of June 30, 2013 (referred to as “grandfathered employees”) became eligible for additional benefits under the Retirement Savings Plan effective July 1, 2013.
We match employee contributions in cash up to 6% of eligible compensation (base salary, overtime pay and eligible incentive compensation). Prior to July 1, 2013, grandfathered employees received a match of up to 3% of eligible compensation (base salary only). Effective July 1, 2013, the match level for grandfathered employees was increased to 6% and eligible compensation was changed to include base salary, overtime pay and eligible incentive compensation. Matching contributions for all employees other than grandfathered employees are immediately 100% vested. Matching contributions for grandfathered employees were fully vested after five years of service.
Grandfathered employees who were both (1) at least age 50, and (2) the sum of whose age and years of vested service under our qualified pension plan was 65 or more, as of June 30, 2013 will receive an additional fully vested 4% contribution under the plan each year for the period July 1, 2013 through June 2018.
All employees receive an additional 2% contribution regardless of employee contributions to this plan. Participants are fully vested in this 2% contribution after three years of service.
The maximum employee contribution as established by the IRS was $17,500, $17,000 and $16,500 for the years ended December 31, 2013, 2012 and 2011, with additional “catch-up” contributions permitted for participants aged 50 and older of $5,500.
Supplemental Retirement Savings Plan
The Supplemental Retirement Savings Plan is an unfunded, nonqualified defined contribution plan. This plan supplements our Retirement Savings Plan to provide benefits to employees whose annual eligible earnings exceed the IRS annual limit on eligible compensation for 401(k) plans, which is $255,000 in 2013. Eligible compensation consists of base salary plus eligible incentive compensation earned, if any, up to a combined maximum of two times base salary. Prior to July 1, 2013, employees who were active in our qualified pension plan were not eligible for this plan.

Segment_Reporting

Segment Reporting	12 Months Ended
	Dec. 31, 2013
Segment Reporting [Abstract]	'
Segment Reporting	'
	Segment Reporting
	Our three reportable segments are: Single-Family, Multifamily, and Capital Markets. We use these three segments to generate revenue and manage business risk, and each segment is based on the type of business activities it performs. Under our segment reporting, the sum of the results for our three business segments does not equal our consolidated statements of operations and comprehensive income (loss), as we separate the activity related to our consolidated trusts from the results generated by our three segments. We also include an eliminations/adjustments category to reconcile our business segment financial results and the activity related to our consolidated trusts to net income (loss) in our consolidated statements of operations and comprehensive income (loss).
	The section below provides a discussion of the three business segments and how each segment’s financial information reconciles to our consolidated financial statements.
	Single-Family
	The primary source of revenue for our Single-Family business is the guaranty fees the segment receives as compensation for assuming the credit risk on the mortgage loans underlying single-family Fannie Mae MBS, most of which are held within consolidated trusts, and on the single-family mortgage loans held in our retained mortgage portfolio. The primary source of profit for the Single-Family segment is the difference between the guaranty fees earned and the costs of providing the guaranty, including credit-related expense.
	Our segment reporting presentation differs from our consolidated balance sheets and statements of operations and comprehensive income (loss) in order to reflect the activities and results of the Single-Family segment. The significant differences from the consolidated statements of operations and comprehensive income (loss) are as follows:
	•	Guaranty fee income—Guaranty fee income reflects the cash guaranty fees paid by MBS trusts to Single-Family, the amortization of deferred cash fees (both the previously recorded deferred cash fees that were eliminated from our consolidated balance sheets at transition and deferred guaranty fees received subsequent to transition that are currently recognized in our consolidated financial statements through interest income), such as buy-ups, buy-downs, and risk-based pricing adjustments, and the guaranty fees from the Capital Markets group on single-family loans in our retained mortgage portfolio. To reconcile to our consolidated statements of operations and comprehensive income (loss), we eliminate guaranty fees and the amortization of deferred cash fees related to consolidated trusts as they are now reflected as a component of interest income; however, such accounting continues to be reflected for the segment reporting presentation.
	•	Net interest income or loss—Net interest loss within the Single-Family segment reflects interest expense to reimburse Capital Markets and consolidated trusts for contractual interest not received on mortgage loans, when interest income is no longer recognized in accordance with our nonaccrual accounting policy in our consolidated statements of operations and comprehensive income (loss). Net interest income (loss), also includes an allocated cost of capital charge among the three segments that is not included in net interest income in the consolidated statement of operations and comprehensive income (loss).
	Multifamily
	The primary sources of revenue for our Multifamily business are guaranty fees the segment receives as compensation for assuming the credit risk on the mortgage loans underlying multifamily Fannie Mae MBS, most of which are held within consolidated trusts, guaranty fees on the multifamily mortgage loans held in our retained mortgage portfolio and other fees associated with multifamily business activities. Investments in rental and for-sale housing generate revenue and losses from operations and the eventual sale of the assets. While the Multifamily guaranty business is similar to our Single-Family business, neither the economic return nor the nature of the credit risk is similar to that of Single-Family.
	Our segment reporting presentation differs from our consolidated balance sheets and statements of operations and comprehensive income (loss) in order to reflect the activities and results of the Multifamily segment. The significant differences from the consolidated statements of operations and comprehensive income (loss) are as follows:
	•	Guaranty fee income—Guaranty fee income reflects the cash guaranty fees paid by MBS trusts to Multifamily and the guaranty fees from the Capital Markets group on multifamily loans in Fannie Mae’s portfolio. To reconcile to our consolidated statements of operations and comprehensive income (loss), we eliminate guaranty fees related to consolidated trusts.
	•	Gains or losses from partnership investments—Gains (losses) from partnership investments primarily reflect gains or losses on investments in affordable rental and for-sale housing partnerships measured under the equity method of accounting. To reconcile to our consolidated statements of operations and comprehensive income (loss), we adjust the gains or losses to reflect the consolidation of certain partnership investments.
	Capital Markets Group
	Our Capital Markets group generates most of its revenue from the difference, or spread, between the interest we earn on the mortgage assets in our retained mortgage portfolio and the interest we pay on the debt we issue to fund these assets. We refer to this spread as our net interest yield. Changes in the fair value of the derivative instruments and trading securities we hold and gains and losses on securitizations and sales of available-for-sale securities from our portfolio impact the net income or loss reported by the Capital Markets group. The net income or loss reported by our Capital Markets group is also affected by the impairment of AFS securities.
	Our segment reporting presentation differs from our consolidated balance sheets and statements of operations and comprehensive income (loss) in order to reflect the activities and results of the Capital Markets group. The significant differences from the consolidated statements of operations and comprehensive income (loss) are as follows:
	•	Net interest income—Net interest income reflects the interest income on mortgage loans and securities owned by Fannie Mae and interest expense on funding debt issued by Fannie Mae, including accretion and amortization of any cost basis adjustments. To reconcile to our consolidated statements of operations and comprehensive income (loss), we adjust for the impact of consolidated trusts and intercompany eliminations as follows:
	•	Interest income: Interest income consists of interest on the segment’s interest-earning assets, which differs from interest-earning assets in our consolidated balance sheets. We exclude loans and securities that underlie the consolidated trusts from our Capital Markets group balance sheets. The net interest income reported by the Capital Markets group excludes the interest income earned on assets held by consolidated trusts. As a result, we report interest income and amortization of cost basis adjustments only on securities and loans that are held in our retained mortgage portfolio. For mortgage loans held in our retained mortgage portfolio, when interest income is no longer recognized in accordance with our nonaccrual accounting policy, the Capital Markets group recognizes interest income for reimbursement from Single-Family and Multifamily for the contractual interest due under the terms of our intracompany guaranty arrangement.
	•	Interest expense: Interest expense consists of contractual interest on the Capital Markets group’s interest-bearing liabilities, including the accretion and amortization of any cost basis adjustments. It excludes interest expense on debt issued by consolidated trusts. Therefore, the interest expense recognized on the Capital Markets group income statement is limited to our funding debt, which is reported as “Debt of Fannie Mae” in our consolidated balance sheets. Net interest expense also includes an allocated cost of capital charge among the three business segments that is not included in net interest income in our consolidated statements of operations and comprehensive income (loss).
	•	Investment gains or losses, net—Investment gains or losses, net reflects the gains and losses on securitizations and sales of available-for-sale securities from our portfolio. To reconcile to our consolidated statements of operations and comprehensive income (loss), we eliminate gains and losses on securities that have been consolidated to loans.
	•	Fair value gains or losses, net—Fair value gains or losses, net for the Capital Markets group includes derivative gains and losses, foreign exchange gains and losses, and the fair value gains and losses on certain debt securities in our portfolio. To reconcile to our consolidated statements of operations and comprehensive income (loss), we eliminate fair value gains or losses on Fannie Mae MBS that have been consolidated to loans.
	•	Other expenses, net—Debt extinguishment gains or losses recorded on the segment statements of operations relate exclusively to our funding debt, which is reported as “Debt of Fannie Mae” in our consolidated balance sheets. To reconcile to our consolidated statements of operations and comprehensive income (loss), we include debt extinguishment gains or losses related to consolidated trusts to arrive at our total recognized debt extinguishment gains or losses.
	Segment Allocations and Results
	Our business segment financial results include directly attributable revenues and expenses. Additionally, we allocate to each of our segments: (1) capital using FHFA minimum capital requirements adjusted for over- or under-capitalization; (2) indirect administrative costs; and (3) a provision or benefit for federal income taxes. In addition, we allocate intracompany guaranty fee income as a charge from the Single-Family and Multifamily segments to Capital Markets for managing the credit risk on mortgage loans held by the Capital Markets group.
	The following tables display our business segment financial results for the years ended December 31, 2013, 2012 and 2011.
		For the Year Ended December 31, 2013
		Business Segments										Other Activity/Reconciling Items
		Single-Family			Multifamily				Capital Markets			Consolidated Trusts(1)					Eliminations/ Adjustments(2)					Total Results
		(Dollars in millions)
	Net interest income (loss)	$	205			$	(74	)	$	9,764			$	10,939				$	1,570		(3)	$	22,404
	Benefit for credit losses	8,469				480			—				—					—				8,949
	Net interest income after benefit for credit losses	8,674				406			9,764				10,939					1,570				31,353
	Guaranty fee income (expense)(4)	10,468				1,217			(1,115		)		(5,233		)	(5)		(5,132		)	(5)	205			(5)
	Investment gains (losses), net	3				21			4,911				(122		)			(3,622		)	(6)	1,191
	Net other-than-temporary impairments	—				—			(64		)		—					—				(64		)
	Fair value (losses) gains, net	(10		)		—			3,148				(722		)			543			(7)	2,959
	Debt extinguishment gains, net	—				—			27				104					—				131
	Gains from partnership investments(8)	—				498			—				—					19				517
	Fee and other income (expense)	630				182			3,010				(321		)			224				3,725
	Administrative expenses	(1,706		)		(280		)	(559		)		—					—				(2,545		)
	Foreclosed property income	2,736				103			—				—					—				2,839
	TCCA fees(4)	(1,001		)		—			—				—					—				(1,001		)
	Other (expenses) income	(628		)		(2		)	20				—					(133		)		(743		)
	Income before federal income taxes	19,166				2,145			19,142				4,645					(6,531		)		38,567
	Benefit for federal income taxes(9)	29,110				7,924			8,381				—					—				45,415
	Net income	48,276				10,069			27,523				4,645					(6,531		)		83,982
	Less: Net income attributable to noncontrolling interest	—				—			—				—					(19		)	(10)	(19		)
	Net income attributable to Fannie Mae	$	48,276			$	10,069		$	27,523			$	4,645				$	(6,550	)		$	83,963
		For the Year Ended December 31, 2012(11)
		Business Segments										Other Activity/Reconciling Items
		Single-Family			Multifamily				Capital Markets			Consolidated Trusts(1)					Eliminations/ Adjustments(2)					Total Results
		(Dollars in millions)
	Net interest (loss) income	$	(790	)		$	(13	)	$	13,241			$	7,156				$	1,907		(3)	$	21,501
	Benefit for credit losses	672				180			—				—					—				852
	Net interest (loss) income after benefit for credit losses	(118		)		167			13,241				7,156					1,907				22,353
	Guaranty fee income (expense)(4)	8,151				1,040			(1,291		)		(4,737		)	(5)		(2,951		)	(5)	212			(5)
	Investment gains (losses), net	8				37			6,217				(1		)			(5,774		)	(6)	487
	Net other-than-temporary impairments	—				—			(711		)		(2		)			—				(713		)
	Fair value losses, net	(8		)		—			(3,041		)		(313		)			385			(7)	(2,977		)
	Debt extinguishment (losses) gains, net	—				—			(277		)		33					—				(244		)
	Gains from partnership investments(8)	—				123			—				—					(4		)		119
	Fee and other income (expense)	759				207			717				(395		)			(13		)		1,275
	Administrative expenses	(1,590		)		(269		)	(508		)		—					—				(2,367		)
Foreclosed property income	247				7			—				—					—				254
TCCA fees(4)	(238		)		—			—				—					—				(238		)
Other expenses	(841		)		(5		)	(22		)		—					(73		)		(941		)
Income before federal income taxes	6,370				1,307			14,325				1,741					(6,523		)		17,220
(Provision) benefit for federal income taxes	(80		)		204			(124		)		—					—				—
Net income	6,290				1,511			14,201				1,741					(6,523		)		17,220
Less: Net loss attributable to noncontrolling interest	—				—			—				—					4			(10)	4
Net income attributable to Fannie Mae	$	6,290			$	1,511		$	14,201			$	1,741				$	(6,519	)		$	17,224
	For the Year Ended December 31, 2011
	Business Segments										Other Activity/Reconciling Items
	Single-Family			Multifamily				Capital Markets			Consolidated Trusts(1)					Eliminations/ Adjustments(2)					Total Results
	(Dollars in millions)
Net interest (loss) income	$	(2,411	)		$	(38	)	$	13,920			$	5,765				$	2,045		(3)	$	19,281
Provision for credit losses	(26,453		)		(265		)	—				—					—				(26,718		)
Net interest (loss) income after provision for credit losses	(28,864		)		(303		)	13,920				5,765					2,045				(7,437		)
Guaranty fee income (expense)	7,507				884			(1,497		)		(4,486		)	(5)		(2,181		)	(5)	227			(5)
Investment (losses) gains, net	(2		)		18			3,711				(315		)			(2,906		)	(6)	506
Net other-than-temporary impairments	—				—			(306		)		(2		)			—				(308		)
Fair value losses, net	(7		)		—			(6,596		)		(226		)			208			(7)	(6,621		)
Debt extinguishment (losses) gains, net	—				—			(254		)		22					—				(232		)
Gains from partnership investments(8)	—				81			—				—					—				81
Fee and other income (expense)	579				218			478				(329		)			(10		)		936
Administrative expenses	(1,638		)		(264		)	(468		)		—					—				(2,370		)
Foreclosed property expense	(765		)		(15		)	—				—					—				(780		)
Other (expenses) income	(857		)		25			(34		)		—					(81		)		(947		)
(Loss) income before federal income taxes	(24,047		)		644			8,954				429					(2,925		)		(16,945		)
Benefit (provision) for federal income taxes	106				(61		)	45				—					—				90
Net (loss) income attributable to Fannie Mae	$	(23,941	)		$	583		$	8,999			$	429				$	(2,925	)		$	(16,855	)
__________
(1)	Represents activity related to the assets and liabilities of consolidated trusts in our consolidated balance sheets.
(2)	Represents the elimination of intercompany transactions occurring between the three business segments and our consolidated trusts, as well as other adjustments to reconcile to our consolidated results.
(3)	Represents the amortization expense of cost basis adjustments on securities in the Capital Markets group’s retained mortgage portfolio that on a GAAP basis are eliminated.
(4)	Pursuant to the TCCA, effective April 1, 2012, we increased the guaranty fee on all single-family residential mortgages delivered to us on or after that date by 10 basis points, and the incremental revenue must be remitted to Treasury. The resulting revenue is included in guaranty fee income and the expense is recognized as “TCCA fees.” This increase in guaranty fee is also included in the single-family average charged guaranty fee.
(5)	Represents the guaranty fees paid from consolidated trusts to the Single-Family and Multifamily segments. The adjustment to guaranty fee income in the Eliminations/Adjustments column represents the elimination of the amortization of deferred cash fees related to consolidated trusts that were re-established for segment reporting. Total guaranty fee income related to unconsolidated Fannie Mae MBS trusts and other credit enhancement arrangements is included in fee and other income in our consolidated statements of operations and comprehensive income (loss).
(6)	Primarily represents the removal of realized gains and losses on sales of Fannie Mae MBS classified as available-for-sale securities that are issued by consolidated trusts and in the Capital Markets group’s retained mortgage portfolio. The adjustment also includes the removal of securitization gains (losses) recognized in the Capital Markets segment relating to portfolio securitization transactions that do not qualify for sale accounting under GAAP.
(7)	Represents the removal of fair value adjustments on consolidated Fannie Mae MBS classified as trading that are in the Capital Markets group’s retained mortgage portfolio.
(8)	Gains from partnership investments are included in other expenses in our consolidated statements of operations and comprehensive income (loss).
(9)	Primarily represents the release of the valuation allowance for our deferred tax assets that generally are directly attributable to each segment based on the nature of the item.
(10)	Represents the adjustment from equity method accounting to consolidation accounting for partnership investments that are consolidated in our consolidated balance sheets.
(11)	Certain prior period amounts have been reclassified to conform with the current period presentation.
The following table displays total assets by segment as of December 31, 2013 and 2012.
	As of December 31,
	2013			2012
	(Dollars in millions)
Single-Family	$	41,206		$	17,595
Multifamily	10,848			5,182
Capital Markets	596,436			723,217
Consolidated trusts	2,812,459			2,749,571
Eliminations/adjustments(1)	(190,841		)	(273,143		)
Total assets	$	3,270,108		$	3,222,422
__________
(1)	Includes the elimination of Fannie Mae MBS in the Capital Markets group’s retained mortgage portfolio that are issued by consolidated trusts. Also includes the elimination of the allowance for loan losses, allowance for accrued interest receivable and fair value losses previously recognized on acquired credit impaired loans as they are not treated as assets for Single-Family and Multifamily segment reporting purposes because these allowances and losses relate to loan assets that are held by the Capital Markets segment and consolidated trusts.
We operate our business solely in the United States and its territories, and accordingly, we generate no revenue from and have no assets in geographic locations other than the United States and its territories.

Equity

Equity	12 Months Ended
	Dec. 31, 2013
Equity [Abstract]	'
Equity	'
	Equity
	Common Stock
	Shares of common stock outstanding, net of shares held as treasury stock, totaled 1.2 billion as of December 31, 2013 and 2012.
	During the conservatorship, the rights and powers of shareholders are suspended. Accordingly, our common shareholders have no ability to elect directors or to vote on other matters during the conservatorship unless FHFA elects to delegate this authority to them. The senior preferred stock purchase agreement with Treasury prohibits the payment of dividends on common stock without the prior written consent of Treasury. The conservator also has eliminated common stock dividends. In addition, we issued a warrant to Treasury that provides Treasury with the right to purchase for a nominal price shares of our common stock equal to 79.9% of the total number of shares of common stock outstanding on a fully diluted basis on the date of exercise, which would substantially dilute the ownership in Fannie Mae of our common stockholders at the time of exercise. Refer to “Senior Preferred Stock and Common Stock Warrant” section of this note.
	Preferred Stock
	The following table displays our senior preferred stock and preferred stock outstanding as of December 31, 2013 and 2012.
					Issued and Outstanding as of December 31,																Annual Dividend Rate as of December 31, 2013
					2013							2012						Stated Value per Share
	Title		Issue Date		Shares			Amount				Shares		Amount									Redeemable on or After
	(Dollars and shares in millions, except per share amounts)
	Senior Preferred Stock
	Series 2008-2		September 8, 2008		1			$	117,149			1		$	117,149			$	117,149	(1)	N/A	(2)	N/A	(3)
	Preferred Stock
	Series D		September 30, 1998		3			$	150			3		$	150			$	50		5.25	%	September 30, 1999
	Series E		April 15, 1999		3			150				3		150				50			5.1		April 15, 2004
	Series F		March 20, 2000		14			690				14		690				50			0.23	(4)	March 31, 2002	(5)
	Series G		August 8, 2000		6			288				6		288				50			0.08	(6)	September 30, 2002	(5)
	Series H		April 6, 2001		8			400				8		400				50			5.81		April 6, 2006
	Series I		October 28, 2002		6			300				6		300				50			5.375		October 28, 2007
	Series L		April 29, 2003		7			345				7		345				50			5.125		April 29, 2008
	Series M		June 10, 2003		9			460				9		460				50			4.75		June 10, 2008
	Series N		September 25, 2003		5			225				5		225				50			5.5		September 25, 2008
	Series O		December 30, 2004		50			2,500				50		2,500				50			7	(7)	December 31, 2007
	Convertible Series 2004-I(8)		December 30, 2004		—			2,492				—		2,492				100,000			5.375		January 5, 2008
	Series P		September 28, 2007		40			1,000				40		1,000				25			4.5	(9)	September 30, 2012
	Series Q		October 4, 2007		15			375				15		375				25			6.75		September 30, 2010
	Series R(10)		November 21, 2007		21			530				21		530				25			7.625		November 21, 2012
	Series S		December 11, 2007		280			7,000				280		7,000				25			7.75	(11)	December 31, 2010	(12)
	Series T(13)		May 19, 2008		89			2,225				89		2,225				25			8.25		May 20, 2013
	Total				556			$	19,130			556		$	19,130
	__________
	(1)	Initial stated value per share was $1,000. Based on our draws of funds under the senior preferred stock purchase agreement with Treasury, the stated value per share on December 31, 2013 was $117,149.
	(2)	For the dividend period ended December 31, 2013, the dividend is calculated based on our net worth as of September 30, 2013, less the applicable capital reserve amount of $3.0 billion. Starting with the dividend period beginning January 1, 2014, the applicable capital reserve amount will be $2.4 billion for each dividend period in 2014 and will continue to be reduced by $600 million each year until it reaches zero on January 1, 2018. For each dividend period beginning in 2018, the dividend amount will be the entire amount of our net worth, if any, as of the end of the immediately preceding fiscal quarter.
	(3)	Any liquidation preference of our senior preferred stock in excess of $1.0 billion may be repaid through an issuance of common or preferred stock, which would require the consent of the conservator and Treasury. The initial $1.0 billion liquidation preference may be repaid only in conjunction with termination of the senior preferred stock purchase agreement. The provisions for termination under the senior preferred stock purchase agreement are very restrictive and cannot occur while we are in conservatorship.
	(4)	Rate effective March 31, 2012. Variable dividend rate resets every two years at a per annum rate equal to the two-year Maturity U.S. Treasury Rate (“CMT”) minus 0.16% with a cap of 11% per year.
	(5)	Represents initial call date. Redeemable every two years thereafter.
	(6)	Rate effective September 30, 2012. Variable dividend rate resets every two years at a per annum rate equal to the two-year CMT rate minus 0.18% with a cap of 11% per year.
	(7)	Rate effective December 31, 2013. Variable dividend rate resets quarterly thereafter at a per annum rate equal to the greater of 7.00% or 10-year CMT rate plus 2.375%.
	(8)	Issued and outstanding shares were 24,922 as of December 31, 2013 and 2012, respectively.
	(9)	Rate effective December 31, 2013. Variable dividend rate resets quarterly thereafter at a per annum rate equal to the greater of 4.50% or 3-Month LIBOR plus 0.75%.
	(10)	On November 21, 2007, we issued 20 million shares of preferred stock in the amount of $500 million. Subsequent to the initial issuance, we issued an additional 1.2 million shares in the amount of $30 million on December 14, 2007 under the same terms as the initial issuance.
	(11)	Rate effective December 31, 2013. Variable dividend rate resets quarterly thereafter at a per annum rate equal to the greater of 7.75% or 3-Month LIBOR plus 4.23%.
	(12)	Represents initial call date. Redeemable every five years thereafter.
	(13)	On May 19, 2008, we issued 80 million shares of preferred stock in the amount of $2.0 billion. Subsequent to the initial issuance, we issued an additional 8 million shares in the amount of $200 million on May 22, 2008 and one million shares in the amount of $25 million on June 4, 2008 under the same terms as the initial issuance.
	As described under “Senior Preferred Stock and Common Stock Warrant” we issued senior preferred stock that ranks senior to all other series of preferred stock as to both dividends and distributions upon dissolution, liquidation or winding up of the company. During the conservatorship, the rights and powers of preferred stockholders (other than holders of senior preferred stock) are suspended. The senior preferred stock purchase agreement with Treasury also prohibits the payment of dividends on preferred stock (other than the senior preferred stock) without the prior written consent of Treasury. The conservator also has eliminated preferred stock dividends, other than dividends on the senior preferred stock.
	Each series of our preferred stock has no par value, is non-participating, is non-voting and has a liquidation preference equal to the stated value per share. None of our preferred stock is convertible into or exchangeable for any of our other stock or obligations, with the exception of the Convertible Series 2004-1.
	Shares of the Convertible Series 2004-1 Preferred Stock are convertible at any time, at the option of the holders, into shares of Fannie Mae common stock at a conversion price of $94.31 per share of common stock (equivalent to a conversion rate of 1,060.3329 shares of common stock for each share of Series 2004-1 Preferred Stock). The conversion price is adjustable, as necessary, to maintain the stated conversion rate into common stock. Events which may trigger an adjustment to the conversion price include certain changes in our common stock dividend rate, subdivisions of our outstanding common stock into a greater number of shares, combinations of our outstanding common stock into a smaller number of shares and issuances of any shares by reclassification of our common stock. No such events have occurred.
	Holders of preferred stock (other than the senior preferred stock) are entitled to receive non-cumulative, quarterly dividends when, and if, declared by our Board of Directors, but have no right to require redemption of any shares of preferred stock. Payment of dividends on preferred stock (other than the senior preferred stock) is not mandatory, but has priority over payment of dividends on common stock, which are also declared by the Board of Directors. If dividends on the preferred stock are not paid or set aside for payment for a given dividend period, dividends may not be paid on our common stock for that period. There were no dividends declared or paid on preferred stock (other than the senior preferred stock) for the years ended December 31, 2013 or 2012.
	After a specified period, we have the option to redeem preferred stock (other than the senior preferred stock) at its redemption price plus the dividend (whether or not declared) for the then-current period accrued to, but excluding, the date of redemption. The redemption price is equal to the stated value for all issues of preferred stock except Series O, which has a redemption price of $50 to $52.50 depending on the year of redemption and Convertible Series 2004-1, which has a redemption price of $105,000 per share.
	Our preferred stock is traded in the over-the-counter market.
	Conversions of Preferred Stock to Common Stock
	During 2011, 38,669,995 shares of common stock were issued upon conversion of 21,493,217 shares of 8.75% Non-Cumulative Mandatory Convertible Preferred Stock, Series 2008-1 at the option of the holders pursuant to the terms of the preferred stock. In May 2011, the mandatory conversion date, 36,398,449 shares of common stock were issued upon the mandatory conversion of all remaining outstanding shares (20,018,947 shares) of 8.75% Non-Cumulative Mandatory Convertible Preferred Stock, Series 2008-1, in accordance with its terms.
	Senior Preferred Stock and Common Stock Warrant
	On September 8, 2008, we issued to Treasury one million shares of Variable Liquidation Preference Senior Preferred Stock, Series 2008-2 (“senior preferred stock”), with an aggregate stated value and initial liquidation preference of $1.0 billion. On September 7, 2008, we issued a warrant to purchase common stock to Treasury. The warrant gives Treasury the right to purchase shares of our common stock equal to 79.9% of the total number of shares of common stock outstanding on a fully diluted basis on the date of exercise. The senior preferred stock and the warrant were issued to Treasury as an initial commitment fee in consideration of the commitment from Treasury to provide funds to us under the terms and conditions set forth in the senior preferred stock purchase agreement. We did not receive any cash proceeds as a result of issuing these shares or the warrant. We have assigned a value of $4.5 billion to Treasury’s commitment, which has been recorded as a reduction to additional paid-in-capital and was partially offset by the aggregate fair value of the warrant. There was no impact to the total balance of stockholders’ equity as a result of the issuance.
	Variable Liquidation Preference Senior Preferred Stock, Series 2008-2
	Shares of the senior preferred stock have no par value and have a stated value and initial liquidation preference equal to $1,000 per share. The liquidation preference of the senior preferred stock is subject to adjustment. To the extent dividends payable in any period are not paid in cash, the dividends will accrue and be added to the liquidation preference of the senior preferred stock. In addition, any amounts Treasury pays to us pursuant to Treasury’s funding commitment provided in the senior preferred stock purchase agreement and any quarterly commitment fee payable under the senior preferred stock purchase agreement that is not paid in cash to or waived by Treasury will be added to the liquidation preference of the senior preferred stock. As of December 31, 2013, we have received a total of $116.1 billion under Treasury’s funding commitment and the aggregate liquidation preference of the senior preferred stock was $117.1 billion.
	Treasury, as holder of the senior preferred stock, is entitled to receive, when, as and if declared, out of legally available funds, cumulative quarterly cash dividends. Dividends declared and paid on our senior preferred stock were $82.5 billion, $11.6 billion and $9.6 billion for the years ended December 31, 2013, 2012 and 2011, respectively. Effective January 1, 2013, the amount of dividends payable on the senior preferred stock for a dividend period is determined based on our net worth as of the end of the immediately preceding fiscal quarter. The new dividend payment provision is referred to as a “net worth sweep” provision. For each dividend period from January 1, 2013 through and including December 31, 2017, the dividend amount will be the amount, if any, by which our net worth as of the end of the immediately preceding fiscal quarter exceeds an applicable capital reserve amount. The capital reserve amount was $3.0 billion for dividend periods in 2013, decreased to $2.4 billion for dividend periods in 2014 and will continue to be reduced by $600 million each year until it reaches zero on January 1, 2018. For each dividend period beginning in 2018, the dividend amount will be the entire amount of our net worth, if any, as of the end of the immediately preceding fiscal quarter.
	As a result of these dividend payment provisions, when we have quarterly earnings that result in a net worth greater than the applicable capital reserve amount, we will be required to pay dividends to Treasury in the next quarter; but if our net worth does not exceed the applicable capital reserve amount as of the end of a quarter, then we will not be required to accrue or pay any dividends in the next quarter.
	The senior preferred stock ranks prior to our common stock and all other outstanding series of our preferred stock, as well as any capital stock we issue in the future, as to both dividends and rights upon liquidation. The senior preferred stock provides that we may not declare or pay dividends on, make distributions with respect to, or redeem, purchase or acquire, or make a liquidation payment with respect to, any common stock or other securities ranking junior to the senior preferred stock unless (1) full cumulative dividends on the outstanding senior preferred stock (including any unpaid dividends added to the liquidation preference) have been declared and paid in cash, and (2) all amounts required to be paid with the net proceeds of any issuance of capital stock for cash (as described in the following paragraph) have been paid in cash. In addition, as described below under “Senior Preferred Stock Purchase Agreement with Treasury—Covenants,” the covenants under the senior preferred stock purchase agreement require that we obtain Treasury’s prior written consent before declaring or paying any dividends or other distributions with respect to our equity securities (other than the senior preferred stock or the warrant) and before redeeming, purchasing, retiring or otherwise acquiring any of our equity securities (other than the senior preferred stock or the warrant). Shares of the senior preferred stock are not convertible. Shares of the senior preferred stock have no general or special voting rights, other than those set forth in the certificate of designation for the senior preferred stock or otherwise required by law. The consent of holders of at least two-thirds of all outstanding shares of senior preferred stock is generally required to amend the terms of the senior preferred stock or to create any class or series of stock that ranks prior to or on parity with the senior preferred stock.
	We are not permitted to redeem the senior preferred stock prior to the termination of Treasury’s funding commitment under the senior preferred stock purchase agreement. Moreover, we are not permitted to pay down the liquidation preference of the outstanding shares of senior preferred stock except to the extent of (1) accrued and unpaid dividends previously added to the liquidation preference and not previously paid down; and (2) quarterly commitment fees previously added to the liquidation preference and not previously paid down. In addition, if we issue any shares of capital stock for cash while the senior preferred stock is outstanding (which requires Treasury’s approval), we are required to use the net proceeds of the issuance to pay down the liquidation preference of the senior preferred stock; however, the liquidation preference of each share of senior preferred stock may not be paid down below $1,000 per share prior to the termination of Treasury’s funding commitment. Following the termination of Treasury’s funding commitment, we may pay down the liquidation preference of all outstanding shares of senior preferred stock at any time, in whole or in part.
	Common Stock Warrant
	The warrant gives Treasury the right to purchase shares of our common stock equal to 79.9% of the total number of shares of our common stock outstanding on a fully diluted basis on the date of exercise. The warrant may be exercised in whole or in part at any time on or before September 7, 2028, by delivery to Fannie Mae of: (a) a notice of exercise; (b) payment of the exercise price of $0.00001 per share; and (c) the warrant. If the market price of one share of common stock is greater than the exercise price, in lieu of exercising the warrant by payment of the exercise price, Treasury may elect to receive shares equal to the value of the warrant (or portion thereof being canceled) pursuant to the formula specified in the warrant. Upon exercise of the warrant, Treasury may assign the right to receive the shares of common stock issuable upon exercise to any other person. If the warrant is exercised, the stated value of the common stock issued will be reclassified as “Common stock” in our consolidated balance sheets. Treasury has not exercised the warrant.
	Senior Preferred Stock Purchase Agreement with Treasury
Funding Commitment
Under the senior preferred stock purchase agreement, Treasury made a commitment to provide funding, under certain conditions, to eliminate deficits in our net worth. We have received a total of $116.1 billion from Treasury pursuant to the senior preferred stock purchase agreement as of December 31, 2013. The aggregate liquidation preference of the senior preferred stock, including the initial aggregate liquidation preference of $1.0 billion, remained at $117.1 billion as of December 31, 2013.
While we had a positive net worth as of December 31, 2013, in some future periods we could have a net worth deficit and, if so, would be required to obtain additional funding from Treasury pursuant to the senior preferred stock purchase agreement. As of December 31, 2013, the remaining amount of funding available to us under the agreement was $117.6 billion.
The senior preferred stock purchase agreement provides that the deficiency amount will be calculated differently if we become subject to receivership or other liquidation process. The deficiency amount may be increased above the otherwise applicable amount upon our mutual written agreement with Treasury. In addition, if the Director of FHFA determines that the Director will be mandated by law to appoint a receiver for us unless our capital is increased by receiving funds under the commitment in an amount up to the deficiency amount (subject to the maximum amount that may be funded under the agreement), then FHFA, in its capacity as our conservator, may request that Treasury provide funds to us in such amount. The senior preferred stock purchase agreement also provides that, if we have a deficiency amount as of the date of completion of the liquidation of our assets, we may request funds from Treasury in an amount up to the deficiency amount (subject to the maximum amount that may be funded under the agreement). Any amounts that we draw under the senior preferred stock purchase agreement will be added to the liquidation preference of the senior preferred stock. No additional shares of senior preferred stock are required to be issued under the senior preferred stock purchase agreement.
Commitment Fee
Pursuant to the August 2012 amendment to the senior preferred stock purchase agreement described in “Note 1, Summary of Significant Accounting Policies,” effective January 1, 2013, the periodic commitment fee under the agreement will not be set, accrue or be payable. Treasury waived the quarterly commitment fee under the senior preferred stock purchase agreement for each quarter of 2012 and 2011.
Covenants
The senior preferred stock purchase agreement provides that, until the senior preferred stock is repaid or redeemed in full, we may not, without the prior written consent of Treasury:
•	Declare or pay any dividend (preferred or otherwise) or make any other distribution with respect to any Fannie Mae equity securities (other than with respect to the senior preferred stock or warrant);
•	Redeem, purchase, retire or otherwise acquire any Fannie Mae equity securities (other than the senior preferred stock or warrant);
•	Sell or issue any Fannie Mae equity securities (other than the senior preferred stock, the warrant and the common stock issuable upon exercise of the warrant and other than as required by the terms of any binding agreement in effect on the date of the senior preferred stock purchase agreement);
•	Terminate the conservatorship (other than in connection with a receivership);
•	Sell, transfer, lease or otherwise dispose of any assets, other than dispositions for fair market value: (a) to a limited life regulated entity (in the context of receivership); (b) of assets and properties in the ordinary course of business, consistent with past practice; (c) of assets and properties having fair market value individually or in aggregate less than $250 million in one transaction or a series of related transactions; (d) in connection with a liquidation of Fannie Mae by a receiver; (e) of cash or cash equivalents for cash or cash equivalents; or (f) to the extent necessary to comply with the covenant described below relating to the reduction of our mortgage assets;
•	Incur indebtedness that would result in our aggregate indebtedness exceeding $780.0 billion through December 31, 2013. For every year thereafter, our debt cap will equal 120% of the amount of mortgage assets we are allowed to own on December 31 of the immediately preceding calendar year;
•	Issue any subordinated debt;
•	Enter into a corporate reorganization, recapitalization, merger, acquisition or similar event; or
•	Engage in transactions with affiliates unless the transaction is (a) pursuant to the senior preferred stock purchase agreement, the senior preferred stock or the warrant, (b) upon arm’s-length terms or (c) a transaction undertaken in the ordinary course or pursuant to a contractual obligation or customary employment arrangement in existence on the date of the senior preferred stock purchase agreement.
The agreement, as amended, also provides that we may not own mortgage assets in excess of $552.5 billion as of December 31, 2013. On each December 31 thereafter, we are required to reduce our mortgage assets to 85% of the maximum allowable amount that we were permitted to own as of December 31 of the immediately preceding calendar year, until the amount of our mortgage assets reaches $250 billion.
Under the agreement, the effect of changes in generally accepted accounting principles that occurred subsequent to the date of the agreement and that require us to recognize additional mortgage assets in our consolidated balance sheets are not considered for purposes of evaluating our compliance with the limitation on the amount of mortgage assets we may own. In addition, the definition of indebtedness in the agreement was revised to clarify that it also does not give effect to any change that may be made in respect of the FASB guidance on accounting for transfers of financial assets or any similar accounting guidance.
In addition, the agreement provides that we may not enter into any new compensation arrangements with, or increase amounts or benefits payable under existing compensation arrangements of, any named executive officer or other executive officer (each as defined by SEC rules) without the consent of the Director of FHFA, in consultation with the Secretary of the Treasury. As of December 31, 2013, we were in compliance with the senior preferred stock purchase agreement covenants.
We are required to provide an annual risk management plan to Treasury no later than December 15 of each year we remain in conservatorship, beginning in 2012. Each annual risk management plan is required to set out our strategy for reducing our risk profile and to describe the actions we will take to reduce the financial and operational risks associated with each of our business segments. Each plan delivered after December 15, 2012 must include an assessment of our performance against the planned actions described in the prior year’s plan. We submitted our risk management plan to Treasury in December 2013.
Termination Provisions
The senior preferred stock purchase agreement provides that Treasury’s funding commitment will terminate under any the following circumstances: (1) the completion of our liquidation and fulfillment of Treasury’s obligations under its funding commitment at that time, (2) the payment in full of, or reasonable provision for, all of our liabilities (whether or not contingent, including mortgage guaranty obligations), or (3) the funding by Treasury of the maximum amount under the agreement. In addition, Treasury may terminate its funding commitment and declare the senior preferred stock purchase agreement null and void if a court vacates, modifies, amends, conditions, enjoins, stays or otherwise affects the appointment of the conservator or otherwise curtails the conservator’s powers. Treasury may not terminate its funding commitment solely by reason of our being in conservatorship, receivership or other insolvency proceeding, or due to our financial condition or any adverse change in our financial condition.
Waivers and Amendments
The senior preferred stock purchase agreement provides that most provisions of the agreement may be waived or amended by mutual written agreement of the parties. No waiver or amendment of the agreement, however, may decrease Treasury’s aggregate funding commitment or add conditions to Treasury’s funding commitment if the waiver or amendment would adversely affect in any material respect the holders of our debt securities or guaranteed Fannie Mae MBS.
Third-party Enforcement Rights
If we default on payments with respect to our debt securities or guaranteed Fannie Mae MBS and Treasury fails to perform its obligations under its funding commitment, and if we and/or the conservator are not diligently pursuing remedies in respect of that failure, the holders of these debt securities or Fannie Mae MBS may file a claim for relief in the United States Court of Federal Claims. The relief, if granted, would require Treasury to fund to us the lesser of (1) the amount necessary to cure the payment defaults on our debt and Fannie Mae MBS and (2) the lesser of (a) the deficiency amount and (b) the maximum amount available under the agreement less the aggregate amount of funding previously provided under the commitment. Any payment that Treasury makes under those circumstances would be treated for all purposes as a draw under the senior preferred stock purchase agreement that would increase the liquidation preference of the senior preferred stock.
Accumulated Other Comprehensive Income (Loss)
The following table displays our accumulated other comprehensive income (loss) by major categories as of December 31, 2013, 2012 and 2011.
		As of December 31,
		2013				2012				2011
		(Dollars in millions)
Net unrealized gains on AFS securities for which we have not recorded OTTI, net of tax		$	365			$	1,399			$	1,152
Net unrealized gains (losses) on AFS securities for which we have recorded OTTI, net of tax		1,262				(465		)		(1,953		)
Prior service cost and actuarial losses, net of amortization, net of tax		(395		)		(505		)		(389		)
Other losses		(29		)		(45		)		(45		)
Accumulated other comprehensive income (loss)		$	1,203			$	384			$	(1,235	)
The table below displays changes in accumulated other comprehensive income, net of tax, for the year ended December 31, 2013.
		For the year ended December 31, 2013
		Available-for-Sale Securities(1)						Other(2)					Total
	(Dollars in millions)
Beginning balance			$	934					$	(550	)			$	384
Other comprehensive income before reclassifications			983						116					1,099
Amounts reclassified from other comprehensive income			(290		)				10					(280		)
Net other comprehensive income			693						126					819
Ending balance			$	1,627					$	(424	)			$	1,203
__________
-1	The amounts reclassified from AOCI represent the gain or loss recognized in earnings due to a sale of an available-for-sale security or the recognition of a net impairment in earnings.
-2	Primarily represents activity from our defined benefit pension plans.
The following table displays reclassifications from accumulated other comprehensive income, net of tax, including the affected line item in our consolidated statement of operations and comprehensive income for the year ended December 31, 2013.
	For the Year Ended December 31, 2013
	(Dollars in millions)
Net other than temporary impairments (net of tax of $22)		$	42
Investment gains, net (net of tax of $179)		(332		)
Salaries and employee benefits (net of tax of $5)		10
Total		$	(280	)

Regulatory_Capital_Requirement

Regulatory Capital Requirements	12 Months Ended
	Dec. 31, 2013
Regulatory Capital Requirements [Abstract]	'
Regulatory Capital Requirements	'
	Regulatory Capital Requirements
	FHFA has announced that during the conservatorship our existing statutory and FHFA-directed regulatory capital requirements will not be binding and that FHFA will not issue quarterly capital classifications. We submit capital reports to FHFA during the conservatorship and FHFA monitors our capital levels. FHFA has stated that it does not intend to report our critical capital, risk-based capital or subordinated debt levels during the conservatorship. Our regulatory capital classification measures are determined based on guidance from FHFA, in which FHFA (1) directed us, for loans backing Fannie Mae MBS held by third parties, to continue reporting our minimum capital requirements based on 0.45% of the unpaid principal balance and critical capital based on 0.25% of the unpaid principal balance, regardless of whether these loans have been consolidated pursuant to accounting rules, and (2) issued a regulatory interpretation stating that our minimum capital requirements are not automatically affected by the consolidation accounting guidance. Additionally, our regulatory capital classification measures exclude the funds provided to us by Treasury pursuant to the senior preferred stock purchase agreement, as the senior preferred stock does not qualify as core capital due to its cumulative dividend provisions.
	Pursuant to the GSE Act, if the Director of FHFA makes a written determination that our total assets are less than our total obligations (a net worth deficit) for a period of 60 days, FHFA is mandated by law to appoint a receiver for Fannie Mae. Treasury’s funding commitment under the senior preferred stock purchase agreement is intended to ensure that we avoid a net worth deficit, in order to avoid this mandatory trigger of receivership. In order to avoid a net worth deficit, our conservator may request funds on our behalf from Treasury under the senior preferred stock purchase agreement.
	FHFA has directed us, during the time we are under conservatorship, to focus on managing to a positive net worth. We had a positive net worth of $9.6 billion and $7.2 billion as of December 31, 2013 and 2012, respectively.
	The following table displays our regulatory capital classification measures as of December 31, 2013 and 2012.
		As of December 31,
		2013(1)			2012(1)
		(Dollars in millions)
	Core capital(2)	$	(108,811	)	$	(110,350	)
	Statutory minimum capital requirement(3)	28,472			30,862
	Deficit of core capital over statutory minimum capital requirement	$	(137,283	)	$	(141,212	)
	__________
	(1)	Amounts as of December 31, 2013 and 2012 represent estimates that we have submitted to FHFA.
	(2)	The sum of (a) the stated value of our outstanding common stock (common stock less treasury stock); (b) the stated value of our outstanding non-cumulative perpetual preferred stock; (c) our paid-in capital; and (d) our retained earnings (accumulated deficit). Core capital does not include: (a) accumulated other comprehensive income (loss) or (b) senior preferred stock.
	(3)	Generally, the sum of (a) 2.50% of on-balance sheet assets, except those underlying Fannie Mae MBS held by third parties; (b) 0.45% of the unpaid principal balance of outstanding Fannie Mae MBS held by third parties; and (c) up to 0.45% of other off-balance sheet obligations, which may be adjusted by the Director of FHFA under certain circumstances (See 12 CFR 1750.4 for existing adjustments made by the Director).
	Our critical capital requirement is generally equal to the sum of: (1) 1.25% of on-balance sheet assets, except those underlying Fannie Mae MBS held by third parties; (2) 0.25% of the unpaid principal balance of outstanding Fannie Mae MBS held by third parties; and (3) 0.25% of other off-balance sheet obligations, which may be adjusted by the Director of FHFA under certain circumstances.
	As of December 31, 2013 and 2012, we had a minimum capital deficiency of $137.3 billion and $141.2 billion, respectively. Under the terms of the senior preferred stock purchase agreement with Treasury, beginning January 1, 2013, we are required to pay Treasury each quarter dividends when, as and if declared, equal to the excess of our net worth as of the end of the immediately preceding fiscal quarter over an applicable capital reserve amount. As a result, in periods in which we have net worth, our minimum capital deficiency will decline to the extent of our net worth but the deficiency will increase in the subsequent period as we pay Treasury the corresponding preferred stock dividend. See “Note 14, Equity” for more information on capital and the terms of our senior preferred stock purchase agreement with Treasury. Set forth below are additional restrictions related to our capital requirements.
	Restrictions on Capital Distributions and Dividends
	Restrictions Under GSE Act. Under the GSE Act, FHFA has the authority to prohibit capital distributions, including payment of dividends, if we fail to meet our capital requirements. If FHFA classifies us as significantly undercapitalized, we must obtain the approval of the Director of FHFA for any dividend payment. Under the GSE Act, we are not permitted to make a capital distribution if, after making the distribution, we would be undercapitalized. The Director of FHFA, however, may permit us to repurchase shares if the repurchase is made in connection with the issuance of additional shares or obligations in at least an equivalent amount and will reduce our financial obligations or otherwise improve our financial condition.
	Restrictions Relating to Subordinated Debt. During any period in which we defer payment of interest on qualifying subordinated debt, we may not declare or pay dividends on, or redeem, purchase or acquire, our common stock or preferred stock. Our qualifying subordinated debt provides for the deferral of the payment of interest for up to five years if either: our core capital is below 125% of our critical capital requirement; or our core capital is below our statutory minimum capital requirement, and the U.S. Secretary of the Treasury, acting on our request, exercises his or her discretionary authority pursuant to Section 304(c) of the Charter Act to purchase our debt obligations. As of December 31, 2013 and 2012, our core capital was below 125% of our critical capital requirement; however, we have been directed by FHFA to continue paying principal and interest on our outstanding subordinated debt during the conservatorship and thereafter until directed otherwise, regardless of our existing capital levels.
	Restrictions Relating to Conservatorship. Our conservator announced on September 7, 2008 that we would not pay any dividends on the common stock or on any series of preferred stock, other than the senior preferred stock. In addition, FHFA’s regulations relating to conservatorship and receivership operations prohibit us from paying any dividends while in conservatorship unless authorized by the Director of FHFA. The Director of FHFA directs us to make dividend payments on the senior preferred stock on a quarterly basis.
	Restrictions Under Senior Preferred Stock Purchase Agreement. The senior preferred stock purchase agreement prohibits us from declaring or paying any dividends on Fannie Mae equity securities (other than the senior preferred stock) without the prior written consent of Treasury. In addition, in 2012 the terms of the senior preferred stock purchase agreement and the senior preferred stock were amended to ultimately require the payment of our entire net worth to Treasury. As a result, our net income is not available to common stockholders. For more information on the terms of the senior preferred stock purchase agreement and senior preferred stock, see “Note 14, Equity.”
	Additional Restrictions Relating to Preferred Stock. Payment of dividends on our common stock is also subject to the prior payment of dividends on our preferred stock and our senior preferred stock. Payment of dividends on all outstanding preferred stock, other than the senior preferred stock, is also subject to the prior payment of dividends on the senior preferred stock.

Concentrations_of_Credit_Risk

Concentrations of Credit Risk	12 Months Ended
	Dec. 31, 2013
Risks and Uncertainties [Abstract]	'
Concentrations of Credit Risk	'
	Concentrations of Credit Risk
	Concentrations of credit risk arise when a number of customers and counterparties engage in similar activities or have similar economic characteristics that make them susceptible to similar changes in industry conditions, which could affect their ability to meet their contractual obligations. Based on our assessment of business conditions that could impact our financial results, we have determined that concentrations of credit risk exist among single-family and multifamily borrowers (including geographic concentrations and loans with certain higher-risk characteristics), mortgage sellers and servicers, mortgage insurers, financial guarantors, lenders with risk sharing, derivative counterparties and parties associated with our off-balance sheet transactions. Concentrations for each of these groups are discussed below.
	Single-Family Loan Borrowers
	Regional economic conditions may affect a borrower’s ability to repay his or her mortgage loan and the property value underlying the loan. Geographic concentrations increase the exposure of our portfolio to changes in credit risk. Single-family borrowers are primarily affected by home prices and interest rates. The geographic dispersion of our single-family business has been consistently diversified over the years ended December 31, 2013 and 2012, with our largest exposures in the Western region of the United States, which represented approximately 28% and 27% of our single-family conventional guaranty book of business as of December 31, 2013 and 2012, respectively. Except for California, where approximately 20% and 19% of the gross unpaid principal balance of our single-family conventional mortgage loans held or securitized in Fannie Mae MBS as of December 31, 2013 and 2012, respectively, were located, no other significant concentrations existed in any state.
	To manage credit risk and comply with legal requirements, we typically require primary mortgage insurance or other credit enhancements if the current LTV ratio (i.e., the ratio of the unpaid principal balance of a loan to the current value of the property that serves as collateral) of a single-family conventional mortgage loan is greater than 80% when the loan is delivered to us. We may also require credit enhancements if the original LTV ratio of a single-family conventional mortgage loan is less than 80%.
	Multifamily Loan Borrowers
	Numerous factors affect a multifamily borrower’s ability to repay the loan and the value of the property underlying the loan. The most significant factors affecting credit risk are rental rates and capitalization rates for the mortgaged property. Rental rates vary among geographic regions of the United States. The average unpaid principal balance for multifamily loans is significantly larger than for single-family borrowers and, therefore, individual defaults for multifamily borrowers can result in more significant losses. However, these loans, while individually large, represent a small percentage of our total guaranty book of business. Our multifamily geographic concentrations have been consistently diversified over the years ended December 31, 2013 and 2012, with our largest exposure in the Western region of the United States, which represented 31% and 32% of our multifamily guaranty book of business as of December 31, 2013 and 2012, respectively. Except for California and New York, no other significant concentrations existed in any other states as of December 31, 2013 and 2012. As of December 31, 2013, 24% and 12% of the gross unpaid principal balance of multifamily mortgage loans held by us or securitized in Fannie Mae MBS were located in California and New York, respectively. As of December 31, 2012, 25% and 13% of the gross unpaid principal balance of multifamily mortgage loans held by us or securitized in Fannie Mae MBS were located in California and New York, respectively.
	As part of our multifamily risk management activities, we perform detailed loan reviews that evaluate borrower and geographic concentrations, lender qualifications, counterparty risk, property performance and contract compliance. We generally require mortgage servicers to submit periodic property operating information and condition reviews, allowing us to monitor the performance of individual loans. We use this information to evaluate the credit quality of our portfolio, identify potential problem loans and initiate appropriate loss mitigation activities.
	The following table displays the regional geographic concentration of single-family and multifamily loans in our guaranty book of business as of December 31, 2013 and 2012.
		Geographic Concentration(1)
		Percentage of Single-Family Conventional Guaranty Book of Business(2)							Percentage of Multifamily Guaranty Book of Business(3)
		As of December 31,							As of December 31,
		2013			2012				2013			2012
	Midwest		15	%		15	%			9	%		8	%
	Northeast		19			19				20			21
	Southeast		22			23				21			21
	Southwest		16			16				19			18
	West		28			27				31			32
	Total		100	%		100	%			100	%		100	%
	__________
	(1)	Midwest consists of IL, IN, IA, MI, MN, NE, ND, OH, SD, WI; Northeast consists of CT, DE, ME, MA, NH, NJ, NY, PA, PR, RI, VT, VI; Southeast consists of AL, DC, FL, GA, KY, MD, MS, NC, SC, TN, VA, WV; Southwest consists of AZ, AR, CO, KS, LA, MO, NM, OK, TX, UT; West consists of AK, CA, GU, HI, ID, MT, NV, OR, WA and WY.
	(2)	Consists of the portion of our single-family conventional guaranty book of business for which we have detailed loan level information, which constituted over 99% of our total single-family conventional guaranty book of business as of December 31, 2013 and 2012.
	(3)	Consists of the portion of our multifamily guaranty book of business for which we have detailed loan level information, which constituted 99% of our total multifamily guaranty book of business as of December 31, 2013 and 2012.
	Alt-A and Subprime Loans and Securities
	We own and guarantee Alt-A and subprime mortgage loans and mortgage-related securities. An Alt-A mortgage loan generally refers to a mortgage loan that has been underwritten with reduced or alternative documentation than that required for a full documentation mortgage loan but may also include other alternative product features. As a result, Alt-A mortgage loans generally have a higher risk of default than non-Alt-A mortgage loans. In reporting our Alt-A exposure, we have classified mortgage loans as Alt-A if and only if the lenders that deliver the mortgage loans to us have classified the loans as Alt-A, based on documentation or other product features. We have classified private-label mortgage-related securities held in our investment portfolio as Alt-A if the securities were labeled as such when issued.
	A subprime mortgage loan generally refers to a mortgage loan made to a borrower with a weaker credit profile than that of a prime borrower. As a result of the weaker credit profile, subprime borrowers have a higher likelihood of default than prime borrowers. Subprime mortgage loans were typically originated by lenders specializing in this type of business or by subprime divisions of large lenders, using processes unique to subprime loans. In reporting our subprime exposure, we have classified mortgage loans as subprime if and only if the loans were originated by a lender specializing in subprime business or by a subprime division of a large lender; however, we exclude loans originated by these lenders from the subprime classification if we acquired the loans in accordance with our standard underwriting criteria, which typically require compliance by the lender with our Selling Guide, which sets forth our policies and procedures related to selling single-family mortgages to us, (including standard representations and warranties) and/or evaluation of the loans through our Desktop Underwriter system.
	We apply our classification criteria in order to discuss our exposure to subprime and Alt-A loans. However, there is no universally accepted definition of subprime or Alt-A loans. Our single-family conventional guaranty book of business includes loans with some features that are similar to Alt-A loans or subprime loans that we have not classified as Alt-A or subprime because they do not meet our classification criteria. We have classified private-label mortgage-related securities held in our retained mortgage portfolio as subprime if the securities were labeled as such when issued. We reduce our risk associated with some of these loans through credit enhancements, as described below under “Mortgage Insurers.” We do not rely solely on our classifications of loans as Alt-A or subprime to evaluate the credit risk exposure relating to these loans in our single-family conventional guaranty book of business. For more information about the credit risk characteristics of loans in our single-family guaranty book of business, see “Note 3, Mortgage Loans” and “Note 6, Financial Guarantees.”
	The Alt-A mortgage loans and Fannie Mae MBS backed by Alt-A loans of $132.5 billion in unpaid principal balance represented 5% of our single-family mortgage credit book of business as of December 31, 2013, compared with $157.0 billion in unpaid principal balance which represented 5% of our single-family mortgage credit book of business as of December 31, 2012. Subprime mortgage loans, private-label securities backed by Alt-A loans and private-label securities backed by subprime mortgage loans each represented less than 1% of our single-family mortgage credit book of business as of December 31, 2013 and 2012.
	Other Concentrations
	Mortgage Sellers and Servicers.  Mortgage servicers collect mortgage and escrow payments from borrowers, pay taxes and insurance costs from escrow accounts, monitor and report delinquencies, and perform other required activities on our behalf. Our mortgage sellers and servicers are also obligated to repurchase loans or foreclosed properties, or reimburse us for losses if the foreclosed property has been sold, under certain circumstances, such as if it is determined that the mortgage loan did not meet our underwriting or eligibility requirements, if loan representations and warranties are violated or if mortgage insurers rescind coverage. Our business with mortgage servicers is concentrated. Our five largest single-family mortgage servicers, including their affiliates, serviced approximately 49% of our single-family guaranty book of business as of December 31, 2013, compared with approximately 57% as of December 31, 2012. Our ten largest multifamily mortgage servicers, including their affiliates, serviced approximately 65% of our multifamily guaranty book of business as of December 31, 2013, compared with approximately 67% as of December 31, 2012.
	If a significant mortgage seller or servicer counterparty, or a number of mortgage sellers or servicers, fails to meet their obligations to us, it could result in a significant increase in our credit losses and credit-related expense, and have a material adverse effect on our results of operations, liquidity, financial condition and net worth.
	Mortgage Insurers.  Mortgage insurance “risk in force” generally represents our maximum potential loss recovery under the applicable mortgage insurance policies. We had total mortgage insurance coverage risk in force of $102.5 billion and $91.7 billion on the single-family mortgage loans in our guaranty book of business as of December 31, 2013 and 2012, respectively, which represented 4% and 3% of our single-family guaranty book of business as of December 31, 2013 and 2012, respectively. Our primary mortgage insurance coverage risk in force was $101.4 billion and $90.5 billion as of December 31, 2013 and 2012, respectively. Our pool mortgage insurance coverage risk in force was $1.1 billion and $1.2 billion as of December 31, 2013 and 2012, respectively. Our top six mortgage insurance companies provided 91% and 93% of our mortgage insurance as of December 31, 2013 and 2012, respectively.
	Of our largest primary mortgage insurers, PMI Mortgage Insurance Co. (“PMI”), Triad Guaranty Insurance Corporation (“Triad”) and Republic Mortgage Insurance Company (“RMIC”) are under various forms of supervised control by their state regulators and are in run-off. Entering run-off may close off a source of profits and liquidity that may have otherwise assisted a mortgage insurer in paying claims under insurance policies, and could also cause the quality and speed of its claims processing to deteriorate. These three mortgage insurers provided a combined $14.8 billion, or 14%, of our risk in force mortgage insurance coverage of our single-family guaranty book of business as of December 31, 2013.
	PMI and RMIC have been paying only a portion of policyholder claims and deferring the remaining portion. Currently, PMI is paying 55% of claims under its mortgage insurance policies in cash and is deferring the remaining 45%, and RMIC is paying 60% of claims in cash and deferring the remaining 40%. It is uncertain when, or if, PMI or RMIC will be permitted to begin paying deferred policyholder claims and/or increase or decrease the amount of cash they pay on claims. Effective December 1, 2013, Triad increased its cash payments on policyholder claims from 60% to 75%, and paid sufficient amounts of its outstanding deferred payment obligations to bring payment on those claims to 75%. It is uncertain whether Triad will be permitted in the future to pay any remaining deferred policyholder claims and/or increase or decrease the amount of cash they pay on claims.
	Although the financial condition of our mortgage insurer counterparties currently approved to write new business continued to improve in 2013, there is still risk that these counterparties may fail to fulfill their obligations to reimburse us for claims under insurance policies. If we determine that it is probable that we will not collect all of our claims from one or more of these mortgage insurer counterparties, it could result in an increase in our loss reserves, which could adversely affect our results of operations, liquidity, financial condition and net worth.
	Our total loss reserves incorporate an estimated recovery amount from mortgage insurance coverage. We evaluate the financial condition of our mortgage insurer counterparties and adjust the contractually due mortgage insurance benefit for collectibility in order to ensure that our total loss reserves reflect probable losses as of the balance sheet date. The following table displays the amount by which our estimated benefit from mortgage insurance as of December 31, 2013 and 2012 reduced our total loss reserves as of these dates.
		As of December 31,
		2013					2012
		(Dollars in millions)
	Contractual mortgage insurance benefit		$	6,751				$	9,993
	Less: Collectibility adjustment(1)		431					708
	Estimated benefit included in total loss reserves		$	6,320				$	9,285
	__________
	(1)	Represents an adjustment that reduces the contractual benefit for our assessment of our mortgage insurer counterparties’ inability to fully pay the contractual mortgage insurance claims.
	We had outstanding receivables of $2.1 billion recorded in “Other assets” in our consolidated balance sheets as of December 31, 2013 and $3.7 billion as of December 31, 2012 related to amounts claimed on insured, defaulted loans excluding government insured loans. Of this amount, $402 million as of December 31, 2013 and $1.1 billion as of December 31, 2012 was due from our mortgage sellers or servicers. We assessed the total outstanding receivables for collectibility, and they are recorded net of a valuation allowance of $655 million as of December 31, 2013 and $551 million as of December 31, 2012. The valuation allowance reduces our claim receivable to the amount which is considered probable of collection as of December 31, 2013 and 2012.
	We received proceeds from private mortgage insurers (and, in cases where policies were rescinded or canceled or coverage was denied by the mortgage insurer, from mortgage sellers or servicers) for single-family loans of $5.7 billion and $5.1 billion for the years ended December 31, 2013 and 2012, respectively.
	Financial Guarantors.  We are the beneficiary of non-governmental financial guarantees on non-agency securities held in our retained mortgage portfolio and on non-agency securities that have been resecuritized to include a Fannie Mae guaranty and sold to third parties. The following table displays the total unpaid principal balance of guaranteed non-agency securities in our retained mortgage portfolio as of December 31, 2013 and 2012.
		As of December 31,
		2013			2012
		(Dollars in millions)
	Alt-A private-label securities	$	511		$	928
	Subprime private-label securities	868			1,264
	Mortgage revenue bonds	3,911			4,374
	Other mortgage-related securities	264			292
	Total	$	5,554		$	6,858
	If a financial guarantor fails to meet its obligations to us with respect to the securities for which we have obtained financial guarantees, it could reduce the fair value of our mortgage-related securities and result in financial losses to us, which could have a material adverse effect on our earnings, liquidity, financial condition and net worth. With the exception of Ambac Assurance Corporation (“Ambac”), which is operating under a deferred payment obligation and is making cash payments equal to 25% of the claim, none of our remaining non-governmental financial guarantor counterparties has failed to repay us for claims under guaranty contracts. Ambac provided coverage on $2.5 billion, or 46%, of our total non-governmental guarantees as of December 31, 2013.
	We are also the beneficiary of financial guarantees included in securities issued by Freddie Mac, the federal government and its agencies that totaled $22.5 billion as of December 31, 2013 and $27.3 billion as of December 31, 2012.
	When assessing our securities for impairment, we consider the benefit of non-governmental financial guarantees from those guarantors that we determine are creditworthy, although we continue to seek collection of any amounts due to us from all counterparties. See “Note 5, Investments in Securities” for a further discussion of our model methodology and key inputs used to determine other-than-temporary impairments.
	Lenders with Risk Sharing.  We enter into risk sharing agreements with lenders pursuant to which the lenders agree to bear all or some portion of the credit losses on the covered loans. Our maximum potential loss recovery from lenders under these risk sharing agreements on single-family loans was $10.7 billion as of December 31, 2013, compared with $11.9 billion as of December 31, 2012. As of December 31, 2013, 52% of our maximum potential loss recovery on single-family loans was from three lenders, compared with 55% as of December 31, 2012. Our maximum potential loss recovery from lenders under these risk sharing agreements on both Delegated Underwriting and Servicing (“DUS”) and non-DUS multifamily loans was $39.4 billion as of December 31, 2013, compared with $36.4 billion as of December 31, 2012. As of December 31, 2013, 32% of our maximum potential loss recovery on multifamily loans was from three DUS lenders, compared with 35% as of December 31, 2012.
	Parties Associated with Our Off-Balance Sheet Transactions.  We enter into financial instrument transactions that create off-balance sheet credit risk in the normal course of our business. These transactions are designed to meet the financial needs of our customers, and manage our credit, market or liquidity risks.
	We have entered into guarantees for which we have not recognized a guaranty obligation in our consolidated balance sheets relating to periods prior to 2003, the effective date of accounting guidance related to guaranty accounting. Our maximum potential exposure under these guarantees is $7.3 billion as of December 31, 2013 and $8.3 billion as of December 31, 2012. If we were required to make payments under these guarantees, we would pursue recovery through our right to the collateral backing the underlying loans, available credit enhancements and recourse with third parties that provide a maximum coverage of $3.1 billion as of December 31, 2013 and $3.6 billion as of December 31, 2012.
	Derivatives Counterparties.  For information on credit risk associated with our derivative transactions and repurchase agreements refer to “Note 9, Derivative Instruments” and “Note 17, Netting Arrangements.”

Netting_Arrangements_Notes

Netting Arrangements (Notes)	12 Months Ended
	Dec. 31, 2013
Offsetting [Abstract]	'
Netting Arrangements	'
	Netting Arrangements
	We use master netting arrangements, which allow us to offset certain financial instruments and collateral with the same counterparty, to minimize counterparty credit exposure. The table below displays information related to derivatives and securities purchased under agreements to resell or similar arrangements which are subject to an enforceable master netting arrangement or similar agreement that are either offset or not offset in our consolidated balance sheets as of December 31, 2013 and 2012.
			As of December 31, 2013
										Net Amount Presented in the Consolidated Balance Sheets						Amounts Not Offset in the Consolidated Balance Sheets
			Gross Amount			Gross Amount Offset(1)										Financial Instruments(2)				Collateral(3)				Net Amount
			(Dollars in millions)
	Assets:
	OTC risk management derivatives		$	8,491			$	(8,422	)		$	69					$	—			$	(20	)		$	49
	Mortgage commitment derivatives		265				—				265						(83		)		—				182
	Total derivative assets		8,756				(8,422		)		334			(4)			(83		)		(20		)		231
	Securities purchased under agreements to resell or similar arrangements(5)		50,565				—				50,565						—				(50,565		)		—
	Total assets		$	59,321			$	(8,422	)		$	50,899					$	(83	)		(50,585		)		$	231
	Liabilities:
	OTC risk management derivatives		$	(9,503	)		$	9,370			$	(133	)				$	—			$	—			$	(133	)
	Mortgage commitment derivatives		(214		)		—				(214		)				83				—				(131		)
	Total liabilities		$	(9,717	)		$	9,370			$	(347	)	(4	)		$	83			$	—			$	(264	)
			As of December 31, 2012
										Net Amount Presented in the Consolidated Balance Sheets						Amounts Not Offset in the Consolidated Balance Sheets
			Gross Amount			Gross Amount Offset(1)										Financial Instruments (2)				Collateral(3)				Net Amount
			(Dollars in millions)
	Assets:
	OTC risk management derivatives		$	15,853			$	(15,791	)		$	62					$	—			$	(48	)		$	14
	Mortgage commitment derivatives		156				—				156						(92		)		(2		)		62
	Total derivative assets		16,009				(15,791		)		218			(4	)		(92		)		(50		)		76
	Securities purchased under agreements to resell or similar arrangements(5)		45,750				—				45,750						—				(45,750		)		—
	Total assets		$	61,759			$	(15,791	)		$	45,968					$	(92	)		$	(45,800	)		$	76
	Liabilities:
	OTC risk management derivatives		$	(22,204	)		$	22,046			$	(158	)				$	—			$	—			$	(158	)
	Mortgage commitment derivatives		(297		)		—				(297		)				92				—				(205		)
	Total liabilities		$	(22,501	)		$	22,046			$	(455	)	(4	)		$	92			$	—			$	(363	)
	__________
	(1)	Represents the effect of the right to offset under legally enforceable master netting agreements to settle with the same counterparty on a net basis, including cash collateral posted and received and accrued interest.
	(2)	Mortgage commitment derivative amounts reflect where we have recognized both an asset and a liability with the same counterparty under an enforceable master netting arrangement but we have not elected to offset the related amounts in our consolidated balance sheets.
	(3)	Represents collateral posted or received that has neither been recognized nor offset in our consolidated balance sheets. Does not include collateral held in excess of our exposure.
	(4)	Excludes derivative assets of $1.7 billion and $217 million and derivative liabilities of $1.1 billion and $250 million recognized in our consolidated balance sheets as of December 31, 2013 and 2012, respectively, that are not subject to an enforceable master netting arrangement or similar agreement.
	(5)	Includes $11.6 billion and $13.3 billion of securities purchased under agreements to resell or similar arrangements classified as “cash and cash equivalents” in our consolidated balance sheets as of December 31, 2013 and 2012, respectively.
	Derivative instruments are recorded at fair value and securities purchased under agreements to resell or similar arrangements are recorded at amortized cost in our consolidated balance sheets. The fair value of non-cash collateral accepted for OTC risk management derivatives was $24 million and $54 million as of December 31, 2013 and 2012, respectively. The fair value of non-cash collateral accepted for securities purchased under agreements to resell or similar arrangements was $50.7 billion and $46.2 billion, of which $39.8 billion and $25.0 billion could be sold or repledged as of December 31, 2013 and 2012, respectively. None of the underlying collateral was sold or repledged as of December 31, 2013 and 2012. We did not have any securities sold under agreements to repurchase as of December 31, 2013 or 2012.
	We determine our rights to offset the assets and liabilities presented above with the same counterparty, including collateral posted or received, based on the contractual arrangements entered into with our individual counterparties. The following is a description, under various agreements, of the nature of those rights and their effect or potential effect on our financial position.
	The terms of the majority of our contracts for OTC risk management derivatives are governed under master agreements of the International Swaps and Derivatives Association Inc. (“ISDA”). These agreements provide that all transactions entered into under the agreement with the counterparty constitute a single contractual relationship. An event of default by the counterparty allows the early termination of all outstanding transactions under the same ISDA agreement and we may offset all outstanding amounts related to the terminated transactions including collateral posted or received.
	The terms of our contracts for mortgage commitment derivatives are primarily governed by the Fannie Mae Single-Family Selling Guide (“Guide”), for Fannie Mae-approved lenders, or Master Securities Forward Transaction Agreements (“MSFTA”), for counterparties that are not Fannie Mae-approved lenders. In the event of default by the counterparty, both the Guide and the MSFTA allow us to terminate all outstanding transactions under the applicable agreement and offset all outstanding amounts related to the terminated transactions including collateral posted or received. In addition, under the Guide, upon a lender event of default, we generally may offset any amounts owed to a lender against any amounts a lender may owe us under any other existing agreement, regardless of whether or not such other agreements are in default or payments are immediately due.
	The terms of our contracts for securities purchased under agreements to resell and securities sold under agreements to repurchase are governed by Master Repurchase Agreements, which are based on the guidelines prescribed by the Securities Industry and Financial Markets Association. Master Repurchase Agreements provide that all transactions under the agreement constitute a single contractual relationship. An event of default by the counterparty allows the early termination of all outstanding transactions under the same agreement and we may offset all outstanding amounts related to the terminated transactions including collateral posted or received.
	We also have securities purchased under agreements to resell which we transact through the Fixed Income Clearing Corporation (“FICC”). Under the rules of the FICC, all agreements for securities purchased under agreements to resell that are submitted to the FICC for clearing become transactions with the FICC that are subject to FICC clearing rules. In the event of a FICC default, all open positions at the FICC are closed and a net position is calculated.

Fair_Value

Fair Value	12 Months Ended
	Dec. 31, 2013
Fair Value Disclosures [Abstract]	'
Fair Value	'
	Fair Value
	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 nonrecurring basis.
	Fair Value Measurement
	Fair value measurement guidance defines fair value, establishes a framework for measuring fair value and sets forth disclosures around fair value measurements. This guidance applies whenever other accounting guidance requires or permits assets or liabilities to be measured at fair value. The guidance 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 unadjusted quoted prices in active markets for identical assets or liabilities. The next highest priority, Level 2, is given to measurements of assets and liabilities based on limited observable inputs or observable inputs for similar assets and liabilities. The lowest priority, Level 3, is given to measurements based on unobservable inputs.
	Recurring Changes in Fair Value
	The following tables display our assets and liabilities measured in our consolidated balance sheets at fair value on a recurring basis subsequent to initial recognition, including instruments for which we have elected the fair value option as of December 31, 2013 and 2012.
			Fair Value Measurements as of December 31, 2013
		Quoted Prices in Active Markets for Identical Assets (Level 1)						Significant Other Observable Inputs						Significant Unobservable Inputs						Netting Adjustment(1)						Estimated Fair Value
								(Level 2)						(Level 3)
			(Dollars in millions)
	Recurring fair value measurements:
	Assets:
	Trading securities:
	Mortgage-related securities:
	Fannie Mae		$	—					$	5,828					$	42					$	—					$	5,870
	Freddie Mac		—						1,837						2						—						1,839
	Ginnie Mae		—						407						—						—						407
	Alt-A private-label securities		—						898						618						—						1,516
	Subprime private-label securities		—						—						1,448						—						1,448
	CMBS		—						2,718						—						—						2,718
	Mortgage revenue bonds		—						—						565						—						565
	Other		—						—						99						—						99
	Non-mortgage-related securities:
	U.S. Treasury securities		16,306						—						—						—						16,306
	Total trading securities		16,306						11,688						2,774						—						30,768
	Available-for-sale securities:
	Mortgage-related securities:
	Fannie Mae		—						6,566						7						—						6,573
	Freddie Mac		—						6,834						8						—						6,842
	Ginnie Mae		—						588						—						—						588
	Alt-A private-label securities		—						3,558						3,791						—						7,349
	Subprime private-label securities		—						—						7,068						—						7,068
	CMBS		—						1,606						—						—						1,606
	Mortgage revenue bonds		—						3						5,253						—						5,256
	Other		—						4						2,885						—						2,889
	Total available-for-sale securities		—						19,159						19,012						—						38,171
	Mortgage loans of consolidated trusts		—						11,564						2,704						—						14,268
	Other assets:
	Risk management derivatives:
	Swaps		—						9,604						36						—						9,640
	Swaptions		—						561						1						—						562
	Other		—						—						28						—						28
	Netting adjustment		—						—						—						(8,422		)				(8,422		)
	Mortgage commitment derivatives		—						265						—						—						265
	Total other assets		—						10,430						65						(8,422		)				2,073
	Total assets at fair value		$	16,306					$	52,841					$	24,555					$	(8,422	)				$	85,280
			Fair Value Measurements as of December 31, 2013
		Quoted Prices in Active Markets for Identical Assets (Level 1)						Significant Other Observable Inputs						Significant Unobservable Inputs						Netting Adjustment(1)							Estimated Fair Value
								(Level 2)						(Level 3)
			(Dollars in millions)
	Liabilities:
	Long-term debt:
	Of Fannie Mae:
	Senior fixed		$	—					$	353					$	—					$	—					$	353
	Senior floating		—						—						955						—						955
	Total of Fannie Mae		—						353						955						—						1,308
	Of consolidated trusts		—						14,458						518						—						14,976
	Total long-term debt		—						14,811						1,473						—						16,284
	Other liabilities:
	Risk management derivatives:
	Swaps		—						9,444						96						—						9,540
	Swaptions		—						1,084						—						—						1,084
	Other		—						—						1						—						1
Netting adjustment		—						—						—						(9,370		)				(9,370		)
Mortgage commitment derivatives		—						206						8						—						214
Total other liabilities		—						10,734						105						(9,370		)				1,469
Total liabilities at fair value		$	—					$	25,545					$	1,578					$	(9,370	)				$	17,753
		Fair Value Measurements as of December 31, 2012
	Quoted Prices in Active Markets for Identical Assets (Level 1)						Significant Other Observable Inputs (Level 2)						Significant Unobservable Inputs						Netting Adjustment(1)						Estimated Fair Value
													(Level 3)
		(Dollars in millions)
Assets:
Cash equivalents(2)		$	1,150					$	—					$	—					$	—					$	1,150
Trading securities:
Mortgage-related securities:
Fannie Mae		—						6,180						68						—						6,248
Freddie Mac		—						2,791						2						—						2,793
Ginnie Mae		—						436						1						—						437
Alt-A private-label securities		—						1,226						104						—						1,330
Subprime private-label securities		—						—						1,319						—						1,319
CMBS		—						9,826						—						—						9,826
Mortgage revenue bonds		—						—						675						—						675
Other		—						—						117						—						117
Non-mortgage-related securities:
U.S. Treasury securities		17,950						—						—						—						17,950
Total trading securities		17,950						20,459						2,286						—						40,695
Available-for-sale securities:
Mortgage-related securities:
Fannie Mae		—						10,406						29						—						10,435
Freddie Mac		—						9,370						10						—						9,380
Ginnie Mae		—						751						—						—						751
Alt-A private-label securities		—						4,511						6,564						—						11,075
Subprime private-label securities		—						—						7,447						—						7,447
CMBS		—						13,097						—						—						13,097
Mortgage revenue bonds		—						5						7,837						—						7,842
Other		—						7						3,147						—						3,154
Total available-for-sale securities		—						38,147						25,034						—						63,181
Mortgage loans of consolidated trusts		—						8,166						2,634						—						10,800
Other assets:
Risk management derivatives:
Swaps		—						12,224						146						—						12,370
Swaptions		—						3,674						—						—						3,674
Other		—						—						26						—						26
Netting adjustment		—						—						—						(15,791		)				(15,791		)
Mortgage commitment derivatives		—						153						3						—						156
Total other assets		—						16,051						175						(15,791		)				435
Total assets at fair value		$	19,100					$	82,823					$	30,129					$	(15,791	)				$	116,261
		Fair Value Measurements as of December 31, 2012
	Quoted Prices in Active Markets for Identical Assets (Level 1)						Significant Other Observable Inputs (Level 2)						Significant Unobservable Inputs						Netting Adjustment(1)						Estimated Fair Value
													(Level 3)
		(Dollars in millions)
Liabilities:
Long-term debt:
Of Fannie Mae:
Senior fixed		$	—					$	393					$	—					$	—					$	393
Senior floating		—						—						400						—						400
Total of Fannie Mae		—						393						400						—						793
Of consolidated trusts		—						10,519						1,128						—						11,647
Total long-term debt		—						10,912						1,528						—						12,440
Other liabilities:
Risk management derivatives:
Swaps		—						19,836						154						—						19,990
Swaptions		—						2,463						—						—						2,463
Other		—						1						—						—						1
Netting adjustment		—						—						—						(22,046		)				(22,046		)
Mortgage commitment derivatives		—						290						7						—						297
Total other liabilities		—						22,590						161						(22,046		)				705
Total liabilities at fair value		$	—					$	33,502					$	1,689					$	(22,046	)				$	13,145
__________
(1)	Derivative contracts are reported on a gross basis by level. The netting adjustment represents the effect of the legal right to offset under legally enforceable master netting agreements to settle with the same counterparty on a net basis, including cash collateral posted and received.
(2)	Cash equivalents are comprised of U.S. Treasuries that are classified as Level 1.
The following tables display a reconciliation of all assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3) for the years ended December 31, 2013, 2012 and 2011. The tables also display gains and losses due to changes in fair value, including both realized and unrealized gains and losses, recognized in our consolidated statements of operations and comprehensive income (loss) for Level 3 assets and liabilities for the years ended December 31, 2013, 2012 and 2011. When assets and liabilities are transferred between levels, we recognize the transfer as of the end of the period.
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	For the Year Ended December 31, 2013
					Total (Losses) or Gains (Realized/Unrealized)																																							Net Unrealized (Losses) Gains Included in Net Income (Loss) Related to Assets and Liabilities Still Held as of December 31, 2013(5)
	Balance, December 31, 2012				Included in Net Income (Loss)				Included in Other Comprehensive Income (Loss)(1)							Purchases(2)				Sales(2)				Issues(3)				Settlements(3)				Transfers out of Level 3 (4)				Transfers into Level 3 (4)				Balance, December 31, 2013
	(Dollars in millions)
Trading securities:
Mortgage-related:
Fannie Mae	$	68			$	(9	)			$	—					$	—			$	—			$	—			$	(17	)		$	—			$	—			$	42				$	(9	)
Freddie Mac	2				—					—						—				—				—				—				—				—				2					—
Ginnie Mae	1				—					—						—				—				—				(1		)		(3		)		3				—					—
Alt-A private-label securities	104				256					—						—				—				—				(115		)		(435		)		808				618					223
Subprime private-label securities	1,319				328					—						—				(50		)		—				(149		)		—				—				1,448					322
Mortgage revenue bonds	675				(101		)			—						—				—				—				(9		)		—				—				565					(101		)
Other	117				(5		)			—						—				—				—				(13		)		—				—				99					(5		)
Total trading securities	$	2,286			$	469				$	—					$	—			$	(50	)		$	—			$	(304	)		$	(438	)		$	811			$	2,774				$	430
Available-for-sale securities:
Mortgage-related:
Fannie Mae	$	29			$	—				$	(1	)				$	—			$	—			$	—			$	(7	)		$	(14	)		$	—			$	7				$	—
Freddie Mac	10				—					(1		)				—				—				—				(2		)		(1		)		2				8					—
Ginnie Mae	—				—					—						—				—				—				—				(1		)		1				—					—
Alt-A private-label securities	6,564				144					464						—				(2,664		)		—				(1,040		)		(3,357		)		3,680				3,791					—
Subprime private-label securities	7,447				120					1,527						359				(1,317		)		—				(1,068		)		—				—				7,068					—
Mortgage revenue bonds	7,837				25					(449		)				—				(35		)		—				(2,125		)		—				—				5,253					—
Other	3,147				13					125						—				—				—				(400		)		—				—				2,885					—
Total available-for-sale securities	$	25,034			$	302				$	1,665					$	359			$	(4,016	)		$	—			$	(4,642	)		$	(3,373	)		$	3,683			$	19,012				$	—
Mortgage loans of consolidated trusts	$	2,634			$	282				$	—					$	346			$	(393	)		$	—			$	(459	)		$	(352	)		$	646			$	2,704				$	50
Net derivatives	14				(165		)			—						—				—				—				97				16				(2		)		(40		)			(51		)
Long-term debt:
Of Fannie Mae:
Senior floating	$	(400	)		$	76				$	—					$	—			$	—			$	(674	)		$	43			$	—			$	—			$	(955	)			$	76
Of consolidated trusts	(1,128		)		(250		)			—						—				—				(21		)		537				434				(90		)		(518		)			(80		)
Total long-term debt	$	(1,528	)		$	(174	)			$	—					$	—			$	—			$	(695	)		$	580			$	434			$	(90	)		$	(1,473	)			$	(4	)
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	For the Year Ended December 31, 2012
					Total (Losses) or Gains (Realized/Unrealized)																																						Net Unrealized (Losses) Gains Included in Net Income (Loss) Related to Assets and Liabilities Still Held as of December 31, 2012(5)
	Balance,				Included in Net Income (Loss)				Included in Other Comprehensive Income (Loss)(1)						Purchases(2)				Sales(2)				Issues(3)				Settlements(3)				Transfers out of Level 3(4)				Transfers into Level 3(4)				Balance, December 31, 2012
	31-Dec-11
	(Dollars in millions)
Trading securities:
Mortgage-related:
Fannie Mae	$	1,737			$	(2	)			$	—				$	—			$	(33	)		$	—			$	(118	)		$	(1,581	)		$	65			$	68				$	(6	)
Freddie Mac	—				—					—					—				—				—				—				—				2				2					—
Ginnie Mae	9				—					—					—				—				—				—				(9		)		1				1					—
Alt-A private-label securities	345				165					—					—				—				—				(111		)		(907		)		612				104					39
Subprime private-label securities	1,280				192					—					—				—				—				(153		)		—				—				1,319					192
Mortgage revenue bonds	724				(29		)			—					—				—				—				(20		)		—				—				675					(29		)
Other	143				(19		)			—					—				—				—				(7		)		—				—				117					(19		)
Total trading securities	$	4,238			$	307				$	—				$	—			$	(33	)		$	—			$	(409	)		$	(2,497	)		$	680			$	2,286				$	177
Available-for-sale securities:
Mortgage-related:
Fannie Mae	$	946			$	—				$	(8	)			$	43			$	(43	)		$	—			$	(24	)		$	(895	)		$	10			$	29				$	—
Freddie Mac	12				—					—					—				—				—				(2		)		—				—				10					—
Alt-A private-label securities	7,256				(87		)			584					—				—				—				(1,072		)		(3,325		)		3,208				6,564					—
Subprime private-label securities	7,586				(126		)			1,280					—				—				—				(1,293		)		—				—				7,447					—
Mortgage revenue bonds	10,247				9					(23		)			29				(76		)		—				(2,349		)		—				—				7,837					—
Other	3,445				12					59					—				—				—				(369		)		—				—				3,147					—
Total available-for-sale securities	$	29,492			$	(192	)			$	1,892				$	72			$	(119	)		$	—			$	(5,109	)		$	(4,220	)		$	3,218			$	25,034				$	—
Mortgage loans of consolidated trusts	$	2,319			$	235				$	—				$	935			$	—			$	—			$	(411	)		$	(562	)		$	118			$	2,634				$	159
Net derivatives	65				(23		)			—					—				—				(8		)		(20		)		—				—				14					(9		)
Long-term debt:
Of Fannie Mae:
Senior floating	$	(406	)		$	(21	)			$	—				$	—			$	—			$	—			$	27			$	—			$	—			$	(400	)			$	(21	)
Of consolidated trusts	(765		)		(180		)			—					—				—				(523		)		233				474				(367		)		(1,128		)			(158		)
Total long-term debt	$	(1,171	)		$	(201	)			$	—				$	—			$	—			$	(523	)		$	260			$	474			$	(367	)		$	(1,528	)			$	(179	)
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	For the Year Ended December 31, 2011
					Total Gains or (Losses) (Realized/Unrealized)																																						Net Unrealized Gains (Losses) Included in Net Income (Loss) Related to Assets and Liabilities Still Held as of December 31, 2011(5)
	Balance,				Included in Net Income (Loss)				Included in Other Comprehensive Income (Loss)(1)						Purchases(2)				Sales(2)				Issues(3)				Settlements(3)				Transfers out of Level 3(4)				Transfers into Level 3(4)				Balance, December 31, 2011
	31-Dec-10
	(Dollars in millions)
Trading securities:
Mortgage-related:
Fannie Mae	$	2,202			$	14				$	—				$	663			$	(161	)		$	—			$	(433	)		$	(600	)		$	52			$	1,737				$	36
Ginnie Mae	—				—					—					9				(9		)		—				—				(27		)		36				9					—
Alt-A private-label securities	20				19					—					—				—				—				(32		)		(188		)		526				345					(1		)
Subprime private-label securities	1,581				(125		)			—					—				—				—				(176		)		—				—				1,280					(125		)
Mortgage revenue bonds	609				141					—					—				—				—				(26		)		—				—				724					144
Other	152				1					—					—				—				—				(6		)		(147		)		143				143					—
Non-mortgage-related:
Asset-backed securities	12				—					—					—				—				—				(5		)		(9		)		2				—					—
Total trading securities	$	4,576			$	50				$	—				$	672			$	(170	)		$	—			$	(678	)		$	(971	)		$	759			$	4,238				$	54
Available-for-sale securities:
Mortgage-related:
Fannie Mae	$	114			$	—				$	44				$	1,756			$	(383	)		$	—			$	(22	)		$	(1,023	)		$	460			$	946				$	—
Freddie Mac	3				—					—					—				—				—				(1		)		—				10				12					—
Alt-A private-label securities	7,049				(100		)			119					—				—				—				(974		)		(1,684		)		2,846				7,256					—
Subprime private-label securities	9,932				(386		)			(580		)			—				(363		)		—				(1,017		)		—				—				7,586					—
Mortgage revenue bonds	11,030				(22		)			834					—				(109		)		—				(1,486		)		—				—				10,247					—
Other	3,806				(7		)			50					—				—				—				(404		)		—				—				3,445					—
Total available-for-sale securities	$	31,934			$	(515	)			$	467				$	1,756			$	(855	)		$	—			$	(3,904	)		$	(2,707	)		$	3,316			$	29,492				$	—
Mortgage loans of consolidated trusts	$	2,207			$	8				$	—				$	184			$	—			$	—			$	(339	)		$	(106	)		$	365			$	2,319				$	9
Net derivatives	104				123					—					—				—				(4		)		(87		)		(71		)		—				65					59
Long-term debt:
Of Fannie Mae:
Senior floating	$	(421	)		$	(88	)			$	—				$	—			$	—			$	—			$	103			$	—			$	—			$	(406	)			$	(88	)
Of consolidated trusts	(627		)		(35		)			—					—				4				(70		)		89				185				(311		)		(765		)			(19		)
Total long-term debt	$	(1,048	)		$	(123	)			$	—				$	—			$	4			$	(70	)		$	192			$	185			$	(311	)		$	(1,171	)			$	(107	)
__________
(1)	Gains (losses) included in other comprehensive income (loss) are included in “Changes in unrealized gains on available-for-sale securities, net of reclassification adjustments and taxes” in the consolidated statements of operations and comprehensive income (loss).
(2)	Purchases and sales include activity related to the consolidation and deconsolidation of assets of securitization trusts.
(3)	Issues and settlements include activity related to the consolidation and deconsolidation of liabilities of securitization trusts.
(4)	Transfers out of Level 3 consisted primarily of Fannie Mae MBS and private-label mortgage-related securities backed by Alt-A loans. Prices for these securities were obtained from multiple third-party vendors supported by market observable inputs. Transfers into Level 3 consisted primarily of private-label mortgage-related securities backed by Alt-A loans. Prices for these securities are based on inputs from a single source or inputs that were not readily observable.
(5)	Amount represents temporary changes in fair value. Amortization, accretion and other-than-temporary impairments are not considered unrealized and are not included in this amount.
The following tables display realized and unrealized gains and losses included in our consolidated statements of operations and comprehensive income (loss) for the years ended December 31, 2013, 2012 and 2011, for our Level 3 assets and liabilities measured in our consolidated balance sheets at fair value on a recurring basis.
		For the Year Ended December 31, 2013
	Interest Income						Fair Value Gains, net						Net OTTI						Other						Total
		(Dollars in millions)
Total realized and unrealized gains (losses) included in net income (loss)		$	275					$	424					$	(26	)				$	41					$	714
Net unrealized gains related to Level 3 assets and liabilities still held as of December 31, 2013		$	—					$	425					$	—					$	—					$	425
		For the Year Ended December 31, 2012
	Interest Income						Fair Value Gains, net						Net OTTI						Other						Total
		(Dollars in millions)
Total realized and unrealized gains (losses) included in net income (loss)		$	272					$	326					$	(484	)				$	12					$	126
Net unrealized gains related to Level 3 assets and liabilities still held as of December 31, 2012		$	—					$	148					$	—					$	—					$	148
		For the Year Ended December 31, 2011
	Interest Income						Fair Value Gains, net						Net OTTI						Other						Total
		(Dollars in millions)
Total realized and unrealized (losses) gains included in net income (loss)		$	(327	)				$	86					$	(229	)				$	13					$	(457	)
Net unrealized (losses) gains related to Level 3 assets and liabilities still held as of December 31, 2011		$	(3	)				$	18					$	—					$	—					$	15
Nonrecurring Changes in Fair Value
The following tables display assets measured in our consolidated balance sheets at fair value on a nonrecurring basis; that is, the instruments are not measured at fair value on an ongoing basis but are subject to fair value adjustments in certain circumstances (for example, when we evaluate loans for impairment) as of December 31, 2013 and 2012.
	Fair Value Measurements as of December 31, 2013
	Quoted Prices in Active Markets for Identical Assets (Level 1)						Significant Other Observable Inputs (Level 2)						Significant Unobservable Inputs						Estimated Fair Value
													(Level 3)
	(Dollars in millions)
Nonrecurring fair value measurements:
Assets:
Mortgage loans held for sale, at lower of cost or fair value		$	—					$	101					$	132					$	233
Single-family mortgage loans held for investment, at amortized cost:(1)
Of Fannie Mae		—						—						19,966						19,966
Of consolidated trusts		—						—						79						79
Multifamily mortgage loans held for investment, at amortized cost		—						—						1,533						1,533
Acquired property, net:
Single-family		—						—						4,041						4,041
Multifamily		—						—						98						98
Other assets		—						—						121						121
Total nonrecurring fair value measurements		$	—					$	101					$	25,970					$	26,071
	Fair Value Measurements as of December 31, 2012
	Quoted Prices in Active Markets for Identical Assets (Level 1)						Significant Other Observable Inputs (Level 2)						Significant Unobservable Inputs						Estimated Fair Value
													(Level 3)
		(Dollars in millions)
Assets:
Mortgage loans held for sale, at lower of cost or fair value		$	—					$	104					$	135					$	239
Single-family mortgage loans held for investment, at amortized cost:(1)
Of Fannie Mae		—						—						23,314						23,314
Of consolidated trusts		—						—						227						227
Multifamily mortgage loans held for investment, at amortized cost		—						—						1,624						1,624
Acquired property, net:
Single-family		—						—						3,692						3,692
Multifamily		—						—						74						74
Other assets		—						—						384						384
Total nonrecurring fair value measurements		$	—					$	104					$	29,450					$	29,554
_________
(1)	Excludes estimated recoveries from mortgage insurance proceeds.
The following table displays assets measured in our consolidated balance sheets at fair value on a nonrecurring basis and the gains or losses recognized for these assets for the year ended December 31, 2011.
																										For the Year Ended December 31, 2011
	Fair Value Measurements
	For the Year Ended December 31, 2011
	Quoted Prices in Active Markets for Identical Assets (Level 1)						Significant Other Observable Inputs (Level 2)						Significant Unobservable Inputs						Estimated Fair Value							Total Gains (Losses)
													(Level 3)
	(Dollars in millions)
Assets:
Mortgage loans held for sale, at lower of cost or fair value		$	—					$	3					$	197					$	200		(1)				$	12
Single-family mortgage loans held for investment, at amortized cost:
Of Fannie Mae		—						—						44,592						44,592			(2)				(3,077		)
Of consolidated trusts		—						—						882						882			(2)				(142		)
Multifamily mortgage loans held for investment, at amortized cost		—						—						1,910						1,910			(2)				(348		)
Acquired property, net:
Single-family		—						—						19,498						19,498			(3)				(2,639		)
Multifamily		—						—						363						363			(3)				(87		)
Other assets		—						—						1,537						1,537			(4)				(209		)
Total nonrecurring fair value measurements		$	—					$	3					$	68,979					$	68,982						$	(6,490	)
_________
(1)	Includes $73 million of mortgage loans held for sale that were sold, deconsolidated, retained as a mortgage-related security or redesignated to mortgage loans held for investment as of December 31, 2011.
(2)	Includes $8.1 billion of mortgage loans held for investment that were liquidated or transferred to foreclosed properties as of December 31, 2011.
(3)	Includes $14.5 billion of acquired properties that were sold or transferred as of December 31, 2011.
(4)	Includes $411 million of other assets that were sold or transferred as of December 31, 2011.
The following table displays valuation techniques and the range and the weighted-average of significant unobservable inputs for our Level 3 assets and liabilities measured at fair value on a recurring basis as of December 31, 2013 and 2012.
	Fair Value Measurements as of December 31, 2013
	Valuation Techniques		Significant Unobservable Inputs(1)		Range(1)				Weighted - Average(1)		Fair Value
	(Dollars in millions)
Recurring fair value measurements:
Trading securities:
Mortgage-related securities:
Agency(2)	Other										$	44
Alt-A private-label securities(3)	Single Vendor		Default rate (%)		6	-	10.8		8.7
			Prepayment speed (%)		4.1	-	5.4		4.6
			Severity (%)		76.1	-	92.7		83.1
			Spreads (bps)		414.3	-	421.7		417.5		60
	Consensus		Default rate (%)		6.9	-	10.4		8.9
			Prepayment speed (%)		1.9	-	2.5		2.2
			Severity (%)		77.3	-	97.8		88.7
			Spreads (bps)		298.3	-	420.2		366.3		325
	Consensus										85
	Discounted cash flow		Default rate (%)		4	-	6.9		6.5
			Prepayment speed (%)		1.9	-	3.4		2.2
			Severity (%)		42.7	-	77.3		67.6
			Spreads (bps)		325.4	-	439.4		418.6		148
Total Alt-A private-label securities											618
Subprime private-label securities(3)	Single Vendor		Default rate (%)		3.1	-	7.5		3.9
			Prepayment speed (%)		1.8	-	2.5		2
			Severity (%)		75	-	87.2		75.8
			Spreads (bps)		325				325		113
	Single Vendor										77
	Consensus		Default rate (%)		3	-	9.2		6.4
			Prepayment speed (%)		1.4	-	2.2		1.9
			Severity (%)		50.4	-	87.2		74.4
			Spreads (bps)		325	-	425		353		400
	Consensus										808
	Discounted cash flow		Default rate (%)		6.9				6.9
			Prepayment speed (%)		0.1				0.1
			Severity (%)		75				75
			Spreads (bps)		325				325		50
Total subprime private-label securities											1,448
Mortgage revenue bonds	Discounted cash flow		Spreads (bps)		35	-	440		340.6		539
	Other										26
Total mortgage revenue bonds											565
Other	Discounted cash flow		Spreads (bps)		525				525		99
Total trading securities											$	2,774
	Fair Value Measurements as of December 31, 2013
	Valuation Techniques		Significant Unobservable Inputs(1)		Range(1)				Weighted - Average(1)		Fair Value
	(Dollars in millions)
Available-for-sale securities:
Mortgage-related securities:
Agency(2)	Other										$	15
Alt-A private-label securities(3)	Single Vendor		Default Rate (%)		0.9	-	6.4		3.9
			Prepayment Speed (%)		9.3	-	11.9		11.3
			Severity (%)		53.7	-	82.6		68.8
			Spreads (bps)		300	-	400		349.3		139
	Single Vendor										435
	Consensus		Default Rate (%)		0.1	-	10.3		3.5
			Prepayment Speed (%)		0.1	-	32.9		9.9
			Severity (%)		7.2	-	100		62.3
			Spreads (bps)		210.6	-	404.2		336.7		1,948
	Consensus										740
	Discounted cash flow		Default Rate (%)		2.3	-	10.1		5.1
			Prepayment Speed (%)		1.2	-	7		3.4
			Severity (%)		45.2	-	79.5		60.5
			Spreads (bps)		220.2	-	500		381.3		420
	Other										109
Total Alt-A private-label securities											3,791
Subprime private-label securities(3)	Single Vendor		Default Rate (%)		1.8	-	11		7.4
			Prepayment Speed (%)		1	-	9.4		2
			Severity (%)		65	-	100		82.2
			Spreads (bps)		275	-	375		315.2		442
	Single Vendor										322
	Consensus		Default Rate (%)		0	-	36.8		7.4
			Prepayment Speed (%)		0.3	-	9.7		2.3
			Severity (%)		36.8	-	100		81.7
			Spreads (bps)		175	-	375		319.9		2,981
	Consensus										2,442
	Discounted cash flow		Default Rate (%)		0.7	-	7.6		5.1
			Prepayment Speed (%)		0.2	-	12.5		4.1
			Severity (%)		43.8	-	98		79.5
			Spreads (bps)		175	-	375		292.4		816
	Other										65
Total subprime private-label securities											7,068
Mortgage revenue bonds	Single vendor		Spreads (bps)		0	-	463.2		112.1		1,937
	Single vendor										1,386
	Discounted cash flow		Spreads (bps)		5.5	-	490		310		1,899
	Other										31
Total mortgage revenue bonds											5,253
Other	Single Vendor										122
	Consensus		Default Rate (%)		0.1	-	5		5
			Prepayment Speed (%)		3	-	11.4		3
			Severity (%)		65	-	85		84.6
			Spreads (bps)		275	-	925		526.4		483
	Consensus										625
	Discounted cash flow		Default Rate (%)		5				5
			Prepayment Speed (%)		10				10
			Severity (%)		55				55
			Spreads (bps)		300	-	511		469.5		610
	Other										1,045
Total Other											2,885
Total available-for-sale securities											$	19,012
	Fair Value Measurements as of December 31, 2013
	Valuation Techniques		Significant Unobservable Inputs(1)		Range(1)						Weighted - Average(1)			Fair Value
	(Dollars in millions)
Mortgage loans of consolidated trusts:
Single-family	Build-Up		Default Rate (%)		0.1		-	95.6			15.7
			Prepayment Speed (%)		2.3		-	37.6			14.1
			Severity (%)		0		-	100			26.6			$	1,828
	Consensus													219
	Consensus		Default Rate (%)		1.1		-	4.7			3.2
			Prepayment Speed (%)		0.2		-	16.7			15.2
			Severity (%)		63.9		-	89.5			85.6
			Spreads (bps)		175		-	950			293.9			112
	Discounted cash flow		Default Rate (%)		1.2		-	15.7			7
			Prepayment Speed (%)		1.9		-	16.7			7
			Severity (%)		58.8		-	97.7			75.5
			Spreads (bps)		175		-	360.6			252.1			310
	Other													60
Total single-family														2,529
Multifamily	Build-Up		Spreads (bps)		62		-	243.4			114.3			175
Total mortgage loans of consolidated trusts														$	2,704
Net derivatives	Internal Model													$	(64	)
	Dealer Mark													32
	Other													(8		)
Total net derivatives														$	(40	)
Long-term debt:
Of Fannie Mae:
Senior floating	Discounted Cash flow													(266		)
	Consensus		Default Rate (%)		0.2						0.2
			Prepayment Speed (%)		8.4						8.4
			Spreads (bps)		171		-	438			306.2			(689		)
Total of Fannie Mae														(955		)
Of consolidated trusts	Consensus													(227		)
	Consensus		Default Rate (%)		1.1		-	4.7			3.2
			Prepayment Speed (%)		0.2		-	16.7			15.2
			Severity (%)		63.9		-	89.5			85.6
			Spreads (bps)		175		-	950			295.1			(116		)
	Single Vendor													(80		)
	Other													(95		)
Total of consolidated trusts														(518		)
Total long-term debt														$	(1,473	)
	Fair Value Measurements as of December 31, 2012
	Valuation Techniques		Significant Unobservable Inputs(1)		Range(1)				Weighted - Average(1)		Fair Value
	(Dollars in millions)
Recurring fair value measurements:
Trading securities:
Mortgage-related securities:
Agency(2)	Consensus										$	44
	Single Vendor										27
Total Agency											71
Alt-A private-label securities	Discounted Cash Flow		Default Rate (%)		5.7	-	17.6		12.5
			Prepayment Speed (%)		0.6	-	4		1.7
			Severity (%)		65	-	70		67.6
			Spreads (bps)		526	-	612		567		87
	Consensus										17
Total Alt-A private-label securities											104
Subprime private-label securities	Consensus		Default Rate (%)		10.9	-	23		16
			Prepayment Speed (%)		0.3	-	7.9		2.6
			Severity (%)		80				80
			Spreads (bps)		427	-	657		488.5		544
	Consensus										355
	Discounted Cash Flow		Default Rate (%)		14.1	-	20.4		18.7
			Prepayment Speed (%)		3.4	-	8.3		5.6
			Severity (%)		80				80
			Spreads (bps)		422	-	637		564.8		236
	Single Vendor										184
Total subprime private-label securities											1,319
Mortgage revenue bonds	Discounted Cash Flow		Spreads (bps)		260	-	375		320.4		636
	Single Vendor										39
Total mortgage revenue bonds											675
Other	Other										117
Total trading securities											$	2,286
	Fair Value Measurements as of December 31, 2012
	Valuation Techniques		Significant Unobservable Inputs(1)		Range(1)				Weighted		Fair Value
									Average(1)
	(Dollars in millions)
Available-for-sale securities:
Mortgage-related securities:
Agency(2)	Other										$	39
Alt-A private-label securities	Discounted Cash Flow		Default Rate (%)		0	-	23.6		6.4
			Prepayment Speed (%)		0	-	20.8		7.4
			Severity (%)		50	-	70		57.2
			Spreads (bps)		288	-	643		442.8		3,003
	Consensus		Default Rate (%)		0	-	17.7		3.6
			Prepayment Speed (%)		0.2	-	41.3		10
			Severity (%)		50	-	70		54.9
			Spreads (bps)		300	-	634		429		2,285
	Consensus										1,231
	Single Vendor										45
Total Alt-A private-label securities											6,564
Subprime private-label securities	Consensus		Default Rate (%)		0	-	27.4		15.4
			Prepayment Speed (%)		0	-	14.4		3
			Severity (%)		65	-	80		77.8
			Spreads (bps)		325	-	660		493.7		3,333
	Consensus										2,326
	Discounted Cash Flow		Default Rate (%)		0	-	24.3		15.7
			Prepayment Speed (%)		0	-	10.9		2.9
			Severity (%)		65	-	80		76.7
			Spreads (bps)		299	-	654		527		1,710
	Other										78
Total subprime private-label securities											7,447
Mortgage revenue bonds	Single Vendor										5,721
	Discounted Cash Flow		Spreads (bps)		77	-	375		297.7		1,911
	Other										205
Total mortgage revenue bonds											7,837
Other	Consensus										1,009
	Discounted Cash Flow		Default Rate (%)		4	-	10		5
			Prepayment Speed (%)		0.2	-	10		3
			Severity (%)		50	-	85		84.8
			Spreads (bps)		431	-	1,154.00		588.6		916
	Consensus		Default Rate (%)		0	-	5		4.7
			Prepayment Speed (%)		1	-	14.1		3.6
			Severity (%)		65	-	85		83.8
			Spreads (bps)		450	-	729		585.8		534
	Other										688
Total Other											3,147
Total available-for-sale securities											$	25,034
	Fair Value Measurements as of December 31, 2012
	Valuation Techniques		Significant Unobservable Inputs(1)		Range(1)				Weighted		Fair Value
									Average(1)
	(Dollars in millions)
Mortgage loans of consolidated trusts:
Single-family	Build-Up		Default Rate (%)		0.1	-	99.3		18.4
			Prepayment Speed (%)		4.4	-	92		19.4
			Severity (%)		5.6	-	97.3		33.3		$	1,698
	Consensus										303
	Consensus		Default Rate (%)		0	-	9		6.4
			Prepayment Speed (%)		1.7	-	14.4		10.4
			Severity (%)		65	-	70		67.1
			Spreads (bps)		468	-	851		567.9		302
	Discounted Cash Flow		Default Rate (%)		0	-	8.5		6
			Prepayment Speed (%)		1.7	-	14.4		5.3
			Severity (%)		65	-	70		65
			Spreads (bps)		507	-	1,030.00		733.4		106
	Single Vendor										50
Total single-family											2,459
Multifamily	Build-Up		Spreads (bps)		77	-	363.4		154.5		175
Total mortgage loans of consolidated trusts											$	2,634
Net derivatives	Dealer Mark										$	144
	Internal Model										(130		)
Total net derivatives											$	14
Long-term debt:
Of Fannie Mae:
Senior floating	Discounted Cash Flow										$	(400	)
Of consolidated trusts	Consensus										(370		)
	Discounted Cash Flow		Default Rate (%)		0	-	10		5.8
			Prepayment Speed (%)		0	-	100		36.9
			Severity (%)		50	-	70		63.4
			Spreads (bps)		98	-	1,030.00		331.4		(330		)
	Consensus		Default Rate (%)		0	-	9		6.2
			Prepayment Speed (%)		1.7	-	14.4		10.9
			Severity (%)		65	-	70		67.5
			Spreads (bps)		468	-	851		584.3		(271		)
	Single Vendor										(157		)
Total of consolidated trusts											(1,128		)
Total long-term debt											$	(1,528	)
_________
(1)	Valuation techniques for which no unobservable inputs are disclosed generally reflect the use of third-party pricing services or dealers, and the range of unobservable inputs applied by these sources is not readily available or cannot be reasonably estimated. Where we have disclosed unobservable inputs for consensus and single vendor techniques, those inputs are based on our validations performed at the security level using discounted cash flows.
(2)	Includes Fannie Mae, Freddie Mac and Ginnie Mae securities.
(3)	Default Rate as disclosed represents the estimated beginning annualized rate of default and is used as a basis to forecast the future default rates that serve as an input for valuation.
The following table displays valuation techniques for our Level 3 assets measured at fair value on a nonrecurring basis as of December 31, 2013 and 2012. The significant unobservable inputs related to these techniques primarily relate to collateral dependent valuations. The related ranges and weighted averages are not meaningful when aggregated as they vary significantly from property to property.
			Fair Value Measurements as of December 31,
	Valuation Techniques		2013				2012
			(Dollars in millions)
Nonrecurring fair value measurements:
Mortgage loans held for sale, at lower of cost or fair value	Consensus		$	132			$	135
Single-family mortgage loans held for investment, at amortized cost:
Of Fannie Mae	Internal Model		19,966				23,314
Of consolidated trusts	Internal Model		79				227
Multifamily mortgage loans held for investment, at amortized cost	Appraisals		39				194
	Broker Price Opinions		248				395
	Asset Manager Estimate		1,230				1,001
	Other		16				34
Total multifamily mortgage loans held for investment, at amortized cost			1,533				1,624
Acquired property, net:
Single-family	Accepted Offers		691				787
	Appraisals		1,077				467
	Walk Forwards		1,106				1,348
	Internal Model		1,049				1,014
	Other		118				76
Total single-family			4,041				3,692
Multifamily	Accepted Offers		24				20
	Appraisals		65				8
	Broker Price Opinions		9				46
Total multifamily			98				74
Other Assets	Appraisals		26				8
	Walk Forwards		9				43
	Internal Model		81				203
	Other		5				130
Total other assets			121				384
Total nonrecurring assets at fair value			$	25,970			$	29,450
We use valuation techniques that maximize the use of observable inputs and minimize the use of unobservable inputs. The following is a description of the valuation techniques we use for fair value measurement and disclosure as well as our basis for classifying these measurements as Level 1, Level 2 or Level 3 of the valuation hierarchy in more specific situations.
Cash Equivalents, Trading Securities and Available-for-Sale Securities
These securities are recorded in our consolidated balance sheets at fair value on a recurring basis. Fair value is measured using quoted market prices in active markets for identical assets, when available.
A description of our securities valuation techniques is as follows:
Single Vendor: This valuation technique utilizes one vendor price to estimate fair value. We generally validate these observations of fair value through the use of a discounted cash flow technique whose unobservable inputs (for example, default rates) are disclosed in the table above.
Consensus: This technique utilizes an average of two or more vendor prices for similar securities. We generally validate these observations of fair value through the use of a discounted cash flow technique whose unobservable inputs (for example, default rates) are disclosed in the table above.
Discounted Cash Flow: In the absence of prices provided by third-party pricing services supported by observable market data, we estimate the fair value of a portion of our securities using a discounted cash flow technique that uses inputs such as default rates, prepayment speeds, loss severity and spreads based on market assumptions where available.
We classify instruments whose values are based on quoted market prices in active markets for identical assets as Level 1 of the valuation hierarchy. We classify instruments in active markets as Level 2 of the valuation hierarchy if quoted market prices in active markets for identical assets are not available. For all valuation techniques used for instruments where there is limited activity or less transparency around these inputs to the valuation, these instruments are classified as Level 3 of the valuation hierarchy.
For private-label securities, an increase in unobservable prepayment speeds in isolation would generally result in an increase in fair value, and an increase in unobservable spreads, severity rates or default rates in isolation would generally result in a decrease in fair value. For mortgage revenue bonds classified as Level 3 of the valuation hierarchy, an increase in unobservable spreads would result in a decrease in fair value. Although the sensitivities of the fair value of our recurring Level 3 securities of the valuation hierarchy to various unobservable inputs are discussed above in isolation, interrelationships exist among these inputs such that a change in one unobservable input typically results in a change to one or more of the other inputs.
Mortgage Loans Held for Investment
The majority of HFI loans are reported in our consolidated balance sheets at the principal amount outstanding, net of cost basis adjustments and an allowance for loan losses. We estimate the fair value of HFI loans using the build-up and consensus valuation techniques, as discussed below, for periodic disclosure of financial instruments as required by GAAP. For our remaining loans, which include those containing embedded derivatives that would otherwise require bifurcation and consolidated loans of senior-subordinated trust structures, we elected the fair value option and therefore, we record these loans at fair value in our consolidated balance sheets. We measure these loans on a recurring basis using the build-up, consensus, discounted cash flow and single vendor price techniques. Certain impaired loans are measured at fair value on a nonrecurring basis by using the fair value of their underlying collateral. Specific techniques used include internal models, broker price opinions and appraisals.
A description of our loan valuation techniques is as follows:
Build-up: We derive the fair value of mortgage loans using a build-up valuation technique. In the build-up valuation technique we start with the base value for our Fannie Mae MBS and then add or subtract the fair value of the associated guaranty asset, guaranty obligation (“GO”) and master servicing arrangement. We use observable market values of Fannie Mae MBS with similar characteristics, either on a pool or loan level, determined primarily from third party pricing services, quoted market prices in active markets for similar securities, and other observable market data as a base value. We set the GO equal to the estimated fair value we would receive if we were to issue our guaranty to an unrelated party in a stand-alone arm’s length transaction at the measurement date. We estimate the fair value of the GO using our internal valuation models, which calculate the present value of expected cash flows based on management’s best estimate of certain key assumptions such as current mark-to-market LTV ratios, future house prices, default rates, severity rates and required rate of return. We also estimate the fair value of the GO using our current guaranty pricing and adjust that pricing, as appropriate, for the seasoning of the collateral when such transactions reflect credit characteristics of loans held in our portfolio. As a result, the fair value of our mortgage loans will change when the pricing for our credit guaranty changes in the GSE securitization market.
Our performing loans are generally classified as Level 2 of the valuation hierarchy to the extent that significant inputs are observable. To the extent that unobservable inputs are significant, the loans are classified as Level 3 of the valuation hierarchy.
Consensus: The fair value of single-family nonperforming loans represents an estimate of the prices we would receive if we were to sell these loans in the nonperforming whole-loan market. These nonperforming loans are either two or more months delinquent, in an open modification period, or in a closed modification state (both performing and nonperforming in accordance with the loan’s modified terms). We calculate the fair value of nonperforming loans based on assumptions about key factors, including collateral value and mortgage insurance repayment. Collateral value is derived from the current estimated mark-to-market LTV ratio of the individual loan along with a state-level distressed property sales discount. The fair value of mortgage insurance is estimated by taking the loan level coverage and adjusting it by the expected claims paying ability of the associated mortgage insurer. The expected claims paying abilities used for estimating the fair value of mortgage insurance are consistent with our credit loss forecast. Using these assumptions, along with indicative bids for a representative sample of nonperforming loans, we estimate the fair value. The bids on sample loans are obtained from multiple active market participants. Fair value is estimated from the extrapolation of these indicative sample bids plus an amount for the recovery of any associated mortgage insurance estimated through our GO valuation models as described above. These loans are classified as Level 3 of the valuation hierarchy because significant inputs are unobservable.
We estimate the fair value for a portion of our senior-subordinated trust structures using the average of two or more vendor prices at the security level as a proxy for estimating loan fair value. These loans are classified as Level 3 of the valuation hierarchy because significant inputs are unobservable.
Discounted Cash Flow: We estimate the fair value of a portion of our senior-subordinated trust structures using discounted cash flow at the security level as a proxy for estimating loan fair value. This valuation technique uses unobservable inputs such as prepayment speeds, default rates, spreads, and loss severities to estimate the fair value of our securities. These inputs are weighted in a model that calculates the expected cash flow of the security which is used as the basis of fair value. These loans are classified as Level 3 of the valuation hierarchy because significant inputs are unobservable.
Single Vendor: We estimate the fair value of a portion of our senior-subordinated trust structures using the single vendor valuation technique at the security level as a proxy for estimating loan fair value. We also estimate the fair value of our reverse mortgages using the single vendor valuation technique. These loans are classified as Level 3 of the valuation hierarchy because significant inputs are unobservable.
Internal Model: For loans whose value it has been determined should be based on collateral value, we use an internal proprietary distressed home price model. The internal model used in this process takes one of two approaches when valuing properties. The first approach relies on comparable foreclosed property sales, where the value of the target property is the weighted average price of comparable foreclosed property sales. The weights in the comparable sales approach are determined by various factors such as geographic distance, transaction time and the value difference. The second approach relies on model calibrations that consider the target property’s attributes such as prior sales prices, tax assessment values and property characteristics to derive the foreclosed property values. In the second approach, we build separate predictive models for each Metropolitan Statistical Area (“MSA”). Specifically, we use data on prior sales prices, tax assessment values, property characteristics and historical foreclosure sales to calibrate the models in each MSA. We can use the available data about that property and our MSA-level model to estimate the fair value for a given property. The majority of the internal model valuations come from the comparable sales approach. The determination of whether the internal model valuations in a particular geographic area should use the comparable sales approach or model calibration is based on the quarterly evaluation of these two approaches for valuation accuracy. These loans are classified as Level 3 of the valuation hierarchy because significant inputs are unobservable.
Appraisals: For a portion of our multifamily loans, we use appraisals to estimate the fair value of the loan. There are three approaches used to estimate fair value of a specific property: (1) cost, (2) income capitalization and (3) sales comparison. This technique uses an average of the three estimates. The cost approach uses the insurable value as a basis. The unobservable inputs used in this model include the estimated cost to construct or replace multifamily properties in the closest localities available. The income capitalization approach estimates the fair value using the present value of the future cash flow expectations by applying an appropriate overall capitalization rate to the forecasted net operating income. The significant unobservable inputs used in this calculation include rental income, fees associated with rental income, expenses associated with the property including taxes, payroll, insurance and other items, and capitalization rates, which are determined through market extraction and the debt service coverage ratio. The sales comparison approach compares the prices paid for similar properties, the prices asked by owners and offers made. The unobservable inputs to this methodology include ratios of sales prices to annual gross income, price paid per unit and adjustments made based on financing, conditions of sale and physical characteristics of the property. These loans are classified as Level 3 of the valuation hierarchy because significant inputs are unobservable.
Broker Price Opinion (“BPO”): For a portion of our multifamily loans, we use BPO to estimate the fair value of the loan. This technique uses both current property value and the property value adjusted for stabilization and market conditions. These approaches compute net operating income based on current rents and expenses and use a range of market capitalization rates to estimate property value. The unobservable inputs used in this technique are property net operating income and market capitalization rates to estimate property value. These loans are classified as Level 3 of the valuation hierarchy because significant inputs are unobservable.
Asset Manager Estimate (“AME”): For a portion of our multifamily loans, AME is used to estimate the fair value of the loan. This technique uses the net operating income and tax assessments of the specific property as well as MSA-specific market capitalization rates and average per unit sales values to estimate property fair value. These loans are classified as Level 3 of the valuation hierarchy because significant inputs are unobservable.
An increase in prepayment speeds in isolation would generally result in an increase in the fair value of our mortgage loans classified as Level 3 of the valuation hierarchy, and an increase in severity rates, default rates or spreads in isolation would generally result in a decrease in fair value. Although the sensitivities of the fair value of mortgage loans classified as Level 3 of the valuation hierarchy to various unobservable inputs are discussed above in isolation, interrelationships exist among these inputs such that a change in one unobservable input typically results in a change to one or more of the other inputs.
Acquired Property, Net and Other Assets
Acquired property, net represents foreclosed property received in full satisfaction of a loan net of a valuation allowance. Acquired property is initially recorded in our consolidated balance sheets at its fair value less its estimated cost to sell. The initial fair value of foreclosed properties is determined using a hierarchy based on the reliability of available information. The hierarchy for single-family acquired property includes accepted offers, appraisals, broker price opinions and proprietary home price model values. The hierarchy for multifamily acquired property includes accepted offers, appraisals and broker price opinions. We consider an accepted offer on a specific foreclosed property to be the best estimate of its fair value. If we have not accepted an offer on the property we use the next highest priority valuation methodology available, as described in our valuation hierarchy to determine fair value. While accepted offers represent an agreement in principle to transact, a significant portion of these agreements do not get executed for various reasons, and are therefore classified as Level 3 of the valuation hierarchy.
Third-party valuations can be obtained from either an appraisal or a broker price opinion. These valuations are kept current using a monthly walk forward process that updates them for any change in the value of the property. When accepted offers or third-party valuations are not available, we generally utilize the home price values determined using an internal model.
Subsequent to initial measurement, the foreclosed properties that we intend to sell are reported at the lower of the carrying amount or fair value less estimated costs to sell. Foreclosed properties classified as held for use, included in “Other Assets” in our consolidated balance sheets, are depreciated and impaired when circumstances indicate that the carrying amount of the property is no longer recoverable. The fair values of our single-family foreclosed properties subsequent to initial measurement are determined using the same information hierarchy used for the initial fair value measurement.
The most commonly used techniques in our valuation of acquired property are proprietary home price model and appraisals (both current and walk forward). Based on the number of properties measured as of December 31, 2013, these methodologies comprised approximately 81% of our valuations, while accepted offers comprised approximately 16% of our valuations. Based on the number of properties measured as of December 31, 2012, these methodologies comprised approximately 78% of our valuations, while accepted offers comprised approximately 20% of our valuations.
Acquired property is classified as Level 3 of the valuation hierarchy because significant inputs are unobservable.
A description of our acquired property significant valuation techniques is as follows:
Single-family acquired property valuation techniques
Appraisal: An appraisal is an estimate of the value of a specific property by a certified or licensed appraiser, in accordance with the Uniform Standards of Professional Appraisal Practice. Data most commonly used is from the local Multiple Listing Service and includes properties currently listed for sale, properties under contract, and closed transactions. The appraiser performs an analysis that starts with these data points and then adjusts for differences between the comparable properties and the property being appraised, to arrive at an estimated value for the specific property. Adjustments are made for differences between comparable properties for unobservable inputs such as square footage, location, and condition of the property. The appraiser typically uses recent historical data for the estimate of value.
Broker Price Opinion: This technique provides an estimate of what the property is worth based upon a real estate broker’s knowledge. The broker uses research of pertinent data in the appropriate market, and a sales comparison approach that is similar to the appraisal process. The broker typically has insight into local market trends, such as the number of and terms of offers, lack of offers, increasing supply, shortage of inventory and overall interest in buying a home. This information, all of which is unobservable, is used along with recent and pending sales and current listings of similar properties to arrive at an estimate of value.
We review the appraisals and broker price opinions received to determine if they have been performed in accordance with applicable standards and the results are consistent with our observed transactions on similar properties and make necessary adjustments as required.
Appraisal and Broker Price Opinion Walk Forwards (“Walk Forwards”): We use these techniques to adjust appraisal and broker price opinion valuations for changing market conditions by applying a walk forward factor based on local price movements since the time the third-party value was obtained. The majority of third-party values are updated by comparing the difference in our internal home price model from the month of the original appraisal/broker price opinion to the current period and by applying the resulting percentage change to the original value. If a price is not determinable through our internal home price model, we use our zip code level home price index to update the valuations.
Internal Model: We use an internal model to estimate fair value for distressed properties. The valuation methodology and inputs used are described under “Mortgage Loans Held for Investment.”
Multifamily acquired property valuation techniques
Appraisals: We use this method to estimate property values for distressed properties. The valuation methodology and inputs used are described under “Mortgage Loans Held for Investment.”
Broker Price Opinions: We use this method to estimate property values for distressed properties. The valuation methodology and inputs used are described under “Mortgage Loans Held for Investment.”
Derivatives Assets and Liabilities (collectively “Derivatives”)
Derivatives are recorded in our consolidated balance sheets at fair value on a recurring basis. The valuation process for the majority of our risk management derivatives uses observable market data provided by third-party sources, resulting in Level 2 classification of the valuation hierarchy.
A description of our derivatives valuation techniques is as follows:
Internal Model: We use internal models to value interest rate swaps which are valued by referencing yield curves derived from observable interest rates and spreads to project and discount swap cash flows to present value. Option-based derivatives use an internal model that projects the probability of various levels of interest rates by referencing swaption volatilities provided by market makers/dealers. The projected cash flows of the underlying swaps of these option-based derivatives are discounted to present value using yield curves derived from observable interest rates and spreads.
Dealer Mark: Certain highly complex structured swaps primarily use a single dealer mark due to lack of transparency in the market and may be modeled using observable interest rates and volatility levels as well as significant unobservable assumptions, resulting in Level 3 classification of the valuation hierarchy. Mortgage commitment derivatives that use observable market data, quotes and actual transaction price levels adjusted for market movement are typically classified as Level 2 of the valuation hierarchy. To the extent mortgage commitment derivatives include adjustments for market movement that cannot be corroborated by observable market data, we classify them as Level 3 of the valuation hierarchy.
Debt
The majority of debt of Fannie Mae is recorded in our consolidated balance sheets at the principal amount outstanding, net of cost basis adjustments. We elected the fair value option for certain structured Fannie Mae debt instruments and debt of consolidated trusts with embedded derivatives, which are recorded in our consolidated balance sheets at fair value on a recurring basis.
We classify debt instruments that have quoted market prices in active markets for similar liabilities when traded as assets as Level 2 of the valuation hierarchy. For all valuation techniques used for debts instruments where there is limited activity or less transparency around these inputs to the valuation, these debt instruments are classified as Level 3 of the valuation hierarchy.
A description of our debt valuation techniques is as follows:
Discounted Cash Flow: For structured debt instruments that are not valued by third-party pricing services, cash flows are evaluated taking into consideration any structured derivatives through which we have swapped out of the structured features of the notes. The resulting cash flows are discounted to present value using a yield curve derived from market prices observed for Fannie Mae Benchmark Notes and adjusted to reflect fair values at the offer side of the market. Because the derivatives considered in the valuations of these structured debt instruments are classified as Level 3 of the valuation hierarchy, the valuations of the structured debt instruments result in a Level 3 classification.
Consensus: Debt of consolidated trusts is traded in the market as assets. We estimate the fair value of our debt of consolidated trusts using an average of two or more vendor prices that represents estimated fair value for similar liabilities when traded as assets.
Single Vendor: Debt of consolidated trusts is traded in the market as assets. We estimate the fair value of our debt of consolidated trusts using a single vendor price that represents estimated fair value for these liabilities when traded as assets. The valuation methodology and inputs used in estimating the fair value of securities are described under “Cash Equivalents, Trading Securities and Available for Sale Securities.”
Valuation Control Processes
We have control processes that are designed to ensure that our fair value measurements are appropriate and reliable, that they are based on observable inputs wherever possible and that our valuation approaches are consistently applied and the assumptions used are reasonable. Our control processes consist of a framework that provides for a segregation of duties and oversight of our fair value methodologies and valuations, as well as validation procedures.
Our Enterprise Models Group develops models that are used in estimating the fair value of assets and liabilities for financial reporting purposes. In addition, our Model Oversight Committee (“MOC”) facilitates the cross-functional coordination and effectiveness of our modeling efforts in terms of research, model use and risk governance. The MOC is comprised of senior representatives from Underwriting and Pricing, Capital Markets, Multifamily, Credit Portfolio Management, Enterprise Risk Management and Finance, and is co-chaired by our Chief Risk Officer and our Head of Enterprise Business Analytics. Our Model Risk Oversight Group is responsible for establishing risk management controls and for reviewing models used in the determination of fair value measurements for financial reporting.
During 2013, the Pricing Group and the Price Verification Group within our Finance Division were merged to form the Pricing and Verification Group. The Pricing and Verification Group resides within our Finance Division and is independent of any trading or market-related activities. The Pricing and Verification Group is responsible for the estimation and verification of the fair value for the majority of our financial assets and financial liabilities, including review of material assumptions used when market-based inputs do not exist. The Pricing and Verification Group also provides a quarterly update to the Valuation Oversight Committee (“VOC”) on relevant market information, pricing trends, significant valuation challenges and the resolution of those challenges. Fair value measurements for acquired property and collateral dependent loans are determined by other valuation groups in the Finance Division.
Our VOC includes senior representation from our Capital Markets segment, our Enterprise Risk Office and our Finance division, and is responsible for providing overall governance for our valuation processes and results. The composition of the VOC is determined by the VOC chair, our Chief Financial Officer, with the objective of obtaining appropriate representation from Finance, Enterprise Risk Management and select business units within Fannie Mae. Based on its review of valuation methodologies and fair value results for various financial instruments used for financial reporting, the VOC is responsible for advising the VOC chair, who has the ultimate responsibility over all valuation processes and results. The VOC also reviews trend analysis for various financial assets and liabilities on a quarterly basis.
We use third-party vendor prices and dealer quotes to estimate fair value of some of our financial assets and liabilities. Third-party vendor prices are primarily used to estimate fair value for trading securities, available-for-sale securities, debt of Fannie Mae and consolidated MBS debt. Our Pricing and Verification Group performs various review and validation procedures prior to utilizing these prices in our fair value estimation process. We verify selected prices, using a variety of methods, including corroborating the prices by reference to other independent market data, such as non-binding broker or dealer quotations, relevant benchmark indices and prices of similar instruments. We also review prices for reasonableness based on variations from prices provided in previous periods, comparing prices to internally estimated prices, using primarily a discounted cash flow approach, and conducting relative value comparisons based on specific characteristics of securities.
We have discussions with the pricing vendors as part of our due diligence process in order to maintain a current understanding of the valuation processes and related assumptions and inputs that these vendors use in developing prices. The prices provided to us by third-party pricing services reflect the existence of market reliance upon credit enhancements, if any, and the current lack of liquidity in the marketplace. If we determine that a price provided to us is outside established parameters, we will further examine the price, including having follow-up discussions with the pricing service or dealer. If we conclude that a price is not valid, we will adjust the price for various factors, such as liquidity, bid-ask spreads and credit considerations. All of these procedures are executed before we use the prices in preparing our financial statements.
We have an internal property valuation function that utilizes an internal model to compare the values received on a property and assign a risk rating based on several factors including the deviation between the various values. Property valuations with risk ratings above a specified threshold are reviewed for reasonableness by a team of property valuation experts. The internal model that is used to assign a risk rating and the threshold specified is subject to VOC oversight. In addition, our Quality Control Group reviews the overall work performed and inspects a portion of the properties in major markets, for which the third-party valuations are obtained, in order to assess the quality of the valuations.
We calibrate the performance of our proprietary distressed home price model using actual offers in recently observed transactions. The model’s performance is reviewed on a monthly basis by the REO valuation team and compared quarterly to specific model performance thresholds. The results of the validation are regularly reviewed with the VOC.
Our Property Valuation Review Group reviews appraisals and broker price opinions to determine the most appropriate value by comparing data within these products with current comparable properties and market data. We conduct regular performance reviews of the counterparties that provide products and services for this process. In addition, valuation results and trend analyses are reviewed regularly by management responsible for valuing and disposing of real estate.
Fair Value of Financial Instruments
The following table displays the carrying value and estimated fair value of our financial instruments as of December 31, 2013 and 2012. The fair value of financial instruments we disclose includes commitments to purchase multifamily and single-family mortgage loans, which are off-balance sheet financial instruments that we do not record in our consolidated balance sheets. The fair values of these commitments are included as “Mortgage loans held for investment, net of allowance for loan losses.” The disclosure excludes certain financial instruments, such as plan obligations for pension and postretirement health care benefits, employee stock option and stock purchase plans, and also excludes all non-financial instruments. As a result, the fair value of our financial assets and liabilities does not represent the underlying fair value of our total consolidated assets and liabilities.
	As of December 31, 2013
	Carrying				Quoted Price in Active Markets for Identical Assets						Significant Other Observable Inputs				Significant Unobservable Inputs						Netting Adjust-ment				Estimated
	Value				(Level 1)						(Level 2)				(Level 3)										Fair Value
	(Dollars in millions)
Financial assets:
Cash and cash equivalents and restricted cash	$	48,223				$	36,633				$	11,590				$	—				$	—			$	48,223
Federal funds sold and securities purchased under agreements to resell or similar arrangements	38,975					—					38,975					—					—				38,975
Trading securities	30,768					16,306					11,688					2,774					—				30,768
Available-for-sale securities	38,171					—					19,159					19,012					—				38,171
Mortgage loans held for sale	380					—					185					195					—				380
Mortgage loans held for investment, net of allowance for loan losses:
Of Fannie Mae	259,638					—					29,920					215,960					—				245,880
Of consolidated trusts	2,766,222					—					2,569,747					176,395					—				2,746,142
Mortgage loans held for investment	3,025,860					—					2,599,667					392,355					—				2,992,022
Advances to lenders	3,727					—					3,165					523					—				3,688
Derivative assets at fair value	2,073					—					10,430					65					(8,422		)		2,073
Guaranty assets and buy-ups	267					—					—					706					—				706
Total financial assets	$	3,188,444				$	52,939				$	2,694,859				$	415,630				$	(8,422	)		$	3,155,006
Financial liabilities:
Short-term debt:
Of Fannie Mae	$	72,295				$	—				$	72,304				$	—				$	—			$	72,304
Of consolidated trusts	2,154					—					—					2,154					—				2,154
Long-term debt:
Of Fannie Mae	457,139					—					463,991					1,557					—				465,548
Of consolidated trusts	2,702,935					—					2,684,224					13,362					—				2,697,586
Derivative liabilities at fair value	1,469					—					10,734					105					(9,370		)		1,469
Guaranty obligations	485					—					—					2,433					—				2,433
Total financial liabilities	$	3,236,477				$	—				$	3,231,253				$	19,611				$	(9,370	)		$	3,241,494
	As of December 31, 2012
	Carrying				Quoted Price in Active Markets for Identical Assets				Significant Other Observable Inputs				Significant Unobservable Inputs				Netting Adjustment				Estimated
	Value				(Level 1)				(Level 2)				(Level 3)								Fair Value
	(Dollars in millions)
Financial assets:
Cash and cash equivalents and restricted cash	$	89,036			$	75,786			$	13,250			$	—			$	—			$	89,036
Federal funds sold and securities purchased under agreements to resell or similar arrangements	32,500				—				32,500				—				—				32,500
Trading securities	40,695				17,950				20,459				2,286				—				40,695
Available-for-sale securities	63,181				—				38,147				25,034				—				63,181
Mortgage loans held for sale	464				—				267				208				—				475
Mortgage loans held for investment, net of allowance for loan losses:
Of Fannie Mae	305,025				—				39,018				232,170				—				271,188
Of consolidated trusts	2,643,917				—				2,528,004				234,424				—				2,762,428
Mortgage loans held for investment	2,948,942				—				2,567,022				466,594				—				3,033,616
Advances to lenders	7,592				—				6,936				572				—				7,508
Derivative assets at fair value	435				—				16,051				175				(15,791		)		435
Guaranty assets and buy-ups	327				—				—				692				—				692
Total financial assets	$	3,183,172			$	93,736			$	2,694,632			$	495,561			$	(15,791	)		$	3,268,138
Financial liabilities:
Short-term debt:
Of Fannie Mae	$	105,233			$	—			$	105,253			$	—			$	—			$	105,253
Of consolidated trusts	3,483				—				—				3,483				—				3,483
Long-term debt:
Of Fannie Mae	510,631				—				534,516				1,056				—				535,572
Of consolidated trusts	2,570,170				—				2,685,008				16,171				—				2,701,179
Derivative liabilities at fair value	705				—				22,590				161				(22,046		)		705
Guaranty obligations	599				—				—				3,113				—				3,113
Total financial liabilities	$	3,190,821			$	—			$	3,347,367			$	23,984			$	(22,046	)		$	3,349,305
Financial Instruments for which fair value approximates carrying value—We hold certain financial instruments that are not carried at fair value but for which the carrying value approximates fair value due to the short-term nature and negligible credit risk inherent in them. These financial instruments include cash and cash equivalents, the majority of advances to lenders and federal funds and securities sold/purchased under agreements to repurchase/resell.
Federal funds and securities sold/purchased under agreements to repurchase/resell—The carrying value for the majority of these specific instruments approximates the fair value due to the short-term nature and the negligible inherent credit risk, as they involve the exchange of liquid collateral. Were we to calculate the fair value of these instruments we would use observable inputs resulting in Level 2 classification.
Mortgage Loans Held for Sale—Loans are reported at the lower of cost or fair value in our consolidated balance sheets. The valuation methodology and inputs used in estimating the fair value of HFS loans are the same as for our HFI loans and are described under “Fair Value Measurement—Mortgage Loans Held for Investment” and these loans are classified as Level 2 of the valuation hierarchy to the extent that significant inputs are observable. To the extent that significant inputs are unobservable, the loans are classified within Level 3 of the valuation hierarchy.
HARP Loans—We measure the fair value of loans that are delivered under the Home Affordable Refinance Program (“HARP”) using a modified build-up approach while the loan is performing. Under this modified approach, we set the credit component of the consolidated loans (that is, the guaranty obligation) equal to the compensation we would currently receive for a loan delivered to us under the program because the total compensation for these loans is equal to their current exit price in the GSE securitization market. For a description of the build-up valuation methodology, refer to “Fair Value Measurement—Mortgage Loans Held for Investment.” We will continue to use this pricing methodology as long as the HARP program is available to market participants. If, subsequent to delivery, the refinanced loan becomes past due or is modified as a part of a troubled debt restructuring, the fair value of the guaranty obligation is then measured consistent with other loans that have these characteristics.
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. If these benefits were not reflected in the pricing for these loans (that is, if the loans were valued using our standard build-up approach), the fair value disclosed in the table above would be lower by $11.5 billion as of December 31, 2013 and $7.6 billion as of December 31, 2012. The total fair value of our mortgage loans that have been refinanced under HARP as presented in the table above is $306.9 billion as of December 31, 2013 and $255.2 billion as of December 31, 2012.
Advances to Lenders—The carrying value for the majority of our advances to lenders approximates fair value due to the short-term nature and the negligible inherent credit risk. Were we to calculate the fair value of these instruments we would use discounted cash flow models that use observable inputs such as spreads based on market assumptions, resulting in Level 2 classification.
Advances to lenders also include loans for which the carrying value does not approximate fair value. These loans do not qualify for Fannie Mae MBS securitization and are valued using market-based techniques including credit spreads, severities and prepayment speeds for similar loans, through third-party pricing services or through a model approach incorporating both interest rate and credit risk simulating a loan sale via a synthetic structure. We classify these valuations as Level 3 given that significant inputs are not observable or are determined by extrapolation of observable points.
Guaranty Assets and Buy-ups—Guaranty assets related to our portfolio securitizations are recorded in our consolidated balance sheets at fair value on a recurring basis and are classified within Level 3 of the valuation hierarchy. Guaranty assets in lender swap transactions are recorded in our consolidated balance sheets at the lower of cost or fair value. These assets, which are measured at fair value on a nonrecurring basis, are classified within Level 3 of the fair value hierarchy.
We estimate the fair value of guaranty assets based on the present value of expected future cash flows of the underlying mortgage assets using management’s best estimate of certain key assumptions, which include prepayment speeds, forward yield curves, and discount rates commensurate with the risks involved. These cash flows are projected using proprietary prepayment, interest rate and credit risk models. Because guaranty assets are like an interest-only income stream, the projected cash flows from our guaranty assets are discounted using one-month LIBOR plus an option-adjusted spread that is calibrated using a representative sample of interest-only swaps that reference Fannie Mae MBS. We believe the remitted fee income is less liquid than interest-only swaps and more like an excess servicing strip. We take a further discount of the present value for these liquidity considerations. This discount is based on market quotes from dealers.
The fair value of the guaranty assets includes the fair value of any associated buy-ups, which is estimated in the same manner as guaranty assets but is recorded separately as a component of “Other assets” in our consolidated balance sheets.
Guaranty Obligations—The fair value of all guaranty obligations, measured subsequent to their initial recognition, is our estimate of a hypothetical transaction price we would receive if we were to issue our guaranty to an unrelated party in a standalone arm’s-length transaction at the measurement date. These obligations are classified within Level 3. The valuation methodology and inputs used in estimating the fair value of the guaranty obligation are described under “Fair Value Measurement—Mortgage Loans Held for Investment, Build-up.”
Fair Value Option
We elected the fair value option for loans that contain embedded derivatives that would otherwise require bifurcation. Under the fair value option, we elected to carry these instruments at fair value instead of bifurcating the embedded derivative from the respective loan.
We elected the fair value option for all long-term structured debt instruments that are issued in response to specific investor demand and have interest rates that are based on a calculated index or formula and are economically hedged with derivatives at the time of issuance. By electing the fair value option for these instruments, we are able to eliminate the volatility in our results of operations that would otherwise result from the accounting asymmetry created by recording these structured debt instruments at cost while recording the related derivatives at fair value.
We elected the fair value option for the financial assets and liabilities of the consolidated senior-subordinate trust structures. By electing the fair value option for these instruments, we are able to eliminate the volatility in our results of operations that would otherwise result from different accounting treatment between loans at cost and debt at cost.
Interest income for the mortgage loans is recorded in “Mortgage loans interest income” and interest expense for the debt instruments is recorded in “Long-term debt interest expense” in our consolidated statements of operations and comprehensive income (loss).
The following table displays the fair value and unpaid principal balance of the financial instruments for which we have made fair value elections as of December 31, 2013 and 2012.
		As of
		December 31, 2013																		December 31, 2012
	Loans of Consolidated Trusts(1)						Long-Term Debt of Fannie Mae						Long-Term Debt of Consolidated Trusts(2)						Loans of Consolidated Trusts(1)						Long-Term Debt of Fannie Mae						Long-Term Debt of Consolidated Trusts(2)
		(Dollars in millions)
Fair value		$	14,268					$	1,308					$	14,976					$	10,800					$	793					$	11,647
Unpaid principal balance		14,440						1,290						13,988						10,657						674						10,803
__________
(1)	Includes nonaccrual loans with a fair value of $196 million and $273 million as of December 31, 2013 and 2012, respectively. The difference between unpaid principal balance and the fair value of these nonaccrual loans as of December 31, 2013 and 2012 is $74 million and $189 million, respectively. Includes loans that are 90 days or more past due with a fair value of $288 million and $386 million as of December 31, 2013 and 2012, respectively. The difference between unpaid principal balance and the fair value of these 90 or more days past due loans as of December 31, 2013 and 2012 is $75 million and $201 million, respectively.
(2)	Includes interest-only debt instruments with no unpaid principal balance and a fair value of $85 million and $100 million as of December 31, 2013 and 2012, respectively.
Changes in Fair Value under the Fair Value Option Election
The following table displays fair value gains and losses, net, including changes attributable to instrument-specific credit risk, for loans and debt for which the fair value election was made. Amounts are recorded as a component of “Fair value gains (losses), net” in our consolidated statements of operations and comprehensive income (loss) for the years ended December 31, 2013, 2012 and 2011.
	For the Year Ended December 31,
	2013																2012														2011
	Loans				Long-Term Debt						Total Losses						Loans				Long-Term Debt						Total Losses				Loans				Long-Term Debt						Total Losses
	(Dollars in millions)
Changes in instrument-specific credit risk	$	(142	)			$	(31	)				$	(173	)			$	(25	)			$	(13	)			$	(38	)		$	(215	)			$	10				$	(205	)
Other changes in fair value	(730		)			346						(384		)			(124		)			(76		)			(200		)		79					(92		)			(13		)
Fair value (losses) gains, net	$	(872	)			$	315					$	(557	)			$	(149	)			$	(89	)			$	(238	)		$	(136	)			$	(82	)			$	(218	)
In determining the changes in the instrument-specific credit risk for loans, the changes in the associated credit-related components of these loans, primarily the guaranty obligation, were taken into consideration with the overall change in the fair value of the loans for which we elected the fair value option for financial instruments. In determining the changes in the instrument-specific credit risk for debt, the changes in Fannie Mae debt spreads to LIBOR that occurred during the period were taken into consideration with the overall change in the fair value of the debt for which we elected the fair value option for financial instruments. Specifically, cash flows are evaluated taking into consideration any derivatives through which Fannie Mae has swapped out of the structured features of the notes and thus created a floating-rate LIBOR-based debt instrument. The change in value of these LIBOR-based cash flows based on the Fannie Mae yield curve at the beginning and end of the period represents the instrument-specific risk.

Commitments_and_Contingencies

Commitments and Contingencies	12 Months Ended
	Dec. 31, 2013
Commitments and Contingencies Disclosure [Abstract]	'
Commitments and Contingencies	'
	Commitments and Contingencies
	We are party to various types of legal actions and proceedings, including actions brought on behalf of various classes of claimants. We also are subject to regulatory examinations, inquiries and investigations and other information gathering requests. In some of the matters, indeterminate amounts are sought. Modern pleading practice in the U.S. permits considerable variation in the assertion of monetary damages or other relief. Jurisdictions may permit claimants not to specify the monetary damages sought or may permit claimants to state only that the amount sought is sufficient to invoke the jurisdiction of the trial court. This variability in pleadings, together with our and our counsel’s actual experience in litigating or settling claims, leads us to conclude that the monetary relief that may be sought by plaintiffs bears little relevance to the merits or disposition value of claims.
	On a quarterly basis, we review relevant information about all pending legal actions and proceedings for the purpose of evaluating and revising our contingencies, reserves and disclosures.
	We have substantial and valid defenses to the claims in the proceedings described below and, where we are a party, intend to defend these matters vigorously. However, legal actions and proceedings of all types are subject to many uncertain factors that generally cannot be predicted with assurance. Accordingly, the outcome of any given matter and the amount or range of potential loss at particular points in time is frequently difficult to ascertain. Uncertainties can include how fact finders will evaluate documentary evidence and the credibility and effectiveness of witness testimony, and how courts will apply the law. Disposition valuations are also subject to the uncertainty of how opposing parties and their counsel may view the evidence and applicable law. Further, FHFA adopted a regulation in 2011, which provides, in part, that while we are in conservatorship, FHFA will not pay claims by our current or former shareholders, unless the Director of FHFA determines it is in the interest of the conservatorship. The presence of this regulation and FHFA’s assertion that FHFA will not pay claims asserted in certain cases discussed below while we are in conservatorship creates additional uncertainty in those cases.
	We establish a reserve for matters when a loss is probable and we can reasonably estimate the amount of such loss. For legal actions or proceedings where there is only a reasonable possibility that a loss may be incurred, or where we are not currently able to estimate the reasonably possible loss or range of loss, we do not establish a reserve. We are often unable to estimate the possible losses or ranges of losses, particularly for proceedings that are in their early stages of development, where plaintiffs seek indeterminate or unspecified damages, where there may be novel or unsettled legal questions relevant to the proceedings, or where settlement negotiations have not occurred or progressed.
	Given the uncertainties involved in any action or proceeding, regardless of whether we have established a reserve, the ultimate resolution of certain of these matters may be material to our operating results for a particular period, depending on, among other factors, the size of the loss or liability imposed and the level of our net income or loss for that period.
	In addition to the matters specifically described below, we are involved in a number of legal and regulatory proceedings that arise in the ordinary course of business that we do not expect will have a material impact on our business or financial condition. We have also advanced fees and expenses of certain current and former officers and directors in connection with various legal proceedings pursuant to our bylaws and indemnification agreements.
	In re Fannie Mae Securities Litigation
	Fannie Mae was a defendant in a consolidated class action lawsuit initially filed in 2004 that was pending in the U.S. District Court for the District of Columbia. In the consolidated complaint filed in 2005, lead plaintiffs Ohio Public Employees Retirement System and State Teachers Retirement System of Ohio alleged that we and certain former officers, as well as our former outside auditor, made materially false and misleading statements in violation of Sections 10(b) and 20(a) of the Securities Exchange Act of 1934, and SEC Rule 10b-5 promulgated thereunder. Plaintiffs contended that Fannie Mae’s accounting statements were inconsistent with GAAP requirements relating to hedge accounting and the amortization of premiums and discounts, and sought unspecified compensatory damages, attorneys’ fees, and other fees and costs. On January 7, 2008, the court defined the class as all purchasers of Fannie Mae common stock and call options and all sellers of publicly traded Fannie Mae put options during the period from April 17, 2001 through December 22, 2004. On October 17, 2008, FHFA, as conservator for Fannie Mae, intervened in this case. In September and December 2010, plaintiffs served expert reports claiming damages to plaintiffs under various scenarios ranging cumulatively from $2.2 billion to $8.6 billion. In 2011, the parties filed various motions for summary judgment. On September 20, 2012, the court granted summary judgment to defendant Franklin D. Raines, Fannie Mae’s former Chief Executive Officer, on all claims against him. On October 16, 2012, the court granted summary judgment to defendant J. Timothy Howard, Fannie Mae’s former Chief Financial Officer, on all claims against him. On November 20, 2012, the court granted summary judgment to defendant Leanne Spencer, Fannie Mae’s former Controller, on all claims against her.
	On April 10, 2013, the parties reached an agreement in principle to settle this litigation, subject to court approval. On May 7, 2013, the parties filed a stipulation of settlement with the court. On June 7, 2013, the court granted preliminary approval of the settlement, approved the form and manner of notice to the class, stayed non-settlement related proceedings, and set certain other deadlines related to the settlement. On October 31, 2013, the court held a hearing to evaluate the fairness of the settlement to the class, and on December 5, 2013, granted final approval of the settlement, dismissed the case with prejudice, and entered an order and judgment effecting the settlement. Fannie Mae’s contribution to the settlement did not have a material impact on our results of operations or financial condition. On January 9, 2014, Rinis Travel Service, Inc. Profit Sharing Trust U.A. 61-1989, a purported class member, appealed the court’s approval order with the U.S. Court of Appeals for the District of Columbia. On January 17, 2014, plaintiffs-appellees filed a motion to dismiss the Rinis appeal for lack of standing and for sanctions. On February 6, 2014, the Court of Appeals issued an order requiring Rinis to show cause why its appeal should not be dismissed. On January 29, 2014, an individual purported class member also appealed the settlement approval, and plaintiffs-appellees moved to dismiss this appeal on February 6, 2014.
	2008 Class Action Lawsuits and Related Proceedings
	Fannie Mae is a defendant in two consolidated class actions filed in 2008 and currently pending in the U.S. District Court for the Southern District of New York—In re Fannie Mae 2008 Securities Litigation and In re 2008 Fannie Mae ERISA Litigation. On February 11, 2009, the Judicial Panel on Multidistrict Litigation ordered that the cases be coordinated for pretrial proceedings. In addition, two individual securities actions involving related facts and circumstances—Comprehensive Investment Services v. Mudd and Smith v. Fannie Mae—were later filed and ultimately transferred to the same court for coordination with the class actions.
	In addition to these proceedings, certain underwriters have notified us that they have been named in various other actions arising out of certain of Fannie Mae’s preferred stock offerings and may seek indemnification for any losses arising out of those actions pursuant to the terms of our underwriting agreements with them.
	In re Fannie Mae 2008 Securities Litigation
	In a consolidated amended complaint filed on June 22, 2009, lead plaintiffs Massachusetts Pension Reserves Investment Management Board and Boston Retirement Board (for common shareholders) and Tennessee Consolidated Retirement System (for preferred shareholders) allege that we, certain of our former officers, and certain of our underwriters violated Sections 12(a)(2) and 15 of the Securities Act of 1933. Lead plaintiffs also allege that we, certain of our former officers, and our outside auditor, violated Sections 10(b) (and Rule 10b-5 promulgated thereunder) and 20(a) of the Securities Exchange Act of 1934. Lead plaintiffs seek various forms of relief, including rescission, damages, interest, costs, attorneys’ and experts’ fees, and other equitable and injunctive relief. On October 13, 2009, the court entered an order allowing FHFA to intervene.
	In 2009, the court granted the defendants’ motion to dismiss the Securities Act claims as to all defendants. In 2010, the court granted in part and denied in part the defendants’ motions to dismiss the Securities Exchange Act claims. As a result of the partial denial, some of the Securities Exchange Act claims remained pending against us and certain of our former officers. Fannie Mae filed its answer to the consolidated complaint on December 31, 2010.
	Plaintiffs filed a second amended joint consolidated class action complaint on March 2, 2012, renewing the remaining claims and adding FHFA as a defendant. On August 30, 2012, the court denied defendants’ motions to dismiss the second amended complaint, allowing plaintiffs’ Securities Exchange Act claims premised on Fannie Mae’s subprime and Alt-A disclosures to proceed along with plaintiffs’ claims premised on Fannie Mae’s risk management disclosures. Fannie Mae filed its answer to the second amended complaint on October 29, 2012. Discovery is ongoing.
	Given the stage of this lawsuit, the substantial and novel legal questions that remain, and our substantial defenses, we are currently unable to estimate the reasonably possible loss or range of loss arising from this litigation.
	In re 2008 Fannie Mae ERISA Litigation
	In a consolidated complaint filed in 2009, plaintiffs allege that certain of our current and former officers and directors, including members of Fannie Mae’s Benefit Plans Committee and the Compensation Committee of Fannie Mae’s Board of Directors during the relevant time periods, as fiduciaries of Fannie Mae’s Employee Stock Ownership Plan (“ESOP”), breached their duties to ESOP participants and beneficiaries by investing ESOP funds in Fannie Mae common stock when it was no longer prudent to continue to do so. Plaintiffs purport to represent a class of participants and beneficiaries of the ESOP whose accounts invested in Fannie Mae common stock beginning April 17, 2007. The plaintiffs seek unspecified damages, attorneys’ fees and other fees and costs, and injunctive and other equitable relief. Plaintiffs filed an amended complaint on March 2, 2012 adding two current Board members and then-CEO Michael J. Williams as defendants. On October 22, 2012, the court granted in part and denied in part defendants’ motions to dismiss. The court dismissed with prejudice claims against seven former and current directors and officers who joined the Board of Directors or Benefit Plans Committee after Fannie Mae was placed into conservatorship. The court allowed plaintiffs’ breach of fiduciary duty and failure to monitor claims to go forward, but dismissed plaintiffs’ conflict of interest claim. On September 23, 2013, defendants filed a motion asking the court to reconsider its October 22, 2012 order in light of the U.S. Court of Appeals for the Second Circuit’s decision in Rinehart v. Akers (In re Lehman Bros. ERISA Litigation), 722 F.3d 137 (2d Cir. 2013). Discovery is ongoing.
	Given the stage of this lawsuit, the substantial and novel legal questions that remain, and our substantial defenses, we are currently unable to estimate the reasonably possible loss or range of loss arising from this litigation.
	Comprehensive Investment Services v. Mudd,
	This individual securities action was originally filed on May 13, 2009, by plaintiff Comprehensive Investment Services, Inc. against certain of our former officers and directors, and certain of our underwriters in the U.S. District Court for the Southern District of Texas. On July 7, 2009, this case was transferred to the Southern District of New York for coordination with In re Fannie Mae 2008 Securities Litigation and In re 2008 Fannie Mae ERISA Litigation. Plaintiff filed an amended complaint on May 11, 2011 against us, certain of our former officers, and certain of our underwriters. The amended complaint alleges violations of Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 promulgated thereunder; violations of Section 20(a) of the Securities Exchange Act of 1934; and violations of the Texas Business and Commerce Code, common law fraud, and negligent misrepresentation in connection with Fannie Mae’s May 2008 $2.0 billion offering of 8.25% non-cumulative preferred Series T stock. Plaintiff seeks relief in the form of rescission, actual damages, punitive damages, interest, costs, attorneys’ and experts’ fees, and other equitable and injunctive relief. Plaintiff filed a second amended complaint on March 2, 2012. On August 30, 2012, the court denied defendants’ motions to dismiss the second amended complaint, allowing plaintiff’s Securities Exchange Act claims premised on Fannie Mae’s subprime and Alt-A disclosures and risk management disclosures to proceed. The court granted defendants’ motions to dismiss the state law claims, as well as the federal claims based on alleged violations of GAAP, and also dismissed two of our former officers from the action. Fannie Mae filed its answer to the amended complaint on October 29, 2012. Discovery is ongoing.
	Given the stage of this lawsuit, the substantial and novel legal questions that remain, and our substantial defenses, we are currently unable to estimate the reasonably possible loss or range of loss arising from this litigation.
	Smith v. Fannie Mae
	This individual securities action was originally filed on February 25, 2010, by plaintiff Edward Smith against Fannie Mae and certain of its former officers as well as several underwriters in the U.S. District Court for the Central District of California. On April 12, 2010, this case was transferred to the Southern District of New York for coordination with In re Fannie Mae 2008 Securities Litigation and In re 2008 Fannie Mae ERISA Litigation. Plaintiff filed an amended complaint on April 19, 2011, which alleges violations of Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 promulgated thereunder; violations of Section 20(a) of the Securities Exchange Act of 1934; common law fraud and negligence claims; and California state law claims for misrepresentation in connection with Fannie Mae’s December 2007 $7.0 billion offering of 7.75% fixed-to-floating rate non-cumulative preferred Series S stock. Plaintiff seeks relief in the form of rescission, actual damages (including interest), and exemplary and punitive damages. Plaintiff filed a second amended complaint, allowing plaintiff’s Securities Exchange Act claims premised on Fannie Mae’s subprime and Alt-A disclosures and risk management disclosures to proceed, but granted defendants’ motions to dismiss the state law claims. Fannie Mae filed its answer to the amended complaint on October 29, 2012. Discovery is ongoing.
	Given the stage of this lawsuit, the substantial and novel legal questions that remain, and our substantial defenses, we are currently unable to estimate the reasonably possible loss or range of loss arising from this litigation.
	Senior Preferred Stock Purchase Agreements Litigation
	A number of putative class action lawsuits were filed in the U.S. District Court for the District of Columbia against us, FHFA as our conservator, Treasury and Freddie Mac from July through September 2013 by shareholders of Fannie Mae and/or Freddie Mac challenging the August 2012 amendment to each company’s senior preferred stock purchase agreement with Treasury. These lawsuits were consolidated and, on December 3, 2013, plaintiffs (preferred and common shareholders of Fannie Mae and/or Freddie Mac) filed a consolidated class action complaint in the U.S. District Court for the District of Columbia against us, FHFA as our conservator, Treasury and Freddie Mac (“In re Fannie Mae/Freddie Mac Senior Preferred Stock Purchase Agreement Class Action Litigations”). The preferred shareholder plaintiffs allege that the August 2012 amendments to the terms of the senior preferred stock purchase agreements providing that Fannie Mae and Freddie Mac would pay dividends equal to their entire net worth (minus a specified capital reserve amount) (“the net worth sweep provisions”) nullified certain of the shareholders’ rights, particularly the right to receive dividends. The common shareholder plaintiffs allege that the August 2012 amendment constituted a taking of their property by requiring that all future profits of Fannie Mae and Freddie Mac are paid to Treasury. Plaintiffs allege claims for breach of contract and breach of the implied covenant of good faith and fair dealing against us, FHFA and Freddie Mac, a takings claim against FHFA and Treasury, and a breach of fiduciary duty claim derivatively on our and Freddie Mac’s behalf against FHFA and Treasury. Plaintiffs seek to represent several classes of preferred and/or common shareholders of Fannie Mae and/or Freddie Mac who held stock as of the public announcement of the August 2012 amendment. Plaintiffs seek unspecified damages, equitable and injunctive relief, and costs and expenses, including attorneys’ fees.
	A non-class action suit, Arrowood Indemnity Company v. Fannie Mae, was filed in the U.S. District Court for the District of Columbia on September 20, 2013 by preferred shareholders against us, FHFA as our conservator, the Director of FHFA (in his official capacity), Treasury, the Secretary of the Treasury (in his official capacity) and Freddie Mac. Plaintiffs bring claims for breach of contract and breach of the implied covenant of good faith and fair dealing against us, FHFA and Freddie Mac, and claims for violation of the Administrative Procedure Act against the FHFA and Treasury defendants, alleging that the net worth sweep provisions nullified certain rights of the preferred shareholders, particularly the right to receive dividends. Plaintiffs seek damages, equitable and injunctive relief, and costs and expenses, including attorneys’ fees.
	On January 17, 2014, defendants filed motions to dismiss both the class action and non-class action suits pending in the U.S. District Court for the District of Columbia. On February 12, 2014, certain plaintiffs filed a motion seeking discovery from Treasury and FHFA related to the Administrative Procedure Act and fiduciary duty claims against those agencies, and requesting a stay of briefing on defendants’ motions to dismiss until after the discovery issue is resolved.
	Given the stage of these lawsuits, the substantial and novel legal questions that remain, and our substantial defenses, we are currently unable to estimate the reasonably possible loss or range of loss arising from this litigation.
	Housing Trust Fund
	On July 9, 2013, plaintiffs Angela Samuels, Rossana Torres, Danielle Stelluto, the National Low Income Housing Coalition and the Right to the City Alliance filed a complaint against FHFA and the Director of FHFA (in his official capacity) in the U.S. District Court for the Southern District of Florida. We are not a party to this lawsuit. The complaint challenges FHFA’s decision to suspend Fannie Mae’s and Freddie Mac’s contributions to HUD’s Housing Trust Fund. The Federal Housing Finance Regulatory Reform Act of 2008 (the “2008 Reform Act”), which was enacted on July 30, 2008, requires Fannie Mae and Freddie Mac to set aside an amount equal to 4.2 basis points for each dollar of the unpaid principal balance of their total new business purchases to fund the Housing Trust Fund and the Capital Magnet Fund, with 65% of this amount allocated to the Housing Trust Fund and the remaining 35% allocated to the Capital Magnet Fund. The 2008 Reform Act authorizes the Director of FHFA to temporarily suspend these allocations in specified circumstances. In November 2008, FHFA suspended allocations for these funds and directed Fannie Mae and Freddie Mac to not set aside or allocate funds for the Housing Trust Fund and the Capital Magnet Fund until further notice.
	Plaintiffs’ complaint alleges that FHFA’s directives ordering Fannie Mae and Freddie Mac to suspend payments to the Housing Trust Fund, and FHFA’s failure to review its decision to suspend payments once Fannie Mae’s and Freddie Mac’s financial circumstances changed, violated the Administrative Procedure Act. Plaintiffs request that the court: (1) vacate and set aside FHFA’s decision to indefinitely suspend payments by Fannie Mae and Freddie Mac to the Housing Trust Fund; (2) declare that FHFA’s actions violated the Administrative Procedure Act; (3) order FHFA to instruct Fannie Mae and Freddie Mac to proceed as if FHFA’s suspension of payments to the Housing Trust Fund had never taken place; and (4) award reasonable attorneys’ fees and costs to the plaintiffs. FHFA filed a motion to dismiss the complaint on October 16, 2013. In response to the motion, plaintiffs filed an amended complaint on October 29, 2013. FHFA filed a motion to dismiss the amended complaint on December 6, 2013, and briefing was completed on January 28, 2014.
	We cannot predict the course or the outcome of this lawsuit.
	Unconditional Purchase and Lease Commitments
	We have unconditional commitments related to the purchase of loans and mortgage-related securities. These include both on- and off-balance sheet commitments. A portion of these have been recorded as derivatives in our consolidated balance sheets.
	We lease certain premises and equipment under agreements that expire at various dates through 2029. Some of these leases provide for payment by the lessee of property taxes, insurance premiums, cost of maintenance and other costs. Rental expenses for operating leases were $41 million, $41 million and $40 million for the years ended December 31, 2013, 2012 and 2011, respectively.
	The following table summarizes by remaining maturity, non cancelable future commitments related to loan and mortgage purchases, operating leases and other agreements as of December 31, 2013.
		As of December 31, 2013
		Loans and Mortgage-Related Securities(1)			Operating Leases		Other(2)
		(Dollars in millions)
	2014		$	29,753	$	41	$	63
	2015		—		37		31
	2016		—		29		22
	2017		—		22		2
	2018		—		6		—
	Thereafter		—		3		—
	Total		$	29,753	$	138	$	118
	__________
	(1)	Includes $29.6 billion that has been accounted for as mortgage commitment derivatives.
	(2)	Includes purchase commitments for certain telecom services, computer software and services, and other agreements and commitments.

Selected_Quarterly_Financial_I

Selected Quarterly Financial Information (Unaudited)	12 Months Ended
	Dec. 31, 2013
Quarterly Financial Information Disclosure [Abstract]	'
Selected Quarterly Financial Information (Unaudited)	'
	Selected Quarterly Financial Information (Unaudited)
	The consolidated statements of operations for the quarterly periods in 2013 and 2012 are unaudited and in the opinion of management include all adjustments, consisting of normal recurring adjustments, necessary for a fair presentation of our consolidated statements of operations. The operating results for the interim periods are not necessarily indicative of the operating results to be expected for a full year or for other interim periods.
		For the 2013 Quarter Ended
		31-Mar				30-Jun				30-Sep				31-Dec
		(Dollars and shares in millions, except per share amounts)
	Interest income:
	Trading securities		$	226			$	222			$	185			$	146
	Available-for-sale securities		673				651				546				487
	Mortgage loans		29,224				28,056				28,299				28,659
	Other		57				49				37				32
	Total interest income		30,180				28,978				29,067				29,324
	Interest expense:
	Short-term debt		43				37				29				22
	Long-term debt		23,833				23,274				23,456				24,451
	Total interest expense		23,876				23,311				23,485				24,473
	Net interest income		6,304				5,667				5,582				4,851
	Benefit for credit losses		957				5,383				2,609				—
	Net interest income after benefit for credit losses		7,261				11,050				8,191				4,851
	Investment gains, net		118				290				648				135
	Net other-than-temporary impairments		(9		)		(6		)		(27		)		(22		)
	Fair value gains, net		834				829				335				961
	Debt extinguishment (losses) gains, net		(23		)		27				92				35
	Fee and other income		568				485				741				2,136
	Non-interest income		1,488				1,625				1,789				3,245
	Administrative expenses:
	Salaries and employee benefits		317				304				307				290
	Professional services		223				219				236				232
	Occupancy expenses		46				47				48				48
	Other administrative expenses		55				56				55				62
	Total administrative expenses		641				626				646				632
	Foreclosed property income		(260		)		(332		)		(1,165		)		(1,082		)
	TCCA fees		186				233				276				306
	Other expenses (income), net		68				68				124				(34		)
	Total other expenses (income)		635				595				(119		)		(178		)
	Income before federal income taxes		8,114				12,080				10,099				8,274
	Benefit (provision) for federal income taxes		50,571				(1,985		)		(1,355		)		(1,816		)
	Net income		58,685				10,095				8,744				6,458
	Less: Net income attributable to noncontrolling interest		—				(11		)		(7		)		(1		)
	Net income attributable to Fannie Mae		58,685				10,084				8,737				6,457
	Dividends distributed or available for distribution to senior preferred stockholder		(59,368		)		(10,243		)		(8,617		)		(7,191		)
	Net (loss) income attributable to common stockholders (Note 11)		$	(683	)		$	(159	)		$	120			$	(734	)
	(Loss) earnings per share:
	Basic		$	(0.12	)		$	(0.03	)		$	0.02			$	(0.13	)
	Diluted		(0.12		)		(0.03		)		0.02				(0.13		)
	Weighted-average common shares outstanding:
	Basic		5,762				5,762				5,762				5,762
	Diluted		5,762				5,762				5,893				5,762
		For the 2012 Quarter Ended
		31-Mar				30-Jun				30-Sep				31-Dec
		(Dollars and shares in millions, except per share amounts)
	Interest income:
	Trading securities		$	449			$	73			$	234			$	233
	Available-for-sale securities		727				1,035				789				748
	Mortgage loans		32,570				32,023				30,593				29,520
	Other		38				40				53				65
	Total interest income		33,784				33,171				31,669				30,566
	Interest expense:
	Short-term debt		42				32				38				40
	Long-term debt		28,545				27,711				26,314				24,967
	Total interest expense		28,587				27,743				26,352				25,007
	Net interest income		5,197				5,428				5,317				5,559
	(Provision) benefit for credit losses		(2,000		)		3,041				(2,079		)		1,890
	Net interest income after (provision) benefit for credit losses		3,197				8,469				3,238				7,449
Investment gains, net		116				131				134				106
Net other-than-temporary impairments		(64		)		(599		)		(38		)		(12		)
Fair value gains (losses), net		283				(2,449		)		(1,020		)		209
Debt extinguishment losses, net		(34		)		(93		)		(54		)		(63		)
Fee and other income		375				395				378				339
Non-interest income (loss)		676				(2,615		)		(600		)		579
Administrative expenses:
Salaries and employee benefits		306				292				294				303
Professional services		168				179				195				224
Occupancy expenses		43				48				48				49
Other administrative expenses		47				48				51				72
Total administrative expenses		564				567				588				648
Foreclosed property expense (income)		339				(70		)		(48		)		(475		)
TCCA fees		—				26				78				134
Other expenses, net		252				212				207				151
Total expenses		1,155				735				825				458
Net income		2,718				5,119				1,813				7,570
Less: Net loss (income) attributable to noncontrolling interest		1				(5		)		8				—
Net income attributable to Fannie Mae		2,719				5,114				1,821				7,570
Dividends distributed or available for distribution to senior preferred stockholder		(2,817		)		(2,929		)		(2,929		)		(7,152		)
Net (loss) income attributable to common stockholders (Note 11)		$	(98	)		$	2,185			$	(1,108	)		$	418
(Loss) earnings per share:
Basic		$	(0.02	)		$	0.38			$	(0.19	)		$	0.07
Diluted		(0.02		)		0.37				(0.19		)		0.07
Weighted-average common shares outstanding:
Basic		5,761				5,762				5,762				5,762
Diluted		5,761				5,893				5,762				5,893

Subsequent_Events

Subsequent Events	12 Months Ended
	Dec. 31, 2013
Subsequent Events [Abstract]	'
Subsequent Events	'
	Subsequent Events
	On January 23, 2014, we resolved our outstanding bankruptcy claims against Lehman Brothers Holdings, Inc. (“Lehman Brothers”), which included securities law claims related to Lehman Brothers private-label securities and notes and mortgage loan repurchase obligations, for an allowed amount of $2.15 billion. We expect to receive only a portion of this amount under the terms of the Lehman Plan of Reorganization. To date, claims similar to ours have received approximately 19% of the allowed amount, although we anticipate additional distributions in the future.
	On February 7, 2014, we, along with FHFA and Freddie Mac, entered into a settlement agreement with Morgan Stanley and certain related entities over legal claims relating to mortgage-backed securities that we and Freddie Mac purchased from them. Pursuant to this agreement, Morgan Stanley paid us $625 million in February 2014.

Summary_of_Significant_Account1

Summary of Significant Accounting Policies Summary of Significant Accounting Policies (Policies)	12 Months Ended
	Dec. 31, 2013
Accounting Policies [Abstract]	'
Segment Reporting, Policy [Policy Text Block]	'
	We operate under three business segments: Single-Family Credit Guaranty (“Single-Family”), Multifamily and Capital Markets. Our Single-Family segment generates revenue primarily from the guaranty fees on the mortgage loans underlying guaranteed single-family Fannie Mae mortgage-backed securities (“Fannie Mae MBS”). Our Multifamily segment generates revenue from a variety of sources, including guaranty fees on the mortgage loans underlying multifamily Fannie Mae MBS, transaction fees associated with the multifamily business and bond credit enhancement fees. Our Capital Markets segment invests in mortgage loans, mortgage-related securities and other investments, and generates income primarily from the difference, or spread, between the yield on the mortgage assets we own and the interest we pay on the debt we issue in the global capital markets to fund the purchases of these mortgage assets.
	Our three reportable segments are: Single-Family, Multifamily, and Capital Markets. We use these three segments to generate revenue and manage business risk, and each segment is based on the type of business activities it performs. Under our segment reporting, the sum of the results for our three business segments does not equal our consolidated statements of operations and comprehensive income (loss), as we separate the activity related to our consolidated trusts from the results generated by our three segments. We also include an eliminations/adjustments category to reconcile our business segment financial results and the activity related to our consolidated trusts to net income (loss) in our consolidated statements of operations and comprehensive income (loss).
Basis of Presentation [Policy Text Block]	'
	Basis of Presentation
	The accompanying consolidated financial statements have been prepared in accordance with GAAP.
Single-Family Guaranty Fees 10 Basis Points Increase due to the Temporary Payroll Tax Cut Continuation Act of 2011 Provision [Policy Text Block]	'
	Effective April 1, 2012, the guaranty fee on all single-family residential mortgages delivered to Fannie Mae on or after that date was increased by 10 basis points. FHFA and Treasury have advised us to remit this fee increase to Treasury with respect to all loans acquired by us on or after April 1, 2012 and before January 1, 2022, and to continue to remit these amounts to Treasury on and after January 1, 2022 with respect to loans we acquired before this date until those loans are paid off or otherwise liquidated.
	The resulting fee revenue and expense are recorded in “Mortgage loans interest income” and “TCCA fees,” respectively, in our consolidated statements of operations and comprehensive income (loss).
Use of Estimates, Policy [Policy Text Block]	'
	Use of Estimates
	Preparing consolidated financial statements in accordance with GAAP requires management to make estimates and assumptions that affect our reported amounts of assets and liabilities, and disclosure of contingent assets and liabilities as of the dates of our consolidated financial statements, as well as our reported amounts of revenues and expenses during the reporting periods. Management has made significant estimates in a variety of areas including, but not limited to, valuation of certain financial instruments and other assets and liabilities, recoverability of our deferred tax assets, allowance for loan losses, and other-than-temporary impairment of investment securities. Actual results could be different from these estimates.
Consolidations, Policy [Policy Text Block]	'
	Principles of Consolidation
	Our consolidated financial statements include our accounts as well as the accounts of the other entities in which we have a controlling financial interest. All intercompany balances and transactions have been eliminated. The typical condition for a controlling financial interest is ownership of a majority of the voting interests of an entity. A controlling financial interest may also exist in entities through arrangements that do not involve voting interests, such as a variable interest entity (“VIE”).
	We have interests in various entities that are considered to be VIEs. The primary types of entities are securitization trusts guaranteed by us via lender swap and portfolio securitization transactions, mortgage and asset-backed trusts that were not created by us, as well as housing partnerships that are established to finance the acquisition, construction, development or rehabilitation of affordable multifamily and single-family housing. These interests include investments in securities issued by VIEs, such as Fannie Mae MBS created pursuant to our securitization transactions and our guaranty to the entity. We consolidate the substantial majority of our single-class securitization trusts because our role as guarantor and master servicer provides us with the power to direct matters (primarily the servicing of mortgage loans) that impact the credit risk to which we are exposed. In contrast, we do not consolidate single-class securitization trusts when other organizations have the power to direct these activities.
	Unconsolidated VIEs
	We do not consolidate VIEs when we are not deemed to be the primary beneficiary.
Consolidation, Variable Interest Entity, Policy [Policy Text Block]	'
	VIE Assessment
	We have interests in various entities that are considered VIEs. A VIE is an entity (1) that has total equity at risk that is not sufficient to finance its activities without additional subordinated financial support from other entities, (2) where the group of equity holders does not have the power to direct the activities of the entity that most significantly impact the entity’s economic performance, or the obligation to absorb the entity’s expected losses or the right to receive the entity’s expected residual returns, or both, or (3) where the voting rights of some investors are not proportional to their obligations to absorb the expected losses of the entity, their rights to receive the expected residual returns of the entity, or both, and substantially all of the entity’s activities either involve or are conducted on behalf of an investor that has disproportionately few voting rights.
	We determine if an entity is a VIE by performing a qualitative analysis, which requires certain subjective decisions including, but not limited to, the design of the entity, the variability that the entity was designed to create and pass along to its interest holders, the rights of the parties and the purpose of the arrangement. If we cannot conclude after a qualitative analysis whether an entity is a VIE, we perform a quantitative analysis.
	The primary types of VIE entities with which we are involved are securitization trusts guaranteed by us via lender swap and portfolio securitization transactions, limited partnership investments in low-income housing tax credit (“LIHTC”) and other housing partnerships, as well as mortgage and asset-backed trusts that were not created by us.
	Primary Beneficiary Determination
	If an entity is a VIE, we consider whether our variable interest in that entity causes us to be the primary beneficiary. We are deemed to be the primary beneficiary of a VIE when we have both (1) the power to direct the activities of the VIE that most significantly impact the entity’s economic performance, and (2) exposure to benefits and/or losses that could potentially be significant to the entity. The primary beneficiary of the VIE is required to consolidate and account for the assets, liabilities, and noncontrolling interests of the VIE in its consolidated financial statements. The assessment of which party has the power to direct the activities of the VIE may require significant management judgment when (1) more than one party has power or (2) more than one party is involved in the design of the VIE but no party has the power to direct the ongoing activities that could be significant.
	We continually assess whether we are the primary beneficiary of the VIEs with which we are involved and therefore may consolidate or deconsolidate a VIE through the duration of our involvement. Examples of certain events that may change whether or not we consolidate the VIE include a change in the design of the entity or a change in our ownership in the entity such that we no longer hold substantially all of the certificates issued by a multi-class resecuritization trust.
	Measurement of Consolidated Assets and Liabilities
	When we are the transferor of assets into a VIE that we consolidate at the time of the transfer, we continue to recognize the assets and liabilities of the VIE at the amounts that they would have been recognized if we had not transferred them, and no gain or loss is recognized. For all other VIEs that we consolidate (that is, those for which we are not the transferor), we recognize the assets and liabilities of the VIE in our consolidated financial statements at fair value, and we recognize a gain or loss for the difference between (1) the fair value of the consideration paid, fair value of noncontrolling interests and the reported amount of any previously held interests, and (2) the net amount of the fair value of the assets and liabilities consolidated. However, for the securitization trusts established under our lender swap program, no gain or loss is recognized if the trust is consolidated at formation as there is no difference in the respective fair value of (1) and (2) above. We record gains or losses that are associated with the consolidation of VIEs as “Investment gains, net” in our consolidated statements of operations and comprehensive income (loss).
	If we cease to be deemed the primary beneficiary of a VIE, we deconsolidate the VIE. We use fair value to measure the initial cost basis for any retained interests that are recorded upon the deconsolidation of a VIE. Any difference between the fair value and the previous carrying amount of our investment in the VIE is recorded as “Investment gains, net” in our consolidated statements of operations and comprehensive income (loss).
	Purchase/Sale of Fannie Mae Securities
	We actively purchase and may subsequently sell guaranteed MBS that have been issued through our lender swap and portfolio securitization transaction programs. The accounting for the purchase and sale of our guaranteed MBS issued by the trusts differs based on the characteristics of the securitization trusts and whether the trusts are consolidated.
	Single-Class Securitization Trusts
	We create single-class securitization trusts to issue single-class Fannie Mae MBS that evidence an undivided interest in the mortgage loans held in the trust. Investors in single-class Fannie Mae MBS receive principal and interest payments in proportion to their percentage ownership of the MBS issuance. We guarantee to each single-class securitization trust that we will supplement amounts received by the single-class securitization trust as required to permit timely payments of principal and interest on the related Fannie Mae MBS. This guaranty exposes us to credit losses on the loans underlying Fannie Mae MBS.
	Single-class securitization trusts are used for both our lender swap and portfolio securitization transaction programs. A lender swap transaction occurs when a mortgage lender delivers a pool of single-family mortgage loans to us, which we immediately deposit into an MBS trust. The MBS are then issued to the lender in exchange for the mortgage loans. A portfolio securitization transaction occurs when we purchase mortgage loans from third-party sellers for cash and later deposit these loans into an MBS trust. The securities issued through a portfolio securitization are then sold to investors for cash. We consolidate single-class securitization trusts that are issued under these programs when our role as guarantor and master servicer provides us with the power to direct matters, such as the servicing of the mortgage loans, that impact the credit risk to which we are exposed. In contrast, we do not consolidate single-class securitization trusts when other organizations have the power to direct these activities (e.g., when the loan collateral is subject to a Federal Housing Administration guaranty and related Servicing Guide).
	When we purchase single-class Fannie Mae MBS issued from a consolidated trust, we account for the transaction as an extinguishment of the related debt in our consolidated financial statements. We record a gain or loss on the extinguishment of such debt to the extent that the purchase price of the MBS does not equal the carrying value of the related consolidated debt reported in our consolidated balance sheets (including unamortized premiums, discounts or the other cost basis adjustments) at the time of purchase. We account for the sale of an MBS from Fannie Mae’s portfolio that was issued from a consolidated trust as the issuance of debt in our consolidated financial statements. We amortize the related premiums, discounts and other cost basis adjustments into income over time.
	To determine the order in which consolidated debt is extinguished, we have elected to use a daily convention in the application of the last-issued first-extinguished method. Under this method, we record the net daily change in each MBS holding as either the issuance of debt if there has been an increase in the position that is held by third parties, or the extinguishment of the most recently issued related debt if there has been a decrease in the position held by third parties. The impact of this method is that we record the net daily activity for an MBS as if it were a single buy or sell trade, which results in a change in our beginning debt balance if the total unpaid principal balance purchased does not match the total unpaid principal balance sold.
	If a single-class securitization trust is not consolidated, we account for the purchase and subsequent sale of such securities as the transfer of an investment security in accordance with the accounting guidance for transfers of financial assets.
	Single-Class Resecuritization Trusts
	Single-class resecuritization trusts (Fannie Megas®) are created by depositing Fannie Mae MBS into a new securitization trust for the purpose of aggregating multiple MBS into a single larger security. The cash flows from the new security represent an aggregation of the cash flows from the underlying MBS. We guarantee to each single-class resecuritization trust that we will supplement amounts received by the trust as required to permit timely payments of principal and interest on the related Fannie Mae securities. However, we assume no additional credit risk in such a resecuritization transaction, because the underlying assets are MBS for which we have already provided a guaranty. Additionally, our involvement with these trusts does not provide any incremental rights or power that would enable Fannie Mae to direct any activities of the trusts. As a result, we have concluded that we are not the primary beneficiaries of, and therefore do not consolidate, our single-class resecuritization trusts.
	As our single-class resecuritization securities pass through all of the cash flows of the underlying MBS directly to the holders of the securities, they are deemed to be substantially the same as the underlying MBS. Therefore, we account for purchases of our single-class resecuritization securities as an extinguishment of the underlying MBS debt and the sale of these securities as an issuance of the underlying MBS debt.
	Multi-Class Resecuritization Trusts
	Multi-class resecuritization trusts are trusts we create to issue multi-class Fannie Mae securities, including Real Estate Mortgage Investment Conduit (“REMIC”) and interest-only and principal-only strip securities, in which the cash flows of the underlying mortgage assets are divided, creating several classes of securities, each of which represents a beneficial ownership interest in a separate portion of cash flows. We guarantee to each multi-class resecuritization trust that we will supplement amounts received by the trusts as required to permit timely payments of principal and interest, as applicable, on the related Fannie Mae securities. However, we assume no additional credit risk in such a resecuritization transaction because the underlying assets are Fannie Mae MBS for which we have already provided a guaranty. Although we may be exposed to prepayment risk via our ownership of the securities issued by these trusts, we do not have the ability via our involvement with a multi-class resecuritization trust to impact the economic risk to which we are exposed. Therefore, we do not consolidate such a multi-class resecuritization trust until we hold a substantial portion of the outstanding beneficial interests that have been issued by the trust and are therefore considered the primary beneficiary of the trust.
	In contrast to our single-class resecuritization trust, the cash flows from the underlying MBS are divided between the debt securities issued by the multi-class resecuritization trust, and therefore, the debt issued by a multi-class resecuritization trust is not substantially the same as the consolidated MBS debt. As a result, if a multi-class resecuritization trust is not consolidated, we account for the purchase and sale of such securities as the transfer of an investment security in accordance with the accounting guidance for the transfers of financial assets rather than the issuance or extinguishment of the related multi-class debt. However, if a multi-class resecuritization trust is consolidated, we account for the purchase of the securities issued by consolidated multi-class resecuritization trusts as an extinguishment of the debt issued by these trusts and the subsequent sale of such securities as the issuance of multi-class debt.
	When we do not consolidate a multi-class resecuritization trust, we recognize in our consolidated financial statements both our investment in the trust and the mortgage loans of the Fannie Mae MBS trusts that we consolidate that underlie the multi-class resecuritization trust. Additionally, we recognize the unsecured corporate debt issued to third parties to fund the purchase of our investments in the multi-class resecuritization trusts and the debt issued to third parties of the MBS trusts we consolidate that underlie the multi-class resecuritization trusts. This results in the recognition of interest income from investments in multi-class resecuritization trusts and interest expense from the unsecured debt issued to third parties to fund the purchase of the investments in multi-class resecuritization trusts, as well as interest income from the mortgage loans and interest expense from the debt issued to third parties from the MBS trusts we consolidate that underlie the multi-class resecuritization trusts.
Transfers and Servicing of Financial Assets, Policy [Policy Text Block]	'
	Transfers of Financial Assets
	We evaluate a transfer of financial assets to determine whether the transfer qualifies as a sale. If the transfer does not meet the criteria for sale treatment, the transferred assets remain in our consolidated balance sheets and we record a liability to the extent of any proceeds received in connection with such a transfer. Transfers of financial assets for which we surrender control of the transferred assets are recorded as sales.
	When a transfer that qualifies as a sale is completed, we derecognize all assets transferred and recognize all assets obtained and liabilities incurred at fair value. The difference between the carrying basis of the assets transferred and the fair value of the proceeds from the sale is recorded as a component of “Investment gains, net” in our consolidated statements of operations and comprehensive income (loss). Retained interests are primarily derived from transfers associated with our portfolio securitizations in the form of Fannie Mae MBS, REMIC certificates, guaranty assets and master servicing assets (“MSAs”). We separately describe the subsequent accounting, as well as how we determine fair value, for our retained interests in the Fannie Mae MBS included in the “Investments in Securities” section of this note.
	We enter into dollar roll transactions, which involve contemporaneous purchase and sale trades of agency securities, traded on a “to-be-announced” basis. When we enter into such agreements, we first account for our forward commitments to buy and sell the agency securities as derivatives in our financial statements at the trade date for both the purchase and sales trades. For certain dollar roll transactions, we may fully or partially settle the forward purchase or sale subsequent to the trade date, but prior to the contractual settlement date such that all or a portion of the securities will not be delivered according to the terms of the original trade. When such a settlement occurs, the contemporaneous purchase and sale trades no longer meet the “substantially the same” criteria as necessary for secured financing treatment, and the remaining transfers are accounted for as purchases or sales of securities. Purchased securities are initially recognized at fair value and accounted for as described in the “Investments in Securities” section of this note.
	For those commitments that are not settled prior to the contractual settlement date for the first trade, we assess whether both the purchase and sale trades have the same primary obligor, form and type, maturity, interest rate, collateral and unpaid principal balance, and thus meet all of the criteria to be considered substantially the same. If the “substantially the same” criteria are met as of the settlement date for the first trade, we will account for the transaction as a secured financing and extinguish both the purchase and sale commitments as of that date. Dollar roll transactions involving transfers of securities issued by consolidated MBS trusts are accounted for as issuances or extinguishments of the related consolidated MBS debt in our consolidated financial statements.
	We also enter into other repurchase agreements that involve contemporaneous trades to purchase and sell securities. These transactions are accounted for as secured financings since the transferor has not relinquished control over the transferred assets. These transactions are reported as securities purchased under agreements to resell and securities sold under agreements to repurchase in our consolidated balance sheets except for securities purchased under agreements to resell on an overnight basis, which are included in cash and cash equivalents in our consolidated balance sheets.
	Transfers of Financial Assets
	We issue Fannie Mae MBS through portfolio securitization transactions by transferring pools of mortgage loans or mortgage-related securities to one or more trusts or special purpose entities. We are considered to be the transferor when we transfer assets from our own retained mortgage portfolio in a portfolio securitization transaction
	Qualifying Sales of Portfolio Securitizations
	We consolidate the substantial majority of our single-class MBS trusts; therefore, these portfolio securitization transactions do not qualify for sale treatment. The assets and liabilities of consolidated trusts created via portfolio securitization transactions that do not qualify as sales are reported in our consolidated balance sheets.
	We recognize assets obtained and liabilities incurred in qualifying sales of portfolio securitizations at fair value.
Cash and Cash Equivalents, Policy [Policy Text Block]	'
	Cash and Cash Equivalents and Statements of Cash Flows
	Short-term investments that have a maturity at the date of acquisition of three months or less and are readily convertible to known amounts of cash are generally considered cash equivalents. We also include securities purchased under agreements to resell on an overnight basis in cash and cash equivalents in our consolidated balance sheets. We may pledge as collateral certain short-term investments classified as cash equivalents.
	In the presentation of our consolidated statements of cash flows, we present cash flows from derivatives that do not contain financing elements and mortgage loans held for sale as operating activities. We present cash flows from federal funds sold and securities purchased under agreements to resell or similar arrangements as investing activities and cash flows from federal funds purchased and securities sold under agreements to repurchase as financing activities. We classify cash flows related to dollar roll transactions that do not meet the requirements to be accounted for as secured borrowings as purchases and sales of securities in investing activities. We classify cash flows from trading securities based on their nature and purpose. We classify cash flows from trading securities that we intend to hold for investment (the majority of our mortgage-related trading securities) as investing activities and cash flows from trading securities that we do not intend to hold for investment (primarily our non-mortgage-related securities) as operating activities.
	For consolidated trusts, we classify cash flows related to mortgage loans held by our consolidated trusts as either investing activities (for principal repayments) or operating activities (for interest received from borrowers included as a component of our net income (loss)). Cash flows related to debt securities issued by consolidated trusts are classified as either financing activities (for repayments of principal to certificateholders) or operating activities (for interest payments to certificateholders included as a component of our net income (loss)). We distinguish between the payments and proceeds related to the debt of Fannie Mae and the debt of consolidated trusts, as applicable. We present our non-cash activities in the consolidated statements of cash flows at the associated unpaid principal balance.
Cash and Cash Equivalents, Restricted Cash and Cash Equivalents, Policy [Policy Text Block]	'
	Restricted Cash
	We and our servicers advance payments on delinquent loans to consolidated Fannie Mae MBS trusts. We recognize the cash advanced as “Restricted cash” in our consolidated balance sheets to the extent such amounts are due to, but have not yet been remitted to, the MBS certificateholders. In addition, when we or our servicers collect and hold cash that is due to certain Fannie Mae MBS trusts in advance of our requirement to remit these amounts to the trusts, we recognize the collected cash amounts as “Restricted cash.”
	We also recognize “Restricted cash” as a result of restrictions related to certain consolidated partnership funds as well as for certain collateral arrangements for which we do not have the right to use the cash.
Marketable Securities, Policy [Policy Text Block]	'
	Investments in Securities
	Securities Classified as Available-for-Sale or Trading
	We classify and account for our securities as either available-for-sale (“AFS”) or trading. We measure AFS securities at fair value in our consolidated balance sheets, with unrealized gains and losses included in “Accumulated other comprehensive income” (“AOCI”), net of income taxes. We recognize realized gains and losses on AFS securities when securities are sold. We calculate the gains and losses using the specific identification method and record them in “Investment gains, net” in our consolidated statements of operations and comprehensive income (loss). We measure trading securities at fair value in our consolidated balance sheets with unrealized and realized gains and losses included as a component of “Fair value gains (losses), net” in our consolidated statements of operations and comprehensive income (loss). We include interest and dividends on securities in our consolidated statements of operations and comprehensive income (loss). Interest income includes the amortization of cost basis adjustments, including premiums and discounts, recognized as a yield adjustment using the interest method over the contractual term of the security. When we receive multiple deliveries of securities on the same day that are backed by the same pools of loans, we calculate the specific cost of each security as the average price of the trades that delivered those securities. Currently, we do not have any securities classified as held-to-maturity, although we may elect to do so in the future.
	Fannie Mae MBS included in “Investments in securities”
	When we own unconsolidated Fannie Mae MBS, we do not derecognize any components of the guaranty assets, guaranty obligations, or any other outstanding recorded amounts associated with the guaranty transaction because our contractual obligation to the MBS trust remains in force until the trust is liquidated. We determine the fair value of Fannie Mae MBS based on observable market prices because most Fannie Mae MBS are actively traded. Fannie Mae MBS receive high credit quality ratings primarily because of our guaranty. The fair value of the guaranty obligation, net of deferred profit, associated with Fannie Mae MBS included in “Investments in securities” approximates the fair value of the credit risk that exists on these Fannie Mae MBS absent our guaranty. We disclose the aggregate amount of Fannie Mae MBS held as “Investments in securities” in our consolidated balance sheets. The unamortized obligation to stand ready to perform over the term of our guaranty and any incurred credit losses that relate to Fannie Mae MBS held as “Investments in securities” is included in “Other liabilities.” Upon subsequent sale of a Fannie Mae MBS, we continue to account for any outstanding recorded amounts associated with the guaranty transaction on the same basis of accounting as prior to the sale of Fannie Mae MBS, as no new assets were retained and no new liabilities have been assumed upon the subsequent sale.
Available-for-sale Securities, Policy [Policy Text Block]	'
	Other-Than-Temporary Impairment of Debt Securities
	We evaluate available-for-sale securities for other-than-temporary impairment on a quarterly basis. An other-than-temporary impairment is considered to have occurred when the fair value of a debt security is below its amortized cost basis and we intend to sell or it is more likely than not that we will be required to sell the security before recovery. In such cases, we recognize in “Net other-than-temporary impairments” in our consolidated statements of operations and comprehensive income (loss) the entire difference between the amortized cost basis of the security and its fair value. An other-than-temporary impairment is also considered to have occurred if we do not expect to recover the entire amortized cost basis of a debt security even if we do not intend to sell the security or it is not more likely than not we will be required to sell the security before recovery. We separate the difference between the amortized cost basis of the security and its fair value into the amount representing the credit loss, which we recognize in “Net other-than-temporary impairments” in our consolidated statements of operations and comprehensive income (loss), and the amount related to all other factors, which we recognize in “Other comprehensive income,” net of taxes.
	We consider guarantees, insurance contracts or other credit enhancements (such as collateral) in determining our best estimate of cash flows expected to be collected only if (1) such guarantees, insurance contracts or other credit enhancements provide for payments to be made solely to reimburse us for failure of the issuer to satisfy its required payment obligations; (2) such guarantees, insurance contracts or other credit enhancements are contractually attached to the security; and (3) collection of the amounts receivable under these agreements is deemed probable. Guarantees, insurance contracts or other credit enhancements are considered contractually attached if they are part of and trade with the security upon transfer of the security to a third party.
	In periods after we recognize an other-than-temporary impairment of debt securities, we use the prospective interest method to recognize interest income. Under the prospective interest method, we calculate a new effective yield for subsequent recognition of interest income and measurement of impairment when we determine that there has been a significant increase in expected or actual cash flows. We consider a significant increase in cash flows to be at least a ten percent increase over two consecutive quarters of the expected or actual cash flows. We calculate the new effective yield by using the new cost basis and the significantly increased actual or expected cash flows.
	Available-for-Sale Securities
	We measure AFS securities at fair value with unrealized gains and losses, recorded net of tax, as a component of “Other comprehensive income” and we recognized realized gains and losses from the sale of AFS securities in “Investment gains, net” in our consolidated statements of operations and comprehensive income (loss).
Finance, Loan and Lease Receivables, Held-for-sale, Policy [Policy Text Block]	'
	Loans Held for Sale
	When we acquire mortgage loans that we intend to sell or securitize via trusts that will not be consolidated, we classify the loans as held for sale (“HFS”). We report HFS loans at the lower of cost or fair value. Any excess of an HFS loan’s cost over its fair value is recognized as a valuation allowance, with changes in the valuation allowance recognized as “Investment gains, net” in our consolidated statements of operations and comprehensive income (loss). We recognize interest income on HFS loans on an accrual basis, unless we determine that the ultimate collection of contractual principal or interest payments in full is not reasonably assured. Purchased premiums, discounts and other cost basis adjustments on HFS loans are deferred upon loan acquisition, included in the cost basis of the loan, and not amortized. We determine any lower of cost or fair value adjustment on HFS loans on a pool basis by aggregating those loans based on similar risks and characteristics, such as product types and interest rates.
	In the event that we reclassify HFS loans to loans held for investment (“HFI”), we record the loans at lower of cost or fair value on the date of reclassification. We recognize any lower of cost or fair value adjustment recognized upon reclassification as a basis adjustment to the HFI loan.
Finance, Loan and Lease Receivables, Held-for-investment, Policy [Policy Text Block]	'
	Loans Held for Investment
	When we acquire mortgage loans that we have the ability and the intent to hold for the foreseeable future or until maturity, we classify the loans as HFI. When we consolidate a trust, we recognize the loans underlying the trust in our consolidated balance sheets. The trusts do not have the ability to sell mortgage loans and the use of such loans is limited exclusively to the settlement of obligations of the trusts. Therefore, mortgages acquired when we have the intent to securitize via trusts that are consolidated will generally be classified as HFI in our consolidated balance sheets both prior to and subsequent to their securitization.
	We report HFI loans at their outstanding unpaid principal balance adjusted for any deferred and unamortized cost basis adjustments, including purchase premiums, discounts and other cost basis adjustments. We recognize interest income on HFI loans on an accrual basis using the interest method over the contractual life of the loan, including the amortization of any deferred cost basis adjustments, such as the premium or discount at acquisition, unless we determine that the ultimate collection of contractual principal or interest payments in full is not reasonably assured.
Nonaccrual Loans [Policy Text Block]	'
	Nonaccrual Loans
	We discontinue accruing interest on loans when we believe collectibility of principal or interest is not reasonably assured, which for single-family loans we have determined, based on our historical experience, to be when the loan becomes two months or more past due according to its contractual terms. We generally place multifamily loans on nonaccrual status when the loan is deemed to be individually impaired, unless the loan is well secured such that collectibility of principal and accrued interest is reasonably assured.
	When a loan is placed on nonaccrual status, interest previously accrued but not collected becomes part of our recorded investment in the loan and is collectively reviewed for impairment. For single-family loans, we recognize interest income for loans on nonaccrual status when cash is received. For multifamily loans, we apply any payment received on a cost recovery basis to reduce principal on the mortgage loan unless the loan is determined to be well secured.
	We return a single-family loan to accrual status at the point that the borrower has made sufficient payments to reduce their delinquency below our nonaccrual threshold. For modified single-family loans, the loan is not returned to accrual status until the borrower successfully makes all required payments during the trial period (generally three to four months) and the modification is made permanent. We generally return a multifamily loan to accrual status when the borrower cures the delinquency of the loan or we otherwise determine that the loan is well secured such that collectibility is reasonably assured.
Troubled Debt Restructurings [Policy Text Block]	'
	Restructured Loans
	A modification to the contractual terms of a loan that results in granting a concession to a borrower experiencing financial difficulties is considered a troubled debt restructuring (“TDR”). Our loss mitigation programs primarily include modifications that result in the capitalization of past due amounts in combination with interest rate reductions below market and/or the extension of the loan’s maturity date. Such restructurings are granted to borrowers in financial difficulty on either a permanent or contingent basis, as in the case of modifications with a trial period. We consider these types of loan restructurings to be TDRs.
	We do not currently include principal or past due interest forgiveness as part of our loss mitigation programs, and as a result, we do not charge off any outstanding principal or accrued interest amounts at the time of loan modification. We believe that the loan underwriting activities we perform as a part of our loan modification process coupled with the borrower’s successful performance during any required trial period provide us reasonable assurance regarding the collectibility of the principal and interest due in accordance with the loan’s modified terms, which include any past due interest amounts that are capitalized at the time of modification. As such, the loan is returned to accrual status when the loan modification is completed (i.e., at the end of the trial period), and we accrue interest thereafter in accordance with our interest accrual policy. If the loan was on nonaccrual status prior to entering the trial period, it remains on nonaccrual status until the borrower demonstrates performance via the trial period and the modification is finalized.
	In addition to these loan modifications, we also engage in other loss mitigation activities with troubled borrowers, which include repayment plans, forbearance arrangements, and the capitalization only of past due amounts. Repayment plans and forbearance arrangements are informal agreements with the borrower that do not result in the legal modification of the loan. For all of these activities, we consider the deferral or capitalization of three or fewer missed payments to represent only an insignificant delay, and thus not a TDR. If we defer or capitalize more than three missed payments, the delay is no longer considered insignificant, and the restructuring is accounted for as a TDR.
	We measure impairment of a loan restructured in a TDR individually based on the excess of the recorded investment in the loan over the present value of the expected future cash inflows discounted at the loan’s original effective interest rate. Costs incurred to complete a TDR are expensed as incurred. However, when foreclosure is probable on an individually impaired loan, we measure impairment based on the difference between our recorded investment in the loan and the fair value of the underlying property, adjusted for the estimated costs to sell the property and estimated insurance or other proceeds we expect to receive.
	A modification to the contractual terms of a loan that results in granting a concession to a borrower experiencing financial difficulties is considered a TDR. In addition to formal loan modifications, we also engage in other loss mitigation activities with troubled borrowers, which include repayment plans and forbearance arrangements, both of which represent informal agreements with the borrower that do not result in the legal modification of the loan’s contractual terms. We account for these informal restructurings as a TDR if we defer more than three missed payments. We also classify as TDRs loans to certain borrowers who have received bankruptcy relief.
Allowance for Loan Losses [Policy Text Block]	'
	Allowance for Loan Losses and Reserve for Guaranty Losses
	Our allowance for loan losses is a valuation allowance that reflects an estimate of incurred credit losses related to our recorded investment in both single-family and multifamily HFI loans. This population includes both HFI loans held by Fannie Mae and by consolidated Fannie Mae MBS trusts. When calculating our allowance for loan losses, we consider only our net recorded investment in the loan at the balance sheet date, which includes the loan’s unpaid principal balance and accrued interest recognized while the loan was on accrual status and any applicable cost basis adjustments. We record charge-offs as a reduction to the allowance for loan losses when losses are confirmed through the receipt of assets in satisfaction of a loan, such as the underlying collateral upon foreclosure or cash upon completion of a short sale. We recognize incurred losses by recording a charge to the provision for loan losses, which is a component of “Benefit (provision) for credit losses” in our consolidated statements of operations and comprehensive income (loss).
	The reserve for guaranty losses is a liability account which is a component of “Other liabilities” in our consolidated balance sheets that reflects an estimate of incurred credit losses related to our guaranty to each unconsolidated Fannie Mae MBS trust that we will supplement amounts received by the Fannie Mae MBS trust as required to permit timely payments of principal and interest on the related Fannie Mae MBS and our agreements to purchase credit-impaired loans from lenders under the terms of our long-term standby commitments. As a result, the reserve for guaranty losses considers not only the principal and interest due on the loan at the current balance sheet date, but also any additional interest payments due to the trust from the current balance sheet date until the point of loan acquisition or foreclosure.
Impaired Financing Receivable, Policy [Policy Text Block]	'
	Single-Family Loans
	We recognize credit losses related to groups of similar single-family HFI loans that are not individually impaired when (1) available information as of each balance sheet date indicates that it is probable a loss has occurred and (2) the amount of the loss can be reasonably estimated. We aggregate such loans, based on similar risk characteristics, for purposes of estimating incurred credit losses and establish a collective single-family loss reserve using an econometric model that derives an overall loss reserve estimate. The estimate takes into account multiple factors which include but are not limited to origination year, loan product type, mark-to-market LTV ratio, and delinquency status. Once loans are aggregated, there typically is not a single, distinct event that would result in an individual loan or pool of loans being impaired. Accordingly, to determine an estimate of incurred credit losses, we base our allowance methodology on historical events and trends, such as loss severity (in event of default), default rates, and recoveries from mortgage insurance contracts and other credit enhancements that provide loan level loss coverage and are either contractually attached to a loan or that were entered into contemporaneously with and in contemplation of a guaranty or loan purchase transaction. In determining our collective reserve, we use recent actual severity experienced in our real-estate owned (“REO”) and loss mitigation operations, including the sales of our own foreclosed properties, to estimate the loss given default. Our allowance calculation also incorporates a loss confirmation period (the anticipated time lag between a credit loss event and the confirmation of the credit loss resulting from that event) to ensure our allowance estimate captures credit losses that have been incurred as of the balance sheet date but have not been confirmed. In addition, management performs a review of the observable data used in its estimate to ensure it is representative of prevailing economic conditions and other events existing as of the balance sheet date.
	We record charge-offs as a reduction to the allowance for loan losses or reserve for guaranty losses when losses are confirmed through the receipt of assets in full satisfaction of a loan, such as the underlying collateral upon foreclosure or cash upon completion of a short sale. The excess of a loan’s unpaid principal balance, accrued interest, and any applicable cost basis adjustments (“our total exposure”) over the fair value of the assets received is treated as a charge-off loss that is deducted from the allowance for loan losses or reserve for guaranty losses. The amount charged off also considers estimated proceeds from primary mortgage insurance or other credit enhancements that are either contractually attached to a loan or that were entered into contemporaneously with and in contemplation of a guaranty or loan purchase transaction as a recovery of our total exposure, up to the amount of loss recognized as a charge-off. We record additional proceeds from primary mortgage insurance and credit enhancements in excess of our total exposure as a recovery of any forgone contractually past due interest, and then as an offset to the expenses recorded in “Foreclosed property (income) expense” in our consolidated statements of operations and comprehensive income (loss) when received.
	Individually Impaired Single-Family Loans
	Individually impaired single-family loans currently include those restructured in a TDR and acquired credit-impaired loans. We consider a loan to be impaired when, based on current information, it is probable that we will not receive all amounts due, including interest, in accordance with the contractual terms of the loan agreement. When making our assessment as to whether a loan is impaired, we also take into account more than insignificant delays in payment and shortfalls in amounts received. Determination of whether a delay in payment or shortfall in amount is more than insignificant requires management’s judgment as to the facts and circumstances surrounding the loan.
	Our measurement of impairment on an individually impaired loan follows the method that is most consistent with our expectations of recovery of our recorded investment in the loan. When a loan has been restructured, we measure impairment using a cash flow analysis discounted at the loan’s original effective interest rate. If we expect to recover our recorded investment in an individually impaired loan through probable foreclosure of the underlying collateral, we measure impairment based on the fair value of the collateral, reduced by estimated disposal costs on a discounted basis and adjusted for estimated proceeds from mortgage, flood, or hazard insurance or similar sources. For individually impaired loans that we believe are probable of foreclosure, we take into consideration the sales prices of foreclosed properties in determining the value of the underlying real estate collateral.
	We use internal models to project cash flows used to assess impairment of individually impaired loans, and generally update the market and loan characteristic inputs we use in these models monthly, using month-end data. Market inputs include information such as interest rates, volatility and spreads, while loan characteristic inputs include information such as mark-to-market LTV ratios and delinquency status. The loan characteristic inputs are key factors that affect the predicted rate of default for loans evaluated for impairment through our internal cash flow models. For example, loans with an unsuccessful trial modification, which are often accompanied by high delinquency rates, have much higher predicted default rates compared to performing loans with completed modifications, particularly those with a significant payment reduction in the borrower’s required monthly payment. We evaluate the reasonableness of our models by comparing the results with actual performance and our assessment of current market conditions. In addition, we review our models at least annually for reasonableness and predictive ability in accordance with our corporate model review policy. Accordingly, we believe the projected cash flows generated by our models that we use to assess impairment appropriately reflect the expected future performance of the loans.
	Multifamily Loans
	We identify multifamily loans for evaluation for impairment through a credit risk assessment process. If we determine that a multifamily loan is individually impaired, we generally measure impairment on that loan based on the fair value of the underlying collateral less estimated costs to sell the property. If we determine that an individual loan that was specifically evaluated for impairment is not individually impaired, we include the loan as part of a pool of loans with similar characteristics that are evaluated collectively for incurred losses.
	We stratify multifamily loans into different internal risk categories based on the credit risk inherent in each individual loan. We categorize loan credit risk based on relevant observable data about a borrower’s ability to pay, including multifamily market economic fundamentals, review of available current borrower financial information, operating statements on the underlying collateral, current debt service coverage ratios, historical payment experience, estimates of the current collateral values and other related credit documentation. For each risk category, certain observed default probability and loss severity (in event of default) factors, based on historical performance of loans in the same risk category, are applied against our recorded investment in the loans, including recorded accrued interest associated with such loans, to determine an appropriate allowance. Such performance data reflect historical delinquencies and charge-offs, as well as loan size. In addition, we consider any credit enhancements such as letters of credit or loss sharing arrangements with our lenders
Advances to Lenders [Policy Text Block]	'
	Advances to Lenders
	Advances to lenders represent our payments of cash in exchange for the receipt of mortgage loans from lenders in a transfer that is accounted for as a secured lending arrangement. These transfers primarily occur when we provide early funding to lenders for loans that they will subsequently either sell to us or securitize into a Fannie Mae MBS that they will deliver to us. We individually negotiate early lender funding advances with our lender customers. Early lender funding advances have terms up to 60 days and earn a short-term market rate of interest.
	We report cash outflows from advances to lenders as an investing activity in our consolidated statements of cash flows. Settlements of the advances to lenders, other than through lender repurchases of loans, are not collected in cash, but rather in the receipt of either loans or Fannie Mae MBS. Accordingly, this activity is reflected as a non-cash transfer in our consolidated statements of cash flows in the line item entitled “Transfers from advances to lenders to loans held for investment of consolidated trusts.”
Finance, Loan and Lease Receivables, Held for Investments, Foreclosed Assets Policy [Policy Text Block]	'
	Acquired Property, Net
	“Acquired property, net” includes foreclosed property and any receivable outstanding on short sales received in satisfaction of a loan. We recognize foreclosed property upon the earlier of the loan foreclosure event or when we take physical possession of the property (i.e., through a deed-in-lieu of foreclosure transaction). We initially measure foreclosed property at its fair value less its estimated costs to sell. We treat any excess of our recorded investment in the loan over the fair value less estimated costs to sell the property as a charge-off to the “Allowance for loan losses.” Any excess of the fair value less estimated costs to sell the property over our recorded investment in the loan is recognized first to recover any forgone, contractually due interest, then to “Foreclosed property (income) expense” in our consolidated statements of operations and comprehensive income (loss).
	We classify foreclosed properties as held for sale when we intend to sell the property and the following conditions are met at either acquisition or within a relatively short period thereafter: we are actively marketing the property and it is available for immediate sale in its current condition such that the sale is reasonably expected to take place within one year. We report these properties at the lower of their carrying amount or fair value less estimated selling costs. We do not depreciate these properties.
	We recognize a loss for any subsequent write-down of the property to its fair value less its estimated costs to sell through a valuation allowance with an offsetting charge to “Foreclosed property (income) expense” in our consolidated statements of operations and comprehensive income (loss). We recognize a recovery for any subsequent increase in fair value less estimated costs to sell up to the cumulative loss previously recognized through the valuation allowance. We recognize gains or losses on sales of foreclosed property through “Foreclosed property (income) expense” in our consolidated statements of operations and comprehensive income (loss).
	Properties that do not meet the criteria to be classified as held for sale are classified as held for use and are recorded in “Other assets” in our consolidated balance sheets. These properties are depreciated and are evaluated for impairment when circumstances indicate that the carrying amount of the property is no longer recoverable.
Commitments to Purchase and Sell Mortgage Loans and Securities [Policy Text Block]	'
	Commitments to Purchase and Sell Mortgage Loans and Securities
	We enter into commitments to purchase and sell mortgage-backed securities and to purchase single-family and multifamily mortgage loans. Certain commitments to purchase or sell mortgage-backed securities and to purchase single-family mortgage loans are generally accounted for as derivatives. Our commitments to purchase multifamily loans are not accounted for as derivatives because they do not meet the criteria for net settlement.
	When derivative purchase commitments settle, we include the fair value on the settlement date in the cost basis of the loan or unconsolidated security we purchase. When derivative commitments to sell securities settle, we include the fair value of the commitment on the settlement date in the cost basis of the security we sell. Purchases and sales of securities issued by our consolidated MBS trusts are treated as extinguishment or issuance of debt, respectively. For commitments to purchase and sell securities issued by our consolidated MBS trusts, we recognize the fair value of the commitment on the settlement date as a component of debt extinguishment gains and losses or in the cost basis of the debt issued, respectively.
	Regular-way securities trades provide for delivery of securities within the time generally established by regulations or conventions in the market in which the trade occurs and are exempt from application of the derivative accounting literature. Commitments to purchase or sell securities that we account for on a trade-date basis are also exempt from the derivative accounting requirements. We record the purchase and sale of an existing security on its trade date when the commitment to purchase or sell the existing security settles within the period of time that is customary in the market in which those trades take place.
	Additionally, contracts for the forward purchase or sale of when-issued and to-be-announced (“TBA”) securities are exempt from the derivative accounting requirements if there is no other way to purchase or sell that security, delivery of that security and settlement will occur within the shortest period possible for that type of security, and it is probable at inception and throughout the term of the individual contract that physical delivery of the security will occur. Since our commitments for the purchase of when-issued and TBA securities can be net settled and we do not document that physical settlement is probable, we account for all such commitments as derivatives.
Derivatives, Policy [Policy Text Block]	'
	Derivative Instruments
	We recognize all derivatives as either assets or liabilities in our consolidated balance sheets at their fair value on a trade date basis. We report derivatives in a gain position after offsetting by counterparty in “Other assets” and derivatives in a loss position after offsetting by counterparty in “Other liabilities” in our consolidated balance sheets.
	•	Interest rate swap contracts. An interest rate swap is a transaction between two parties in which each party agrees to exchange payments tied to different interest rates or indices for a specified period of time, generally based on a notional amount of principal. The types of interest rate swaps we use include pay-fixed swaps, receive-fixed swaps and basis swaps.
	•	Interest rate option contracts. These contracts primarily include pay-fixed swaptions, receive-fixed swaptions, cancelable swaps and interest rate caps. A swaption is an option contract that allows us or a counterparty to enter into a pay-fixed or receive-fixed swap at some point in the future.
Derivatives, Offsetting Fair Value Amounts, Policy [Policy Text Block]	'
	We offset the carrying amounts of certain derivatives that are in gain positions and loss positions with the same counterparty as well as cash collateral receivables and payables associated with derivative positions under master netting arrangements. We offset these amounts only when we have the legal right to offset under the contract and we have met all of the offsetting conditions.
	Derivative instruments are recorded at fair value and securities purchased under agreements to resell or similar arrangements are recorded at amortized cost in our consolidated balance sheets.
	We determine our rights to offset the assets and liabilities presented above with the same counterparty, including collateral posted or received, based on the contractual arrangements entered into with our individual counterparties.
Derivatives, Embedded Derivatives [Policy Text Block]	'
	We evaluate financial instruments that we purchase or issue and other financial and non-financial contracts for embedded derivatives. To identify embedded derivatives that we must account for separately, we determine if: (1) the economic characteristics of the embedded derivative are not clearly and closely related to the economic characteristics of the financial instrument or other contract (i.e., the hybrid contract); (2) the financial instrument or other contract itself is not already measured at fair value with changes in fair value included in earnings; and (3) a separate instrument with the same terms as the embedded derivative would meet the definition of a derivative. If the embedded derivative meets all three of these conditions we elect to carry the hybrid contract in its entirety at fair value with changes in fair value recorded in earnings.
Repurchase Agreements, Collateral, Policy [Policy Text Block]	'
	Collateral
	We enter into various transactions where we pledge and accept collateral, the most common of which are our derivative transactions. Required collateral levels vary depending on the credit rating and type of counterparty. We also pledge and receive collateral under our repurchase and reverse repurchase agreements. In order to reduce potential exposure to repurchase counterparties, a third-party custodian typically maintains the collateral and any margin. We monitor the fair value of the collateral received from our counterparties, and we may require additional collateral from those counterparties, as we deem appropriate.
	Cash Collateral
	We record cash collateral accepted from a counterparty that we have the right to use as “Cash and cash equivalents” and cash collateral accepted from a counterparty that we do not have the right to use as “Restricted cash” in our consolidated balance sheets. We net our obligation to return cash collateral pledged to us against the fair value of derivatives in a gain position recorded in “Other assets” in our consolidated balance sheets as part of our counterparty netting calculation.
	For derivative positions with the same counterparty under master netting arrangements where we pledge cash collateral, we remove it from “Cash and cash equivalents” and net the right to receive it against the fair value of derivatives in a loss position recorded in “Other liabilities” in our consolidated balance sheets as a part of our counterparty netting calculation.
	Non-Cash Collateral
	We classify securities pledged to counterparties as either “Investments in securities” or “Cash and cash equivalents” in our consolidated balance sheets. Securities pledged to counterparties that have been consolidated with the underlying assets recognized as loans are included as “Mortgage loans” in our consolidated balance sheets.
	Our liability to third party holders of Fannie Mae MBS that arises as the result of a consolidation of a securitization trust is collateralized by the underlying loans and/or mortgage-related securities.
Debt, Policy [Policy Text Block]	'
	Debt
	Our consolidated balance sheets contain debt of Fannie Mae as well as debt of consolidated trusts. We report debt issued by us as “Debt of Fannie Mae” and by consolidated trusts as “Debt of consolidated trusts.” Debt issued by us represents debt that we issue to third parties to fund our general business activities. The debt of consolidated trusts represents the amount of Fannie Mae MBS issued from such trusts which is held by third-party certificateholders and prepayable without penalty at any time. We report deferred items, including premiums, discounts and other cost basis adjustments, as adjustments to the related debt balances in our consolidated balance sheets. We remeasure the carrying amount, accrued interest and basis adjustments of debt denominated in a foreign currency into U.S. dollars using foreign exchange spot rates as of the balance sheet dates and report any associated gains or losses as a component of “Fair value gains (losses), net” in our consolidated statements of operations and comprehensive income (loss).
	When we purchase a Fannie Mae MBS issued from a consolidated single-class securitization trust, we extinguish the related debt of the consolidated trust as the MBS debt is no longer owed to a third-party. We record debt extinguishment gains or losses related to debt of consolidated trusts to the extent that the purchase price of the MBS does not equal the carrying value of the related consolidated MBS debt reported in our balance sheets (including unamortized premiums, discounts and other cost basis adjustments) at the time of purchase.
Interest Expense, Policy [Policy Text Block]	'
	We classify interest expense as either short-term or long-term based on the contractual maturity of the related debt. We recognize the amortization of premiums, discounts and other cost basis adjustments through interest expense using the effective interest method usually over the contractual term of the debt. Amortization of premiums, discounts and other cost basis adjustments begins at the time of debt issuance. We remeasure interest expense for debt denominated in a foreign currency into U.S. dollars using the daily spot rates. The difference in rates arising from the month-end spot exchange rate used to calculate the interest accruals and the daily spot rates used to record the interest expense is a foreign currency transaction gain or loss for the period and is recognized as a component of “Fair value gains (losses), net” in our consolidated statements of operations and comprehensive income (loss).
Income Tax, Policy [Policy Text Block]	'
	Income Taxes
	We recognize deferred tax assets and liabilities based on the differences in the book and tax bases of assets and liabilities. We measure deferred tax assets and liabilities using enacted tax rates that are applicable to the period(s) that the differences are expected to reverse. We adjust deferred tax assets and liabilities for the effects of changes in tax laws and rates in the period of enactment. We recognize investment and other tax credits through our effective tax rate calculation assuming that we will be able to realize the full benefit of the credits. We reduce our deferred tax assets by an allowance if, based on the weight of available positive and negative evidence, it is more likely than not (a probability of greater than 50%) that we will not realize some portion, or all, of the deferred tax asset.
	We recognize deferred tax assets and liabilities for future tax consequences arising from differences between the carrying amounts of existing assets and liabilities under GAAP and their respective tax bases, and for net operating loss carryforwards and tax credit carryforwards. We evaluate the recoverability of our deferred tax assets as of the end of each quarter, weighing all positive and negative evidence, and are required to establish or maintain a valuation allowance for these assets if we determine that it is more likely than not that some or all of the deferred tax assets will not be realized.
Income Tax Uncertainties, Policy [Policy Text Block]	'
	We account for income tax uncertainty using a two-step approach whereby we recognize an income tax benefit if, based on the technical merits of a tax position, it is more likely than not that the tax position would be sustained upon examination by the taxing authority, which includes all related appeals and litigation. We then measure the recognized tax benefit based on the largest amount of tax benefit that is greater than 50% likely to be realized upon settlement with the taxing authority, considering all information available at the reporting date. We recognize interest expense and penalties on unrecognized tax benefits as “Other expenses” in our consolidated statements of operations and comprehensive income (loss).
Pension and Other Postretirement Plans, Policy [Policy Text Block]	'
	Pension and Other Postretirement Benefits
	We provide pension and postretirement benefits and account for these benefit costs on an accrual basis. We determine pension and postretirement benefit amounts recognized in our consolidated financial statements on an actuarial basis using several different assumptions. The two most significant assumptions used in the valuation are the discount rate and the long-term rate of return on assets. In determining our net periodic benefit cost, we apply a discount rate in the actuarial valuation of our pension and postretirement benefit obligations. In determining the discount rate as of each balance sheet date, we consider the current yields on high-quality, corporate fixed-income debt instruments with maturities corresponding to the expected duration of our benefit obligations. Additionally, the net periodic benefit cost recognized in our consolidated financial statements for our qualified pension plan is impacted by the long-term rate of return on plan assets. We base our assumption of the long-term rate of return on the current investment portfolio mix, actual long-term historical return information and the estimated future long-term investment returns for each class of assets. We measure plan assets and obligations as of the date of our consolidated financial statements. We recognize the over-funded or under-funded status of our benefit plans as a prepaid benefit cost (an asset) in “Other assets” or an accrued benefit cost (a liability) in “Other liabilities,” respectively, in our consolidated balance sheets. We recognize actuarial gains and losses and prior service costs and credits when incurred as adjustments to the prepaid benefit cost or accrued benefit cost with a corresponding offset in other comprehensive income.
Earnings Per Share, Policy [Policy Text Block]	'
	(Loss) Earnings per Share
	(Loss) earnings per share (“EPS”) is presented for both basic EPS and diluted EPS. We compute basic EPS by dividing net (loss) income available to common stockholders by the weighted-average number of shares of common stock outstanding during the period. In addition to common shares outstanding, the computation of basic EPS includes instruments for which the holder has (or is deemed to have) the present rights as of the end of the reporting period to share in current period (loss) earnings with common stockholders (i.e., participating securities and common shares that are currently issuable for little or no cost to the holder). We include in the denominator of our basic EPS computation the weighted-average number of shares of common stock that would be issued upon the full exercise of the warrant issued to Treasury. Diluted EPS includes all the components of basic EPS, plus the dilutive effect of common stock equivalents such as convertible securities and stock options, but excludes those common stock equivalents from the calculation of diluted EPS when the effect of inclusion, assessed individually, would be anti-dilutive. The calculation of income available to common stockholders and earnings per share is based on the underlying premise that all income after payment of dividends on preferred shares is available to and will be distributed to the common stockholders. However, as a result of our conservatorship status and the terms of the senior preferred stock purchase agreement with Treasury, no amounts are available to distribute as dividends to common or preferred stockholders (other than to Treasury as holder of the senior preferred stock).
Compensatory Fees, Policy [Policy Text Block]	'
	Compensatory Fees
	We charge our primary servicers a compensatory fee for servicing delays within their control when they fail to comply with established loss mitigation and foreclosure timelines per our Servicing Guide, which sets forth our policies and procedures related to servicing our single-family mortgages. Compensatory fees are intended to compensate us for damages attributed to such servicing delays and to emphasize the importance of servicer performance.
	We recognize a compensatory fee receivable when the amounts are chargeable per our Servicing Guide and are considered reasonably assured of collection. We subsequently establish a valuation allowance for any amounts we estimate to be uncollectible. If such fees are not reasonably assured of collection, we recognize them on a cash basis when received. The income associated with these fees is recognized as a component of “Foreclosed property (income) expense” in our consolidated statements of operations and comprehensive income (loss).
New Accounting Pronouncements, Policy [Policy Text Block]	'
	New Accounting Guidance
	Effective January 1, 2013, we retrospectively adopted guidance issued by the Financial Accounting Standards Board (“FASB”) on additional disclosures about derivatives, repurchase agreements and reverse repurchase agreements, and securities borrowing and lending transactions that are either offset on the balance sheet or subject to a master netting arrangement or similar agreement. The additional disclosures about these instruments are intended to enable investors to understand the effect or potential effect of those arrangements on our financial position. The required disclosures will enhance comparability between companies that prepare their financial statements in accordance with GAAP and those that follow international financial reporting standards. The updated guidance does not change existing offsetting eligibility criteria or the permitted balance sheet presentation for those instruments that meet the eligibility criteria. The adoption of this guidance did not have a material impact on our consolidated financial statements; however, it required us to expand our disclosures. See “Note 17, Netting Arrangements,” for additional information regarding the disclosures required upon adoption of this guidance.
	Effective January 1, 2013, we prospectively adopted guidance issued by FASB related to disclosing amounts that have been reclassified out of AOCI. The new guidance does not change the current requirements for reporting or measuring net income or other comprehensive income in the financial statements. However, the new guidance does require entities to present information about amounts reclassified out of AOCI during the period and their corresponding effect on net income by specific line item. The adoption of this guidance did not have a material impact on our consolidated financial statements; however, it required us to expand our AOCI disclosures. See “Note 14, Equity,” for additional information regarding the disclosures required upon adoption of this guidance.
	In January 2014, the FASB issued guidance clarifying when a creditor is considered to have received physical possession of residential real estate property collateralized by a consumer mortgage loan in order to reduce diversity in practice for when a creditor derecognizes the loan receivable and recognizes the real estate property. The guidance also requires interim and annual disclosure of the amount of foreclosed residential real estate property held by the creditor and the recorded investment in consumer mortgage loans collateralized by residential real estate property that are in the process of foreclosure. The new guidance is effective for us on January 1, 2015. We are evaluating this guidance and have not determined the impact, if any, on our consolidated financial statements of adopting this guidance.

Consolidations_and_Transfers_o1

Consolidations and Transfers of Financial Assets Consolidation and Transfer of Financial Assets (Policies)	12 Months Ended
	Dec. 31, 2013
Consolidations and Transfers of Financial Assets [Abstract]	'
Consolidations, Policy [Policy Text Block]	'
	Principles of Consolidation
	Our consolidated financial statements include our accounts as well as the accounts of the other entities in which we have a controlling financial interest. All intercompany balances and transactions have been eliminated. The typical condition for a controlling financial interest is ownership of a majority of the voting interests of an entity. A controlling financial interest may also exist in entities through arrangements that do not involve voting interests, such as a variable interest entity (“VIE”).
	We have interests in various entities that are considered to be VIEs. The primary types of entities are securitization trusts guaranteed by us via lender swap and portfolio securitization transactions, mortgage and asset-backed trusts that were not created by us, as well as housing partnerships that are established to finance the acquisition, construction, development or rehabilitation of affordable multifamily and single-family housing. These interests include investments in securities issued by VIEs, such as Fannie Mae MBS created pursuant to our securitization transactions and our guaranty to the entity. We consolidate the substantial majority of our single-class securitization trusts because our role as guarantor and master servicer provides us with the power to direct matters (primarily the servicing of mortgage loans) that impact the credit risk to which we are exposed. In contrast, we do not consolidate single-class securitization trusts when other organizations have the power to direct these activities.
	Unconsolidated VIEs
	We do not consolidate VIEs when we are not deemed to be the primary beneficiary.
Transfers and Servicing of Financial Assets, Policy [Policy Text Block]	'
	Transfers of Financial Assets
	We evaluate a transfer of financial assets to determine whether the transfer qualifies as a sale. If the transfer does not meet the criteria for sale treatment, the transferred assets remain in our consolidated balance sheets and we record a liability to the extent of any proceeds received in connection with such a transfer. Transfers of financial assets for which we surrender control of the transferred assets are recorded as sales.
	When a transfer that qualifies as a sale is completed, we derecognize all assets transferred and recognize all assets obtained and liabilities incurred at fair value. The difference between the carrying basis of the assets transferred and the fair value of the proceeds from the sale is recorded as a component of “Investment gains, net” in our consolidated statements of operations and comprehensive income (loss). Retained interests are primarily derived from transfers associated with our portfolio securitizations in the form of Fannie Mae MBS, REMIC certificates, guaranty assets and master servicing assets (“MSAs”). We separately describe the subsequent accounting, as well as how we determine fair value, for our retained interests in the Fannie Mae MBS included in the “Investments in Securities” section of this note.
	We enter into dollar roll transactions, which involve contemporaneous purchase and sale trades of agency securities, traded on a “to-be-announced” basis. When we enter into such agreements, we first account for our forward commitments to buy and sell the agency securities as derivatives in our financial statements at the trade date for both the purchase and sales trades. For certain dollar roll transactions, we may fully or partially settle the forward purchase or sale subsequent to the trade date, but prior to the contractual settlement date such that all or a portion of the securities will not be delivered according to the terms of the original trade. When such a settlement occurs, the contemporaneous purchase and sale trades no longer meet the “substantially the same” criteria as necessary for secured financing treatment, and the remaining transfers are accounted for as purchases or sales of securities. Purchased securities are initially recognized at fair value and accounted for as described in the “Investments in Securities” section of this note.
	For those commitments that are not settled prior to the contractual settlement date for the first trade, we assess whether both the purchase and sale trades have the same primary obligor, form and type, maturity, interest rate, collateral and unpaid principal balance, and thus meet all of the criteria to be considered substantially the same. If the “substantially the same” criteria are met as of the settlement date for the first trade, we will account for the transaction as a secured financing and extinguish both the purchase and sale commitments as of that date. Dollar roll transactions involving transfers of securities issued by consolidated MBS trusts are accounted for as issuances or extinguishments of the related consolidated MBS debt in our consolidated financial statements.
	We also enter into other repurchase agreements that involve contemporaneous trades to purchase and sell securities. These transactions are accounted for as secured financings since the transferor has not relinquished control over the transferred assets. These transactions are reported as securities purchased under agreements to resell and securities sold under agreements to repurchase in our consolidated balance sheets except for securities purchased under agreements to resell on an overnight basis, which are included in cash and cash equivalents in our consolidated balance sheets.
	Transfers of Financial Assets
	We issue Fannie Mae MBS through portfolio securitization transactions by transferring pools of mortgage loans or mortgage-related securities to one or more trusts or special purpose entities. We are considered to be the transferor when we transfer assets from our own retained mortgage portfolio in a portfolio securitization transaction
	Qualifying Sales of Portfolio Securitizations
	We consolidate the substantial majority of our single-class MBS trusts; therefore, these portfolio securitization transactions do not qualify for sale treatment. The assets and liabilities of consolidated trusts created via portfolio securitization transactions that do not qualify as sales are reported in our consolidated balance sheets.
	We recognize assets obtained and liabilities incurred in qualifying sales of portfolio securitizations at fair value.

Mortgage_Loans_Mortgage_Loans_

Mortgage Loans Mortgage Loans Policy (Policies)	12 Months Ended
	Dec. 31, 2013
Mortgage Loans on Real Estate [Abstract]	'
Troubled Debt Restructurings [Policy Text Block]	'
	Restructured Loans
	A modification to the contractual terms of a loan that results in granting a concession to a borrower experiencing financial difficulties is considered a troubled debt restructuring (“TDR”). Our loss mitigation programs primarily include modifications that result in the capitalization of past due amounts in combination with interest rate reductions below market and/or the extension of the loan’s maturity date. Such restructurings are granted to borrowers in financial difficulty on either a permanent or contingent basis, as in the case of modifications with a trial period. We consider these types of loan restructurings to be TDRs.
	We do not currently include principal or past due interest forgiveness as part of our loss mitigation programs, and as a result, we do not charge off any outstanding principal or accrued interest amounts at the time of loan modification. We believe that the loan underwriting activities we perform as a part of our loan modification process coupled with the borrower’s successful performance during any required trial period provide us reasonable assurance regarding the collectibility of the principal and interest due in accordance with the loan’s modified terms, which include any past due interest amounts that are capitalized at the time of modification. As such, the loan is returned to accrual status when the loan modification is completed (i.e., at the end of the trial period), and we accrue interest thereafter in accordance with our interest accrual policy. If the loan was on nonaccrual status prior to entering the trial period, it remains on nonaccrual status until the borrower demonstrates performance via the trial period and the modification is finalized.
	In addition to these loan modifications, we also engage in other loss mitigation activities with troubled borrowers, which include repayment plans, forbearance arrangements, and the capitalization only of past due amounts. Repayment plans and forbearance arrangements are informal agreements with the borrower that do not result in the legal modification of the loan. For all of these activities, we consider the deferral or capitalization of three or fewer missed payments to represent only an insignificant delay, and thus not a TDR. If we defer or capitalize more than three missed payments, the delay is no longer considered insignificant, and the restructuring is accounted for as a TDR.
	We measure impairment of a loan restructured in a TDR individually based on the excess of the recorded investment in the loan over the present value of the expected future cash inflows discounted at the loan’s original effective interest rate. Costs incurred to complete a TDR are expensed as incurred. However, when foreclosure is probable on an individually impaired loan, we measure impairment based on the difference between our recorded investment in the loan and the fair value of the underlying property, adjusted for the estimated costs to sell the property and estimated insurance or other proceeds we expect to receive.
	A modification to the contractual terms of a loan that results in granting a concession to a borrower experiencing financial difficulties is considered a TDR. In addition to formal loan modifications, we also engage in other loss mitigation activities with troubled borrowers, which include repayment plans and forbearance arrangements, both of which represent informal agreements with the borrower that do not result in the legal modification of the loan’s contractual terms. We account for these informal restructurings as a TDR if we defer more than three missed payments. We also classify as TDRs loans to certain borrowers who have received bankruptcy relief.

Investments_in_Securities_Inve

Investments in Securities Investment in Securities Policies (Policies)	12 Months Ended
	Dec. 31, 2013
Investments, Debt and Equity Securities [Abstract]	'
Trading Securities, Policy [Policy Text Block]	'
	Trading Securities
	Trading securities are recorded at fair value with subsequent changes in fair value recorded as “Fair value gains (losses), net” in our consolidated statements of operations and comprehensive income (loss).
Available-for-sale Securities, Policy [Policy Text Block]	'
	Other-Than-Temporary Impairment of Debt Securities
	We evaluate available-for-sale securities for other-than-temporary impairment on a quarterly basis. An other-than-temporary impairment is considered to have occurred when the fair value of a debt security is below its amortized cost basis and we intend to sell or it is more likely than not that we will be required to sell the security before recovery. In such cases, we recognize in “Net other-than-temporary impairments” in our consolidated statements of operations and comprehensive income (loss) the entire difference between the amortized cost basis of the security and its fair value. An other-than-temporary impairment is also considered to have occurred if we do not expect to recover the entire amortized cost basis of a debt security even if we do not intend to sell the security or it is not more likely than not we will be required to sell the security before recovery. We separate the difference between the amortized cost basis of the security and its fair value into the amount representing the credit loss, which we recognize in “Net other-than-temporary impairments” in our consolidated statements of operations and comprehensive income (loss), and the amount related to all other factors, which we recognize in “Other comprehensive income,” net of taxes.
	We consider guarantees, insurance contracts or other credit enhancements (such as collateral) in determining our best estimate of cash flows expected to be collected only if (1) such guarantees, insurance contracts or other credit enhancements provide for payments to be made solely to reimburse us for failure of the issuer to satisfy its required payment obligations; (2) such guarantees, insurance contracts or other credit enhancements are contractually attached to the security; and (3) collection of the amounts receivable under these agreements is deemed probable. Guarantees, insurance contracts or other credit enhancements are considered contractually attached if they are part of and trade with the security upon transfer of the security to a third party.
	In periods after we recognize an other-than-temporary impairment of debt securities, we use the prospective interest method to recognize interest income. Under the prospective interest method, we calculate a new effective yield for subsequent recognition of interest income and measurement of impairment when we determine that there has been a significant increase in expected or actual cash flows. We consider a significant increase in cash flows to be at least a ten percent increase over two consecutive quarters of the expected or actual cash flows. We calculate the new effective yield by using the new cost basis and the significantly increased actual or expected cash flows.
	Available-for-Sale Securities
	We measure AFS securities at fair value with unrealized gains and losses, recorded net of tax, as a component of “Other comprehensive income” and we recognized realized gains and losses from the sale of AFS securities in “Investment gains, net” in our consolidated statements of operations and comprehensive income (loss).

Acquired_Property_Net_Policies

Acquired Property Net (Policies)	12 Months Ended
	Dec. 31, 2013
Real Estate [Abstract]	'
Foreclosed Properties Acquired Held-For-Use [Policy Text Block]	'
	We classify as held for use those properties that we do not intend to sell or that are not ready for immediate sale in their current condition, which are included in “Other assets” in our consolidated balance sheets.

Derivative_Instruments_Derivat

Derivative Instruments Derivative Policy (Policies)	12 Months Ended
	Dec. 31, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Derivatives, Policy [Policy Text Block]	'
	Derivative Instruments
	We recognize all derivatives as either assets or liabilities in our consolidated balance sheets at their fair value on a trade date basis. We report derivatives in a gain position after offsetting by counterparty in “Other assets” and derivatives in a loss position after offsetting by counterparty in “Other liabilities” in our consolidated balance sheets.
	•	Interest rate swap contracts. An interest rate swap is a transaction between two parties in which each party agrees to exchange payments tied to different interest rates or indices for a specified period of time, generally based on a notional amount of principal. The types of interest rate swaps we use include pay-fixed swaps, receive-fixed swaps and basis swaps.
	•	Interest rate option contracts. These contracts primarily include pay-fixed swaptions, receive-fixed swaptions, cancelable swaps and interest rate caps. A swaption is an option contract that allows us or a counterparty to enter into a pay-fixed or receive-fixed swap at some point in the future.

Income_Taxes_Income_Tax_Polici

Income Taxes Income Tax Policies (Policies)	12 Months Ended
	Dec. 31, 2013
Income Tax Disclosure [Abstract]	'
Income Tax, Policy [Policy Text Block]	'
	Income Taxes
	We recognize deferred tax assets and liabilities based on the differences in the book and tax bases of assets and liabilities. We measure deferred tax assets and liabilities using enacted tax rates that are applicable to the period(s) that the differences are expected to reverse. We adjust deferred tax assets and liabilities for the effects of changes in tax laws and rates in the period of enactment. We recognize investment and other tax credits through our effective tax rate calculation assuming that we will be able to realize the full benefit of the credits. We reduce our deferred tax assets by an allowance if, based on the weight of available positive and negative evidence, it is more likely than not (a probability of greater than 50%) that we will not realize some portion, or all, of the deferred tax asset.
	We recognize deferred tax assets and liabilities for future tax consequences arising from differences between the carrying amounts of existing assets and liabilities under GAAP and their respective tax bases, and for net operating loss carryforwards and tax credit carryforwards. We evaluate the recoverability of our deferred tax assets as of the end of each quarter, weighing all positive and negative evidence, and are required to establish or maintain a valuation allowance for these assets if we determine that it is more likely than not that some or all of the deferred tax assets will not be realized.

Employee_Retirement_Benefits_E

Employee Retirement Benefits Employee Retirement Benefits Policies (Policies)	12 Months Ended
	Dec. 31, 2013
Defined Benefit Pension Plans and Defined Benefit Postretirement Plans Disclosure [Abstract]	'
Postemployment Benefit Plans, Policy [Policy Text Block]	'
	We sponsor both defined benefit plans and defined contribution plans for our employees, as well as a healthcare plan that provides certain health benefits for retired employees and their dependents. Net periodic benefit costs for defined benefit and healthcare plans, which are determined on an actuarial basis, and expenses for our defined contribution plans, are included in “Salaries and employee benefits expense” in our consolidated statements of operations and comprehensive income (loss).

Segment_Reporting_Segment_Repo

Segment Reporting Segment Reporting Policy (Policies)	12 Months Ended
	Dec. 31, 2013
Segment Reporting [Abstract]	'
Segment Reporting, Policy [Policy Text Block]	'
	We operate under three business segments: Single-Family Credit Guaranty (“Single-Family”), Multifamily and Capital Markets. Our Single-Family segment generates revenue primarily from the guaranty fees on the mortgage loans underlying guaranteed single-family Fannie Mae mortgage-backed securities (“Fannie Mae MBS”). Our Multifamily segment generates revenue from a variety of sources, including guaranty fees on the mortgage loans underlying multifamily Fannie Mae MBS, transaction fees associated with the multifamily business and bond credit enhancement fees. Our Capital Markets segment invests in mortgage loans, mortgage-related securities and other investments, and generates income primarily from the difference, or spread, between the yield on the mortgage assets we own and the interest we pay on the debt we issue in the global capital markets to fund the purchases of these mortgage assets.
	Our three reportable segments are: Single-Family, Multifamily, and Capital Markets. We use these three segments to generate revenue and manage business risk, and each segment is based on the type of business activities it performs. Under our segment reporting, the sum of the results for our three business segments does not equal our consolidated statements of operations and comprehensive income (loss), as we separate the activity related to our consolidated trusts from the results generated by our three segments. We also include an eliminations/adjustments category to reconcile our business segment financial results and the activity related to our consolidated trusts to net income (loss) in our consolidated statements of operations and comprehensive income (loss).

Netting_Arrangements_Netting_A

Netting Arrangements Netting Arrangements (Policies)	12 Months Ended
	Dec. 31, 2013
Offsetting [Abstract]	'
Derivatives, Offsetting Policy [Policy Text Block]	'
	We offset the carrying amounts of certain derivatives that are in gain positions and loss positions with the same counterparty as well as cash collateral receivables and payables associated with derivative positions under master netting arrangements. We offset these amounts only when we have the legal right to offset under the contract and we have met all of the offsetting conditions.
	Derivative instruments are recorded at fair value and securities purchased under agreements to resell or similar arrangements are recorded at amortized cost in our consolidated balance sheets.
	We determine our rights to offset the assets and liabilities presented above with the same counterparty, including collateral posted or received, based on the contractual arrangements entered into with our individual counterparties.

Fair_Value_Fair_Value_Policy_P

Fair Value Fair Value Policy (Policies)	12 Months Ended
	Dec. 31, 2013
Fair Value Disclosures [Abstract]	'
Fair Value Measurement, Policy [Policy Text Block]	'
	Fair Value Measurement
	Fair value measurement guidance defines fair value, establishes a framework for measuring fair value and sets forth disclosures around fair value measurements. This guidance applies whenever other accounting guidance requires or permits assets or liabilities to be measured at fair value. The guidance 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 unadjusted quoted prices in active markets for identical assets or liabilities. The next highest priority, Level 2, is given to measurements of assets and liabilities based on limited observable inputs or observable inputs for similar assets and liabilities. The lowest priority, Level 3, is given to measurements based on unobservable inputs.
	Fair Value Option
	We elected the fair value option for loans that contain embedded derivatives that would otherwise require bifurcation. Under the fair value option, we elected to carry these instruments at fair value instead of bifurcating the embedded derivative from the respective loan.
	We elected the fair value option for all long-term structured debt instruments that are issued in response to specific investor demand and have interest rates that are based on a calculated index or formula and are economically hedged with derivatives at the time of issuance. By electing the fair value option for these instruments, we are able to eliminate the volatility in our results of operations that would otherwise result from the accounting asymmetry created by recording these structured debt instruments at cost while recording the related derivatives at fair value.
	We elected the fair value option for the financial assets and liabilities of the consolidated senior-subordinate trust structures. By electing the fair value option for these instruments, we are able to eliminate the volatility in our results of operations that would otherwise result from different accounting treatment between loans at cost and debt at cost.
	Interest income for the mortgage loans is recorded in “Mortgage loans interest income” and interest expense for the debt instruments is recorded in “Long-term debt interest expense” in our consolidated statements of operations and comprehensive income (loss).

Commitments_and_Contingencies_

Commitments and Contingencies Commitments and Contingencies Policy (Policies)	12 Months Ended
	Dec. 31, 2013
Commitments and Contingencies Disclosure [Abstract]	'
Commitments and Contingencies, Policy [Policy Text Block]	'
	We establish a reserve for matters when a loss is probable and we can reasonably estimate the amount of such loss.
	On a quarterly basis, we review relevant information about all pending legal actions and proceedings for the purpose of evaluating and revising our contingencies, reserves and disclosures.
	For legal actions or proceedings where there is only a reasonable possibility that a loss may be incurred, or where we are not currently able to estimate the reasonably possible loss or range of loss, we do not establish a reserve.
Loan and Mortgage Related Securities Commitments, Policy [Policy Text Block]	'
	We have unconditional commitments related to the purchase of loans and mortgage-related securities. These include both on- and off-balance sheet commitments. A portion of these have been recorded as derivatives in our consolidated balance sheets.

Consolidations_and_Transfers_o2

Consolidations and Transfers of Financial Assets (Tables)	12 Months Ended
	Dec. 31, 2013
Consolidations and Transfers of Financial Assets [Abstract]	'
Unconsolidated Variable Interest Entities [Table Text Block]	'
	The following table displays the carrying amount and classification of our assets and liabilities that relate to our involvement with unconsolidated mortgage-backed trusts as of December 31, 2013 and 2012, as well as our maximum exposure to loss and the total assets of these unconsolidated mortgage-backed trusts.
		As of December 31,
		2013					2012(1)
		(Dollars in millions)
	Assets and liabilities recorded in our consolidated balance sheets related to mortgage-backed trusts:
	Assets:
	Trading securities:
	Fannie Mae securities		$	5,660				$	6,248
	Non-Fannie Mae securities		8,559					16,458
	Total trading securities		14,219					22,706
	Available-for-sale securities:
	Fannie Mae securities		5,866					10,435
	Non-Fannie Mae securities		27,441					46,569
	Total available-for-sale securities		33,307					57,004
	Other assets		119					145
	Other liabilities		(1,668		)			(1,449		)
	Net carrying amount		$	45,977				$	78,406
	Maximum exposure to loss(2)		$	54,148				$	87,397
	Total assets of unconsolidated mortgage-backed trusts		$	313,202				$	645,332
	__________
	(1)	Contains securities recognized in our consolidated balance sheets due to consolidation of certain multi-class resecuritization trusts.
	(2)	Our maximum exposure to loss generally represents the greater of our recorded investment in the entity or the unpaid principal balance of the assets covered by our guaranty. However, our securities issued by Fannie Mae multi-class resecuritization trusts that are not consolidated do not give rise to any additional exposure to loss as we already consolidate the underlying collateral.
Key Characteristics of the Securities Retained in Unconsolidated Portfolio Securitization Trusts [Table Text Block]	'
	The following table displays some key characteristics of the securities retained in unconsolidated portfolio securitization trusts as of December 31, 2013 and 2012.
		Fannie Mae Single-class MBS & Fannie Megas				REMICS & SMBS
		(Dollars in millions)
	As of December 31, 2013
	Unpaid principal balance	$	349			$	6,899
	Fair value	383				7,959
	Weighted-average coupon	6.21			%	5.36			%
	Weighted-average loan age	7.4			years	5.4			years
	Weighted-average maturity	21.5			years	12.6			years
	As of December 31, 2012
	Unpaid principal balance	$	456			$	8,667
	Fair value	504				9,818
	Weighted-average coupon	6.2			%	5.53			%
	Weighted-average loan age	6.4			years	4.6			years
	Weighted-average maturity	22.5			years	15			years

Mortgage_Loans_Tables

Mortgage Loans (Tables)	12 Months Ended
	Dec. 31, 2013
Mortgage Loans on Real Estate [Line Items]	'
Loans in Mortgage Portfolio [Table Text Block]	'
	The following table displays our mortgage loans as of December 31, 2013 and 2012.
		As of December 31,
		2013																		2012
		Of Fannie Mae						Of Consolidated Trusts						Total						Of Fannie Mae						Of Consolidated Trusts						Total
		(Dollars in millions)
	Single-family		$	276,644					$	2,579,024					$	2,855,668					$	309,277					$	2,480,999					$	2,790,276
	Multifamily		37,642						146,249						183,891						61,464						126,953						188,417
	Total unpaid principal balance of mortgage loans		314,286						2,725,273						3,039,559						370,741						2,607,952						2,978,693
	Cost basis and fair value adjustments, net		(13,778		)				44,305						30,527						(14,805		)				44,313						29,508
	Allowance for loan losses for loans held for investment		(40,521		)				(3,325		)				(43,846		)				(50,519		)				(8,276		)				(58,795		)
	Total mortgage loans		$	259,987					$	2,766,253					$	3,026,240					$	305,417					$	2,643,989					$	2,949,406
Aging Analysis [Table Text Block]	'
	The following tables display an aging analysis of the total recorded investment in our HFI mortgage loans, excluding loans for which we have elected the fair value option, by portfolio segment and class as of December 31, 2013 and 2012.
		As of December 31, 2013(1)
		30 - 59 Days						60 - 89 Days Delinquent						Seriously Delinquent(2)						Total Delinquent						Current				Total				Recorded Investment in Loans 90 Days or More Delinquent and Accruing Interest					Recorded Investment in Nonaccrual Loans
		Delinquent
		(Dollars in millions)
	Single-family:
	Primary(3)		$	32,371					$	9,755					$	48,345					$	90,471				$	2,558,826			$	2,649,297				$	81			$	57,973
	Government(4)		66						32						346						444					48,150				48,594					346				—
	Alt-A		4,748						1,692						15,425						21,865					105,644				127,509					11				17,102
	Other(5)		1,940						659						5,404						8,003					45,288				53,291					22				5,999
	Total single-family		39,125						12,138						69,520						120,783					2,757,908				2,878,691					460				81,074
	Multifamily(6)		59						N/A						186						245					185,733				185,978					—				2,209
	Total		$	39,184					$	12,138					$	69,706					$	121,028				$	2,943,641			$	3,064,669				$	460			$	83,283
		As of December 31, 2012(1)
		30 - 59 Days						60 - 89 Days Delinquent						Seriously Delinquent(2)						Total Delinquent						Current				Total				Recorded Investment in Loans 90 Days or More Delinquent and Accruing Interest(7)					Recorded Investment in Nonaccrual Loans
		Delinquent
		(Dollars in millions)
	Single-family:
	Primary(3)		$	39,043					$	13,513					$	67,737					$	120,293				$	2,424,022			$	2,544,315				$	2,162			$	78,822
	Government(4)		82						40						340						462					50,408				50,870					340				—
	Alt-A		6,009						2,417						22,181						30,607					121,099				151,706					502				24,048
	Other(5)		2,613						1,053						8,527						12,193					57,336				69,529					297				9,209
	Total single-family		47,747						17,023						98,785						163,555					2,652,865				2,816,420					3,301				112,079
	Multifamily(6)		178						N/A						428						606					190,445				191,051					—				2,214
	Total		$	47,925					$	17,023					$	99,213					$	164,161				$	2,843,310			$	3,007,471				$	3,301			$	114,293
	__________
	(1)	Recorded investment consists of unpaid principal balance, unamortized premiums, discounts and other cost basis adjustments, and accrued interest receivable.
	(2)	Single-family seriously delinquent loans are loans that are 90 days or more past due or in the foreclosure process. Multifamily seriously delinquent loans are loans that are 60 days or more past due.
	(3)	Consists of mortgage loans that are not included in other loan classes.
	(4)	Consists of mortgage loans guaranteed or insured, in whole or in part, by the U.S. government or one of its agencies that are not Alt-A. Primarily consists of reverse mortgages which due to their nature are not aged and are included in the current column.
	(5)	Includes loans with higher-risk characteristics, such as interest-only loans and negative-amortizing loans, that are neither government nor Alt-A.
	(6)	Multifamily loans 60-89 days delinquent are included in the seriously delinquent column.
	(7)	Includes loans with a recorded investment of $2.8 billion, which were repurchased in January 2013 pursuant to our resolution agreement with Bank of America. These loans were returned to accrual status to reflect the change in our assessment of collectibility resulting from this agreement.
Individually Impaired Loans [Table Text Block]	'
	The following tables display the total unpaid principal balance, recorded investment, and related allowance as of December 31, 2013 and 2012, and average recorded investment and interest income recognized for the years ended December 31, 2013, 2012 and 2011 for individually impaired loans.
		As of December 31,
		2013																				2012
		Unpaid Principal Balance						Total Recorded Investment (1)						Related Allowance for Loan Losses				Related Allowance for Accrued Interest Receivable				Unpaid Principal Balance						Total Recorded Investment (1)						Related Allowance for Loan Losses			Related Allowance for Accrued Interest Receivable
		(Dollars in millions)
	Individually impaired loans:
	With related allowance recorded:
	Single-family:
	Primary(2)		$	130,080					$	123,631				$	24,145			$	430				$	132,754					$	126,106				$	28,610		$	628
	Government (3)		213						210					35				5					214						208					38			4
	Alt-A		37,356						34,479					9,364				187					38,387						35,620					11,154			267
	Other (4)		15,789						15,023					3,879				56					16,873						16,114					4,743			86
	Total single-family		183,438						173,343					37,423				678					188,228						178,048					44,545			985
	Multifamily		2,257						2,276					306				10					2,449						2,471					489			13
	Total individually impaired loans with related allowance recorded		185,695						175,619					37,729				688					190,677						180,519					45,034			998
	With no related allowance recorded:(5)
	Single-family:
	Primary(2)		14,076						12,305					—				—					16,222						13,901					—			—
	Government(3)		120						120					—				—					104						104					—			—
	Alt-A		3,290						2,428					—				—					3,994						2,822					—			—
	Other (4)		1,039						868					—				—					1,218						977					—			—
	Total single-family		18,525						15,721					—				—					21,538						17,804					—			—
	Multifamily		1,927						1,939					—				—					2,056						2,068					—			—
	Total individually impaired loans with no related allowance recorded		20,452						17,660					—				—					23,594						19,872					—			—
	Total individually impaired loans(6)		$	206,147					$	193,279				$	37,729			$	688				$	214,271					$	200,391				$	45,034		$	998
		For the Year Ended December 31,
		2013																		2012																	2011
		Average Recorded Investment						Total Interest Income Recognized (7)						Interest Income Recognized on a Cash Basis						Average Recorded Investment						Total Interest Income Recognized (7)						Interest Income Recognized on a Cash Basis					Average Recorded Investment				Total Interest Income Recognized (7)			Interest Income Recognized on a Cash Basis
		(Dollars in millions)
	Individually impaired loans:
	With related allowance recorded:
	Single-family:
	Primary (2)		$	124,659					$	4,351					$	603					$	115,767					$	4,077					$	654				$	100,797			$	3,735		$	733
	Government (3)		213						11						—						216						11						—					229				12			—
	Alt-A		35,075						1,096						135						32,978						1,048						151					29,561				982			186
	Other (4)		15,537						425						52						15,593						444						65					14,431				435			90
	Total single-family		175,484						5,883						790						164,554						5,580						870					145,018				5,164			1,009
	Multifamily		2,552						128						1						2,535						125						2					2,430				103			5
	Total individually impaired loans with related allowance recorded		178,036						6,011						791						167,089						5,705						872					147,448				5,267			1,014
	With no related allowance recorded: (5)
	Single-family:
	Primary (2)		11,442						1,369						227						8,264						1,075						231					6,884				606			204
	Government (3)		112						8						—						78						7						—					12				7			—
	Alt-A		2,207						329						45						1,811						253						55					1,771				205			63
	Other (4)		752						117						17						455						95						24					467				57			19
	Total single-family		14,513						1,823						289						10,608						1,430						310					9,134				875			286
	Multifamily		1,863						97						3						1,781						56						2					993				48			8
	Total individually impaired loans with no related allowance recorded		16,376						1,920						292						12,389						1,486						312					10,127				923			294
	Total individually impaired loans(6)		$	194,412					$	7,931					$	1,083					$	179,478					$	7,191					$	1,184				$	157,575			$	6,190		$	1,308
	__________
	(1)	Recorded investment consists of unpaid principal balance, unamortized premiums, discounts and other cost basis adjustments, and accrued interest receivable.
	(2)	Consists of mortgage loans that are not included in other loan classes.
	(3)	Consists of mortgage loans guaranteed or insured, in whole or in part, by the U.S. government or one of its agencies that are not Alt-A.
	(4)	Includes loans with higher-risk characteristics, such as interest-only loans and negative-amortizing loans, that are neither government nor Alt-A.
	(5)	The discounted cash flows or collateral value equals or exceeds the carrying value of the loan and, as such, no valuation allowance is required.
	(6)	Includes single-family loans restructured in a TDR with a recorded investment of $187.6 billion, $193.4 billion and $161.9 billion as of December 31, 2013, 2012 and 2011, respectively. Includes multifamily loans restructured in a TDR with a recorded investment of $911 million, $1.1 billion and $956 million as of December 31, 2013, 2012 and 2011, respectively.
	(7)	Total single-family interest income recognized of $7.7 billion for the year ended December 31, 2013 consists of $5.7 billion of contractual interest and $2.0 billion of effective yield adjustments. Total single-family interest income recognized of $7.0 billion for the year ended December 31, 2012 consists of $5.3 billion of contractual interest and $1.7 billion of effective yield adjustments. Total single-family interest income recognized of $6.0 billion for the year ended December 31, 2011 consists of $4.5 billion of contractual interest and $1.6 billion of effective yield adjustments.
Troubled Debt Restructurings Activity [Table Text Block]	'
	The following table displays the number of loans and recorded investment in loans restructured in a TDR for the years ended December 31, 2013 and 2012.
		For the Year Ended December 31,
		2013											2012
		Number of Loans					Recorded  Investment(1)						Number of Loans					Recorded  Investment(1)
		(Dollars in millions)
	Single-family:
	Primary (2)		126,998					$	19,016					270,913					$	39,527
	Government (3)		312					35						394					50
	Alt-A		21,471					3,794						50,572					9,116
	Other (4)		6,226					1,378						15,484					3,489
	Total single-family		155,007					24,223						337,363					52,182
	Multifamily		33					213						46					324
	Total troubled debt restructurings		155,040					$	24,436					337,409					$	52,506
	__________
	(1)	Recorded investment consists of unpaid principal balance, unamortized premiums, discounts and other cost basis adjustments, and accrued interest receivable. Based on the nature of our modification programs, which do not include principal or past-due interest forgiveness, there is not a material difference between the recorded investment in our loans pre- and post- modification, therefore amounts represent recorded investment post-modification.
	(2)	Consists of mortgage loans that are not included in other loan classes.
	(3)	Consists of mortgage loans guaranteed or insured, in whole or in part, by the U.S. government or one of its agencies that are not Alt-A.
	(4)	Includes loans with higher-risk characteristics, such as interest-only loans and negative-amortizing loans, that are neither government nor Alt-A.
	The following table displays the number of loans and recorded investment in loans that had a payment default for the years ended December 31, 2013 and 2012 and were restructured in a TDR in the twelve months prior to the payment default. For purposes of this disclosure, we define loans that had a payment default as: single-family and multifamily loans with completed TDRs that liquidated during the period, either through foreclosure, deed-in-lieu of foreclosure or a short sale; single-family loans with completed modifications that are two or more months delinquent during the period; or multifamily loans with completed modifications that are one or more months delinquent during the period.
		For the Year Ended December 31,
		2013											2012
		Number of Loans					Recorded Investment(1)						Number of Loans					Recorded Investment(1)
		(Dollars in millions)
	Single-family:
	Primary (2)		45,539					$	6,978					46,824					$	7,828
	Government (3)		130					17						200					33
	Alt-A		9,601					1,732						8,848					1,761
	Other (4)		3,093					685						4,011					948
	Total single-family		58,363					9,412						59,883					10,570
	Multifamily		9					64						7					35
	Total TDRs that subsequently defaulted		58,372					$	9,476					59,890					$	10,605
	__________
	(1)	Recorded investment consists of unpaid principal balance, unamortized premiums, discounts and other cost basis adjustments, and accrued interest receivable. Represents our recorded investment in the loan at time of payment default.
	(2)	Consists of mortgage loans that are not included in other loan classes.
	(3)	Consists of mortgage loans guaranteed or insured, in whole or in part, by the U.S. government or one of its agencies that are not Alt-A.
	(4)	Includes loans with higher-risk characteristics, such as interest-only loans and negative-amortizing loans, that are neither government nor Alt-A.
Single-Family [Member]	'
Mortgage Loans on Real Estate [Line Items]	'
Credit Quality Indicators [Table Text Block]	'
	The following table displays the total recorded investment in our single-family HFI loans, excluding loans for which we have elected the fair value option, by class and credit quality indicator as of December 31, 2013 and 2012. The single-family credit quality indicator is based on available data through the end of each respective period presented.
		As of December 31,
		2013(1)(2)														2012(1)(2)
		Primary (3)				Alt-A				Other (4)						Primary (3)				Alt-A				Other (4)
		(Dollars in millions)
	Estimated mark-to-market LTV ratio: (5)
	Less than or equal to 80%	$	2,073,079			$	61,670				$	24,112				$	1,703,384			$	57,419				$	21,936
	Greater than 80%  and less than or equal to 90%	276,011				16,794					6,947					346,018				18,313					7,287
	Greater than 90%  and less than or equal to 100%	153,474				14,709					6,402					219,736				16,930					7,369
	Greater than 100% and less than or equal to 110%	59,630				11,006					5,146					100,302				14,293					7,169
	Greater than 110%  and less than or equal to 120%	33,954				7,742					3,691					59,723				10,994					6,231
	Greater than 120%  and less than or equal to 125%	11,256				2,951					1,406					20,620				4,387					2,665
	Greater than 125%	41,893				12,637					5,587					94,532				29,370					16,872
	Total	$	2,649,297			$	127,509				$	53,291				$	2,544,315			$	151,706				$	69,529
	__________
	(1)	Recorded investment consists of unpaid principal balance, unamortized premiums, discounts and other cost basis adjustments, and accrued interest receivable.
	(2)	Excludes $48.6 billion and $50.9 billion as of December 31, 2013 and 2012, respectively, of mortgage loans guaranteed or insured, in whole or in part, by the U.S. government or one of its agencies that are not Alt-A loans. The segment class is primarily reverse mortgages for which we do not calculate an estimated mark-to-market LTV ratio.
	(3)	Consists of mortgage loans that are not included in other loan classes.
	(4)	Includes loans with higher-risk characteristics, such as interest-only loans and negative-amortizing loans, that are neither government nor Alt-A.
	(5)	The aggregate estimated mark-to-market LTV ratio is based on the unpaid principal balance of the loan as of the end of each reported period divided by the estimated current value of the property, which we calculate using an internal valuation model that estimates periodic changes in home value.
Multifamily [Member]	'
Mortgage Loans on Real Estate [Line Items]	'
Credit Quality Indicators [Table Text Block]	'
	The following tables display the total recorded investment in our multifamily HFI loans, excluding loans for which we have elected the fair value option, by credit quality indicator as of December 31, 2013 and 2012.
		As of
		December 31, 2013(1)
		(Dollars in millions)
	Credit risk profile by internally assigned grade:(2)
	Pass		$	176,528
	Special Mention		2,234
	Substandard		6,758
	Doubtful		458
	Total		$	185,978
		As of
		December 31, 2012(1)
		(Dollars in millions)
	Credit risk profile by internally assigned grade:(3)
	Green		$	154,235
	Yellow(4)		21,304
	Orange		14,199
	Red		1,313
	Total		$	191,051
	__________
	(1)	Recorded investment consists of unpaid principal balance, unamortized premiums, discounts and other cost basis adjustments, and accrued interest receivable.
	(2)	Pass (loan is current and adequately protected by the current financial strength and debt service capacity of the borrower); special mention (loan with signs of potential weakness); substandard (loan with a well defined weakness that jeopardizes the timely full repayment); and doubtful (loan with a weakness that makes collection or liquidation in full highly questionable and improbable based on existing conditions and values).
	(3)	Green (loan with acceptable risk); yellow (loan with signs of potential weakness); orange (loan with a well defined weakness that may jeopardize the timely full repayment); and red (loan with a weakness that makes timely collection or liquidation in full more questionable based on existing conditions and values).
	(4)	Includes approximately $5.1 billion of unpaid principal balance as of December 31, 2012 classified as yellow due to no available current financial information.

Allowance_for_Loan_Losses_Tabl

Allowance for Loan Losses (Tables)	12 Months Ended
	Dec. 31, 2013
Loans and Leases Receivable, Allowance [Abstract]	'
Allowance for Loan Losses Roll Forward by Segment [Table Text Block]	'
	The following table displays changes in single-family, multifamily and total allowance for loan losses for the years ended December 31, 2013, 2012 and 2011.
		For the Year Ended December 31,
		2013										2012										2011
		Of Fannie Mae			Of Consolidated Trusts				Total			Of Fannie Mae			Of Consolidated Trusts				Total			Of Fannie Mae			Of Consolidated Trusts				Total
		(Dollars in millions)
	Single-family allowance for loan losses:
	Beginning balance, January 1	$	49,848			$	7,839		$	57,687		$	56,294			$	14,339		$	70,633		$	47,377			$	12,603		$	59,980
	(Benefit) provision for loan losses(1)	(6,751		)		(2,145		)	(8,896		)	(1,482		)		465			(1,017		)	13,940				11,683			25,623
	Charge-offs(2)	(8,458		)		(256		)	(8,714		)	(14,055		)		(823		)	(14,878		)	(19,026		)		(1,772		)	(20,798		)
	Recoveries	2,115				511			2,626			1,632				152			1,784			3,636				1,636			5,272
	Transfers(3)	2,932				(2,932		)	—			6,437				(6,437		)	—			9,901				(9,901		)	—
	Other(4)	516				88			604			1,022				143			1,165			466				90			556
	Ending balance, December 31	$	40,202			$	3,105		$	43,307		$	49,848			$	7,839		$	57,687		$	56,294			$	14,339		$	70,633
	Multifamily allowance for loan losses:
	Beginning balance, January 1	$	671			$	437		$	1,108		$	1,015			$	508		$	1,523		$	1,153			$	423		$	1,576
	(Benefit) provision for loan losses(1)	(233		)		(187		)	(420		)	(131		)		(43		)	(174		)	140				151			291
	Charge-offs(2)	(153		)		—			(153		)	(261		)		—			(261		)	(372		)		—			(372		)
	Transfers(3)	30				(30		)	—			29				(29		)	—			79				(79		)	—
	Other(4)	4				—			4			19				1			20			15				13			28
	Ending balance, December 31	$	319			$	220		$	539		$	671			$	437		$	1,108		$	1,015			$	508		$	1,523
	Total allowance for loan losses:
	Beginning balance, January 1	$	50,519			$	8,276		$	58,795		$	57,309			$	14,847		$	72,156		$	48,530			$	13,026		$	61,556
	(Benefit) provision for loan losses(1)	(6,984		)		(2,332		)	(9,316		)	(1,613		)		422			(1,191		)	14,080				11,834			25,914
	Charge-offs(2)(5)	(8,611		)		(256		)	(8,867		)	(14,316		)		(823		)	(15,139		)	(19,398		)		(1,772		)	(21,170		)
	Recoveries	2,115				511			2,626			1,632				152			1,784			3,636				1,636			5,272
	Transfers(3)	2,962				(2,962		)	—			6,466				(6,466		)	—			9,980				(9,980		)	—
	Other(4)	520				88			608			1,041				144			1,185			481				103			584
	Ending balance, December 31	$	40,521			$	3,325		$	43,846		$	50,519			$	8,276		$	58,795		$	57,309			$	14,847		$	72,156
	__________
	(1)	(Benefit) provision for loan losses is included in “Benefit (provision) for credit losses” in our consolidated statements of operations and comprehensive income (loss).
	(2)	While we purchase the substantial majority of loans that are four or more months delinquent from our MBS trusts, we do not exercise this option to purchase loans during a forbearance period. Charge-offs of consolidated trusts generally represent loans that remained in our consolidated trusts at the time of default.
	(3)	Includes transfers from trusts for delinquent loan purchases.
	(4)	Amounts represent the net activity recorded in our allowances for accrued interest receivable and preforeclosure property taxes and insurance receivable from borrowers. The (benefit) provision for credit losses, charge-offs, recoveries and transfer activity included in this table reflects all changes for both the allowance for loan losses and the valuation allowances for accrued interest and preforeclosure property taxes and insurance receivable that relate to the mortgage loans.
	(5)	Total charge-offs include accrued interest of $436 million, $872 million and $1.4 billion for the years ended December 31, 2013, 2012 and 2011, respectively.
Allowance for Loan Losses and Total Recorded Investment in HFI Loans [Table Text Block]	'
	The following table displays the allowance for loan losses and total recorded investment in our HFI loans, excluding loans for which we have elected the fair value option, by impairment or reserve methodology and portfolio segment as of December 31, 2013 and 2012.
		As of December 31,
		2013										2012
		Single-Family			Multifamily				Total			Single-Family			Multifamily				Total
		(Dollars in millions)
	Allowance for loan losses by segment:
	Individually impaired loans(1)	$	37,423			$	306		$	37,729		$	44,545			$	489		$	45,034
	Collectively reserved loans	5,884				233			6,117			13,142				619			13,761
	Total allowance for loan losses	$	43,307			$	539		$	43,846		$	57,687			$	1,108		$	58,795
	Recorded investment in loans by segment:(2)
	Individually impaired loans(1)	$	189,064			$	4,215		$	193,279		$	195,852			$	4,539		$	200,391
	Collectively reserved loans	2,689,627				181,763			2,871,390			2,620,568				186,512			2,807,080
	Total recorded investment in loans	$	2,878,691			$	185,978		$	3,064,669		$	2,816,420			$	191,051		$	3,007,471
	__________
	(1)	Includes acquired credit-impaired loans.
	(2)	Recorded investment consists of unpaid principal balance, unamortized premiums, discounts and other cost basis adjustments, and accrued interest receivable

Investments_in_Securities_Tabl

Investments in Securities (Tables)	12 Months Ended
	Dec. 31, 2013
Investments, Debt and Equity Securities [Abstract]	'
Investments In Trading Securities [Table Text Block]	'
	The following table displays our investments in trading securities as of December 31, 2013 and 2012.
		As of December 31,
		2013				2012
		(Dollars in millions)
	Mortgage-related securities:
	Fannie Mae	$	5,870			$	6,248
	Freddie Mac	1,839				2,793
	Ginnie Mae	407				437
	Alt-A private-label securities	1,516				1,330
	Subprime private-label securities	1,448				1,319
	CMBS	2,718				9,826
	Mortgage revenue bonds	565				675
	Other mortgage-related securities	99				117
	Total mortgage-related securities	14,462				22,745
	U.S. Treasury securities	16,306				17,950
	Total trading securities	$	30,768			$	40,695
Schedule of Trading Securities Gains (Losses), Net [Table Text Block]	'
	The following table displays information about our net trading gains for the years ended December 31, 2013, 2012 and 2011.
		For the Year Ended
		December 31,
		2013						2012				2011
			(Dollars in millions)
	Net trading gains		$	260				$	1,004				$	266
	Net trading gains recorded in the period related to securities still held at period end		297					1,037					267
Schedule of Available-for-sale Securities Realized Gain (Loss) [Table Text Block]	'
	The following table displays the gross realized gains, losses and proceeds on sales of AFS securities for the years ended December 31, 2013, 2012 and 2011.
		For the Year Ended
		December 31,
		2013				2012				2011
		(Dollars in millions)
	Gross realized gains	$	1,632			$	40			$	182
	Gross realized losses	979				16				90
	Total proceeds (1)	15,157				634				2,152
	__________
	s
	(1)	Excludes proceeds from the initial sale of securities from new portfolio securitizations included in “Note 2, Consolidations and Transfers of Financial Assets.”
Schedule of Available-for-sale Securities Reconciliation [Table Text Block]	'
	The following tables display the amortized cost, gross unrealized gains and losses and fair value by major security type for AFS securities we held as of December 31, 2013 and 2012.
			As of December 31, 2013
		Total Amortized Cost (1)						Gross Unrealized Gains						Gross Unrealized Losses - OTTI (2)						Gross Unrealized Losses - Other (3)						Total Fair Value
			(Dollars in millions)
	Fannie Mae		$	6,227					$	390					$	—					$	(44	)			$	6,573
	Freddie Mac		6,365						477						—						—					6,842
	Ginnie Mae		512						76						—						—					588
	Alt-A private-label securities		6,240						1,151						(40		)				(2		)			7,349
	Subprime private-label securities		6,232						991						(102		)				(53		)			7,068
	CMBS		1,526						80						—						—					1,606
	Mortgage revenue bonds		5,645						35						(228		)				(196		)			5,256
	Other mortgage-related securities		2,943						164						(15		)				(203		)			2,889
	Total		$	35,690					$	3,364					$	(385	)				$	(498	)			$	38,171
	.
			As of December 31, 2012
		Total Amortized Cost (1)						Gross Unrealized Gains						Gross Unrealized Losses - OTTI (2)						Gross Unrealized Losses - Other (3)						Total Fair Value
			(Dollars in millions)
	Fannie Mae		$	9,580					$	871					$	—					$	(16	)			$	10,435
	Freddie Mac		8,652						728						—						—					9,380
	Ginnie Mae		645						106						—						—					751
	Alt-A private-label securities		11,356						452						(637		)				(96		)			11,075
	Subprime private-label securities		8,137						217						(669		)				(238		)			7,447
	CMBS		12,284						824						—						(11		)			13,097
	Mortgage revenue bonds		7,782						157						(45		)				(52		)			7,842
	Other mortgage-related securities		3,330						109						(18		)				(267		)			3,154
	Total		$	61,766					$	3,464					$	(1,369	)				$	(680	)			$	63,181
	__________
	s
	(1)	Amortized cost consists of unpaid principal balance, unamortized premiums, discounts and other cost basis adjustments as well as net other-than-temporary impairments (“OTTI”) recognized in our consolidated statements of operations and comprehensive income (loss).
	(2)	Represents the noncredit component of other-than-temporary impairments losses recorded in “Accumulated other comprehensive income” as well as cumulative changes in fair value of securities for which we previously recognized the credit component of other-than-temporary impairments.
	(3)	Represents the gross unrealized losses on securities for which we have not recognized other-than-temporary impairments.
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Table Text Block]	'
	The following tables display additional information regarding gross unrealized losses and fair value by major security type for AFS securities in an unrealized loss position that we held as of December 31, 2013 and 2012.
			As of December 31, 2013
		Less Than 12 Consecutive Months										12 Consecutive Months or Longer
		Gross Unrealized Losses						Fair Value				Gross Unrealized Losses						Fair Value
			(Dollars in millions)
	Fannie Mae		$	(40	)			$	975				$	(4	)			$	126
	Alt-A private-label securities		(12		)			490					(30		)			308
	Subprime private-label securities		(24		)			448					(131		)			1,332
	Mortgage revenue bonds		(147		)			1,662					(277		)			970
	Other mortgage-related securities		—					5					(218		)			1,066
	Total		$	(223	)			$	3,580				$	(660	)			$	3,802
			As of December 31, 2012
		Less Than 12 Consecutive Months										12 Consecutive Months or Longer
		Gross Unrealized Losses						Fair Value				Gross Unrealized Losses						Fair Value
			(Dollars in millions)
	Fannie Mae		$	(5	)			$	599				$	(11	)			$	372
	Alt-A private-label securities		(18		)			541					(715		)			4,465
	Subprime private-label securities		(14		)			243					(893		)			5,058
	CMBS		—					—					(11		)			240
	Mortgage revenue bonds		(3		)			127					(94		)			1,198
	Other mortgage-related securities		(3		)			95					(282		)			1,529
	Total		$	(43	)			$	1,605				$	(2,006	)			$	12,862
Schedule of Gains (Losses) on Investments, Other-than-temporary Impairments [Table Text Block]	'
	The following table displays our net other-than-temporary impairments by major security type recognized in our consolidated statements of operations and comprehensive income (loss) for the years ended December 31, 2013, 2012 and 2011. Net other-than-temporary impairments include credit losses on debt securities we do not intend to sell and the excess of amortized cost over the fair value of debt securities we intend to sell.
		For the Year Ended
		December 31,
		2013						2012					2011
			(Dollars in millions)
	Alt-A private-label securities		$	34					$	365				$	563
	Subprime private-label securities		5						329					(303		)
	Other		25						19					48
	Net other-than-temporary impairments(1)		$	64					$	713				$	308
	__________
	(1)	Includes $34 million of other-than-temporary impairments recognized in earnings for the year ended December 31, 2013, related to our intent to sell the related securities before recovery of their amortized cost basis.
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Table Text Block]	'
	The following table displays activity related to the unrealized credit loss component on debt securities held by us and recognized in our consolidated statements of operations and comprehensive income (loss) for the years ended December 31, 2013 and 2012. A related unrealized noncredit loss component of $118 million for the year ended December 31, 2013, related unrealized noncredit gain component of $402 million for the year ended December 31, 2012 and a related unrealized noncredit loss component of $306 million for the year ended December 31, 2011, was recognized in “Other comprehensive income.”
		For the Year Ended
		December 31,
		2013				2012
		(Dollars in millions)
	Balance, beginning of period	$	9,214			$	8,915
	Additions for the credit component on debt securities for which OTTI was not previously recognized	20				15
	Additions for the credit component on debt securities for which OTTI was previously recognized	10				698
	Reductions for securities no longer in portfolio at period end	(543		)		(5		)
	Reductions for securities which we intend to sell or it is more likely than not that we will be required to sell before recovery of amortized cost basis	(399		)		—
	Reductions for amortization resulting from changes in cash flows expected to be collected over the remaining life of the securities	(398		)		(409		)
	Balance, end of period	$	7,904			$	9,214
Schedule of Modeled Attributes Used to Determine Potential Cash Shortfalls [Table Text Block]	'
	The following table displays the modeled attributes, including default rates and severities, which were used to determine as of December 31, 2013 whether our senior interests in certain non-agency mortgage-related securities (including those we intend to sell) will experience a cash shortfall. An estimate of voluntary prepayment rates is also an input to the present value of expected losses.
		As of December 31, 2013
						Alt-A
		Subprime				Option ARM						Fixed Rate						Variable Rate						Hybrid Rate
		(Dollars in millions)
	Vintage Year
	2004 & Prior:
	Unpaid principal balance	$	442				$	209					$	999					$	170					$	569
	Weighted average collateral default(1)	31		%			24.8		%				11		%				21		%				15.3		%
	Weighted average collateral severities(2)	55.4					52.1						50.9						40.5						36.4
	Weighted average voluntary prepayment rates(3)	7					8.1						11.1						8.2						8.5
	Average credit enhancement(4)	46.8					4.9						11.3						20.8						6.6
	2005:00:00
	Unpaid principal balance	$	47				$	811					$	880					$	415					$	1,412
	Weighted average collateral default(1)	52.8		%			36.9		%				25.1		%				36.8		%				29.5		%
	Weighted average collateral severities(2)	60.9					55.7						54.4						47.4						44.7
	Weighted average voluntary prepayment rates(3)	2.7					6.9						9.1						7.6						8.3
	Average credit enhancement(4)	48.5					8						0.7						12.3						2.9
	2006:00:00
	Unpaid principal balance	$	9,439				$	831					$	414					$	1,140					$	1,251
	Weighted average collateral default(1)	56.7		%			46.5		%				27		%				40.8		%				20.6		%
	Weighted average collateral severities(2)	62.8					49.9						56.2						48.8						43.7
	Weighted average voluntary prepayment rates(3)	2.3					5.3						7.5						7						9
	Average credit enhancement(4)	10.1					4.7						0.1						0.6						—
	2007 & After:
	Unpaid principal balance	$	475				$	—					$	—					$	—					$	88
	Weighted average collateral default(1)	52.4		%			N/A						N/A						N/A						24.3		%
	Weighted average collateral severities(2)	40.8					N/A						N/A						N/A						43.5
	Weighted average voluntary prepayment rates(3)	1.6					N/A						N/A						N/A						7.6
	Average credit enhancement(4)	23.3					N/A						N/A						N/A						20.5
	Total:
	Unpaid principal balance	$	10,403				$	1,851					$	2,293					$	1,725					$	3,320
	Weighted average collateral default(1)	55.4		%			39.8		%				19.3		%				37.9		%				23.6		%
	Weighted average collateral severities(2)	61.7					52.4						54						48.1						43.4
	Weighted average voluntary prepayment rates(3)	2.4					6.3						9.7						7.2						8.6
	Average credit enhancement(4)	12.4					6.2						5.2						5.4						2.9
	__________
	(1)	The expected remaining cumulative default rate of the collateral pool backing the securities, as a percentage of the current collateral unpaid principal balance, weighted by security unpaid principal balance.
	(2)	The expected remaining loss given default of the collateral pool backing the securities, calculated as the ratio of remaining cumulative loss divided by cumulative defaults, weighted by security unpaid principal balance.
	(3)	The average monthly voluntary prepayment rate, weighted by security unpaid principal balance.
	(4)	The average percent current credit enhancement provided by subordination of other securities. Excludes excess interest projections and monoline bond insurance.
Investments Classified by Contractual Maturity Date [Table Text Block]	'
	The following table displays the amortized cost and fair value of our AFS securities by major security type and remaining contractual maturity, assuming no principal prepayments, as of December 31, 2013. The contractual maturity of mortgage-backed securities is not a reliable indicator of their expected life because borrowers generally have the right to prepay their obligations at any time.
			As of December 31, 2013
		Total Amortized Cost						Total				One Year or Less										After One Year Through Five Years								After Five Years Through Ten Years						After Ten Years
								Fair
								Value				Amortized Cost						Fair Value				Amortized Cost						Fair Value		Amortized Cost				Fair Value		Amortized Cost				Fair Value
		(Dollars in millions)
	Fannie Mae		$	6,227				$	6,573				$	—				$	—				$	322				$	341		$	376		$	404		$	5,529		$	5,828
	Freddie Mac		6,365					6,842					—					—					327					349			674			729			5,364			5,764
	Ginnie Mae		512					588					—					—					1					1			33			38			478			549
	Alt-A private-label securities		6,240					7,349					—					—					1					1			—			—			6,239			7,348
	Subprime private-label securities		6,232					7,068					—					—					—					—			—			—			6,232			7,068
	CMBS		1,526					1,606					—					—					1,435					1,513			—			—			91			93
	Mortgage revenue bonds		5,645					5,256					40					42					260					264			584			586			4,761			4,364
	Other mortgage-related securities		2,943					2,889					—					—					—					4			40			41			2,903			2,844
	Total		$	35,690				$	38,171				$	40				$	42				$	2,346				$	2,473		$	1,707		$	1,798		$	31,597		$	33,858
	Weighted average yield(1)		5.42		%								5.88		%								4.58		%						5.94		%				5.45		%
	__________
	(1)	Yields are determined by dividing interest income (including amortization and accretion of premiums, discounts and other cost basis adjustments) by amortized cost balances as of year-end. Yields on tax-exempt obligations have been computed on a tax equivalent basis.

Financial_Guarantees_Tables

Financial Guarantees (Tables)	12 Months Ended
	Dec. 31, 2013
Single-Family [Member]	'
Guarantor Obligations [Line Items]	'
Delinquency Status Guaranty Book of Business [Table Text Block]	'
	The following tables display the current delinquency status and certain higher risk characteristics of our single-family conventional and total multifamily guaranty book of business as of December 31, 2013 and 2012.
		As of December 31,
		2013(1)						2012(1)
		30 Days Delinquent		60 Days Delinquent		Seriously Delinquent(2)		30 Days Delinquent		60 Days Delinquent		Seriously Delinquent(2)
	Percentage of single-family conventional guaranty book of business(3)	1.41	%	0.44	%	2.54	%	1.75	%	0.63	%	3.66	%
	Percentage of single-family conventional loans(4)	1.64		0.49		2.38		1.96		0.66		3.29
Risk Characteristics Guaranty Book of Business [Table Text Block]	'
		As of December 31,
		2013(1)				2012(1)
		Percentage of		Percentage Seriously Delinquent(2)(5)		Percentage of		Percentage Seriously Delinquent(2)(5)
		Single-Family				Single-Family
		Conventional				Conventional
		Guaranty Book of Business(3)				Guaranty Book of Business(3)
	Estimated mark-to-market loan-to-value ratio:
	Greater than 100%	7	%	12.22	%	13	%	13.42	%
	Geographical distribution:
	California	20		0.98		19		1.69
	Florida	6		6.89		6		10.06
	Illinois	4		3.12		4		4.7
	New Jersey	4		6.25		4		6.92
	New York	5		4.42		6		4.7
	All other states	61		1.85		61		2.56
	Product distribution:
	Alt-A	5		9.23		6		11.36
	Subprime	*		16.93		*		20.6
	Vintages:
	2005	4		7.26		5		7.79
	2006	3		11.26		5		12.15
	2007	5		12.18		7		12.99
	2008	3		6.69		5		6.63
	All other vintages	85		1.02		78		1.36
	Select combined risk characteristics:
	Original LTV ratio > 90% and FICO score < 620	1		10.9		1		14.76
	__________
	*	Represents less than 0.5% of the single-family conventional guaranty book of business.
	(1)	Consists of the portion of our single-family conventional guaranty book of business for which we have detailed loan level information, which constituted approximately 99% of our total single-family conventional guaranty book of business as of December 31, 2013 and 2012.
	(2)	Consists of single-family conventional loans that were 90 days or more past due or in the foreclosure process as of December 31, 2013 and 2012.
	(3)	Calculated based on the aggregate unpaid principal balance of single-family conventional loans for each category divided by the aggregate unpaid principal balance of loans in our single-family conventional guaranty book of business.
	(4)	Calculated based on the number of single-family conventional loans that were delinquent divided by the total number of loans in our single-family conventional guaranty book of business.
	(5)	Calculated based on the number of single-family conventional loans that were seriously delinquent divided by the total number of single-family conventional loans for each category included in our guaranty book of business.
Multifamily [Member]	'
Guarantor Obligations [Line Items]	'
Delinquency Status Guaranty Book of Business [Table Text Block]	'
		As of December 31,
		2013(1)(2)				2012(1)(2)
		30 Days Delinquent		Seriously Delinquent(3)		30 Days Delinquent		Seriously Delinquent(3)
	Percentage of multifamily guaranty book of business	0.03	%	0.1	%	0.23	%	0.24	%
Risk Characteristics Guaranty Book of Business [Table Text Block]	'
		As of December 31,
		2013(1)				2012(1)
		Percentage of Multifamily Guaranty Book of Business(2)		Percentage Seriously Delinquent(3)(4)		Percentage of Multifamily Guaranty Book of Business(2)		Percentage Seriously Delinquent(3)(4)
	Original LTV ratio:
	Greater than 80%	3	%	0.23	%	4	%	0.36	%
	Less than or equal to 80%	97		0.1		96		0.24
	Original debt service coverage ratio:
	Less than or equal to 1.10	7		*		8		0.22
	Greater than 1.10	93		0.11		92		0.25
	Current debt service coverage ratio less than 1.0(5)	4		1.09		5		2.11
	__________
	* Represents a serious delinquency rate of less than 0.005%.
	(1)	Consists of the portion of our multifamily guaranty book of business for which we have detailed loan level information, which constituted approximately 99% of our total multifamily guaranty book of business as of December 31, 2013 and 2012, excluding loans that have been defeased.
	(2)	Calculated based on the aggregate unpaid principal balance of multifamily loans for each category divided by the aggregate unpaid principal balance of loans in our multifamily guaranty book of business.
	(3)	Consists of multifamily loans that were 60 days or more past due as of the dates indicated.
	(4)	Calculated based on the unpaid principal balance of multifamily loans that were seriously delinquent divided by the aggregate unpaid principal balance of multifamily loans for each category included in our guaranty book of business.
	(5)	Our estimates of current DSCRs are based on the latest available income information for these properties. Although we use the most recently available results of our multifamily borrowers, there is a lag in reporting, which typically can range from 6 to 12 months.

Acquired_Property_Net_Tables

Acquired Property Net (Tables)	12 Months Ended
	Dec. 31, 2013
Real Estate [Abstract]	'
Activity in acquired property and the related valuation allowance [Table Text Block]	'
	The following table displays the activity in acquired property, net of the related valuation allowance, for the years ended December 31, 2013, 2012 and 2011.
		For the Year Ended December 31,
		2013				2012				2011
			(Dollars in millions)
	Beginning balance, January 1		$	10,489			$	11,373			$	16,173
	Additions		15,662				16,292				18,049
	Disposals		(13,919		)		(16,629		)		(21,617		)
	Write-downs, net of recoveries		(611		)		(547		)		(1,232		)
	Ending balance, December 31(1)		$	11,621			$	10,489			$	11,373
	__________
	(1)	Includes valuation allowance of $686 million, $669 million and $1.0 billion for the years ended December 31, 2013, 2012 and 2011, respectively.
Acquired properties held-for-use [Table Text Block]	'
	The following table displays the activity and carrying amount of acquired properties held for use for the years ended December 31, 2013, 2012 and 2011.
		For the Year Ended December 31,
		2013				2012				2011
		(Dollars in millions)
	Beginning balance, January 1		$	873			$	835			$	889
	Transfers in from held for sale, net and additions		544				1,173				1,045
	Transfers to held for sale, net		(1,027		)		(748		)		(547		)
	Depreciation, asset write-downs, and other		(134		)		(387		)		(552		)
	Ending balance, December 31		$	256			$	873			$	835

ShortTerm_Borrowings_and_LongT1

Short-Term Borrowings and Long-Term Debt (Tables)	12 Months Ended
	Dec. 31, 2013
Debt Disclosure [Abstract]	'
Short-Term Borrowings [Table Text Block]	'
	The following table displays our outstanding short-term borrowings (borrowings with an original contractual maturity of one year or less) and weighted-average interest rates of these borrowings as of December 31, 2013 and 2012.
		As of December 31,
		2013								2012
		Outstanding				Weighted- Average Interest Rate(1)				Outstanding				Weighted- Average Interest Rate(1)
			(Dollars in millions)
	Fixed-rate short-term debt:
	Discount notes(2)		$	71,933			0.12	%			$	104,730			0.15	%
	Foreign exchange discount notes(3)		362				1.07				503				1.61
	Total short-term debt of Fannie Mae		72,295				0.13				105,233				0.16
	Debt of consolidated trusts		2,154				0.09				3,483				0.15
	Total short-term debt		$	74,449			0.13	%			$	108,716			0.16	%
	__________
	(1)	Includes the effects of discounts, premiums and other cost basis adjustments.
	(2)	Represents unsecured general obligations with maturities ranging from overnight to 360 days from the date of issuance.
	(3)	Represents foreign exchange discount notes we issue in the Euro commercial paper market with maturities ranging from 5 to 360 days which enable investors to hold short-term investments in different currencies. We do not incur foreign exchange risk on these transactions, as we simultaneously enter into foreign currency swaps that have the effect of converting debt that we issue in foreign denominated currencies into U.S. dollars.
Long-Term Debt [Table Text Block]	'
	The following table displays our outstanding long-term debt as of December 31, 2013 and 2012.
		As of December 31,
		2013							2012
		Maturities		Outstanding			Weighted- Average Interest Rate (1)		Maturities		Outstanding				Weighted- Average Interest Rate (1)
		(Dollars in millions)
	Senior fixed:
	Benchmark notes and bonds	2014 - 2030		$	212,234		2.45	%	2013 - 2030			$	251,768		2.59	%
	Medium-term notes(2)	2014 - 2023		161,445			1.28		2013 - 2022			172,288			1.35
	Foreign exchange notes and bonds	2021 - 2028		682			5.41		2021 - 2028			694			5.44
	Other(3)(4)	2014 - 2038		38,444			4.99		2013 - 2038			40,819			4.99
	Total senior fixed			412,805			2.24					465,569			2.35
	Senior floating:
	Medium-term notes(2)	2014 - 2019		38,441			0.2		2013 - 2019			38,633			0.27
	Other(3)(4)	2020 - 2037		955			5.18		2020 - 2037			365			8.22
	Total senior floating			39,396			0.32					38,998			0.33
	Subordinated fixed:
	Qualifying subordinated	2014		1,169			5.27		2013 - 2014			2,522			5
	Subordinated debentures(5)	2019		3,507			9.92		2019			3,197			9.92
	Total subordinated fixed			4,676			8.76					5,719			7.75
	Secured borrowings(6)	2021 - 2022		262			1.86		2021 - 2022			345			1.87
	Total long-term debt of Fannie Mae(7)			457,139			2.14					510,631			2.25
	Debt of consolidated trusts(4)	2014 - 2053		2,702,935			3.26		2013 - 2052			2,570,170			3.36
	Total long-term debt			$	3,160,074		3.1	%				$	3,080,801		3.18	%
	__________
	(1)	Includes the effects of discounts, premiums and other cost basis adjustments.
	(2)	Includes long-term debt with an original contractual maturity of greater than 1 year and up to 10 years, excluding zero-coupon debt.
	(3)	Includes long-term debt that is not included in other debt categories.
	(4)	Includes a portion of structured debt instruments that is reported at fair value.
	(5)	Consists of subordinated debt issued with an interest deferral feature.
	(6)	Represents our remaining liability resulting from the transfer of financial assets from our consolidated balance sheets that did not qualify as a sale under the accounting guidance for the transfer of financial instruments.
	(7)	Reported amounts include a net unamortized discount, fair value adjustments and other cost basis adjustments of $4.8 billion and $6.0 billion as of December 31, 2013 and 2012, respectively.
Long-Term Debt by Year of Maturity [Table Text Block]	'
	The following table displays the amount of our long-term debt as of December 31, 2013 by year of maturity for each of the years 2014 through 2018 and thereafter. The first column assumes that we pay off this debt at maturity or on the call date if the call has been announced, while the second column assumes that we redeem our callable debt at the next available call date.
		Long-Term Debt by				Assuming Callable Debt
		Year of Maturity				Redeemed at Next
						Available Call Date
			(Dollars in millions)
	2014		$	89,844			$	246,234
	2015		70,896				73,214
	2016		80,015				48,931
	2017		81,896				44,430
	2018		52,098				20,813
	Thereafter		82,390				23,517
	Total debt of Fannie Mae(1)		457,139				457,139
	Debt of consolidated trusts(2)		2,702,935				2,702,935
	Total long-term debt(3)		$	3,160,074			$	3,160,074
	__________
	(1)	Reported amount includes a net unamortized discount, fair value adjustments and other cost basis adjustments of $4.8 billion.
	(2)	Contractual maturity of debt of consolidated trusts is not a reliable indicator of expected maturity because borrowers of the underlying loans generally have the right to prepay their obligations at any time.
	(3)	Includes a portion of structured debt instruments that is reported at fair value.

Derivative_Instruments_Tables

Derivative Instruments (Tables)	12 Months Ended
	Dec. 31, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Notional and Fair Value Position [Table Text Block]	'
	The following table displays the notional amount and estimated fair value of our asset and liability derivative instruments as of December 31, 2013 and 2012.
		December 31, 2013												December 31, 2012
		Asset Derivatives						Liability Derivatives						Asset Derivatives					Liability Derivatives
		Notional Amount			Estimated Fair Value			Notional Amount			Estimated Fair Value			Notional Amount		Estimated Fair Value			Notional Amount		Estimated Fair Value
		(Dollars in millions)
	Risk management derivatives:
	Swaps:
	Pay-fixed	$	68,637		$	5,378		$	93,428		$	(4,759	)	$	19,450	$	270		$	239,017	$	(18,237	)
	Receive-fixed	67,527			3,320			156,250			(3,813		)	231,346		10,514			57,190		(200		)
	Basis	27,014			36			600			—			23,199		151			1,700		—
	Foreign currency	389			120			653			(38		)	686		193			509		(45		)
	Swaptions:
	Pay-fixed	33,400			445			48,025			(600		)	33,050		102			36,225		(184		)
	Receive-fixed	8,000			117			48,025			(484		)	15,970		3,572			36,225		(2,279		)
	Other(1)	769			28			13			(1		)	7,374		26			13		(1		)
	Total gross risk management derivatives	205,736			9,444			346,994			(9,695		)	331,075		14,828			370,879		(20,946		)
	Accrued interest receivable (payable)	—			786			—			(930		)	—		1,242			—		(1,508		)
	Netting adjustment(2)	—			(8,422		)	—			9,370			—		(15,791		)	—		22,046
	Total net risk management derivatives	$	205,736		$	1,808		$	346,994		$	(1,255	)	$	331,075	$	279		$	370,879	$	(408	)
	Mortgage commitment derivatives:
	Mortgage commitments to purchase whole loans	$	1,138		$	1		$	4,353		$	(31	)	$	12,360	$	27		$	5,232	$	(8	)
	Forward contracts to purchase mortgage-related securities	3,276			4			20,861			(168		)	34,545		103			12,557		(23		)
	Forward contracts to sell mortgage-related securities	35,423			260			7,886			(15		)	18,886		26			75,477		(266		)
	Total mortgage commitment derivatives	$	39,837		$	265		$	33,100		$	(214	)	$	65,791	$	156		$	93,266	$	(297	)
	Derivatives at fair value	$	245,573		$	2,073		$	380,094		$	(1,469	)	$	396,866	$	435		$	464,145	$	(705	)
	__________
	(1)	Includes interest rate caps, futures, swap credit enhancements and mortgage insurance contracts that we account for as derivatives. The mortgage insurance contracts have payment provisions that are not based on a notional amount.
	(2)	The netting adjustment represents the effect of the legal right to offset under legally enforceable master netting agreements to settle with the same counterparty on a net basis, including cash collateral posted and received. Cash collateral posted was $2.0 billion and $6.3 billion as of December 31, 2013 and 2012, respectively. Since the agreements related to clearing contracts through derivatives clearing organizations do not provide us with a legal right of offset, no netting adjustments have been made for these contracts. Cash collateral received was $1.0 billion as of December 31, 2013. No cash collateral was received as of December 31, 2012.
Fair Value Gain (Loss), Net [Table Text Block]	'
	The following table displays, by type of derivative instrument, the fair value gains and losses, net on our derivatives for the years ended December 31, 2013, 2012 and 2011.
		For the Year Ended December 31,
		2013			2012			2011
		(Dollars in millions)
	Risk management derivatives:
	Swaps:
	Pay-fixed	$	14,393		$	(2,254	)	$	(12,633	)
	Receive-fixed	(10,721		)	1,102			4,784
	Basis	(115		)	78			60
	Foreign currency	(101		)	59			120
	Swaptions:
	Pay-fixed	(238		)	132			860
	Receive-fixed	307			410			2,932
	Other(1)	21			(35		)	(75		)
	Accrual of periodic settlements:
	Pay-fixed interest-rate swaps	(4,463		)	(4,427		)	(5,407		)
	Received-fixed interest-rate swaps	3,632			2,950			3,155
	Basis	44			21			26
	Foreign-currency swaps	16			16			36
	Other(1)	4			10			3
	Total risk management derivatives fair value gains (losses), net	$	2,779		$	(1,938	)	$	(6,139	)
	Mortgage commitment derivatives fair value gains (losses), net	501			(1,688		)	(423		)
	Total derivatives fair value gains (losses), net	$	3,280		$	(3,626	)	$	(6,562	)
	__________
	(1)	Includes interest rate caps, futures, swap credit enhancements and mortgage insurance contracts.

Income_Taxes_Tables

Income Taxes (Tables)	12 Months Ended
	Dec. 31, 2013
Income Tax Disclosure [Abstract]	'
Schedule of Deferred Tax Assets and Liabilities [Table Text Block]	'
	The following table displays our deferred tax assets, deferred tax liabilities and valuation allowance as of December 31, 2013 and 2012.
			As of December 31,
			2013					2012
		(Dollars in millions)
	Deferred tax assets:
	Allowance for loan losses and basis in acquired property, net			$	20,918				$	26,263
	Mortgage and mortgage-related assets			16,350					14,912
	Debt and derivative instruments			3,958					5,450
	Partnership credits			4,172					5,933
	Partnership and other equity investments			1,255					1,610
	Net operating loss and alternative minimum tax credit carryforwards			330					2,586
	Other, net			1,972					2,084
	Total deferred tax assets			48,955					58,838
	Deferred tax liabilities:
	Unrealized gains on AFS securities, net			868					496
	Other, net			2					—
	Total deferred tax liabilities			870					496
	Valuation allowance			(525		)			(58,851		)
	Net deferred tax assets (liabilities)			$	47,560				$	(509	)
Schedule of Components of Income Tax Expense (Benefit) [Table Text Block]	'
	The following table displays the components of our benefit for federal income taxes for the years ended December 31, 2013, 2012 and 2011.
			For the Year Ended December 31,
			2013					2012						2011
			(Dollars in millions)
	Current income tax (provision) benefit			$	(3,067	)			$	—					$	90
	Deferred income tax benefit (1)			48,482					—						—
	Benefit for federal income taxes			$	45,415				$	—					$	90
	__________
	(1)	Amount excludes the income tax effect of items recognized directly in “Fannie Mae stockholders’ equity (deficit).”
Schedule of Effective Income Tax Rate Reconciliation [Table Text Block]	'
	The following table displays the difference between our effective tax rates and the statutory federal tax rates for the years ended December 31, 2013, 2012 and 2011, respectively.
			For the Year Ended December 31,
			2013				2012					2011
	Statutory corporate tax rate			35		%		35		%			35		%
	Tax-exempt interest			(0.2	)			(0.7	)				0.9
	Equity investments in affordable housing projects			(1.5	)			(3.9	)				4.8
	Other			0.2				0.2					1
	Valuation allowance			(151.3	)			(30.6	)				(41.2	)
	Effective tax rate			(117.8	)	%		—		%			0.5		%
Schedule of Unrecognized Tax Benefits Roll Forward [Table Text Block]	'
	The following table displays the changes in our unrecognized tax benefits for the years ended December 31, 2013, 2012 and 2011, respectively.
			For the Year Ended December 31,
			2013					2012						2011
			(Dollars in millions)
	Unrecognized tax benefits as of January 1			$	648				$	758					$	864
	Gross increases—tax positions in prior years			—					—						1
	Gross decreases—tax positions in prior years			(134		)			(110		)				(2		)
	Settlements			—					—						(105		)
	Unrecognized tax benefits as of December 31(1)			$	514				$	648					$	758
	__________
	(1)	Amounts exclude tax credits of $220 million as of December 31, 2013 and exclude tax credits and net operating losses of $648 million and $758 million as of December 31, 2012 and 2011, respectively.

Loss_Earnings_Per_Share_Tables

(Loss) Earnings Per Share (Tables)	12 Months Ended
	Dec. 31, 2013
Earnings Per Share [Abstract]	'
Schedule of Earnings (Loss) Per Share, Basic and Diluted [Table Text Block]	'
	The following table displays the computation of basic and diluted (loss) earnings per share of common stock for the years ended December 31, 2013, 2012 and 2011.
			For the Year Ended December 31,
			2013			2012			2011
			(Dollars and shares in millions, except per share amounts)
	Net income (loss)		$	83,982		$	17,220		$	(16,855	)
	Less: Net (income) loss attributable to noncontrolling interest		(19		)	4			—
	Net income (loss) attributable to Fannie Mae		83,963			17,224			(16,855		)
	Dividends distributed or available for distribution to senior preferred stockholder(1)		(85,419		)	(15,827		)	(9,614		)
	Net (loss) income attributable to common stockholders		$	(1,456	)	$	1,397		$	(26,469	)
	Weighted-average common shares outstanding—Basic(2)		5,762			5,762			5,737
	Convertible preferred stock		—			131			—
	Weighted-average common shares outstanding—Diluted(2)		5,762			5,893			5,737
	(Loss) earnings per share:
	Basic		$	(0.25	)	$	0.24		$	(4.61	)
	Diluted		$	(0.25	)	$	0.24		$	(4.61	)
	__________
	-1	Dividends available for distribution as of December 31, 2013 (relating to the dividend period for the three months ended March 31, 2014) are calculated based on our net worth as of December 31, 2013 less the applicable capital reserve amount of $2.4 billion. For quarterly dividend periods in 2013, dividends distributed were calculated based on our net worth as of the end of the immediately preceding fiscal quarter less the applicable capital reserve amount of $3.0 billion. During the years ended December 31, 2012 and 2011, an annual dividend rate of 10% on the aggregate liquidation preference was used to calculate the dividend.
	(2)	Includes 4.6 billion, 4.7 billion and 4.6 billion for the years ended December 31, 2013, 2012 and 2011, respectively, of weighted-average shares of common stock, that would be issued upon the full exercise of the warrant issued to Treasury from the date the warrant was issued through December 31, 2013, 2012 and 2011, respectively.

Employee_Retirement_Benefits_T

Employee Retirement Benefits (Tables)	12 Months Ended
	Dec. 31, 2013
Compensation and Retirement Disclosure [Abstract]	'
Net Periodic Benefit Costs [Table Text Block]	'
	The following table displays components of our net periodic benefit cost for our qualified and nonqualified pension plans and other postretirement plan for the years ended December 31, 2013, 2012 and 2011. The net periodic benefit cost for each period is calculated based on assumptions at the end of the prior year, except for the interim remeasurement in April 2013 due to the plan amendments to cease benefit accruals as of June 30, 2013.
		For the Year Ended December 31,
		2013										2012												2011
							Other Post-											Other Post-												Other Post-
		Pension					Retirement					Pension						Retirement						Pension						Retirement
		Plans					Plan					Plans						Plan						Plans						Plan
		(Dollars in millions)
	Service cost		$	22				$	6				$	37					$	6					$	39					$	6
	Interest cost		68					8					72						9						72						9
	Expected return on plan assets		(85		)			—					(73		)				—						(69		)				—
	Curtailment gain		(5		)			—					—						—						—						—
	Amortization		16					(4		)			30						(3		)				12						(7		)
	Net periodic benefit cost		$	16				$	10				$	66					$	12					$	54					$	8
Pre- and Post-tax Amounts Recognized in AOCI [Table Text Block]	'
	The following table displays the changes in the pre-tax and after-tax amounts recognized in AOCI that have not been recognized as a component of net periodic benefit cost for the years ended December 31, 2013 and 2012.
		For the Year Ended
		2013										2012
							Other Post-											Other Post-
		Pension					Retirement					Pension						Retirement
		Plans					Plan					Plans						Plan
		(Dollars in millions)
	Actuarial Loss:
	Beginning balance, January 1		$	499				$	43				$	393					$	36
	Current year actuarial (gain) loss		(236		)			(34		)			135						8
	Actuarial gain due to curtailment		(135		)			—					—						—
	Actuarial loss due to plan amendment(1)		226					—					—						—
	Amortization		(16		)			(2		)			(29		)				(1		)
	Ending balance, December 31		338					7					499						43
	Prior Service Cost (Credit):
	Beginning balance, January 1		$	3				$	(40	)			$	4					$	(46	)
	Prior service credit due to curtailment		(3		)			—					—						—
	Amortization		—					5					(1		)				6
	Ending balance, December 31		—					(35		)			3						(40		)
	Pre-tax amount recorded in AOCI		$	338				$	(28	)			$	502					$	3
	After-tax amount recorded in AOCI		$	406				$	(11	)			$	502					$	3
	__________
	-1	Primarily includes the incremental costs incurred due to risk premiums required by insurance carriers to provide annuities and the higher actuarial value of lump sums distributed earlier than previously expected retirement ages.
Status of Pension and Other Postretirement Plans [Table Text Block]	'
	The following table displays the status of our pension and other postretirement plans as of December 31, 2013 and 2012.
		As of December 31,
		2013										2012
							Other Post-											Other Post-
		Pension					Retirement					Pension						Retirement
		Plans					Plan					Plans						Plan
		(Dollars in millions)
	Change in Projected Benefit Obligation:
	Projected benefit obligation at beginning of year		$	1,724				$	201				$	1,452					$	183
	Service cost		22					6					37						6
	Interest cost		68					8					72						9
	Plan participants’ contributions		—					2					—						2
	Net actuarial loss (gain)		15					(34		)			198						9
	Curtailment		(142		)			—					—						—
	Benefits paid		(39		)			(8		)			(35		)				(8		)
	Projected benefit obligation at end of year		1,648					175					1,724						201
	Change in Plan Assets:
	Fair value of plan assets at beginning of year		1,227					—					1,042						—
	Actual return on plan assets		111					—					136						—
	Employer contributions		25					6					84						6
	Plan participants’ contributions		—					2					—						2
	Benefits paid		(39		)			(8		)			(35		)				(8		)
	Fair value of plan assets at end of year		1,324					—					1,227						—
	Funded status at end of year(1)		$	(324	)			$	(175	)			$	(497	)				$	(201	)
	__________
	(1)	Included in “Other liabilities” in our consolidated balance sheets as of December 31, 2013 and 2012.
Schedule of Assumptions Used [Table Text Block]	'
	The following table displays the actuarial assumptions for our plans used in determining the net periodic benefit costs and the projected and accumulated benefit obligations for the periods presented below.
		December 31,
		Pension Benefits								Postretirement Benefits
		2013			2012		2011			2013		2012			2011
	Weighted-average assumptions used to determine net periodic benefit costs for the years ended:
	Discount rate	4.25	%	(1)	4.95	%	5.65	%		4.05	%	4.75	%		5.4	%
	Average rate of increase in future compensation	N/A		(2)	4		4
	Expected long-term weighted-average rate of return on plan assets	6.75			7		7.25
	Weighted-average assumptions used to determine benefit obligation as of:
	Discount rate	4.6	%		4.15	%	4.95	%		4.93	%	4.05	%		4.75	%
	Average rate of increase in future compensation	N/A		(2)	4		4
	Health care cost trend rate assumed for next year:
	Pre-65									7	%	7.5	%		8	%
	Post-65									7		7.5			8
	Rate that cost trend rate gradually declines to and remains at:									5		5			5
	Year that rate reaches the ultimate trend rate									2018		2018			2018
	__________
	-1	The pension benefit plans were remeasured as of April 30, 2013. As a result, a discount rate of 4.15% was used for the period January 1 through April 30, 2013.
	(2)	Future compensation increases were not factored into the pension benefit plans after June 30, 2013. An average rate of increase in future compensation of 4% was used for the period January 1 through June 30, 2013.
Qualified Pension Plan Assets by Asset Category at Their Fair Value [Table Text Block]	'
	The following table displays our qualified pension plan assets by asset category at their fair value as of December 31, 2013 and 2012. The fair value of assets in Level 1 have been determined based on quoted prices of identical assets in active markets as of year end, while the fair value of assets in Level 2 have been determined based on the net asset value per share of the investments as of year end. None of the fair values for plan assets were determined by using significant unobservable inputs, or Level 3.
		Fair Value Measurement as of December 31,
		2013														2012
		Quoted Prices in Active Markets for Identical Assets (Level 1)					Significant Other Observable Inputs (Level 2)					Total				Quoted Prices in Active Markets for Identical Assets (Level 1)						Significant Other Observable Inputs (Level 2)						Total
		(Dollars in millions)
	Cash equivalents		$	—				$	6			$	6				$	—					$	16				$	16
	Equity securities:
	U.S. large-cap(1)		—					—				—					405						—					405
	U.S. mid/small cap(2)		—					—				—					105						—					105
	International(3)		—					—				—					—						215					215
	Fixed income investments:
	Long-term U.S. investment grade corporate bond fund(4)		927					—				927					—						—					—
	Long-term U.S. government bond fund(5)		257					—				257					—						—					—
	Long-term U.S. government / credit bond fund(6)		134					—				134					—						—					—
	Investment grade credit(7)		—					—				—					—						486					486
	Total plan assets at fair value		$	1,318				$	6			$	1,324				$	510					$	717				$	1,227
	__________
	(1)	Consists of a publicly traded equity index fund that tracks the S&P 500.
	(2)	Consists of a publicly traded equity index fund that tracks all regularly traded U.S. stocks except those in the S&P 500.
	(3)	Consists of an international equity fund that tracks an index of approximately 6,100 securities across over 40 countries. United Kingdom has the largest share with 15%.
	(4)	This mutual fund’s objective is to track the performance of the Barclays US Long Credit A/Better Index.
	(5)	This mutual fund’s objective is to track the performance of the Barclays U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index.
	(6)	This mutual fund’s objective is to track the performance of the Barclays US Long Government/Credit Float Adjusted Index.
	(7)	Consists of a bond fund that tracks a broadly diversified investment grade index that consists of approximately 3,600 issuances of investment grade bonds from diverse industries. International markets represent 19% of the fund.
Schedule of Expected Benefit Payments [Table Text Block]	'
	The following table displays the benefits we expect to pay in each of the next five years and in the aggregate for the subsequent five years for our pension plans and other postretirement plan and are based on the same assumptions used to measure our benefit obligation as of December 31, 2013.
		Expected Retirement Plan Benefit Payments
							Other Postretirement Benefits
		Pension Benefits					Before Medicare Part D Subsidy					Medicare Part D Subsidy
		(Dollars in millions)
	2014		$	37				$	8				$	1
	2015		1,763			(1)		8					1
	2016		N/A			(1)		9					1
	2017		N/A			(1)		10					1
	2018		N/A			(1)		10					1
	2019 — 2023		N/A			(1)		64					6
	__________
	-1	Benefits under the pension plans are expected to be distributed by December 31, 2015.

Segment_Reporting_Tables

Segment Reporting (Tables)	12 Months Ended
	Dec. 31, 2013
Segment Reporting [Abstract]	'
Segment results [Table Text Block]	'
	The following tables display our business segment financial results for the years ended December 31, 2013, 2012 and 2011.
		For the Year Ended December 31, 2013
		Business Segments										Other Activity/Reconciling Items
		Single-Family			Multifamily				Capital Markets			Consolidated Trusts(1)					Eliminations/ Adjustments(2)					Total Results
		(Dollars in millions)
	Net interest income (loss)	$	205			$	(74	)	$	9,764			$	10,939				$	1,570		(3)	$	22,404
	Benefit for credit losses	8,469				480			—				—					—				8,949
	Net interest income after benefit for credit losses	8,674				406			9,764				10,939					1,570				31,353
	Guaranty fee income (expense)(4)	10,468				1,217			(1,115		)		(5,233		)	(5)		(5,132		)	(5)	205			(5)
	Investment gains (losses), net	3				21			4,911				(122		)			(3,622		)	(6)	1,191
	Net other-than-temporary impairments	—				—			(64		)		—					—				(64		)
	Fair value (losses) gains, net	(10		)		—			3,148				(722		)			543			(7)	2,959
	Debt extinguishment gains, net	—				—			27				104					—				131
	Gains from partnership investments(8)	—				498			—				—					19				517
	Fee and other income (expense)	630				182			3,010				(321		)			224				3,725
	Administrative expenses	(1,706		)		(280		)	(559		)		—					—				(2,545		)
	Foreclosed property income	2,736				103			—				—					—				2,839
	TCCA fees(4)	(1,001		)		—			—				—					—				(1,001		)
	Other (expenses) income	(628		)		(2		)	20				—					(133		)		(743		)
	Income before federal income taxes	19,166				2,145			19,142				4,645					(6,531		)		38,567
	Benefit for federal income taxes(9)	29,110				7,924			8,381				—					—				45,415
	Net income	48,276				10,069			27,523				4,645					(6,531		)		83,982
	Less: Net income attributable to noncontrolling interest	—				—			—				—					(19		)	(10)	(19		)
	Net income attributable to Fannie Mae	$	48,276			$	10,069		$	27,523			$	4,645				$	(6,550	)		$	83,963
		For the Year Ended December 31, 2012(11)
		Business Segments										Other Activity/Reconciling Items
		Single-Family			Multifamily				Capital Markets			Consolidated Trusts(1)					Eliminations/ Adjustments(2)					Total Results
		(Dollars in millions)
	Net interest (loss) income	$	(790	)		$	(13	)	$	13,241			$	7,156				$	1,907		(3)	$	21,501
	Benefit for credit losses	672				180			—				—					—				852
	Net interest (loss) income after benefit for credit losses	(118		)		167			13,241				7,156					1,907				22,353
	Guaranty fee income (expense)(4)	8,151				1,040			(1,291		)		(4,737		)	(5)		(2,951		)	(5)	212			(5)
	Investment gains (losses), net	8				37			6,217				(1		)			(5,774		)	(6)	487
	Net other-than-temporary impairments	—				—			(711		)		(2		)			—				(713		)
	Fair value losses, net	(8		)		—			(3,041		)		(313		)			385			(7)	(2,977		)
	Debt extinguishment (losses) gains, net	—				—			(277		)		33					—				(244		)
	Gains from partnership investments(8)	—				123			—				—					(4		)		119
	Fee and other income (expense)	759				207			717				(395		)			(13		)		1,275
	Administrative expenses	(1,590		)		(269		)	(508		)		—					—				(2,367		)
	Foreclosed property income	247				7			—				—					—				254
	TCCA fees(4)	(238		)		—			—				—					—				(238		)
	Other expenses	(841		)		(5		)	(22		)		—					(73		)		(941		)
	Income before federal income taxes	6,370				1,307			14,325				1,741					(6,523		)		17,220
	(Provision) benefit for federal income taxes	(80		)		204			(124		)		—					—				—
	Net income	6,290				1,511			14,201				1,741					(6,523		)		17,220
	Less: Net loss attributable to noncontrolling interest	—				—			—				—					4			(10)	4
	Net income attributable to Fannie Mae	$	6,290			$	1,511		$	14,201			$	1,741				$	(6,519	)		$	17,224
		For the Year Ended December 31, 2011
		Business Segments										Other Activity/Reconciling Items
		Single-Family			Multifamily				Capital Markets			Consolidated Trusts(1)					Eliminations/ Adjustments(2)					Total Results
		(Dollars in millions)
	Net interest (loss) income	$	(2,411	)		$	(38	)	$	13,920			$	5,765				$	2,045		(3)	$	19,281
	Provision for credit losses	(26,453		)		(265		)	—				—					—				(26,718		)
	Net interest (loss) income after provision for credit losses	(28,864		)		(303		)	13,920				5,765					2,045				(7,437		)
	Guaranty fee income (expense)	7,507				884			(1,497		)		(4,486		)	(5)		(2,181		)	(5)	227			(5)
	Investment (losses) gains, net	(2		)		18			3,711				(315		)			(2,906		)	(6)	506
	Net other-than-temporary impairments	—				—			(306		)		(2		)			—				(308		)
	Fair value losses, net	(7		)		—			(6,596		)		(226		)			208			(7)	(6,621		)
	Debt extinguishment (losses) gains, net	—				—			(254		)		22					—				(232		)
	Gains from partnership investments(8)	—				81			—				—					—				81
	Fee and other income (expense)	579				218			478				(329		)			(10		)		936
	Administrative expenses	(1,638		)		(264		)	(468		)		—					—				(2,370		)
	Foreclosed property expense	(765		)		(15		)	—				—					—				(780		)
Other (expenses) income	(857		)		25			(34		)		—					(81		)		(947		)
(Loss) income before federal income taxes	(24,047		)		644			8,954				429					(2,925		)		(16,945		)
Benefit (provision) for federal income taxes	106				(61		)	45				—					—				90
Net (loss) income attributable to Fannie Mae	$	(23,941	)		$	583		$	8,999			$	429				$	(2,925	)		$	(16,855	)
__________
(1)	Represents activity related to the assets and liabilities of consolidated trusts in our consolidated balance sheets.
(2)	Represents the elimination of intercompany transactions occurring between the three business segments and our consolidated trusts, as well as other adjustments to reconcile to our consolidated results.
(3)	Represents the amortization expense of cost basis adjustments on securities in the Capital Markets group’s retained mortgage portfolio that on a GAAP basis are eliminated.
(4)	Pursuant to the TCCA, effective April 1, 2012, we increased the guaranty fee on all single-family residential mortgages delivered to us on or after that date by 10 basis points, and the incremental revenue must be remitted to Treasury. The resulting revenue is included in guaranty fee income and the expense is recognized as “TCCA fees.” This increase in guaranty fee is also included in the single-family average charged guaranty fee.
(5)	Represents the guaranty fees paid from consolidated trusts to the Single-Family and Multifamily segments. The adjustment to guaranty fee income in the Eliminations/Adjustments column represents the elimination of the amortization of deferred cash fees related to consolidated trusts that were re-established for segment reporting. Total guaranty fee income related to unconsolidated Fannie Mae MBS trusts and other credit enhancement arrangements is included in fee and other income in our consolidated statements of operations and comprehensive income (loss).
(6)	Primarily represents the removal of realized gains and losses on sales of Fannie Mae MBS classified as available-for-sale securities that are issued by consolidated trusts and in the Capital Markets group’s retained mortgage portfolio. The adjustment also includes the removal of securitization gains (losses) recognized in the Capital Markets segment relating to portfolio securitization transactions that do not qualify for sale accounting under GAAP.
(7)	Represents the removal of fair value adjustments on consolidated Fannie Mae MBS classified as trading that are in the Capital Markets group’s retained mortgage portfolio.
(8)	Gains from partnership investments are included in other expenses in our consolidated statements of operations and comprehensive income (loss).
(9)	Primarily represents the release of the valuation allowance for our deferred tax assets that generally are directly attributable to each segment based on the nature of the item.
(10)	Represents the adjustment from equity method accounting to consolidation accounting for partnership investments that are consolidated in our consolidated balance sheets.
(11)	Certain prior period amounts have been reclassified to conform with the current period presentation.
Total assets by segment [Table Text Block]	'
	The following table displays total assets by segment as of December 31, 2013 and 2012.
		As of December 31,
		2013			2012
		(Dollars in millions)
	Single-Family	$	41,206		$	17,595
	Multifamily	10,848			5,182
	Capital Markets	596,436			723,217
	Consolidated trusts	2,812,459			2,749,571
	Eliminations/adjustments(1)	(190,841		)	(273,143		)
	Total assets	$	3,270,108		$	3,222,422
	__________
	(1)	Includes the elimination of Fannie Mae MBS in the Capital Markets group’s retained mortgage portfolio that are issued by consolidated trusts. Also includes the elimination of the allowance for loan losses, allowance for accrued interest receivable and fair value losses previously recognized on acquired credit impaired loans as they are not treated as assets for Single-Family and Multifamily segment reporting purposes because these allowances and losses relate to loan assets that are held by the Capital Markets segment and consolidated trusts.

Equity_Tables

Equity (Tables)	12 Months Ended
	Dec. 31, 2013
Equity [Abstract]	'
Preferred Stock [Table Text Block]	'
	Preferred Stock
	The following table displays our senior preferred stock and preferred stock outstanding as of December 31, 2013 and 2012.
					Issued and Outstanding as of December 31,																Annual Dividend Rate as of December 31, 2013
					2013							2012						Stated Value per Share
	Title		Issue Date		Shares			Amount				Shares		Amount									Redeemable on or After
	(Dollars and shares in millions, except per share amounts)
	Senior Preferred Stock
	Series 2008-2		September 8, 2008		1			$	117,149			1		$	117,149			$	117,149	(1)	N/A	(2)	N/A	(3)
	Preferred Stock
	Series D		September 30, 1998		3			$	150			3		$	150			$	50		5.25	%	September 30, 1999
	Series E		April 15, 1999		3			150				3		150				50			5.1		April 15, 2004
	Series F		March 20, 2000		14			690				14		690				50			0.23	(4)	March 31, 2002	(5)
	Series G		August 8, 2000		6			288				6		288				50			0.08	(6)	September 30, 2002	(5)
	Series H		April 6, 2001		8			400				8		400				50			5.81		April 6, 2006
	Series I		October 28, 2002		6			300				6		300				50			5.375		October 28, 2007
	Series L		April 29, 2003		7			345				7		345				50			5.125		April 29, 2008
	Series M		June 10, 2003		9			460				9		460				50			4.75		June 10, 2008
	Series N		September 25, 2003		5			225				5		225				50			5.5		September 25, 2008
	Series O		December 30, 2004		50			2,500				50		2,500				50			7	(7)	December 31, 2007
	Convertible Series 2004-I(8)		December 30, 2004		—			2,492				—		2,492				100,000			5.375		January 5, 2008
	Series P		September 28, 2007		40			1,000				40		1,000				25			4.5	(9)	September 30, 2012
	Series Q		October 4, 2007		15			375				15		375				25			6.75		September 30, 2010
	Series R(10)		November 21, 2007		21			530				21		530				25			7.625		November 21, 2012
	Series S		December 11, 2007		280			7,000				280		7,000				25			7.75	(11)	December 31, 2010	(12)
	Series T(13)		May 19, 2008		89			2,225				89		2,225				25			8.25		May 20, 2013
	Total				556			$	19,130			556		$	19,130
	__________
	(1)	Initial stated value per share was $1,000. Based on our draws of funds under the senior preferred stock purchase agreement with Treasury, the stated value per share on December 31, 2013 was $117,149.
	(2)	For the dividend period ended December 31, 2013, the dividend is calculated based on our net worth as of September 30, 2013, less the applicable capital reserve amount of $3.0 billion. Starting with the dividend period beginning January 1, 2014, the applicable capital reserve amount will be $2.4 billion for each dividend period in 2014 and will continue to be reduced by $600 million each year until it reaches zero on January 1, 2018. For each dividend period beginning in 2018, the dividend amount will be the entire amount of our net worth, if any, as of the end of the immediately preceding fiscal quarter.
	(3)	Any liquidation preference of our senior preferred stock in excess of $1.0 billion may be repaid through an issuance of common or preferred stock, which would require the consent of the conservator and Treasury. The initial $1.0 billion liquidation preference may be repaid only in conjunction with termination of the senior preferred stock purchase agreement. The provisions for termination under the senior preferred stock purchase agreement are very restrictive and cannot occur while we are in conservatorship.
	(4)	Rate effective March 31, 2012. Variable dividend rate resets every two years at a per annum rate equal to the two-year Maturity U.S. Treasury Rate (“CMT”) minus 0.16% with a cap of 11% per year.
	(5)	Represents initial call date. Redeemable every two years thereafter.
	(6)	Rate effective September 30, 2012. Variable dividend rate resets every two years at a per annum rate equal to the two-year CMT rate minus 0.18% with a cap of 11% per year.
	(7)	Rate effective December 31, 2013. Variable dividend rate resets quarterly thereafter at a per annum rate equal to the greater of 7.00% or 10-year CMT rate plus 2.375%.
	(8)	Issued and outstanding shares were 24,922 as of December 31, 2013 and 2012, respectively.
	(9)	Rate effective December 31, 2013. Variable dividend rate resets quarterly thereafter at a per annum rate equal to the greater of 4.50% or 3-Month LIBOR plus 0.75%.
	(10)	On November 21, 2007, we issued 20 million shares of preferred stock in the amount of $500 million. Subsequent to the initial issuance, we issued an additional 1.2 million shares in the amount of $30 million on December 14, 2007 under the same terms as the initial issuance.
	(11)	Rate effective December 31, 2013. Variable dividend rate resets quarterly thereafter at a per annum rate equal to the greater of 7.75% or 3-Month LIBOR plus 4.23%.
	(12)	Represents initial call date. Redeemable every five years thereafter.
	(13)	On May 19, 2008, we issued 80 million shares of preferred stock in the amount of $2.0 billion. Subsequent to the initial issuance, we issued an additional 8 million shares in the amount of $200 million on May 22, 2008 and one million shares in the amount of $25 million on June 4, 2008 under the same terms as the initial issuance.
Schedule of Accumulated Other Comprehensive Income (Loss) [Table Text Block]	'
	The table below displays changes in accumulated other comprehensive income, net of tax, for the year ended December 31, 2013.
			For the year ended December 31, 2013
			Available-for-Sale Securities(1)						Other(2)					Total
		(Dollars in millions)
	Beginning balance			$	934					$	(550	)			$	384
	Other comprehensive income before reclassifications			983						116					1,099
	Amounts reclassified from other comprehensive income			(290		)				10					(280		)
	Net other comprehensive income			693						126					819
	Ending balance			$	1,627					$	(424	)			$	1,203
	__________
	-1	The amounts reclassified from AOCI represent the gain or loss recognized in earnings due to a sale of an available-for-sale security or the recognition of a net impairment in earnings.
	-2	Primarily represents activity from our defined benefit pension plans.
	Accumulated Other Comprehensive Income (Loss)
	The following table displays our accumulated other comprehensive income (loss) by major categories as of December 31, 2013, 2012 and 2011.
			As of December 31,
			2013				2012				2011
			(Dollars in millions)
	Net unrealized gains on AFS securities for which we have not recorded OTTI, net of tax		$	365			$	1,399			$	1,152
	Net unrealized gains (losses) on AFS securities for which we have recorded OTTI, net of tax		1,262				(465		)		(1,953		)
	Prior service cost and actuarial losses, net of amortization, net of tax		(395		)		(505		)		(389		)
	Other losses		(29		)		(45		)		(45		)
	Accumulated other comprehensive income (loss)		$	1,203			$	384			$	(1,235	)
Reclassification out of Accumulated Other Comprehensive Income [Table Text Block]	'
	The following table displays reclassifications from accumulated other comprehensive income, net of tax, including the affected line item in our consolidated statement of operations and comprehensive income for the year ended December 31, 2013.
		For the Year Ended December 31, 2013
		(Dollars in millions)
	Net other than temporary impairments (net of tax of $22)		$	42
	Investment gains, net (net of tax of $179)		(332		)
	Salaries and employee benefits (net of tax of $5)		10
	Total		$	(280	)

Regulatory_Capital_Requirement1

Regulatory Capital Requirements (Tables)	12 Months Ended
	Dec. 31, 2013
Regulatory Capital Requirements [Abstract]	'
Regulatory Capital Classification Measures [Table Text Block]	'
	The following table displays our regulatory capital classification measures as of December 31, 2013 and 2012.
		As of December 31,
		2013(1)			2012(1)
		(Dollars in millions)
	Core capital(2)	$	(108,811	)	$	(110,350	)
	Statutory minimum capital requirement(3)	28,472			30,862
	Deficit of core capital over statutory minimum capital requirement	$	(137,283	)	$	(141,212	)
	__________
	(1)	Amounts as of December 31, 2013 and 2012 represent estimates that we have submitted to FHFA.
	(2)	The sum of (a) the stated value of our outstanding common stock (common stock less treasury stock); (b) the stated value of our outstanding non-cumulative perpetual preferred stock; (c) our paid-in capital; and (d) our retained earnings (accumulated deficit). Core capital does not include: (a) accumulated other comprehensive income (loss) or (b) senior preferred stock.
	(3)	Generally, the sum of (a) 2.50% of on-balance sheet assets, except those underlying Fannie Mae MBS held by third parties; (b) 0.45% of the unpaid principal balance of outstanding Fannie Mae MBS held by third parties; and (c) up to 0.45% of other off-balance sheet obligations, which may be adjusted by the Director of FHFA under certain circumstances (See 12 CFR 1750.4 for existing adjustments made by the Director).

Concentrations_of_Credit_Risk_

Concentrations of Credit Risk (Tables)	12 Months Ended
	Dec. 31, 2013
Concentration Risk [Line Items]	'
Estimated Benefit from Mortgage Insurers [Table Text Block]	'
	The following table displays the amount by which our estimated benefit from mortgage insurance as of December 31, 2013 and 2012 reduced our total loss reserves as of these dates.
		As of December 31,
		2013					2012
		(Dollars in millions)
	Contractual mortgage insurance benefit		$	6,751				$	9,993
	Less: Collectibility adjustment(1)		431					708
	Estimated benefit included in total loss reserves		$	6,320				$	9,285
	__________
	(1)	Represents an adjustment that reduces the contractual benefit for our assessment of our mortgage insurer counterparties’ inability to fully pay the contractual mortgage insurance claims.
Geographic Concentration Risk [Member]	'
Concentration Risk [Line Items]	'
Concentration Risk [Table Text Block]	'
	The following table displays the regional geographic concentration of single-family and multifamily loans in our guaranty book of business as of December 31, 2013 and 2012.
		Geographic Concentration(1)
		Percentage of Single-Family Conventional Guaranty Book of Business(2)							Percentage of Multifamily Guaranty Book of Business(3)
		As of December 31,							As of December 31,
		2013			2012				2013			2012
	Midwest		15	%		15	%			9	%		8	%
	Northeast		19			19				20			21
	Southeast		22			23				21			21
	Southwest		16			16				19			18
	West		28			27				31			32
	Total		100	%		100	%			100	%		100	%
	__________
	(1)	Midwest consists of IL, IN, IA, MI, MN, NE, ND, OH, SD, WI; Northeast consists of CT, DE, ME, MA, NH, NJ, NY, PA, PR, RI, VT, VI; Southeast consists of AL, DC, FL, GA, KY, MD, MS, NC, SC, TN, VA, WV; Southwest consists of AZ, AR, CO, KS, LA, MO, NM, OK, TX, UT; West consists of AK, CA, GU, HI, ID, MT, NV, OR, WA and WY.
	(2)	Consists of the portion of our single-family conventional guaranty book of business for which we have detailed loan level information, which constituted over 99% of our total single-family conventional guaranty book of business as of December 31, 2013 and 2012.
	(3)	Consists of the portion of our multifamily guaranty book of business for which we have detailed loan level information, which constituted 99% of our total multifamily guaranty book of business as of December 31, 2013 and 2012.
Guaranteed Non-Agency Securities [Member]	'
Concentration Risk [Line Items]	'
Concentration Risk [Table Text Block]	'
	The following table displays the total unpaid principal balance of guaranteed non-agency securities in our retained mortgage portfolio as of December 31, 2013 and 2012.
		As of December 31,
		2013			2012
		(Dollars in millions)
	Alt-A private-label securities	$	511		$	928
	Subprime private-label securities	868			1,264
	Mortgage revenue bonds	3,911			4,374
	Other mortgage-related securities	264			292
	Total	$	5,554		$	6,858

Netting_Arrangements_Tables

Netting Arrangements (Tables)	12 Months Ended
	Dec. 31, 2013
Offsetting [Abstract]	'
Offsetting [Table Text Block]	'
	The table below displays information related to derivatives and securities purchased under agreements to resell or similar arrangements which are subject to an enforceable master netting arrangement or similar agreement that are either offset or not offset in our consolidated balance sheets as of December 31, 2013 and 2012.
			As of December 31, 2013
										Net Amount Presented in the Consolidated Balance Sheets						Amounts Not Offset in the Consolidated Balance Sheets
			Gross Amount			Gross Amount Offset(1)										Financial Instruments(2)				Collateral(3)				Net Amount
			(Dollars in millions)
	Assets:
	OTC risk management derivatives		$	8,491			$	(8,422	)		$	69					$	—			$	(20	)		$	49
	Mortgage commitment derivatives		265				—				265						(83		)		—				182
	Total derivative assets		8,756				(8,422		)		334			(4)			(83		)		(20		)		231
	Securities purchased under agreements to resell or similar arrangements(5)		50,565				—				50,565						—				(50,565		)		—
	Total assets		$	59,321			$	(8,422	)		$	50,899					$	(83	)		(50,585		)		$	231
	Liabilities:
	OTC risk management derivatives		$	(9,503	)		$	9,370			$	(133	)				$	—			$	—			$	(133	)
	Mortgage commitment derivatives		(214		)		—				(214		)				83				—				(131		)
	Total liabilities		$	(9,717	)		$	9,370			$	(347	)	(4	)		$	83			$	—			$	(264	)
			As of December 31, 2012
										Net Amount Presented in the Consolidated Balance Sheets						Amounts Not Offset in the Consolidated Balance Sheets
			Gross Amount			Gross Amount Offset(1)										Financial Instruments (2)				Collateral(3)				Net Amount
			(Dollars in millions)
	Assets:
	OTC risk management derivatives		$	15,853			$	(15,791	)		$	62					$	—			$	(48	)		$	14
	Mortgage commitment derivatives		156				—				156						(92		)		(2		)		62
	Total derivative assets		16,009				(15,791		)		218			(4	)		(92		)		(50		)		76
	Securities purchased under agreements to resell or similar arrangements(5)		45,750				—				45,750						—				(45,750		)		—
	Total assets		$	61,759			$	(15,791	)		$	45,968					$	(92	)		$	(45,800	)		$	76
	Liabilities:
	OTC risk management derivatives		$	(22,204	)		$	22,046			$	(158	)				$	—			$	—			$	(158	)
	Mortgage commitment derivatives		(297		)		—				(297		)				92				—				(205		)
	Total liabilities		$	(22,501	)		$	22,046			$	(455	)	(4	)		$	92			$	—			$	(363	)
	__________
	(1)	Represents the effect of the right to offset under legally enforceable master netting agreements to settle with the same counterparty on a net basis, including cash collateral posted and received and accrued interest.
	(2)	Mortgage commitment derivative amounts reflect where we have recognized both an asset and a liability with the same counterparty under an enforceable master netting arrangement but we have not elected to offset the related amounts in our consolidated balance sheets.
	(3)	Represents collateral posted or received that has neither been recognized nor offset in our consolidated balance sheets. Does not include collateral held in excess of our exposure.
	(4)	Excludes derivative assets of $1.7 billion and $217 million and derivative liabilities of $1.1 billion and $250 million recognized in our consolidated balance sheets as of December 31, 2013 and 2012, respectively, that are not subject to an enforceable master netting arrangement or similar agreement.
	(5)	Includes $11.6 billion and $13.3 billion of securities purchased under agreements to resell or similar arrangements classified as “cash and cash equivalents” in our consolidated balance sheets as of December 31, 2013 and 2012, respectively.

Fair_Value_Tables

Fair Value (Tables)	12 Months Ended
	Dec. 31, 2013
Fair Value Disclosures [Abstract]	'
Recurring Changes in Fair Value [Table Text Block]	'
	The following tables display our assets and liabilities measured in our consolidated balance sheets at fair value on a recurring basis subsequent to initial recognition, including instruments for which we have elected the fair value option as of December 31, 2013 and 2012.
			Fair Value Measurements as of December 31, 2013
		Quoted Prices in Active Markets for Identical Assets (Level 1)						Significant Other Observable Inputs						Significant Unobservable Inputs						Netting Adjustment(1)						Estimated Fair Value
								(Level 2)						(Level 3)
			(Dollars in millions)
	Recurring fair value measurements:
	Assets:
	Trading securities:
	Mortgage-related securities:
	Fannie Mae		$	—					$	5,828					$	42					$	—					$	5,870
	Freddie Mac		—						1,837						2						—						1,839
	Ginnie Mae		—						407						—						—						407
	Alt-A private-label securities		—						898						618						—						1,516
	Subprime private-label securities		—						—						1,448						—						1,448
	CMBS		—						2,718						—						—						2,718
	Mortgage revenue bonds		—						—						565						—						565
	Other		—						—						99						—						99
	Non-mortgage-related securities:
	U.S. Treasury securities		16,306						—						—						—						16,306
	Total trading securities		16,306						11,688						2,774						—						30,768
	Available-for-sale securities:
	Mortgage-related securities:
	Fannie Mae		—						6,566						7						—						6,573
	Freddie Mac		—						6,834						8						—						6,842
	Ginnie Mae		—						588						—						—						588
	Alt-A private-label securities		—						3,558						3,791						—						7,349
	Subprime private-label securities		—						—						7,068						—						7,068
	CMBS		—						1,606						—						—						1,606
	Mortgage revenue bonds		—						3						5,253						—						5,256
	Other		—						4						2,885						—						2,889
	Total available-for-sale securities		—						19,159						19,012						—						38,171
	Mortgage loans of consolidated trusts		—						11,564						2,704						—						14,268
	Other assets:
	Risk management derivatives:
	Swaps		—						9,604						36						—						9,640
	Swaptions		—						561						1						—						562
	Other		—						—						28						—						28
	Netting adjustment		—						—						—						(8,422		)				(8,422		)
	Mortgage commitment derivatives		—						265						—						—						265
	Total other assets		—						10,430						65						(8,422		)				2,073
	Total assets at fair value		$	16,306					$	52,841					$	24,555					$	(8,422	)				$	85,280
			Fair Value Measurements as of December 31, 2013
		Quoted Prices in Active Markets for Identical Assets (Level 1)						Significant Other Observable Inputs						Significant Unobservable Inputs						Netting Adjustment(1)							Estimated Fair Value
								(Level 2)						(Level 3)
			(Dollars in millions)
	Liabilities:
	Long-term debt:
	Of Fannie Mae:
	Senior fixed		$	—					$	353					$	—					$	—					$	353
	Senior floating		—						—						955						—						955
	Total of Fannie Mae		—						353						955						—						1,308
	Of consolidated trusts		—						14,458						518						—						14,976
	Total long-term debt		—						14,811						1,473						—						16,284
	Other liabilities:
	Risk management derivatives:
	Swaps		—						9,444						96						—						9,540
	Swaptions		—						1,084						—						—						1,084
	Other		—						—						1						—						1
	Netting adjustment		—						—						—						(9,370		)				(9,370		)
	Mortgage commitment derivatives		—						206						8						—						214
	Total other liabilities		—						10,734						105						(9,370		)				1,469
	Total liabilities at fair value		$	—					$	25,545					$	1,578					$	(9,370	)				$	17,753
			Fair Value Measurements as of December 31, 2012
	Quoted Prices in Active Markets for Identical Assets (Level 1)						Significant Other Observable Inputs (Level 2)						Significant Unobservable Inputs						Netting Adjustment(1)						Estimated Fair Value
													(Level 3)
		(Dollars in millions)
Assets:
Cash equivalents(2)		$	1,150					$	—					$	—					$	—					$	1,150
Trading securities:
Mortgage-related securities:
Fannie Mae		—						6,180						68						—						6,248
Freddie Mac		—						2,791						2						—						2,793
Ginnie Mae		—						436						1						—						437
Alt-A private-label securities		—						1,226						104						—						1,330
Subprime private-label securities		—						—						1,319						—						1,319
CMBS		—						9,826						—						—						9,826
Mortgage revenue bonds		—						—						675						—						675
Other		—						—						117						—						117
Non-mortgage-related securities:
U.S. Treasury securities		17,950						—						—						—						17,950
Total trading securities		17,950						20,459						2,286						—						40,695
Available-for-sale securities:
Mortgage-related securities:
Fannie Mae		—						10,406						29						—						10,435
Freddie Mac		—						9,370						10						—						9,380
Ginnie Mae		—						751						—						—						751
Alt-A private-label securities		—						4,511						6,564						—						11,075
Subprime private-label securities		—						—						7,447						—						7,447
CMBS		—						13,097						—						—						13,097
Mortgage revenue bonds		—						5						7,837						—						7,842
Other		—						7						3,147						—						3,154
Total available-for-sale securities		—						38,147						25,034						—						63,181
Mortgage loans of consolidated trusts		—						8,166						2,634						—						10,800
Other assets:
Risk management derivatives:
Swaps		—						12,224						146						—						12,370
Swaptions		—						3,674						—						—						3,674
Other		—						—						26						—						26
Netting adjustment		—						—						—						(15,791		)				(15,791		)
Mortgage commitment derivatives		—						153						3						—						156
Total other assets		—						16,051						175						(15,791		)				435
Total assets at fair value		$	19,100					$	82,823					$	30,129					$	(15,791	)				$	116,261
		Fair Value Measurements as of December 31, 2012
	Quoted Prices in Active Markets for Identical Assets (Level 1)						Significant Other Observable Inputs (Level 2)						Significant Unobservable Inputs						Netting Adjustment(1)						Estimated Fair Value
													(Level 3)
		(Dollars in millions)
Liabilities:
Long-term debt:
Of Fannie Mae:
Senior fixed		$	—					$	393					$	—					$	—					$	393
Senior floating		—						—						400						—						400
Total of Fannie Mae		—						393						400						—						793
Of consolidated trusts		—						10,519						1,128						—						11,647
Total long-term debt		—						10,912						1,528						—						12,440
Other liabilities:
Risk management derivatives:
Swaps		—						19,836						154						—						19,990
Swaptions		—						2,463						—						—						2,463
Other		—						1						—						—						1
Netting adjustment		—						—						—						(22,046		)				(22,046		)
Mortgage commitment derivatives		—						290						7						—						297
Total other liabilities		—						22,590						161						(22,046		)				705
Total liabilities at fair value		$	—					$	33,502					$	1,689					$	(22,046	)				$	13,145
__________
(1)	Derivative contracts are reported on a gross basis by level. The netting adjustment represents the effect of the legal right to offset under legally enforceable master netting agreements to settle with the same counterparty on a net basis, including cash collateral posted and received.
(2)	Cash equivalents are comprised of U.S. Treasuries that are classified as Level 1.
Fair Value Measurements Using Significant Unobservable Inputs (Level 3) [Table Text Block]	'
	The following tables display a reconciliation of all assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3) for the years ended December 31, 2013, 2012 and 2011. The tables also display gains and losses due to changes in fair value, including both realized and unrealized gains and losses, recognized in our consolidated statements of operations and comprehensive income (loss) for Level 3 assets and liabilities for the years ended December 31, 2013, 2012 and 2011. When assets and liabilities are transferred between levels, we recognize the transfer as of the end of the period.
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		For the Year Ended December 31, 2013
						Total (Losses) or Gains (Realized/Unrealized)																																							Net Unrealized (Losses) Gains Included in Net Income (Loss) Related to Assets and Liabilities Still Held as of December 31, 2013(5)
		Balance, December 31, 2012				Included in Net Income (Loss)				Included in Other Comprehensive Income (Loss)(1)							Purchases(2)				Sales(2)				Issues(3)				Settlements(3)				Transfers out of Level 3 (4)				Transfers into Level 3 (4)				Balance, December 31, 2013
		(Dollars in millions)
	Trading securities:
	Mortgage-related:
	Fannie Mae	$	68			$	(9	)			$	—					$	—			$	—			$	—			$	(17	)		$	—			$	—			$	42				$	(9	)
	Freddie Mac	2				—					—						—				—				—				—				—				—				2					—
	Ginnie Mae	1				—					—						—				—				—				(1		)		(3		)		3				—					—
	Alt-A private-label securities	104				256					—						—				—				—				(115		)		(435		)		808				618					223
	Subprime private-label securities	1,319				328					—						—				(50		)		—				(149		)		—				—				1,448					322
	Mortgage revenue bonds	675				(101		)			—						—				—				—				(9		)		—				—				565					(101		)
	Other	117				(5		)			—						—				—				—				(13		)		—				—				99					(5		)
	Total trading securities	$	2,286			$	469				$	—					$	—			$	(50	)		$	—			$	(304	)		$	(438	)		$	811			$	2,774				$	430
	Available-for-sale securities:
	Mortgage-related:
	Fannie Mae	$	29			$	—				$	(1	)				$	—			$	—			$	—			$	(7	)		$	(14	)		$	—			$	7				$	—
	Freddie Mac	10				—					(1		)				—				—				—				(2		)		(1		)		2				8					—
	Ginnie Mae	—				—					—						—				—				—				—				(1		)		1				—					—
	Alt-A private-label securities	6,564				144					464						—				(2,664		)		—				(1,040		)		(3,357		)		3,680				3,791					—
	Subprime private-label securities	7,447				120					1,527						359				(1,317		)		—				(1,068		)		—				—				7,068					—
	Mortgage revenue bonds	7,837				25					(449		)				—				(35		)		—				(2,125		)		—				—				5,253					—
	Other	3,147				13					125						—				—				—				(400		)		—				—				2,885					—
	Total available-for-sale securities	$	25,034			$	302				$	1,665					$	359			$	(4,016	)		$	—			$	(4,642	)		$	(3,373	)		$	3,683			$	19,012				$	—
	Mortgage loans of consolidated trusts	$	2,634			$	282				$	—					$	346			$	(393	)		$	—			$	(459	)		$	(352	)		$	646			$	2,704				$	50
	Net derivatives	14				(165		)			—						—				—				—				97				16				(2		)		(40		)			(51		)
	Long-term debt:
	Of Fannie Mae:
	Senior floating	$	(400	)		$	76				$	—					$	—			$	—			$	(674	)		$	43			$	—			$	—			$	(955	)			$	76
	Of consolidated trusts	(1,128		)		(250		)			—						—				—				(21		)		537				434				(90		)		(518		)			(80		)
	Total long-term debt	$	(1,528	)		$	(174	)			$	—					$	—			$	—			$	(695	)		$	580			$	434			$	(90	)		$	(1,473	)			$	(4	)
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		For the Year Ended December 31, 2012
						Total (Losses) or Gains (Realized/Unrealized)																																						Net Unrealized (Losses) Gains Included in Net Income (Loss) Related to Assets and Liabilities Still Held as of December 31, 2012(5)
		Balance,				Included in Net Income (Loss)				Included in Other Comprehensive Income (Loss)(1)						Purchases(2)				Sales(2)				Issues(3)				Settlements(3)				Transfers out of Level 3(4)				Transfers into Level 3(4)				Balance, December 31, 2012
		31-Dec-11
		(Dollars in millions)
	Trading securities:
	Mortgage-related:
	Fannie Mae	$	1,737			$	(2	)			$	—				$	—			$	(33	)		$	—			$	(118	)		$	(1,581	)		$	65			$	68				$	(6	)
	Freddie Mac	—				—					—					—				—				—				—				—				2				2					—
	Ginnie Mae	9				—					—					—				—				—				—				(9		)		1				1					—
	Alt-A private-label securities	345				165					—					—				—				—				(111		)		(907		)		612				104					39
	Subprime private-label securities	1,280				192					—					—				—				—				(153		)		—				—				1,319					192
	Mortgage revenue bonds	724				(29		)			—					—				—				—				(20		)		—				—				675					(29		)
	Other	143				(19		)			—					—				—				—				(7		)		—				—				117					(19		)
	Total trading securities	$	4,238			$	307				$	—				$	—			$	(33	)		$	—			$	(409	)		$	(2,497	)		$	680			$	2,286				$	177
	Available-for-sale securities:
	Mortgage-related:
	Fannie Mae	$	946			$	—				$	(8	)			$	43			$	(43	)		$	—			$	(24	)		$	(895	)		$	10			$	29				$	—
	Freddie Mac	12				—					—					—				—				—				(2		)		—				—				10					—
	Alt-A private-label securities	7,256				(87		)			584					—				—				—				(1,072		)		(3,325		)		3,208				6,564					—
	Subprime private-label securities	7,586				(126		)			1,280					—				—				—				(1,293		)		—				—				7,447					—
	Mortgage revenue bonds	10,247				9					(23		)			29				(76		)		—				(2,349		)		—				—				7,837					—
	Other	3,445				12					59					—				—				—				(369		)		—				—				3,147					—
	Total available-for-sale securities	$	29,492			$	(192	)			$	1,892				$	72			$	(119	)		$	—			$	(5,109	)		$	(4,220	)		$	3,218			$	25,034				$	—
	Mortgage loans of consolidated trusts	$	2,319			$	235				$	—				$	935			$	—			$	—			$	(411	)		$	(562	)		$	118			$	2,634				$	159
	Net derivatives	65				(23		)			—					—				—				(8		)		(20		)		—				—				14					(9		)
	Long-term debt:
	Of Fannie Mae:
	Senior floating	$	(406	)		$	(21	)			$	—				$	—			$	—			$	—			$	27			$	—			$	—			$	(400	)			$	(21	)
Of consolidated trusts	(765		)		(180		)			—					—				—				(523		)		233				474				(367		)		(1,128		)			(158		)
Total long-term debt	$	(1,171	)		$	(201	)			$	—				$	—			$	—			$	(523	)		$	260			$	474			$	(367	)		$	(1,528	)			$	(179	)
	Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
	For the Year Ended December 31, 2011
					Total Gains or (Losses) (Realized/Unrealized)																																						Net Unrealized Gains (Losses) Included in Net Income (Loss) Related to Assets and Liabilities Still Held as of December 31, 2011(5)
	Balance,				Included in Net Income (Loss)				Included in Other Comprehensive Income (Loss)(1)						Purchases(2)				Sales(2)				Issues(3)				Settlements(3)				Transfers out of Level 3(4)				Transfers into Level 3(4)				Balance, December 31, 2011
	31-Dec-10
	(Dollars in millions)
Trading securities:
Mortgage-related:
Fannie Mae	$	2,202			$	14				$	—				$	663			$	(161	)		$	—			$	(433	)		$	(600	)		$	52			$	1,737				$	36
Ginnie Mae	—				—					—					9				(9		)		—				—				(27		)		36				9					—
Alt-A private-label securities	20				19					—					—				—				—				(32		)		(188		)		526				345					(1		)
Subprime private-label securities	1,581				(125		)			—					—				—				—				(176		)		—				—				1,280					(125		)
Mortgage revenue bonds	609				141					—					—				—				—				(26		)		—				—				724					144
Other	152				1					—					—				—				—				(6		)		(147		)		143				143					—
Non-mortgage-related:
Asset-backed securities	12				—					—					—				—				—				(5		)		(9		)		2				—					—
Total trading securities	$	4,576			$	50				$	—				$	672			$	(170	)		$	—			$	(678	)		$	(971	)		$	759			$	4,238				$	54
Available-for-sale securities:
Mortgage-related:
Fannie Mae	$	114			$	—				$	44				$	1,756			$	(383	)		$	—			$	(22	)		$	(1,023	)		$	460			$	946				$	—
Freddie Mac	3				—					—					—				—				—				(1		)		—				10				12					—
Alt-A private-label securities	7,049				(100		)			119					—				—				—				(974		)		(1,684		)		2,846				7,256					—
Subprime private-label securities	9,932				(386		)			(580		)			—				(363		)		—				(1,017		)		—				—				7,586					—
Mortgage revenue bonds	11,030				(22		)			834					—				(109		)		—				(1,486		)		—				—				10,247					—
Other	3,806				(7		)			50					—				—				—				(404		)		—				—				3,445					—
Total available-for-sale securities	$	31,934			$	(515	)			$	467				$	1,756			$	(855	)		$	—			$	(3,904	)		$	(2,707	)		$	3,316			$	29,492				$	—
Mortgage loans of consolidated trusts	$	2,207			$	8				$	—				$	184			$	—			$	—			$	(339	)		$	(106	)		$	365			$	2,319				$	9
Net derivatives	104				123					—					—				—				(4		)		(87		)		(71		)		—				65					59
Long-term debt:
Of Fannie Mae:
Senior floating	$	(421	)		$	(88	)			$	—				$	—			$	—			$	—			$	103			$	—			$	—			$	(406	)			$	(88	)
Of consolidated trusts	(627		)		(35		)			—					—				4				(70		)		89				185				(311		)		(765		)			(19		)
Total long-term debt	$	(1,048	)		$	(123	)			$	—				$	—			$	4			$	(70	)		$	192			$	185			$	(311	)		$	(1,171	)			$	(107	)
__________
(1)	Gains (losses) included in other comprehensive income (loss) are included in “Changes in unrealized gains on available-for-sale securities, net of reclassification adjustments and taxes” in the consolidated statements of operations and comprehensive income (loss).
(2)	Purchases and sales include activity related to the consolidation and deconsolidation of assets of securitization trusts.
(3)	Issues and settlements include activity related to the consolidation and deconsolidation of liabilities of securitization trusts.
(4)	Transfers out of Level 3 consisted primarily of Fannie Mae MBS and private-label mortgage-related securities backed by Alt-A loans. Prices for these securities were obtained from multiple third-party vendors supported by market observable inputs. Transfers into Level 3 consisted primarily of private-label mortgage-related securities backed by Alt-A loans. Prices for these securities are based on inputs from a single source or inputs that were not readily observable.
(5)	Amount represents temporary changes in fair value. Amortization, accretion and other-than-temporary impairments are not considered unrealized and are not included in this amount.
Realized and Unrealized Gain and Losses for Level 3 Assets and Liabilities Measured on Recurring Basis [Table Text Block]	'
	The following tables display realized and unrealized gains and losses included in our consolidated statements of operations and comprehensive income (loss) for the years ended December 31, 2013, 2012 and 2011, for our Level 3 assets and liabilities measured in our consolidated balance sheets at fair value on a recurring basis.
			For the Year Ended December 31, 2013
		Interest Income						Fair Value Gains, net						Net OTTI						Other						Total
			(Dollars in millions)
	Total realized and unrealized gains (losses) included in net income (loss)		$	275					$	424					$	(26	)				$	41					$	714
	Net unrealized gains related to Level 3 assets and liabilities still held as of December 31, 2013		$	—					$	425					$	—					$	—					$	425
			For the Year Ended December 31, 2012
		Interest Income						Fair Value Gains, net						Net OTTI						Other						Total
			(Dollars in millions)
	Total realized and unrealized gains (losses) included in net income (loss)		$	272					$	326					$	(484	)				$	12					$	126
	Net unrealized gains related to Level 3 assets and liabilities still held as of December 31, 2012		$	—					$	148					$	—					$	—					$	148
			For the Year Ended December 31, 2011
		Interest Income						Fair Value Gains, net						Net OTTI						Other						Total
			(Dollars in millions)
	Total realized and unrealized (losses) gains included in net income (loss)		$	(327	)				$	86					$	(229	)				$	13					$	(457	)
	Net unrealized (losses) gains related to Level 3 assets and liabilities still held as of December 31, 2011		$	(3	)				$	18					$	—					$	—					$	15
Nonrecurring Changes in Fair Value [Table Text Block]	'
	The following tables display assets measured in our consolidated balance sheets at fair value on a nonrecurring basis; that is, the instruments are not measured at fair value on an ongoing basis but are subject to fair value adjustments in certain circumstances (for example, when we evaluate loans for impairment) as of December 31, 2013 and 2012.
		Fair Value Measurements as of December 31, 2013
		Quoted Prices in Active Markets for Identical Assets (Level 1)						Significant Other Observable Inputs (Level 2)						Significant Unobservable Inputs						Estimated Fair Value
														(Level 3)
		(Dollars in millions)
	Nonrecurring fair value measurements:
	Assets:
	Mortgage loans held for sale, at lower of cost or fair value		$	—					$	101					$	132					$	233
	Single-family mortgage loans held for investment, at amortized cost:(1)
	Of Fannie Mae		—						—						19,966						19,966
	Of consolidated trusts		—						—						79						79
	Multifamily mortgage loans held for investment, at amortized cost		—						—						1,533						1,533
	Acquired property, net:
	Single-family		—						—						4,041						4,041
	Multifamily		—						—						98						98
	Other assets		—						—						121						121
	Total nonrecurring fair value measurements		$	—					$	101					$	25,970					$	26,071
		Fair Value Measurements as of December 31, 2012
		Quoted Prices in Active Markets for Identical Assets (Level 1)						Significant Other Observable Inputs (Level 2)						Significant Unobservable Inputs						Estimated Fair Value
														(Level 3)
			(Dollars in millions)
	Assets:
	Mortgage loans held for sale, at lower of cost or fair value		$	—					$	104					$	135					$	239
	Single-family mortgage loans held for investment, at amortized cost:(1)
	Of Fannie Mae		—						—						23,314						23,314
	Of consolidated trusts		—						—						227						227
	Multifamily mortgage loans held for investment, at amortized cost		—						—						1,624						1,624
	Acquired property, net:
	Single-family		—						—						3,692						3,692
	Multifamily		—						—						74						74
	Other assets		—						—						384						384
	Total nonrecurring fair value measurements		$	—					$	104					$	29,450					$	29,554
	_________
	(1)	Excludes estimated recoveries from mortgage insurance proceeds.
	The following table displays assets measured in our consolidated balance sheets at fair value on a nonrecurring basis and the gains or losses recognized for these assets for the year ended December 31, 2011.
																											For the Year Ended December 31, 2011
		Fair Value Measurements
		For the Year Ended December 31, 2011
		Quoted Prices in Active Markets for Identical Assets (Level 1)						Significant Other Observable Inputs (Level 2)						Significant Unobservable Inputs						Estimated Fair Value							Total Gains (Losses)
														(Level 3)
		(Dollars in millions)
	Assets:
	Mortgage loans held for sale, at lower of cost or fair value		$	—					$	3					$	197					$	200		(1)				$	12
	Single-family mortgage loans held for investment, at amortized cost:
	Of Fannie Mae		—						—						44,592						44,592			(2)				(3,077		)
	Of consolidated trusts		—						—						882						882			(2)				(142		)
	Multifamily mortgage loans held for investment, at amortized cost		—						—						1,910						1,910			(2)				(348		)
	Acquired property, net:
	Single-family		—						—						19,498						19,498			(3)				(2,639		)
	Multifamily		—						—						363						363			(3)				(87		)
	Other assets		—						—						1,537						1,537			(4)				(209		)
	Total nonrecurring fair value measurements		$	—					$	3					$	68,979					$	68,982						$	(6,490	)
	_________
	(1)	Includes $73 million of mortgage loans held for sale that were sold, deconsolidated, retained as a mortgage-related security or redesignated to mortgage loans held for investment as of December 31, 2011.
	(2)	Includes $8.1 billion of mortgage loans held for investment that were liquidated or transferred to foreclosed properties as of December 31, 2011.
	(3)	Includes $14.5 billion of acquired properties that were sold or transferred as of December 31, 2011.
	(4)	Includes $411 million of other assets that were sold or transferred as of December 31, 2011.
Valuation Techniques and Significant Unobservable Inputs for Level 3 Assets and Liabilities [Table Text Block]	'
	The following table displays valuation techniques and the range and the weighted-average of significant unobservable inputs for our Level 3 assets and liabilities measured at fair value on a recurring basis as of December 31, 2013 and 2012.
		Fair Value Measurements as of December 31, 2013
		Valuation Techniques		Significant Unobservable Inputs(1)		Range(1)				Weighted - Average(1)		Fair Value
		(Dollars in millions)
	Recurring fair value measurements:
	Trading securities:
	Mortgage-related securities:
	Agency(2)	Other										$	44
	Alt-A private-label securities(3)	Single Vendor		Default rate (%)		6	-	10.8		8.7
				Prepayment speed (%)		4.1	-	5.4		4.6
				Severity (%)		76.1	-	92.7		83.1
				Spreads (bps)		414.3	-	421.7		417.5		60
		Consensus		Default rate (%)		6.9	-	10.4		8.9
				Prepayment speed (%)		1.9	-	2.5		2.2
				Severity (%)		77.3	-	97.8		88.7
				Spreads (bps)		298.3	-	420.2		366.3		325
		Consensus										85
		Discounted cash flow		Default rate (%)		4	-	6.9		6.5
				Prepayment speed (%)		1.9	-	3.4		2.2
				Severity (%)		42.7	-	77.3		67.6
				Spreads (bps)		325.4	-	439.4		418.6		148
	Total Alt-A private-label securities											618
	Subprime private-label securities(3)	Single Vendor		Default rate (%)		3.1	-	7.5		3.9
				Prepayment speed (%)		1.8	-	2.5		2
				Severity (%)		75	-	87.2		75.8
				Spreads (bps)		325				325		113
		Single Vendor										77
		Consensus		Default rate (%)		3	-	9.2		6.4
				Prepayment speed (%)		1.4	-	2.2		1.9
				Severity (%)		50.4	-	87.2		74.4
				Spreads (bps)		325	-	425		353		400
		Consensus										808
		Discounted cash flow		Default rate (%)		6.9				6.9
				Prepayment speed (%)		0.1				0.1
				Severity (%)		75				75
				Spreads (bps)		325				325		50
	Total subprime private-label securities											1,448
	Mortgage revenue bonds	Discounted cash flow		Spreads (bps)		35	-	440		340.6		539
		Other										26
	Total mortgage revenue bonds											565
	Other	Discounted cash flow		Spreads (bps)		525				525		99
	Total trading securities											$	2,774
		Fair Value Measurements as of December 31, 2013
		Valuation Techniques		Significant Unobservable Inputs(1)		Range(1)				Weighted - Average(1)		Fair Value
		(Dollars in millions)
	Available-for-sale securities:
	Mortgage-related securities:
	Agency(2)	Other										$	15
	Alt-A private-label securities(3)	Single Vendor		Default Rate (%)		0.9	-	6.4		3.9
				Prepayment Speed (%)		9.3	-	11.9		11.3
				Severity (%)		53.7	-	82.6		68.8
				Spreads (bps)		300	-	400		349.3		139
		Single Vendor										435
		Consensus		Default Rate (%)		0.1	-	10.3		3.5
				Prepayment Speed (%)		0.1	-	32.9		9.9
				Severity (%)		7.2	-	100		62.3
				Spreads (bps)		210.6	-	404.2		336.7		1,948
		Consensus										740
		Discounted cash flow		Default Rate (%)		2.3	-	10.1		5.1
				Prepayment Speed (%)		1.2	-	7		3.4
				Severity (%)		45.2	-	79.5		60.5
				Spreads (bps)		220.2	-	500		381.3		420
		Other										109
Total Alt-A private-label securities											3,791
Subprime private-label securities(3)	Single Vendor		Default Rate (%)		1.8	-	11		7.4
			Prepayment Speed (%)		1	-	9.4		2
			Severity (%)		65	-	100		82.2
			Spreads (bps)		275	-	375		315.2		442
	Single Vendor										322
	Consensus		Default Rate (%)		0	-	36.8		7.4
			Prepayment Speed (%)		0.3	-	9.7		2.3
			Severity (%)		36.8	-	100		81.7
			Spreads (bps)		175	-	375		319.9		2,981
	Consensus										2,442
	Discounted cash flow		Default Rate (%)		0.7	-	7.6		5.1
			Prepayment Speed (%)		0.2	-	12.5		4.1
			Severity (%)		43.8	-	98		79.5
			Spreads (bps)		175	-	375		292.4		816
	Other										65
Total subprime private-label securities											7,068
Mortgage revenue bonds	Single vendor		Spreads (bps)		0	-	463.2		112.1		1,937
	Single vendor										1,386
	Discounted cash flow		Spreads (bps)		5.5	-	490		310		1,899
	Other										31
Total mortgage revenue bonds											5,253
Other	Single Vendor										122
	Consensus		Default Rate (%)		0.1	-	5		5
			Prepayment Speed (%)		3	-	11.4		3
			Severity (%)		65	-	85		84.6
			Spreads (bps)		275	-	925		526.4		483
	Consensus										625
	Discounted cash flow		Default Rate (%)		5				5
			Prepayment Speed (%)		10				10
			Severity (%)		55				55
			Spreads (bps)		300	-	511		469.5		610
	Other										1,045
Total Other											2,885
Total available-for-sale securities											$	19,012
	Fair Value Measurements as of December 31, 2013
	Valuation Techniques		Significant Unobservable Inputs(1)		Range(1)						Weighted - Average(1)			Fair Value
	(Dollars in millions)
Mortgage loans of consolidated trusts:
Single-family	Build-Up		Default Rate (%)		0.1		-	95.6			15.7
			Prepayment Speed (%)		2.3		-	37.6			14.1
			Severity (%)		0		-	100			26.6			$	1,828
	Consensus													219
	Consensus		Default Rate (%)		1.1		-	4.7			3.2
			Prepayment Speed (%)		0.2		-	16.7			15.2
			Severity (%)		63.9		-	89.5			85.6
			Spreads (bps)		175		-	950			293.9			112
	Discounted cash flow		Default Rate (%)		1.2		-	15.7			7
			Prepayment Speed (%)		1.9		-	16.7			7
			Severity (%)		58.8		-	97.7			75.5
			Spreads (bps)		175		-	360.6			252.1			310
	Other													60
Total single-family														2,529
Multifamily	Build-Up		Spreads (bps)		62		-	243.4			114.3			175
Total mortgage loans of consolidated trusts														$	2,704
Net derivatives	Internal Model													$	(64	)
	Dealer Mark													32
	Other													(8		)
Total net derivatives														$	(40	)
Long-term debt:
Of Fannie Mae:
Senior floating	Discounted Cash flow													(266		)
	Consensus		Default Rate (%)		0.2						0.2
			Prepayment Speed (%)		8.4						8.4
			Spreads (bps)		171		-	438			306.2			(689		)
Total of Fannie Mae														(955		)
Of consolidated trusts	Consensus													(227		)
	Consensus		Default Rate (%)		1.1		-	4.7			3.2
			Prepayment Speed (%)		0.2		-	16.7			15.2
			Severity (%)		63.9		-	89.5			85.6
			Spreads (bps)		175		-	950			295.1			(116		)
	Single Vendor													(80		)
	Other													(95		)
Total of consolidated trusts														(518		)
Total long-term debt														$	(1,473	)
	Fair Value Measurements as of December 31, 2012
	Valuation Techniques		Significant Unobservable Inputs(1)		Range(1)				Weighted - Average(1)		Fair Value
	(Dollars in millions)
Recurring fair value measurements:
Trading securities:
Mortgage-related securities:
Agency(2)	Consensus										$	44
	Single Vendor										27
Total Agency											71
Alt-A private-label securities	Discounted Cash Flow		Default Rate (%)		5.7	-	17.6		12.5
			Prepayment Speed (%)		0.6	-	4		1.7
			Severity (%)		65	-	70		67.6
			Spreads (bps)		526	-	612		567		87
	Consensus										17
Total Alt-A private-label securities											104
Subprime private-label securities	Consensus		Default Rate (%)		10.9	-	23		16
			Prepayment Speed (%)		0.3	-	7.9		2.6
			Severity (%)		80				80
			Spreads (bps)		427	-	657		488.5		544
	Consensus										355
	Discounted Cash Flow		Default Rate (%)		14.1	-	20.4		18.7
			Prepayment Speed (%)		3.4	-	8.3		5.6
			Severity (%)		80				80
			Spreads (bps)		422	-	637		564.8		236
	Single Vendor										184
Total subprime private-label securities											1,319
Mortgage revenue bonds	Discounted Cash Flow		Spreads (bps)		260	-	375		320.4		636
	Single Vendor										39
Total mortgage revenue bonds											675
Other	Other										117
Total trading securities											$	2,286
	Fair Value Measurements as of December 31, 2012
	Valuation Techniques		Significant Unobservable Inputs(1)		Range(1)				Weighted		Fair Value
									Average(1)
	(Dollars in millions)
Available-for-sale securities:
Mortgage-related securities:
Agency(2)	Other										$	39
Alt-A private-label securities	Discounted Cash Flow		Default Rate (%)		0	-	23.6		6.4
			Prepayment Speed (%)		0	-	20.8		7.4
			Severity (%)		50	-	70		57.2
			Spreads (bps)		288	-	643		442.8		3,003
	Consensus		Default Rate (%)		0	-	17.7		3.6
			Prepayment Speed (%)		0.2	-	41.3		10
			Severity (%)		50	-	70		54.9
			Spreads (bps)		300	-	634		429		2,285
	Consensus										1,231
	Single Vendor										45
Total Alt-A private-label securities											6,564
Subprime private-label securities	Consensus		Default Rate (%)		0	-	27.4		15.4
			Prepayment Speed (%)		0	-	14.4		3
			Severity (%)		65	-	80		77.8
			Spreads (bps)		325	-	660		493.7		3,333
	Consensus										2,326
	Discounted Cash Flow		Default Rate (%)		0	-	24.3		15.7
			Prepayment Speed (%)		0	-	10.9		2.9
			Severity (%)		65	-	80		76.7
			Spreads (bps)		299	-	654		527		1,710
	Other										78
Total subprime private-label securities											7,447
Mortgage revenue bonds	Single Vendor										5,721
	Discounted Cash Flow		Spreads (bps)		77	-	375		297.7		1,911
	Other										205
Total mortgage revenue bonds											7,837
Other	Consensus										1,009
	Discounted Cash Flow		Default Rate (%)		4	-	10		5
			Prepayment Speed (%)		0.2	-	10		3
			Severity (%)		50	-	85		84.8
			Spreads (bps)		431	-	1,154.00		588.6		916
	Consensus		Default Rate (%)		0	-	5		4.7
			Prepayment Speed (%)		1	-	14.1		3.6
			Severity (%)		65	-	85		83.8
			Spreads (bps)		450	-	729		585.8		534
	Other										688
Total Other											3,147
Total available-for-sale securities											$	25,034
	Fair Value Measurements as of December 31, 2012
	Valuation Techniques		Significant Unobservable Inputs(1)		Range(1)				Weighted		Fair Value
									Average(1)
	(Dollars in millions)
Mortgage loans of consolidated trusts:
Single-family	Build-Up		Default Rate (%)		0.1	-	99.3		18.4
			Prepayment Speed (%)		4.4	-	92		19.4
			Severity (%)		5.6	-	97.3		33.3		$	1,698
	Consensus										303
	Consensus		Default Rate (%)		0	-	9		6.4
			Prepayment Speed (%)		1.7	-	14.4		10.4
			Severity (%)		65	-	70		67.1
			Spreads (bps)		468	-	851		567.9		302
	Discounted Cash Flow		Default Rate (%)		0	-	8.5		6
			Prepayment Speed (%)		1.7	-	14.4		5.3
			Severity (%)		65	-	70		65
			Spreads (bps)		507	-	1,030.00		733.4		106
	Single Vendor										50
Total single-family											2,459
Multifamily	Build-Up		Spreads (bps)		77	-	363.4		154.5		175
Total mortgage loans of consolidated trusts											$	2,634
Net derivatives	Dealer Mark										$	144
	Internal Model										(130		)
Total net derivatives											$	14
Long-term debt:
Of Fannie Mae:
Senior floating	Discounted Cash Flow										$	(400	)
Of consolidated trusts	Consensus										(370		)
	Discounted Cash Flow		Default Rate (%)		0	-	10		5.8
			Prepayment Speed (%)		0	-	100		36.9
			Severity (%)		50	-	70		63.4
			Spreads (bps)		98	-	1,030.00		331.4		(330		)
	Consensus		Default Rate (%)		0	-	9		6.2
			Prepayment Speed (%)		1.7	-	14.4		10.9
			Severity (%)		65	-	70		67.5
			Spreads (bps)		468	-	851		584.3		(271		)
	Single Vendor										(157		)
Total of consolidated trusts											(1,128		)
Total long-term debt											$	(1,528	)
_________
(1)	Valuation techniques for which no unobservable inputs are disclosed generally reflect the use of third-party pricing services or dealers, and the range of unobservable inputs applied by these sources is not readily available or cannot be reasonably estimated. Where we have disclosed unobservable inputs for consensus and single vendor techniques, those inputs are based on our validations performed at the security level using discounted cash flows.
(2)	Includes Fannie Mae, Freddie Mac and Ginnie Mae securities.
(3)	Default Rate as disclosed represents the estimated beginning annualized rate of default and is used as a basis to forecast the future default rates that serve as an input for valuation.
Level 3 Assets Measured on Nonrecurring Basis [Table Text Block]	'
	The following table displays valuation techniques for our Level 3 assets measured at fair value on a nonrecurring basis as of December 31, 2013 and 2012. The significant unobservable inputs related to these techniques primarily relate to collateral dependent valuations. The related ranges and weighted averages are not meaningful when aggregated as they vary significantly from property to property.
				Fair Value Measurements as of December 31,
		Valuation Techniques		2013				2012
				(Dollars in millions)
	Nonrecurring fair value measurements:
	Mortgage loans held for sale, at lower of cost or fair value	Consensus		$	132			$	135
	Single-family mortgage loans held for investment, at amortized cost:
	Of Fannie Mae	Internal Model		19,966				23,314
	Of consolidated trusts	Internal Model		79				227
	Multifamily mortgage loans held for investment, at amortized cost	Appraisals		39				194
		Broker Price Opinions		248				395
		Asset Manager Estimate		1,230				1,001
		Other		16				34
	Total multifamily mortgage loans held for investment, at amortized cost			1,533				1,624
	Acquired property, net:
	Single-family	Accepted Offers		691				787
		Appraisals		1,077				467
		Walk Forwards		1,106				1,348
		Internal Model		1,049				1,014
		Other		118				76
	Total single-family			4,041				3,692
	Multifamily	Accepted Offers		24				20
		Appraisals		65				8
		Broker Price Opinions		9				46
	Total multifamily			98				74
	Other Assets	Appraisals		26				8
		Walk Forwards		9				43
		Internal Model		81				203
		Other		5				130
	Total other assets			121				384
	Total nonrecurring assets at fair value			$	25,970			$	29,450
Fair Value of Financial Instruments [Table Text Block]	'
	The following table displays the carrying value and estimated fair value of our financial instruments as of December 31, 2013 and 2012. The fair value of financial instruments we disclose includes commitments to purchase multifamily and single-family mortgage loans, which are off-balance sheet financial instruments that we do not record in our consolidated balance sheets. The fair values of these commitments are included as “Mortgage loans held for investment, net of allowance for loan losses.” The disclosure excludes certain financial instruments, such as plan obligations for pension and postretirement health care benefits, employee stock option and stock purchase plans, and also excludes all non-financial instruments. As a result, the fair value of our financial assets and liabilities does not represent the underlying fair value of our total consolidated assets and liabilities.
		As of December 31, 2013
		Carrying				Quoted Price in Active Markets for Identical Assets						Significant Other Observable Inputs				Significant Unobservable Inputs						Netting Adjust-ment				Estimated
		Value				(Level 1)						(Level 2)				(Level 3)										Fair Value
		(Dollars in millions)
	Financial assets:
	Cash and cash equivalents and restricted cash	$	48,223				$	36,633				$	11,590				$	—				$	—			$	48,223
	Federal funds sold and securities purchased under agreements to resell or similar arrangements	38,975					—					38,975					—					—				38,975
	Trading securities	30,768					16,306					11,688					2,774					—				30,768
	Available-for-sale securities	38,171					—					19,159					19,012					—				38,171
	Mortgage loans held for sale	380					—					185					195					—				380
	Mortgage loans held for investment, net of allowance for loan losses:
	Of Fannie Mae	259,638					—					29,920					215,960					—				245,880
	Of consolidated trusts	2,766,222					—					2,569,747					176,395					—				2,746,142
	Mortgage loans held for investment	3,025,860					—					2,599,667					392,355					—				2,992,022
	Advances to lenders	3,727					—					3,165					523					—				3,688
	Derivative assets at fair value	2,073					—					10,430					65					(8,422		)		2,073
	Guaranty assets and buy-ups	267					—					—					706					—				706
	Total financial assets	$	3,188,444				$	52,939				$	2,694,859				$	415,630				$	(8,422	)		$	3,155,006
	Financial liabilities:
	Short-term debt:
	Of Fannie Mae	$	72,295				$	—				$	72,304				$	—				$	—			$	72,304
	Of consolidated trusts	2,154					—					—					2,154					—				2,154
	Long-term debt:
	Of Fannie Mae	457,139					—					463,991					1,557					—				465,548
	Of consolidated trusts	2,702,935					—					2,684,224					13,362					—				2,697,586
	Derivative liabilities at fair value	1,469					—					10,734					105					(9,370		)		1,469
	Guaranty obligations	485					—					—					2,433					—				2,433
	Total financial liabilities	$	3,236,477				$	—				$	3,231,253				$	19,611				$	(9,370	)		$	3,241,494
		As of December 31, 2012
		Carrying				Quoted Price in Active Markets for Identical Assets				Significant Other Observable Inputs				Significant Unobservable Inputs				Netting Adjustment				Estimated
		Value				(Level 1)				(Level 2)				(Level 3)								Fair Value
		(Dollars in millions)
	Financial assets:
	Cash and cash equivalents and restricted cash	$	89,036			$	75,786			$	13,250			$	—			$	—			$	89,036
	Federal funds sold and securities purchased under agreements to resell or similar arrangements	32,500				—				32,500				—				—				32,500
	Trading securities	40,695				17,950				20,459				2,286				—				40,695
	Available-for-sale securities	63,181				—				38,147				25,034				—				63,181
	Mortgage loans held for sale	464				—				267				208				—				475
	Mortgage loans held for investment, net of allowance for loan losses:
	Of Fannie Mae	305,025				—				39,018				232,170				—				271,188
	Of consolidated trusts	2,643,917				—				2,528,004				234,424				—				2,762,428
	Mortgage loans held for investment	2,948,942				—				2,567,022				466,594				—				3,033,616
	Advances to lenders	7,592				—				6,936				572				—				7,508
	Derivative assets at fair value	435				—				16,051				175				(15,791		)		435
	Guaranty assets and buy-ups	327				—				—				692				—				692
	Total financial assets	$	3,183,172			$	93,736			$	2,694,632			$	495,561			$	(15,791	)		$	3,268,138
	Financial liabilities:
	Short-term debt:
	Of Fannie Mae	$	105,233			$	—			$	105,253			$	—			$	—			$	105,253
	Of consolidated trusts	3,483				—				—				3,483				—				3,483
	Long-term debt:
	Of Fannie Mae	510,631				—				534,516				1,056				—				535,572
	Of consolidated trusts	2,570,170				—				2,685,008				16,171				—				2,701,179
	Derivative liabilities at fair value	705				—				22,590				161				(22,046		)		705
	Guaranty obligations	599				—				—				3,113				—				3,113
	Total financial liabilities	$	3,190,821			$	—			$	3,347,367			$	23,984			$	(22,046	)		$	3,349,305
Fair Value Option [Table Text Block]	'
	The following table displays the fair value and unpaid principal balance of the financial instruments for which we have made fair value elections as of December 31, 2013 and 2012.
			As of
			December 31, 2013																		December 31, 2012
		Loans of Consolidated Trusts(1)						Long-Term Debt of Fannie Mae						Long-Term Debt of Consolidated Trusts(2)						Loans of Consolidated Trusts(1)						Long-Term Debt of Fannie Mae						Long-Term Debt of Consolidated Trusts(2)
			(Dollars in millions)
	Fair value		$	14,268					$	1,308					$	14,976					$	10,800					$	793					$	11,647
	Unpaid principal balance		14,440						1,290						13,988						10,657						674						10,803
	__________
	(1)	Includes nonaccrual loans with a fair value of $196 million and $273 million as of December 31, 2013 and 2012, respectively. The difference between unpaid principal balance and the fair value of these nonaccrual loans as of December 31, 2013 and 2012 is $74 million and $189 million, respectively. Includes loans that are 90 days or more past due with a fair value of $288 million and $386 million as of December 31, 2013 and 2012, respectively. The difference between unpaid principal balance and the fair value of these 90 or more days past due loans as of December 31, 2013 and 2012 is $75 million and $201 million, respectively.
	(2)	Includes interest-only debt instruments with no unpaid principal balance and a fair value of $85 million and $100 million as of December 31, 2013 and 2012, respectively.
	The following table displays fair value gains and losses, net, including changes attributable to instrument-specific credit risk, for loans and debt for which the fair value election was made. Amounts are recorded as a component of “Fair value gains (losses), net” in our consolidated statements of operations and comprehensive income (loss) for the years ended December 31, 2013, 2012 and 2011.
		For the Year Ended December 31,
		2013																2012														2011
		Loans				Long-Term Debt						Total Losses						Loans				Long-Term Debt						Total Losses				Loans				Long-Term Debt						Total Losses
		(Dollars in millions)
	Changes in instrument-specific credit risk	$	(142	)			$	(31	)				$	(173	)			$	(25	)			$	(13	)			$	(38	)		$	(215	)			$	10				$	(205	)
	Other changes in fair value	(730		)			346						(384		)			(124		)			(76		)			(200		)		79					(92		)			(13		)
	Fair value (losses) gains, net	$	(872	)			$	315					$	(557	)			$	(149	)			$	(89	)			$	(238	)		$	(136	)			$	(82	)			$	(218	)

Commitments_and_Contingencies_1

Commitments and Contingencies (Tables)	12 Months Ended
	Dec. 31, 2013
Commitments and Contingencies Disclosure [Abstract]	'
Non Cancelable Future Commitments by Remaining Maturity [Table Text Block]	'
	The following table summarizes by remaining maturity, non cancelable future commitments related to loan and mortgage purchases, operating leases and other agreements as of December 31, 2013.
		As of December 31, 2013
		Loans and Mortgage-Related Securities(1)			Operating Leases		Other(2)
		(Dollars in millions)
	2014		$	29,753	$	41	$	63
	2015		—		37		31
	2016		—		29		22
	2017		—		22		2
	2018		—		6		—
	Thereafter		—		3		—
	Total		$	29,753	$	138	$	118
	__________
	(1)	Includes $29.6 billion that has been accounted for as mortgage commitment derivatives.
	(2)	Includes purchase commitments for certain telecom services, computer software and services, and other agreements and commitments.

Selected_Quarterly_Financial_I1

Selected Quarterly Financial Information (Unaudited) (Tables)	12 Months Ended
	Dec. 31, 2013
Quarterly Financial Information Disclosure [Abstract]	'
Schedule of Selected Quarterly Financial Information [Table Text Block]	'
	The consolidated statements of operations for the quarterly periods in 2013 and 2012 are unaudited and in the opinion of management include all adjustments, consisting of normal recurring adjustments, necessary for a fair presentation of our consolidated statements of operations. The operating results for the interim periods are not necessarily indicative of the operating results to be expected for a full year or for other interim periods.
		For the 2013 Quarter Ended
		31-Mar				30-Jun				30-Sep				31-Dec
		(Dollars and shares in millions, except per share amounts)
	Interest income:
	Trading securities		$	226			$	222			$	185			$	146
	Available-for-sale securities		673				651				546				487
	Mortgage loans		29,224				28,056				28,299				28,659
	Other		57				49				37				32
	Total interest income		30,180				28,978				29,067				29,324
	Interest expense:
	Short-term debt		43				37				29				22
	Long-term debt		23,833				23,274				23,456				24,451
	Total interest expense		23,876				23,311				23,485				24,473
	Net interest income		6,304				5,667				5,582				4,851
	Benefit for credit losses		957				5,383				2,609				—
	Net interest income after benefit for credit losses		7,261				11,050				8,191				4,851
	Investment gains, net		118				290				648				135
	Net other-than-temporary impairments		(9		)		(6		)		(27		)		(22		)
	Fair value gains, net		834				829				335				961
	Debt extinguishment (losses) gains, net		(23		)		27				92				35
	Fee and other income		568				485				741				2,136
	Non-interest income		1,488				1,625				1,789				3,245
	Administrative expenses:
	Salaries and employee benefits		317				304				307				290
	Professional services		223				219				236				232
	Occupancy expenses		46				47				48				48
	Other administrative expenses		55				56				55				62
	Total administrative expenses		641				626				646				632
	Foreclosed property income		(260		)		(332		)		(1,165		)		(1,082		)
	TCCA fees		186				233				276				306
	Other expenses (income), net		68				68				124				(34		)
	Total other expenses (income)		635				595				(119		)		(178		)
	Income before federal income taxes		8,114				12,080				10,099				8,274
	Benefit (provision) for federal income taxes		50,571				(1,985		)		(1,355		)		(1,816		)
	Net income		58,685				10,095				8,744				6,458
	Less: Net income attributable to noncontrolling interest		—				(11		)		(7		)		(1		)
	Net income attributable to Fannie Mae		58,685				10,084				8,737				6,457
	Dividends distributed or available for distribution to senior preferred stockholder		(59,368		)		(10,243		)		(8,617		)		(7,191		)
	Net (loss) income attributable to common stockholders (Note 11)		$	(683	)		$	(159	)		$	120			$	(734	)
	(Loss) earnings per share:
	Basic		$	(0.12	)		$	(0.03	)		$	0.02			$	(0.13	)
	Diluted		(0.12		)		(0.03		)		0.02				(0.13		)
	Weighted-average common shares outstanding:
	Basic		5,762				5,762				5,762				5,762
	Diluted		5,762				5,762				5,893				5,762
		For the 2012 Quarter Ended
		31-Mar				30-Jun				30-Sep				31-Dec
		(Dollars and shares in millions, except per share amounts)
	Interest income:
	Trading securities		$	449			$	73			$	234			$	233
	Available-for-sale securities		727				1,035				789				748
	Mortgage loans		32,570				32,023				30,593				29,520
	Other		38				40				53				65
	Total interest income		33,784				33,171				31,669				30,566
	Interest expense:
	Short-term debt		42				32				38				40
	Long-term debt		28,545				27,711				26,314				24,967
	Total interest expense		28,587				27,743				26,352				25,007
	Net interest income		5,197				5,428				5,317				5,559
	(Provision) benefit for credit losses		(2,000		)		3,041				(2,079		)		1,890
	Net interest income after (provision) benefit for credit losses		3,197				8,469				3,238				7,449
	Investment gains, net		116				131				134				106
Net other-than-temporary impairments		(64		)		(599		)		(38		)		(12		)
Fair value gains (losses), net		283				(2,449		)		(1,020		)		209
Debt extinguishment losses, net		(34		)		(93		)		(54		)		(63		)
Fee and other income		375				395				378				339
Non-interest income (loss)		676				(2,615		)		(600		)		579
Administrative expenses:
Salaries and employee benefits		306				292				294				303
Professional services		168				179				195				224
Occupancy expenses		43				48				48				49
Other administrative expenses		47				48				51				72
Total administrative expenses		564				567				588				648
Foreclosed property expense (income)		339				(70		)		(48		)		(475		)
TCCA fees		—				26				78				134
Other expenses, net		252				212				207				151
Total expenses		1,155				735				825				458
Net income		2,718				5,119				1,813				7,570
Less: Net loss (income) attributable to noncontrolling interest		1				(5		)		8				—
Net income attributable to Fannie Mae		2,719				5,114				1,821				7,570
Dividends distributed or available for distribution to senior preferred stockholder		(2,817		)		(2,929		)		(2,929		)		(7,152		)
Net (loss) income attributable to common stockholders (Note 11)		$	(98	)		$	2,185			$	(1,108	)		$	418
(Loss) earnings per share:
Basic		$	(0.02	)		$	0.38			$	(0.19	)		$	0.07
Diluted		(0.02		)		0.37				(0.19		)		0.07
Weighted-average common shares outstanding:
Basic		5,761				5,762				5,762				5,762
Diluted		5,761				5,893				5,762				5,893

Summary_of_Significant_Account2

Summary of Significant Accounting Policies Narratives(Details) (USD $)

0 Months Ended

3 Months Ended

12 Months Ended

0 Months Ended

3 Months Ended

12 Months Ended

12 Months Ended

0 Months Ended

3 Months Ended

0 Months Ended

12 Months Ended

Dec. 31, 2013

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Mar. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Sep. 08, 2008

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Mar. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Sep. 07, 2008

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2010

Jan. 31, 2013

Jun. 30, 2013

Sep. 07, 2008

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Sep. 08, 2008

US Treasury [Member]

US Treasury [Member]

US Treasury [Member]

US Treasury [Member]

US Treasury [Member]

US Treasury [Member]

US Treasury [Member]

US Treasury [Member]

US Treasury [Member]

US Treasury [Member]

US Treasury [Member]

US Treasury [Member]

US Treasury [Member]

US Treasury [Member]

US Treasury [Member]

US Treasury [Member]

US Treasury [Member]

Freddie Mac [Member]

Freddie Mac [Member]

Freddie Mac [Member]

GMAC Mortgage LLC (a subsidiary of Ally Financial, Inc.) [Member]

Single-Family Individually Impaired Loan Loss Models Update [Member]

Series 2008-2 Senior Preferred Stock [Member]

Series 2008-2 Senior Preferred Stock [Member]

Series 2008-2 Senior Preferred Stock [Member]

Series 2008-2 Senior Preferred Stock [Member]

Series 2008-2 Senior Preferred Stock [Member]

Temporary Credit and Liquidity Facilities Program [Member]

Temporary Credit and Liquidity Facilities Program [Member]

New Issue Bond [Member]

New Issue Bond [Member]

Related Parties [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of days of that liabilities exceed assets requiring FHFA to place us into receivership

'60 days

'60 days

'

'

'

'

'

'

'

'60 days

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

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'

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'

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'

'

Shares of variable liquidation preference senior preferred stock issued

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,000,000

'

'

'

'

Aggregate funding received from US Treasury pursuant to the senior preferred stock purchase agreement

$116,100,000,000

$116,100,000,000

'

'

'

'

'

'

'

$116,100,000,000

'

'

'

$116,100,000,000

'

'

'

$116,100,000,000

'

'

'

$116,100,000,000

$116,100,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Initial aggregate liquidation preference of senior preferred stock held by US Treasury

'

'

'

'

'

'

'

'

'

'

'

'

'

1,000,000,000

'

'

'

'

'

'

'

1,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Aggregate liquidation preference of senior preferred stock

'

'

'

'

'

'

'

'

'

'

'

'

'

117,100,000,000

'

'

'

'

'

'

'

117,100,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,000,000,000

Total remaining funding available from US Treasury pursuant to the senior preferred stock agreement

'

'

'

'

'

'

'

'

'

'

'

'

'

117,600,000,000

'

'

'

'

'

'

'

117,600,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Capital Loss Carryforward, Valuation Allowance

525,000,000

525,000,000

'

'

'

'

'

'

'

525,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Capital Reserve Amount, current Year, Senior Preferred Stock Purchase Agreement, Amendment

3,000,000,000

3,000,000,000

'

'

'

'

'

'

'

3,000,000,000

'

'

'

3,000,000,000

'

'

'

'

'

'

'

3,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Capital reserve amount for the next fiscal year based on the amended Senior Preferred Stock Purchase agreement

2,400,000,000

2,400,000,000

'

'

'

'

'

'

'

2,400,000,000

'

'

'

2,400,000,000

'

'

'

'

'

'

'

2,400,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Annual reduction of capital reserve from 2013 to 2018 based on the Senior Preferred Stock Purchase Agreement, Amendment

600,000,000

600,000,000

'

'

'

'

'

'

'

600,000,000

'

'

'

600,000,000

'

'

'

'

'

'

'

600,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Capital reserve amount on January 2018

0

0

'

'

'

'

'

'

'

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Payment Of Cash Dividends On Senior Preferred Stock To Treasury

8,600,000,000

8,600,000,000

'

'

'

'

'

'

'

82,452,000,000

11,608,000,000

9,613,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

82,500,000,000

11,608,000,000

9,613,000,000

'

Undeclared Dividends On Senior Preferred Stock Next Quarter

'

7,200,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Percentage of common shares attributable to warrants issued to Treasury as a percentage to total diluted common shares upon exercise of the right

79.90%

79.90%

'

'

'

'

'

'

'

79.90%

'

'

'

79.90%

'

'

'

'

'

'

'

79.90%

'

'

79.90%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Common stock warrant exercise price per share

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.00001

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair value of the warrant at issuance

'

'

'

'

'

'

'

'

'

'

'

'

3,500,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Home Affordable Modification Program administrative expense reimbursements

'

'

'

'

'

'

'

'

'

92,000,000

96,000,000

106,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Income Taxes Paid

'

'

'

'

'

'

'

'

'

2,350,000,000

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Proceeds from income tax refunds

'

'

'

'

'

'

'

'

'

'

'

1,100,000,000

'

'

'

'

'

'

'

'

'

'

'

1,100,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Income tax benefit recognized from our settlement of 2007 and 2008 tax years with the IRS

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

90,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Principal and interest outstanding

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

821,000,000

1,600,000,000

4,500,000,000

6,100,000,000

'

'

'

'

'

'

'

'

'

'

Percentage of initial principal loss US Treasury will bear for Temporary Credit and Liquidity Facilities and New Issue Bond Programs

'

'

'

'

'

'

'

'

'

'

'

'

'

35.00%

'

'

'

'

'

'

'

35.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loss of principal or interest under Treasury's Temporary Credit and Liquid Facilities and New Issue Bond Programs

'

'

'

'

'

'

'

'

'

'

'

'

'

0

'

'

'

'

'

'

'

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Increase of Guarantee Fee Rate Resulting from the Temporary Payroll Tax Cut Continuation Act of 2011.

'

'

'

'

'

'

'

'

'

'

'

'

'

0.10%

'

'

'

'

'

'

'

0.10%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

TCCA guaranty fee

'

'

'

'

'

'

'

'

'

1,001,000,000

238,000,000

0

'

306,000,000

276,000,000

233,000,000

186,000,000

134,000,000

78,000,000

26,000,000

0

1,001,000,000

[1]

238,000,000

[1],[2]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

TCCA guaranty fee remitted

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

829,000,000

104,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair value of mortgage-backed securities

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

8,700,000,000

12,200,000,000

'

'

'

'

'

'

'

'

Interest receivable

8,319,000,000

8,319,000,000

'

'

'

9,176,000,000

'

'

'

8,319,000,000

9,176,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

35,000,000

51,000,000

'

'

'

'

'

'

'

'

Investment income, interest

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

387,000,000

551,000,000

700,000,000

'

'

'

'

'

'

'

Amount received in exchange for our release of specified Ally affiliates from certain potential liability

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

265,000,000

'

'

'

'

'

'

(Benefit) provision for credit losses

'

0

-2,609,000,000

-5,383,000,000

-957,000,000

-1,890,000,000

2,079,000,000

-3,041,000,000

2,000,000,000

-8,949,000,000

-852,000,000

26,718,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-173,000,000

'

'

'

'

'

'

Change in income tax provision due to valuation allowance changes

'

'

'

'

'

'

'

'

'

58,300,000,000

5,300,000,000

-7,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Change in Accounting Estimate [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

(Decrease) increase to the allowance for loan losses and provision for credit losses

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

2,200,000,000

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'

'

'

Fair value of guaranty obligation

1,100,000,000

1,100,000,000

'

'

'

1,800,000,000

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'

'

1,100,000,000

1,800,000,000

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'

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Reserve for Guaranty Losses

$1,400,000,000

$1,400,000,000

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'

$1,200,000,000

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'

$1,400,000,000

$1,200,000,000

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'

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'

'

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'

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'

Maximum term of early lender funding advances

'

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'60 days

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[1]

Pursuant to the TCCA, effective April 1, 2012, we increased the guaranty fee on all single-family residential mortgages delivered to us on or after that date by 10 basis points, and the incremental revenue must be remitted to Treasury. The resulting revenue is included in guaranty fee income and the expense is recognized as “TCCA fees.” This increase in guaranty fee is also included in the single-family average charged guaranty fee.

[2]

Certain prior period amounts have been reclassified to conform with the current period presentation.

Consolidations_and_Transfers_o3

Consolidations and Transfers of Financial Assets Types of VIE (Details) (USD $)	12 Months Ended
	Dec. 31, 2013
Variable Interest Entities [Line Items]	'
Investment Tax Credit	$0
Consolidated VIEs [Member]	'
Variable Interest Entities [Line Items]	'
Unpaid principal balance, consolidation of previously unconsolidated VIE	1,900,000,000
Unconsolidated VIEs [Member]	'
Variable Interest Entities [Line Items]	'
Unpaid principal balance, deconsolidation of previously consolidated VIE	$1,200,000,000

Consolidations_and_Transfers_o4

Consolidations and Transfers of Financial Assets Unconsolidated VIEs (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Assets and liabilities recorded in our consolidated balance sheets:	'		'
Trading, at fair value	$30,768		$40,695
Available-for-sale, at fair value	38,171		63,181
Other assets	20,231		27,939
Other liabilities	-15,441		-14,378
Unconsolidated VIEs [Member] | Mortgage-Backed Trusts [Member]	'		'
Assets and liabilities recorded in our consolidated balance sheets:	'		'
Trading, at fair value	14,219		22,706	[1]
Available-for-sale, at fair value	33,307		57,004	[1]
Other assets	119		145	[1]
Other liabilities	-1,668		-1,449	[1]
Net carrying amount	45,977		78,406	[1]
Maximum exposure to loss	54,148	[2]	87,397	[1],[2]
Total assets of unconsolidated VIEs	313,202		645,332	[1]
Unconsolidated VIEs [Member] | Limited Partnership Investments [Member]	'		'
Assets and liabilities recorded in our consolidated balance sheets:	'		'
Maximum exposure to loss	14		118
Total assets of unconsolidated VIEs	6,800		11,700
Fannie Mae Securities [Member]	'		'
Assets and liabilities recorded in our consolidated balance sheets:	'		'
Trading, at fair value	5,660		'
Trading, at fair value	'		6,248
Available-for-sale, at fair value	5,866		'
Available-for-sale, at fair value	'		10,435
Non-Fannie Mae Securities [Member]	'		'
Assets and liabilities recorded in our consolidated balance sheets:	'		'
Trading, at fair value	8,559		16,458	[1]
Available-for-sale, at fair value	$27,441		$46,569	[1]
[1]	Contains securities recognized in our consolidated balance sheets due to consolidation of certain multi-class resecuritization trusts.
[2]	Our maximum exposure to loss generally represents the greater of our recorded investment in the entity or the unpaid principal balance of the assets covered by our guaranty. However, our securities issued by Fannie Mae multi-class resecuritization trusts that are not consolidated do not give rise to any additional exposure to loss as we already consolidate the underlying collateral.

Consolidations_and_Transfers_o5

Consolidations and Transfers of Financial Assets Transfers of Financial Assets (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Transfers of Financial Assets [Line Items]	'	'	'
Unpaid principal balance portfolio securitizations	$228,500,000,000	$225,100,000,000	$118,500,000,000
Unconsolidated VIEs [Member]	'	'	'
Transfers of Financial Assets [Line Items]	'	'	'
Principal and interest received on retained interest	1,700,000,000	2,400,000,000	3,000,000,000
Unconsolidated VIEs [Member] | Fannie Mae Single-class MBS & Fannie Mae Megas [Member]	'	'	'
Transfers of Financial Assets [Line Items]	'	'	'
Unpaid principal balance	349,000,000	456,000,000	'
Fair value	383,000,000	504,000,000	'
Weighted-average coupon (percent)	6.21%	6.20%	'
Weighted-average loan age (years)	'7 years 5 months	'6 years 5 months	'
Weighted-average maturity (years)	'21 years 6 months	'22 years 6 months	'
Unconsolidated VIEs [Member] | REMICS & SMBS [Member]	'	'	'
Transfers of Financial Assets [Line Items]	'	'	'
Unpaid principal balance	6,899,000,000	8,667,000,000	'
Fair value	$7,959,000,000	$9,818,000,000	'
Weighted-average coupon (percent)	5.36%	5.53%	'
Weighted-average loan age (years)	'5 years 5 months	'4 years 7 months	'
Weighted-average maturity (years)	'12 years 7 months	'15 years 0 months	'

Consolidations_and_Transfers_o6

Consolidations and Transfers of Financial Assets Managed Loans (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Billions, unless otherwise specified
Transfers and Servicing [Abstract]	'	'
Securitized loans in unconsolidated portfolio securitization trusts, unpaid principle balance	$2.10	$2.30

Consolidations_and_Transfers_o7

Consolidations and Transfers of Financial Assets Qualifying Sales of Portfolio Securitizations (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Transfers and Servicing [Abstract]	'	'	'
Proceeds from the initial sale of securities from portfolio securitizations	$340	$672	$1,000

Mortgage_Loans_Loans_in_Mortga

Mortgage Loans Loans in Mortgage Portfolio (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010
In Millions, unless otherwise specified
Loans in Mortgage Portfolio [Line Items]	'	'	'	'
Unpaid principal balance of mortgage loans	$3,039,559	$2,978,693	'	'
Cost basis and fair value adjustments, net	30,527	29,508	'	'
Allowance for loan losses for loans held for investment	-43,846	-58,795	-72,156	-61,556
Total mortgage loans	3,026,240	2,949,406	'	'
Single-Family [Member]	'	'	'	'
Loans in Mortgage Portfolio [Line Items]	'	'	'	'
Unpaid principal balance of mortgage loans	2,855,668	2,790,276	'	'
Multifamily [Member]	'	'	'	'
Loans in Mortgage Portfolio [Line Items]	'	'	'	'
Unpaid principal balance of mortgage loans	183,891	188,417	'	'
Fannie Mae [Member]	'	'	'	'
Loans in Mortgage Portfolio [Line Items]	'	'	'	'
Unpaid principal balance of mortgage loans	314,286	370,741	'	'
Cost basis and fair value adjustments, net	-13,778	-14,805	'	'
Allowance for loan losses for loans held for investment	-40,521	-50,519	-57,309	-48,530
Total mortgage loans	259,987	305,417	'	'
Fannie Mae [Member] | Single-Family [Member]	'	'	'	'
Loans in Mortgage Portfolio [Line Items]	'	'	'	'
Unpaid principal balance of mortgage loans	276,644	309,277	'	'
Fannie Mae [Member] | Multifamily [Member]	'	'	'	'
Loans in Mortgage Portfolio [Line Items]	'	'	'	'
Unpaid principal balance of mortgage loans	37,642	61,464	'	'
Consolidated Trusts [Member]	'	'	'	'
Loans in Mortgage Portfolio [Line Items]	'	'	'	'
Unpaid principal balance of mortgage loans	2,725,273	2,607,952	'	'
Cost basis and fair value adjustments, net	44,305	44,313	'	'
Allowance for loan losses for loans held for investment	-3,325	-8,276	-14,847	-13,026
Total mortgage loans	2,766,253	2,643,989	'	'
Consolidated Trusts [Member] | Single-Family [Member]	'	'	'	'
Loans in Mortgage Portfolio [Line Items]	'	'	'	'
Unpaid principal balance of mortgage loans	2,579,024	2,480,999	'	'
Consolidated Trusts [Member] | Multifamily [Member]	'	'	'	'
Loans in Mortgage Portfolio [Line Items]	'	'	'	'
Unpaid principal balance of mortgage loans	$146,249	$126,953	'	'

Mortgage_Loans_Aging_Details

Mortgage Loans Aging (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30 - 59 days delinquent	$39,184	[1]	$47,925	[1]
60 - 89 days delinquent	12,138	[1]	17,023	[1]
Seriously delinquent	69,706	[1],[2]	99,213	[1],[2]
Total delinquent	121,028	[1]	164,161	[1]
Current	2,943,641	[1]	2,843,310	[1]
Total recorded investment in loans	3,064,669	[1]	3,007,471	[1]
Recorded investment in loans 90 days or more delinquent and accruing interest	460	[1]	3,301	[1],[3]
Recorded investment in nonaccrual loans	83,283	[1]	114,293	[1]
Government [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
Total recorded investment in loans	48,600		50,900
Repurchase Request Resolution Agreement [Member] | Bank of America [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
Recorded investment in loans 90 days or more delinquent and accruing interest	2,800		'
Single-Family [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30 - 59 days delinquent	39,125	[1]	47,747	[1]
60 - 89 days delinquent	12,138	[1]	17,023	[1]
Seriously delinquent	69,520	[1],[2]	98,785	[1],[2]
Total delinquent	120,783	[1]	163,555	[1]
Current	2,757,908	[1]	2,652,865	[1]
Total recorded investment in loans	2,878,691	[1]	2,816,420	[1]
Recorded investment in loans 90 days or more delinquent and accruing interest	460	[1]	3,301	[1],[3]
Recorded investment in nonaccrual loans	81,074	[1]	112,079	[1]
Single-Family [Member] | Primary [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30 - 59 days delinquent	32,371	[1],[4]	39,043	[1],[4]
60 - 89 days delinquent	9,755	[1],[4]	13,513	[1],[4]
Seriously delinquent	48,345	[1],[2],[4]	67,737	[1],[2],[4]
Total delinquent	90,471	[1],[4]	120,293	[1],[4]
Current	2,558,826	[1],[4]	2,424,022	[1],[4]
Total recorded investment in loans	2,649,297	[1],[4],[5],[6]	2,544,315	[1],[4],[5],[6]
Recorded investment in loans 90 days or more delinquent and accruing interest	81	[1],[4]	2,162	[1],[3],[4]
Recorded investment in nonaccrual loans	57,973	[1],[4]	78,822	[1],[4]
Single-Family [Member] | Government [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30 - 59 days delinquent	66	[1],[7]	82	[1],[7]
60 - 89 days delinquent	32	[1],[7]	40	[1],[7]
Seriously delinquent	346	[1],[2],[7]	340	[1],[2],[7]
Total delinquent	444	[1],[7]	462	[1],[7]
Current	48,150	[1],[7]	50,408	[1],[7]
Total recorded investment in loans	48,594	[1],[7]	50,870	[1],[7]
Recorded investment in loans 90 days or more delinquent and accruing interest	346	[1],[7]	340	[1],[3],[7]
Recorded investment in nonaccrual loans	0	[1],[7]	0	[1],[7]
Single-Family [Member] | Alt-A [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30 - 59 days delinquent	4,748	[1]	6,009	[1]
60 - 89 days delinquent	1,692	[1]	2,417	[1]
Seriously delinquent	15,425	[1],[2]	22,181	[1],[2]
Total delinquent	21,865	[1]	30,607	[1]
Current	105,644	[1]	121,099	[1]
Total recorded investment in loans	127,509	[1],[5],[6]	151,706	[1],[5],[6]
Recorded investment in loans 90 days or more delinquent and accruing interest	11	[1]	502	[1],[3]
Recorded investment in nonaccrual loans	17,102	[1]	24,048	[1]
Single-Family [Member] | Other [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30 - 59 days delinquent	1,940	[1],[8]	2,613	[1],[8]
60 - 89 days delinquent	659	[1],[8]	1,053	[1],[8]
Seriously delinquent	5,404	[1],[2],[8]	8,527	[1],[2],[8]
Total delinquent	8,003	[1],[8]	12,193	[1],[8]
Current	45,288	[1],[8]	57,336	[1],[8]
Total recorded investment in loans	53,291	[1],[5],[6],[8]	69,529	[1],[5],[6],[8]
Recorded investment in loans 90 days or more delinquent and accruing interest	22	[1],[8]	297	[1],[3],[8]
Recorded investment in nonaccrual loans	5,999	[1],[8]	9,209	[1],[8]
Single-Family [Member] | Minimum [Member]	'		'
Table Footnote [Abstract]	'		'
Serious delinquency, days past due	'90 days		'90 days
Multifamily [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30 - 59 days delinquent	59	[1],[9]	178	[1],[9]
Seriously delinquent	186	[1],[2],[9]	428	[1],[2],[9]
Total delinquent	245	[1],[9]	606	[1],[9]
Current	185,733	[1],[9]	190,445	[1],[9]
Total recorded investment in loans	185,978	[1],[10],[9]	191,051	[1],[11],[9]
Recorded investment in loans 90 days or more delinquent and accruing interest	0	[1],[9]	0	[1],[3],[9]
Recorded investment in nonaccrual loans	$2,209	[1],[9]	$2,214	[1],[9]
Multifamily [Member] | Minimum [Member]	'		'
Table Footnote [Abstract]	'		'
Serious delinquency, days past due	'60 days		'60 days
[1]	Recorded investment consists of unpaid principal balance, unamortized premiums, discounts and other cost basis adjustments, and accrued interest receivable.
[2]	Single-family seriously delinquent loans are loans that are 90 days or more past due or in the foreclosure process. Multifamily seriously delinquent loans are loans that are 60 days or more past due.
[3]	Includes loans with a recorded investment of $2.8 billion, which were repurchased in January 2013 pursuant to our resolution agreement with Bank of America. These loans were returned to accrual status to reflect the change in our assessment of collectibility resulting from this agreement.
[4]	Consists of mortgage loans that are not included in other loan classes.
[5]	The aggregate estimated mark-to-market LTV ratio is based on the unpaid principal balance of the loan as of the end of each reported period divided by the estimated current value of the property, which we calculate using an internal valuation model that estimates periodic changes in home value.
[6]	Excludes $48.6 billion and $50.9 billion as of December 31, 2013 and 2012, respectively, of mortgage loans guaranteed or insured, in whole or in part, by the U.S. government or one of its agencies that are not Alt-A loans. The segment class is primarily reverse mortgages for which we do not calculate an estimated mark-to-market LTV ratio.
[7]	Consists of mortgage loans guaranteed or insured, in whole or in part, by the U.S. government or one of its agencies that are not Alt-A. Primarily consists of reverse mortgages which due to their nature are not aged and are included in the current column.
[8]	Includes loans with higher-risk characteristics, such as interest-only loans and negative-amortizing loans, that are neither government nor Alt-A.
[9]	Multifamily loans 60-89 days delinquent are included in the seriously delinquent column.
[10]	Pass (loan is current and adequately protected by the current financial strength and debt service capacity of the borrower); special mention (loan with signs of potential weakness); substandard (loan with a well defined weakness that jeopardizes the timely full repayment); and doubtful (loan with a weakness that makes collection or liquidation in full highly questionable and improbable based on existing conditions and values).
[11]	Green (loan with acceptable risk); yellow (loan with signs of potential weakness); orange (loan with a well defined weakness that may jeopardize the timely full repayment); and red (loan with a weakness that makes timely collection or liquidation in full more questionable based on existing conditions and values).

Mortgage_Loans_Narratives_Deta

Mortgage Loans Narratives (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Mortgage Loans on Real Estate [Abstract]	'	'	'
Carrying value of loans redesignated from HFI to HFS	$1,300,000,000	$33,000,000	$561,000,000
Average term extension of a single-family modified loan	'154 months	'131 months	'
Average interest rate reduction of a single-family modified loan	1.68%	2.15%	'
Sale of loans, unpaid principal balance	$1,200,000,000	'	'

Mortgage_Loans_Credit_Quality_

Mortgage Loans Credit Quality Indicators - SF (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	$3,064,669	[1]	$3,007,471	[1]
Government [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	48,600		50,900
Single-Family [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	2,878,691	[1]	2,816,420	[1]
Single-Family [Member] | Primary [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	2,649,297	[1],[2],[3],[4]	2,544,315	[1],[2],[3],[4]
Single-Family [Member] | Primary [Member] | Estimated Mark-to-Market Loan-to-Value Ratio Less Than or Equal to 80% [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	2,073,079	[1],[2],[3],[4]	1,703,384	[1],[2],[3],[4]
Single-Family [Member] | Primary [Member] | Estimated Mark-to-Market Loan-to-Value Ratio Greater Than 80% and Less Than or Equal to 90% [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	276,011	[1],[2],[3],[4]	346,018	[1],[2],[3],[4]
Single-Family [Member] | Primary [Member] | Estimated Mark-to-Market Loan-to-Value Ratio Greater Than 90% and Less Than or Equal to 100% [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	153,474	[1],[2],[3],[4]	219,736	[1],[2],[3],[4]
Single-Family [Member] | Primary [Member] | Estimated Mark-to-Market Loan-to-Value Ratio Greater Than 100% and Less Than or Equal to 110% [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	59,630	[1],[2],[3],[4]	100,302	[1],[2],[3],[4]
Single-Family [Member] | Primary [Member] | Estimated Mark-to-Market Loan-to-Value Ratio Greater Than 110% and Less Than or Equal to 120% [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	33,954	[1],[2],[3],[4]	59,723	[1],[2],[3],[4]
Single-Family [Member] | Primary [Member] | Estimated Mark-to-Market Loan-to-Value Ratio Greater Than 120% and Less Than or Equal to 125% [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	11,256	[1],[2],[3],[4]	20,620	[1],[2],[3],[4]
Single-Family [Member] | Primary [Member] | Estimated Mark-to-Market Loan-to-Value Ratio Greater Than 125% [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	41,893	[1],[2],[3],[4]	94,532	[1],[2],[3],[4]
Single-Family [Member] | Alt-A [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	127,509	[1],[2],[3]	151,706	[1],[2],[3]
Single-Family [Member] | Alt-A [Member] | Estimated Mark-to-Market Loan-to-Value Ratio Less Than or Equal to 80% [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	61,670	[1],[2],[3]	57,419	[1],[2],[3]
Single-Family [Member] | Alt-A [Member] | Estimated Mark-to-Market Loan-to-Value Ratio Greater Than 80% and Less Than or Equal to 90% [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	16,794	[1],[2],[3]	18,313	[1],[2],[3]
Single-Family [Member] | Alt-A [Member] | Estimated Mark-to-Market Loan-to-Value Ratio Greater Than 90% and Less Than or Equal to 100% [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	14,709	[1],[2],[3]	16,930	[1],[2],[3]
Single-Family [Member] | Alt-A [Member] | Estimated Mark-to-Market Loan-to-Value Ratio Greater Than 100% and Less Than or Equal to 110% [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	11,006	[1],[2],[3]	14,293	[1],[2],[3]
Single-Family [Member] | Alt-A [Member] | Estimated Mark-to-Market Loan-to-Value Ratio Greater Than 110% and Less Than or Equal to 120% [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	7,742	[1],[2],[3]	10,994	[1],[2],[3]
Single-Family [Member] | Alt-A [Member] | Estimated Mark-to-Market Loan-to-Value Ratio Greater Than 120% and Less Than or Equal to 125% [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	2,951	[1],[2],[3]	4,387	[1],[2],[3]
Single-Family [Member] | Alt-A [Member] | Estimated Mark-to-Market Loan-to-Value Ratio Greater Than 125% [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	12,637	[1],[2],[3]	29,370	[1],[2],[3]
Single-Family [Member] | Other [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	53,291	[1],[2],[3],[5]	69,529	[1],[2],[3],[5]
Single-Family [Member] | Other [Member] | Estimated Mark-to-Market Loan-to-Value Ratio Less Than or Equal to 80% [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	24,112	[1],[2],[3],[5]	21,936	[1],[2],[3],[5]
Single-Family [Member] | Other [Member] | Estimated Mark-to-Market Loan-to-Value Ratio Greater Than 80% and Less Than or Equal to 90% [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	6,947	[1],[2],[3],[5]	7,287	[1],[2],[3],[5]
Single-Family [Member] | Other [Member] | Estimated Mark-to-Market Loan-to-Value Ratio Greater Than 90% and Less Than or Equal to 100% [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	6,402	[1],[2],[3],[5]	7,369	[1],[2],[3],[5]
Single-Family [Member] | Other [Member] | Estimated Mark-to-Market Loan-to-Value Ratio Greater Than 100% and Less Than or Equal to 110% [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	5,146	[1],[2],[3],[5]	7,169	[1],[2],[3],[5]
Single-Family [Member] | Other [Member] | Estimated Mark-to-Market Loan-to-Value Ratio Greater Than 110% and Less Than or Equal to 120% [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	3,691	[1],[2],[3],[5]	6,231	[1],[2],[3],[5]
Single-Family [Member] | Other [Member] | Estimated Mark-to-Market Loan-to-Value Ratio Greater Than 120% and Less Than or Equal to 125% [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	1,406	[1],[2],[3],[5]	2,665	[1],[2],[3],[5]
Single-Family [Member] | Other [Member] | Estimated Mark-to-Market Loan-to-Value Ratio Greater Than 125% [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	5,587	[1],[2],[3],[5]	16,872	[1],[2],[3],[5]
Single-Family [Member] | Government [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	$48,594	[1],[6]	$50,870	[1],[6]
[1]	Recorded investment consists of unpaid principal balance, unamortized premiums, discounts and other cost basis adjustments, and accrued interest receivable.
[2]	The aggregate estimated mark-to-market LTV ratio is based on the unpaid principal balance of the loan as of the end of each reported period divided by the estimated current value of the property, which we calculate using an internal valuation model that estimates periodic changes in home value.
[3]	Excludes $48.6 billion and $50.9 billion as of December 31, 2013 and 2012, respectively, of mortgage loans guaranteed or insured, in whole or in part, by the U.S. government or one of its agencies that are not Alt-A loans. The segment class is primarily reverse mortgages for which we do not calculate an estimated mark-to-market LTV ratio.
[4]	Consists of mortgage loans that are not included in other loan classes.
[5]	Includes loans with higher-risk characteristics, such as interest-only loans and negative-amortizing loans, that are neither government nor Alt-A.
[6]	Consists of mortgage loans guaranteed or insured, in whole or in part, by the U.S. government or one of its agencies that are not Alt-A. Primarily consists of reverse mortgages which due to their nature are not aged and are included in the current column.

Mortgage_Loans_Credit_Quality_1

Mortgage Loans Credit Quality Indicators - MF (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	$3,064,669,000,000	[1]	$3,007,471,000,000	[1]
Multifamily [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	185,978,000,000	[1],[2],[3]	191,051,000,000	[1],[2],[4]
Multifamily [Member] | Pass [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	176,528,000,000	[1],[3]	'
Multifamily [Member] | Special Mention [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	2,234,000,000	[1],[3]	'
Multifamily [Member] | Substandard [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	6,758,000,000	[1],[3]	'
Multifamily [Member] | Doubtful [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	458,000,000	[1],[3]	'
Multifamily [Member] | Loans with acceptable risk [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	'		154,235,000,000	[1],[4]
Multifamily [Member] | Loans with signs of potential weakness [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	'		21,304,000,000	[1],[4],[5]
Unpaid principal balance loans with no available financial information surrounding credit quality	'		5,100,000,000
Multifamily [Member] | Loans with a Well Defined Weakness that May Jeopardize the Timely Full Repayment [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	'		14,199,000,000	[1],[4]
Multifamily [Member] | Loans with a Weakness that Makes Timely Collection or Liquidation in Full More Questionable [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Total recorded investment	'		$1,313,000,000	[1],[4]
[1]	Recorded investment consists of unpaid principal balance, unamortized premiums, discounts and other cost basis adjustments, and accrued interest receivable.
[2]	Multifamily loans 60-89 days delinquent are included in the seriously delinquent column.
[3]	Pass (loan is current and adequately protected by the current financial strength and debt service capacity of the borrower); special mention (loan with signs of potential weakness); substandard (loan with a well defined weakness that jeopardizes the timely full repayment); and doubtful (loan with a weakness that makes collection or liquidation in full highly questionable and improbable based on existing conditions and values).
[4]	Green (loan with acceptable risk); yellow (loan with signs of potential weakness); orange (loan with a well defined weakness that may jeopardize the timely full repayment); and red (loan with a weakness that makes timely collection or liquidation in full more questionable based on existing conditions and values).
[5]	Includes approximately $5.1 billion of unpaid principal balance as of December 31, 2012 classified as yellow due to no available current financial information.

Mortgage_Loans_Individually_Im

Mortgage Loans Individually Impaired Loans (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
In Millions, unless otherwise specified
Financing Receivable, Impaired [Line Items]	'		'		'
Individually impaired loans with related allowance recorded: unpaid principal balance	$185,695		$190,677		'
Individually impaired loans with related allowance recorded: total recorded investment	175,619	[1]	180,519	[1]	'
Related allowance for loan losses	37,729	[2],[3]	45,034	[2],[3]	'
Individually impaired loans with no related allowance recorded: unpaid principal balance	20,452	[4]	23,594	[4]	'
Individually impaired loans with no related allowance recorded: total recorded investment	17,660	[1],[4]	19,872	[1],[4]	'
Total individually impaired loans: unpaid principal balance	206,147	[2]	214,271	[2]	'
Total individually impaired loans: total recorded investment	193,279	[1],[2]	200,391	[1],[2]	'
Interest Receivable [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Related allowance for loan losses	688	[2]	998	[2]	'
Primary [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Individually impaired loans with related allowance recorded: unpaid principal balance	130,080	[5]	132,754	[5]	'
Individually impaired loans with related allowance recorded: total recorded investment	123,631	[1],[5]	126,106	[1],[5]	'
Related allowance for loan losses	24,145	[5]	28,610	[5]	'
Individually impaired loans with no related allowance recorded: unpaid principal balance	14,076	[4],[5]	16,222	[4],[5]	'
Individually impaired loans with no related allowance recorded: total recorded investment	12,305	[1],[4],[5]	13,901	[1],[4],[5]	'
Primary [Member] | Interest Receivable [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Related allowance for loan losses	430	[5]	628	[5]	'
Government [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Individually impaired loans with related allowance recorded: unpaid principal balance	213	[6]	214	[6]	'
Individually impaired loans with related allowance recorded: total recorded investment	210	[1],[6]	208	[1],[6]	'
Related allowance for loan losses	35	[6]	38	[6]	'
Individually impaired loans with no related allowance recorded: unpaid principal balance	120	[4],[6]	104	[4],[6]	'
Individually impaired loans with no related allowance recorded: total recorded investment	120	[1],[4],[6]	104	[1],[4],[6]	'
Government [Member] | Interest Receivable [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Related allowance for loan losses	5	[6]	4	[6]	'
Alt-A [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Individually impaired loans with related allowance recorded: unpaid principal balance	37,356		38,387		'
Individually impaired loans with related allowance recorded: total recorded investment	34,479	[1]	35,620	[1]	'
Related allowance for loan losses	9,364		11,154		'
Individually impaired loans with no related allowance recorded: unpaid principal balance	3,290	[4]	3,994	[4]	'
Individually impaired loans with no related allowance recorded: total recorded investment	2,428	[1],[4]	2,822	[1],[4]	'
Alt-A [Member] | Interest Receivable [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Related allowance for loan losses	187		267		'
Other [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Individually impaired loans with related allowance recorded: unpaid principal balance	15,789	[7]	16,873	[7]	'
Individually impaired loans with related allowance recorded: total recorded investment	15,023	[1],[7]	16,114	[1],[7]	'
Related allowance for loan losses	3,879	[7]	4,743	[7]	'
Individually impaired loans with no related allowance recorded: unpaid principal balance	1,039	[4],[7]	1,218	[4],[7]	'
Individually impaired loans with no related allowance recorded: total recorded investment	868	[1],[4],[7]	977	[1],[4],[7]	'
Other [Member] | Interest Receivable [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Related allowance for loan losses	56	[7]	86	[7]	'
Single-Family [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Individually impaired loans with related allowance recorded: unpaid principal balance	183,438		188,228		'
Individually impaired loans with related allowance recorded: total recorded investment	173,343	[1]	178,048	[1]	'
Related allowance for loan losses	37,423	[3]	44,545	[3]	'
Individually impaired loans with no related allowance recorded: unpaid principal balance	18,525	[4]	21,538	[4]	'
Individually impaired loans with no related allowance recorded: total recorded investment	15,721	[1],[4]	17,804	[1],[4]	'
Table Footnote [Abstract]	'		'		'
Troubled debt restructuring recorded investment	187,600		193,400		161,900
Single-Family [Member] | Interest Receivable [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Related allowance for loan losses	678		985		'
Multifamily [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Individually impaired loans with related allowance recorded: unpaid principal balance	2,257		2,449		'
Individually impaired loans with related allowance recorded: total recorded investment	2,276	[1]	2,471	[1]	'
Related allowance for loan losses	306	[3]	489	[3]	'
Individually impaired loans with no related allowance recorded: unpaid principal balance	1,927	[4]	2,056	[4]	'
Individually impaired loans with no related allowance recorded: total recorded investment	1,939	[1],[4]	2,068	[1],[4]	'
Table Footnote [Abstract]	'		'		'
Troubled debt restructuring recorded investment	911		1,100		956
Multifamily [Member] | Interest Receivable [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Related allowance for loan losses	$10		$13		'
[1]	Recorded investment consists of unpaid principal balance, unamortized premiums, discounts and other cost basis adjustments, and accrued interest receivable.
[2]	Includes single-family loans restructured in a TDR with a recorded investment of $187.6 billion, $193.4 billion and $161.9 billion as of December 31, 2013, 2012 and 2011, respectively. Includes multifamily loans restructured in a TDR with a recorded investment of $911 million, $1.1 billion and $956 million as of December 31, 2013, 2012 and 2011, respectively.
[3]	Includes acquired credit-impaired loans.
[4]	The discounted cash flows or collateral value equals or exceeds the carrying value of the loan and, as such, no valuation allowance is required.
[5]	Consists of mortgage loans that are not included in other loan classes.
[6]	Consists of mortgage loans guaranteed or insured, in whole or in part, by the U.S. government or one of its agencies that are not Alt-A.
[7]	Includes loans with higher-risk characteristics, such as interest-only loans and negative-amortizing loans, that are neither government nor Alt-A.

Mortgage_Loans_Individually_Im1

Mortgage Loans Individually Impaired Loans - 2 (Details) (USD $)	12 Months Ended
	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Financing Receivable, Impaired [Line Items]	'		'		'
Individually impaired loans with related allowance recorded: average recorded investment	$178,036,000,000		$167,089,000,000		$147,448,000,000
Individually impaired loans with related allowance recorded: total interest income recognized	6,011,000,000	[1]	5,705,000,000	[1]	5,267,000,000	[1]
Individually impaired loans with related allowance recorded: interest income recognized on a cash basis	791,000,000		872,000,000		1,014,000,000
Individually impaired loans with no related allowance recorded: average recorded investment	16,376,000,000	[2]	12,389,000,000	[2]	10,127,000,000	[2]
Individually impaired loans with no related allowance recorded: total interest income recognized	1,920,000,000	[1],[2]	1,486,000,000	[1],[2]	923,000,000	[1],[2]
Individually impaired loans with no related allowance recorded: interest income recognized on a cash basis	292,000,000	[2]	312,000,000	[2]	294,000,000	[2]
Individually impaired loans: average recorded investment	194,412,000,000	[3]	179,478,000,000	[3]	157,575,000,000	[3]
Individually impaired loans: total interest income recognized	7,931,000,000	[1],[3]	7,191,000,000	[1],[3]	6,190,000,000	[1],[3]
Individually impaired loans: interest income recognized on a cash basis	1,083,000,000	[3]	1,184,000,000	[3]	1,308,000,000	[3]
Primary [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Individually impaired loans with related allowance recorded: average recorded investment	124,659,000,000	[4]	115,767,000,000	[4]	100,797,000,000	[4]
Individually impaired loans with related allowance recorded: total interest income recognized	4,351,000,000	[1],[4]	4,077,000,000	[1],[4]	3,735,000,000	[1],[4]
Individually impaired loans with related allowance recorded: interest income recognized on a cash basis	603,000,000	[4]	654,000,000	[4]	733,000,000	[4]
Individually impaired loans with no related allowance recorded: average recorded investment	11,442,000,000	[2],[4]	8,264,000,000	[2],[4]	6,884,000,000	[2],[4]
Individually impaired loans with no related allowance recorded: total interest income recognized	1,369,000,000	[1],[2],[4]	1,075,000,000	[1],[2],[4]	606,000,000	[1],[2],[4]
Individually impaired loans with no related allowance recorded: interest income recognized on a cash basis	227,000,000	[2],[4]	231,000,000	[2],[4]	204,000,000	[2],[4]
Government [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Individually impaired loans with related allowance recorded: average recorded investment	213,000,000	[5]	216,000,000	[5]	229,000,000	[5]
Individually impaired loans with related allowance recorded: total interest income recognized	11,000,000	[1],[5]	11,000,000	[1],[5]	12,000,000	[1],[5]
Individually impaired loans with related allowance recorded: interest income recognized on a cash basis	0	[5]	0	[5]	0	[5]
Individually impaired loans with no related allowance recorded: average recorded investment	112,000,000	[2],[5]	78,000,000	[2],[5]	12,000,000	[2],[5]
Individually impaired loans with no related allowance recorded: total interest income recognized	8,000,000	[1],[2],[5]	7,000,000	[1],[2],[5]	7,000,000	[1],[2],[5]
Individually impaired loans with no related allowance recorded: interest income recognized on a cash basis	0	[2],[5]	0	[2],[5]	0	[2],[5]
Alt-A [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Individually impaired loans with related allowance recorded: average recorded investment	35,075,000,000		32,978,000,000		29,561,000,000
Individually impaired loans with related allowance recorded: total interest income recognized	1,096,000,000	[1]	1,048,000,000	[1]	982,000,000	[1]
Individually impaired loans with related allowance recorded: interest income recognized on a cash basis	135,000,000		151,000,000		186,000,000
Individually impaired loans with no related allowance recorded: average recorded investment	2,207,000,000	[2]	1,811,000,000	[2]	1,771,000,000	[2]
Individually impaired loans with no related allowance recorded: total interest income recognized	329,000,000	[1],[2]	253,000,000	[1],[2]	205,000,000	[1],[2]
Individually impaired loans with no related allowance recorded: interest income recognized on a cash basis	45,000,000	[2]	55,000,000	[2]	63,000,000	[2]
Other [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Individually impaired loans with related allowance recorded: average recorded investment	15,537,000,000	[6]	15,593,000,000	[6]	14,431,000,000	[6]
Individually impaired loans with related allowance recorded: total interest income recognized	425,000,000	[1],[6]	444,000,000	[1],[6]	435,000,000	[1],[6]
Individually impaired loans with related allowance recorded: interest income recognized on a cash basis	52,000,000	[6]	65,000,000	[6]	90,000,000	[6]
Individually impaired loans with no related allowance recorded: average recorded investment	752,000,000	[2],[6]	455,000,000	[2],[6]	467,000,000	[2],[6]
Individually impaired loans with no related allowance recorded: total interest income recognized	117,000,000	[1],[2],[6]	95,000,000	[1],[2],[6]	57,000,000	[1],[2],[6]
Individually impaired loans with no related allowance recorded: interest income recognized on a cash basis	17,000,000	[2],[6]	24,000,000	[2],[6]	19,000,000	[2],[6]
Single-Family [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Individually impaired loans with related allowance recorded: average recorded investment	175,484,000,000		164,554,000,000		145,018,000,000
Individually impaired loans with related allowance recorded: total interest income recognized	5,883,000,000	[1]	5,580,000,000	[1]	5,164,000,000	[1]
Individually impaired loans with related allowance recorded: interest income recognized on a cash basis	790,000,000		870,000,000		1,009,000,000
Individually impaired loans with no related allowance recorded: average recorded investment	14,513,000,000	[2]	10,608,000,000	[2]	9,134,000,000	[2]
Individually impaired loans with no related allowance recorded: total interest income recognized	1,823,000,000	[1],[2]	1,430,000,000	[1],[2]	875,000,000	[1],[2]
Individually impaired loans with no related allowance recorded: interest income recognized on a cash basis	289,000,000	[2]	310,000,000	[2]	286,000,000	[2]
Individually impaired loans: total interest income recognized	7,700,000,000		7,000,000,000		6,000,000,000
Individually impaired loans: contractual interest income	5,700,000,000		5,300,000,000		4,500,000,000
Individually impaired loans: effective yield adjustments	2,000,000,000		1,700,000,000		1,600,000,000
Multifamily [Member]	'		'		'
Financing Receivable, Impaired [Line Items]	'		'		'
Individually impaired loans with related allowance recorded: average recorded investment	2,552,000,000		2,535,000,000		2,430,000,000
Individually impaired loans with related allowance recorded: total interest income recognized	128,000,000	[1]	125,000,000	[1]	103,000,000	[1]
Individually impaired loans with related allowance recorded: interest income recognized on a cash basis	1,000,000		2,000,000		5,000,000
Individually impaired loans with no related allowance recorded: average recorded investment	1,863,000,000	[2]	1,781,000,000	[2]	993,000,000	[2]
Individually impaired loans with no related allowance recorded: total interest income recognized	97,000,000	[1],[2]	56,000,000	[1],[2]	48,000,000	[1],[2]
Individually impaired loans with no related allowance recorded: interest income recognized on a cash basis	$3,000,000	[2]	$2,000,000	[2]	$8,000,000	[2]
[1]	Total single-family interest income recognized of $7.7 billion for the year ended December 31, 2013 consists of $5.7 billion of contractual interest and $2.0 billion of effective yield adjustments. Total single-family interest income recognized of $7.0 billion for the year ended December 31, 2012 consists of $5.3 billion of contractual interest and $1.7 billion of effective yield adjustments. Total single-family interest income recognized of $6.0 billion for the year ended December 31, 2011 consists of $4.5 billion of contractual interest and $1.6 billion of effective yield adjustments.
[2]	The discounted cash flows or collateral value equals or exceeds the carrying value of the loan and, as such, no valuation allowance is required.
[3]	Includes single-family loans restructured in a TDR with a recorded investment of $187.6 billion, $193.4 billion and $161.9 billion as of December 31, 2013, 2012 and 2011, respectively. Includes multifamily loans restructured in a TDR with a recorded investment of $911 million, $1.1 billion and $956 million as of December 31, 2013, 2012 and 2011, respectively.
[4]	Consists of mortgage loans that are not included in other loan classes.
[5]	Consists of mortgage loans guaranteed or insured, in whole or in part, by the U.S. government or one of its agencies that are not Alt-A.
[6]	Includes loans with higher-risk characteristics, such as interest-only loans and negative-amortizing loans, that are neither government nor Alt-A.

Mortgage_Loans_TDR_Details

Mortgage Loans TDR (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012
	contracts		contracts
Financing Receivable, Modifications [Line Items]	'		'
Number of loans troubled debt restructurings activity	155,040		337,409
Recorded investment troubled debt restructurings activity	$24,436	[1]	$52,506	[1]
Number of loans troubled debt restructurings subsequent default	58,372		59,890
Recorded investment troubled debt restructurings subsequent default	9,476	[2]	10,605	[2]
Single-Family [Member]	'		'
Financing Receivable, Modifications [Line Items]	'		'
Number of loans troubled debt restructurings activity	155,007		337,363
Recorded investment troubled debt restructurings activity	24,223	[1]	52,182	[1]
Number of loans troubled debt restructurings subsequent default	58,363		59,883
Recorded investment troubled debt restructurings subsequent default	9,412	[2]	10,570	[2]
Multifamily [Member]	'		'
Financing Receivable, Modifications [Line Items]	'		'
Number of loans troubled debt restructurings activity	33		46
Recorded investment troubled debt restructurings activity	213	[1]	324	[1]
Number of loans troubled debt restructurings subsequent default	9		7
Recorded investment troubled debt restructurings subsequent default	64	[2]	35	[2]
Primary [Member]	'		'
Financing Receivable, Modifications [Line Items]	'		'
Number of loans troubled debt restructurings activity	126,998	[3]	270,913	[3]
Recorded investment troubled debt restructurings activity	19,016	[1],[3]	39,527	[1],[3]
Number of loans troubled debt restructurings subsequent default	45,539	[3]	46,824	[3]
Recorded investment troubled debt restructurings subsequent default	6,978	[2],[3]	7,828	[2],[3]
Government [Member]	'		'
Financing Receivable, Modifications [Line Items]	'		'
Number of loans troubled debt restructurings activity	312	[4]	394	[4]
Recorded investment troubled debt restructurings activity	35	[1],[4]	50	[1],[4]
Number of loans troubled debt restructurings subsequent default	130	[4]	200	[4]
Recorded investment troubled debt restructurings subsequent default	17	[2],[4]	33	[2],[4]
Alt-A [Member]	'		'
Financing Receivable, Modifications [Line Items]	'		'
Number of loans troubled debt restructurings activity	21,471		50,572
Recorded investment troubled debt restructurings activity	3,794	[1]	9,116	[1]
Number of loans troubled debt restructurings subsequent default	9,601		8,848
Recorded investment troubled debt restructurings subsequent default	1,732	[2]	1,761	[2]
Other [Member]	'		'
Financing Receivable, Modifications [Line Items]	'		'
Number of loans troubled debt restructurings activity	6,226	[5]	15,484	[5]
Recorded investment troubled debt restructurings activity	1,378	[1],[5]	3,489	[1],[5]
Number of loans troubled debt restructurings subsequent default	3,093	[5]	4,011	[5]
Recorded investment troubled debt restructurings subsequent default	$685	[2],[5]	$948	[2],[5]
[1]	Recorded investment consists of unpaid principal balance, unamortized premiums, discounts and other cost basis adjustments, and accrued interest receivable. Based on the nature of our modification programs, which do not include principal or past-due interest forgiveness, there is not a material difference between the recorded investment in our loans pre- and post- modification, therefore amounts represent recorded investment post-modification.
[2]	Recorded investment consists of unpaid principal balance, unamortized premiums, discounts and other cost basis adjustments, and accrued interest receivable. Represents our recorded investment in the loan at time of payment default.
[3]	Consists of mortgage loans that are not included in other loan classes.
[4]	Consists of mortgage loans guaranteed or insured, in whole or in part, by the U.S. government or one of its agencies that are not Alt-A.
[5]	Includes loans with higher-risk characteristics, such as interest-only loans and negative-amortizing loans, that are neither government nor Alt-A.

Allowance_for_Loan_Losses_Allo

Allowance for Loan Losses Allowance Rollforward (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Allowance for Loan Losses [Roll Forward]	'		'		'
Beginning balance	$58,795		$72,156		$61,556
(Benefit) provision for loan losses	-9,316	[1]	-1,191	[1]	25,914	[1]
Charge-offs	-8,867	[2],[3]	-15,139	[2],[3]	-21,170	[2],[3]
Recoveries	2,626		1,784		5,272
Transfers	0	[4]	0	[4]	0	[4]
Other	608	[5]	1,185	[5]	584	[5]
Ending balance	43,846		58,795		72,156
Fannie Mae [Member]	'		'		'
Allowance for Loan Losses [Roll Forward]	'		'		'
Beginning balance	50,519		57,309		48,530
(Benefit) provision for loan losses	-6,984	[1]	-1,613	[1]	14,080	[1]
Charge-offs	-8,611	[2],[3]	-14,316	[2],[3]	-19,398	[2],[3]
Recoveries	2,115		1,632		3,636
Transfers	2,962	[4]	6,466	[4]	9,980	[4]
Other	520	[5]	1,041	[5]	481	[5]
Ending balance	40,521		50,519		57,309
Consolidated Trusts [Member]	'		'		'
Allowance for Loan Losses [Roll Forward]	'		'		'
Beginning balance	8,276		14,847		13,026
(Benefit) provision for loan losses	-2,332	[1]	422	[1]	11,834	[1]
Charge-offs	-256	[2],[3]	-823	[2],[3]	-1,772	[2],[3]
Recoveries	511		152		1,636
Transfers	-2,962	[4]	-6,466	[4]	-9,980	[4]
Other	88	[5]	144	[5]	103	[5]
Ending balance	3,325		8,276		14,847
Single-Family [Member]	'		'		'
Allowance for Loan Losses [Roll Forward]	'		'		'
Beginning balance	57,687		70,633		59,980
(Benefit) provision for loan losses	-8,896	[1]	-1,017	[1]	25,623	[1]
Charge-offs	-8,714	[3]	-14,878	[3]	-20,798	[3]
Recoveries	2,626		1,784		5,272
Transfers	0	[4]	0	[4]	0	[4]
Other	604	[5]	1,165	[5]	556	[5]
Ending balance	43,307		57,687		70,633
Single-Family [Member] | Fannie Mae [Member]	'		'		'
Allowance for Loan Losses [Roll Forward]	'		'		'
Beginning balance	49,848		56,294		47,377
(Benefit) provision for loan losses	-6,751	[1]	-1,482	[1]	13,940	[1]
Charge-offs	-8,458	[3]	-14,055	[3]	-19,026	[3]
Recoveries	2,115		1,632		3,636
Transfers	2,932	[4]	6,437	[4]	9,901	[4]
Other	516	[5]	1,022	[5]	466	[5]
Ending balance	40,202		49,848		56,294
Single-Family [Member] | Consolidated Trusts [Member]	'		'		'
Allowance for Loan Losses [Roll Forward]	'		'		'
Beginning balance	7,839		14,339		12,603
(Benefit) provision for loan losses	-2,145	[1]	465	[1]	11,683	[1]
Charge-offs	-256	[3]	-823	[3]	-1,772	[3]
Recoveries	511		152		1,636
Transfers	-2,932	[4]	-6,437	[4]	-9,901	[4]
Other	88	[5]	143	[5]	90	[5]
Ending balance	3,105		7,839		14,339
Multifamily [Member]	'		'		'
Allowance for Loan Losses [Roll Forward]	'		'		'
Beginning balance	1,108		1,523		1,576
(Benefit) provision for loan losses	-420	[1]	-174	[1]	291	[1]
Charge-offs	-153	[3]	-261	[3]	-372	[3]
Transfers	0	[4]	0	[4]	0	[4]
Other	4	[5]	20	[5]	28	[5]
Ending balance	539		1,108		1,523
Multifamily [Member] | Fannie Mae [Member]	'		'		'
Allowance for Loan Losses [Roll Forward]	'		'		'
Beginning balance	671		1,015		1,153
(Benefit) provision for loan losses	-233	[1]	-131	[1]	140	[1]
Charge-offs	-153	[3]	-261	[3]	-372	[3]
Transfers	30	[4]	29	[4]	79	[4]
Other	4	[5]	19	[5]	15	[5]
Ending balance	319		671		1,015
Multifamily [Member] | Consolidated Trusts [Member]	'		'		'
Allowance for Loan Losses [Roll Forward]	'		'		'
Beginning balance	437		508		423
(Benefit) provision for loan losses	-187	[1]	-43	[1]	151	[1]
Charge-offs	0	[3]	0	[3]	0	[3]
Transfers	-30	[4]	-29	[4]	-79	[4]
Other	0	[5]	1	[5]	13	[5]
Ending balance	220		437		508
Interest Receivable [Member]	'		'		'
Allowance for Loan Losses [Roll Forward]	'		'		'
Charge-offs	-436		-872		-1,400
Interest Receivable [Member] | Fannie Mae [Member]	'		'		'
Allowance for Loan Losses [Roll Forward]	'		'		'
Ending balance	1,100		1,500		'
Interest Receivable [Member] | Consolidated Trusts [Member]	'		'		'
Allowance for Loan Losses [Roll Forward]	'		'		'
Ending balance	$104		$192		'
[1]	(Benefit) provision for loan losses is included in “Benefit (provision) for credit losses” in our consolidated statements of operations and comprehensive income (loss).
[2]	Total charge-offs include accrued interest of $436 million, $872 million and $1.4 billion for the years ended December 31, 2013, 2012 and 2011, respectively.
[3]	While we purchase the substantial majority of loans that are four or more months delinquent from our MBS trusts, we do not exercise this option to purchase loans during a forbearance period. Charge-offs of consolidated trusts generally represent loans that remained in our consolidated trusts at the time of default.
[4]	Includes transfers from trusts for delinquent loan purchases.
[5]	Amounts represent the net activity recorded in our allowances for accrued interest receivable and preforeclosure property taxes and insurance receivable from borrowers. The (benefit) provision for credit losses, charge-offs, recoveries and transfer activity included in this table reflects all changes for both the allowance for loan losses and the valuation allowances for accrued interest and preforeclosure property taxes and insurance receivable that relate to the mortgage loans.

Allowance_for_Loan_Losses_Allo1

Allowance for Loan Losses Allowance at Recorded Investment (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011	Dec. 31, 2010
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'	'
Allowance for loan losses for individually impaired loans	$37,729	[1],[2]	$45,034	[1],[2]	'	'
Allowance for loan losses for collectively reserved loans	6,117		13,761		'	'
Allowance for loan losses	43,846		58,795		72,156	61,556
Recorded investment in individually impaired loans	193,279	[2],[3]	200,391	[2],[3]	'	'
Recorded investment in collectively reserved loans	2,871,390	[3]	2,807,080	[3]	'	'
Total recorded investment in loans	3,064,669	[3]	3,007,471	[3]	'	'
Single-Family [Member]	'		'		'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'	'
Allowance for loan losses for individually impaired loans	37,423	[2]	44,545	[2]	'	'
Allowance for loan losses for collectively reserved loans	5,884		13,142		'	'
Allowance for loan losses	43,307		57,687		70,633	59,980
Recorded investment in individually impaired loans	189,064	[2],[3]	195,852	[2],[3]	'	'
Recorded investment in collectively reserved loans	2,689,627	[3]	2,620,568	[3]	'	'
Total recorded investment in loans	2,878,691	[3]	2,816,420	[3]	'	'
Multifamily [Member]	'		'		'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'		'	'
Allowance for loan losses for individually impaired loans	306	[2]	489	[2]	'	'
Allowance for loan losses for collectively reserved loans	233		619		'	'
Allowance for loan losses	539		1,108		1,523	1,576
Recorded investment in individually impaired loans	4,215	[2],[3]	4,539	[2],[3]	'	'
Recorded investment in collectively reserved loans	181,763	[3]	186,512	[3]	'	'
Total recorded investment in loans	$185,978	[3]	$191,051	[3]	'	'
[1]	Includes single-family loans restructured in a TDR with a recorded investment of $187.6 billion, $193.4 billion and $161.9 billion as of December 31, 2013, 2012 and 2011, respectively. Includes multifamily loans restructured in a TDR with a recorded investment of $911 million, $1.1 billion and $956 million as of December 31, 2013, 2012 and 2011, respectively.
[2]	Includes acquired credit-impaired loans.
[3]	Recorded investment consists of unpaid principal balance, unamortized premiums, discounts and other cost basis adjustments, and accrued interest receivable.

Investments_in_Securities_Trad

Investments in Securities Trading 1 (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Schedule of Investments in Trading Securities [Line Items]	'	'
Trading, at fair value	$30,768	$40,695
Mortgage-related securities [Member]	'	'
Schedule of Investments in Trading Securities [Line Items]	'	'
Trading, at fair value	14,462	22,745
Fannie Mae [Member]	'	'
Schedule of Investments in Trading Securities [Line Items]	'	'
Trading, at fair value	5,870	6,248
Freddie Mac [Member]	'	'
Schedule of Investments in Trading Securities [Line Items]	'	'
Trading, at fair value	1,839	2,793
Ginnie Mae [Member]	'	'
Schedule of Investments in Trading Securities [Line Items]	'	'
Trading, at fair value	407	437
Alt-A private-label securities [Member]	'	'
Schedule of Investments in Trading Securities [Line Items]	'	'
Trading, at fair value	1,516	1,330
Subprime private-label securities [Member]	'	'
Schedule of Investments in Trading Securities [Line Items]	'	'
Trading, at fair value	1,448	1,319
CMBS [Member]	'	'
Schedule of Investments in Trading Securities [Line Items]	'	'
Trading, at fair value	2,718	9,826
Mortgage revenue bonds [Member]	'	'
Schedule of Investments in Trading Securities [Line Items]	'	'
Trading, at fair value	565	675
Other mortgage-related securities [Member]	'	'
Schedule of Investments in Trading Securities [Line Items]	'	'
Trading, at fair value	99	117
U.S. Treasury Securities [Member]	'	'
Schedule of Investments in Trading Securities [Line Items]	'	'
Trading, at fair value	$16,306	$17,950

Investments_in_Securities_Trad1

Investments in Securities Trading 2 (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Investments, Debt and Equity Securities [Abstract]	'	'	'
Net trading gains (losses)	$260	$1,004	$266
Net trading gains (losses) recorded in the period related to securities still held at period end	$297	$1,037	$267

Investments_in_Securities_Avai

Investments in Securities Available-for-sale Securities 1 (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Investments, Debt and Equity Securities [Abstract]	'		'		'
Gross realized gains	$1,632		$40		$182
Gross realized losses	979		16		90
Total proceeds	$15,157	[1]	$634	[1]	$2,152	[1]
[1]	Excludes proceeds from the initial sale of securities from new portfolio securitizations included in “Note 2, Consolidations and Transfers of Financial Assets.”

Investments_in_Securities_Avai1

Investments in Securities Available-for-sale Securities 2 (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]	'		'
Total amortized cost	$35,690	[1]	$61,766	[1]
Gross unrealized gains	3,364		3,464
Gross unrealized losses - OTTI	-385	[2]	-1,369	[2]
Gross unrealized losses, other	-498	[3]	-680	[3]
Total fair value	38,171		63,181
Fannie Mae [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Total amortized cost	6,227	[1]	9,580	[1]
Gross unrealized gains	390		871
Gross unrealized losses - OTTI	0	[2]	0	[2]
Gross unrealized losses, other	-44	[3]	-16	[3]
Total fair value	6,573		10,435
Freddie Mac [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Total amortized cost	6,365	[1]	8,652	[1]
Gross unrealized gains	477		728
Gross unrealized losses - OTTI	0	[2]	0	[2]
Gross unrealized losses, other	0	[3]	0	[3]
Total fair value	6,842		9,380
Ginnie Mae [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Total amortized cost	512	[1]	645	[1]
Gross unrealized gains	76		106
Gross unrealized losses - OTTI	0	[2]	0	[2]
Gross unrealized losses, other	0	[3]	0	[3]
Total fair value	588		751
Alt-A private-label securities [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Total amortized cost	6,240	[1]	11,356	[1]
Gross unrealized gains	1,151		452
Gross unrealized losses - OTTI	-40	[2]	-637	[2]
Gross unrealized losses, other	-2	[3]	-96	[3]
Total fair value	7,349		11,075
Subprime private-label securities [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Total amortized cost	6,232	[1]	8,137	[1]
Gross unrealized gains	991		217
Gross unrealized losses - OTTI	-102	[2]	-669	[2]
Gross unrealized losses, other	-53	[3]	-238	[3]
Total fair value	7,068		7,447
CMBS [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Total amortized cost	1,526	[1]	12,284	[1]
Gross unrealized gains	80		824
Gross unrealized losses - OTTI	0	[2]	0	[2]
Gross unrealized losses, other	0	[3]	-11	[3]
Total fair value	1,606		13,097
Mortgage revenue bonds [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Total amortized cost	5,645	[1]	7,782	[1]
Gross unrealized gains	35		157
Gross unrealized losses - OTTI	-228	[2]	-45	[2]
Gross unrealized losses, other	-196	[3]	-52	[3]
Total fair value	5,256		7,842
Other mortgage-related securities [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Total amortized cost	2,943	[1]	3,330	[1]
Gross unrealized gains	164		109
Gross unrealized losses - OTTI	-15	[2]	-18	[2]
Gross unrealized losses, other	-203	[3]	-267	[3]
Total fair value	$2,889		$3,154
[1]	Amortized cost consists of unpaid principal balance, unamortized premiums, discounts and other cost basis adjustments as well as net other-than-temporary impairments (“OTTI”) recognized in our consolidated statements of operations and comprehensive income (loss).
[2]	Represents the noncredit component of other-than-temporary impairments losses recorded in “Accumulated other comprehensive income” as well as cumulative changes in fair value of securities for which we previously recognized the credit component of other-than-temporary impairments.
[3]	Represents the gross unrealized losses on securities for which we have not recognized other-than-temporary impairments.

Investments_in_Securities_Avai2

Investments in Securities Available-for-sale Securities 3 (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Consecutive Months, Gross Unrealized Losses	($223)	($43)
Less Than 12 Consecutive Months, Fair Value	3,580	1,605
12 Consecutive Moths or Longer, Gross Unrealized Losses	-660	-2,006
12 Consecutive Months or Longer, Fair Value	3,802	12,862
Fannie Mae [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Consecutive Months, Gross Unrealized Losses	-40	-5
Less Than 12 Consecutive Months, Fair Value	975	599
12 Consecutive Moths or Longer, Gross Unrealized Losses	-4	-11
12 Consecutive Months or Longer, Fair Value	126	372
Alt-A private-label securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Consecutive Months, Gross Unrealized Losses	-12	-18
Less Than 12 Consecutive Months, Fair Value	490	541
12 Consecutive Moths or Longer, Gross Unrealized Losses	-30	-715
12 Consecutive Months or Longer, Fair Value	308	4,465
Subprime private-label securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Consecutive Months, Gross Unrealized Losses	-24	-14
Less Than 12 Consecutive Months, Fair Value	448	243
12 Consecutive Moths or Longer, Gross Unrealized Losses	-131	-893
12 Consecutive Months or Longer, Fair Value	1,332	5,058
CMBS [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Consecutive Months, Gross Unrealized Losses	'	0
Less Than 12 Consecutive Months, Fair Value	'	0
12 Consecutive Moths or Longer, Gross Unrealized Losses	'	-11
12 Consecutive Months or Longer, Fair Value	'	240
Mortgage revenue bonds [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Consecutive Months, Gross Unrealized Losses	-147	-3
Less Than 12 Consecutive Months, Fair Value	1,662	127
12 Consecutive Moths or Longer, Gross Unrealized Losses	-277	-94
12 Consecutive Months or Longer, Fair Value	970	1,198
Other mortgage-related securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Consecutive Months, Gross Unrealized Losses	0	-3
Less Than 12 Consecutive Months, Fair Value	5	95
12 Consecutive Moths or Longer, Gross Unrealized Losses	-218	-282
12 Consecutive Months or Longer, Fair Value	$1,066	$1,529

Investments_in_Securities_Othe

Investments in Securities Other-than-temporary Impairments 1 (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Investments, Debt and Equity Securities [Abstract]	'	'
Aggregate losses in continuous unrealized loss position	$660	$2,006
Fair value of securities with unrealized losses for 12 consecutive months or longer as percentage of amortized cost basis	85.00%	'

Investments_in_Securities_Othe1

Investments in Securities Other-than-temporary Impairments 2 (Details) (USD $)

3 Months Ended

12 Months Ended

In Millions, unless otherwise specified

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Mar. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

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

'

'

'

'

'

'

'

'

'

'

'

Net other-than-temporary impairments recognized in earnings related to securities in which we had the change in intent to sell before recovery of the amortized cost basis of securities

'

'

'

'

'

'

'

'

$34

'

'

Net other-than-temporary impairments

22

27

6

9

12

38

599

64

64

[1]

713

308

Alt-A private-label securities [Member]

'

'

'

'

'

'

'

'

'

'

'

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

'

'

'

'

'

'

'

'

'

'

'

Net other-than-temporary impairments

'

'

'

'

'

'

'

'

34

365

563

Subprime private-label securities [Member]

'

'

'

'

'

'

'

'

'

'

'

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

'

'

'

'

'

'

'

'

'

'

'

Net other-than-temporary impairments

'

'

'

'

'

'

'

'

5

329

-303

Other mortgage-related securities [Member]

'

'

'

'

'

'

'

'

'

'

'

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

'

'

'

'

'

'

'

'

'

'

'

Net other-than-temporary impairments

'

'

'

'

'

'

'

'

$25

$19

$48

[1]

Includes $34 million of other-than-temporary impairments recognized in earnings for the year ended December 31, 2013, related to our intent to sell the related securities before recovery of their amortized cost basis.

Investments_in_Securities_Othe2

Investments in Securities Other-than-temporary Impairments 3 (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'	'	'
Unrealized noncredit loss (gain) recognized in Other Comprehensive Income	$118	($402)	$306
Available-for-sale Securities [Member]	'	'	'
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]	'	'	'
Balance, beginning of period	9,214	8,915	'
Additions for the credit component on debt securities for which OTTI was not previously recognized	20	15	'
Additions for the credit component on debt securities for which OTTI was previously recognized	10	698	'
Reductions for securities no longer in portfolio at period end	-543	-5	'
Reductions for securities which we intend to sell or it is more likely than not that we will be required to sell before recovery of amortized cost basis	-399	0	'
(Reductions) additions for amortization resulting from changes in cash flows expected to be collected over the remaining life of the securities	-398	-409	'
Balance, end of period	$7,904	$9,214	'

Investments_in_Securities_Othe3

Investments in Securities Other-than-temporary Impairments 4 (Details) (USD $)	Dec. 31, 2013
In Millions, unless otherwise specified
Subprime private-label securities [Member]	'
UPB and Modeled Attributes [Line Items]	'
Unpaid principal balance	$10,403
Weighted average collateral default (percent)	55.40%	[1]
Weighted average collateral severities (percent)	61.70%	[2]
Weighted average voluntary prepayment rates (percent)	2.40%	[3]
Average credit enhancement (percent)	12.40%	[4]
Alt-A Option ARM [Member]	'
UPB and Modeled Attributes [Line Items]	'
Unpaid principal balance	1,851
Weighted average collateral default (percent)	39.80%	[1]
Weighted average collateral severities (percent)	52.40%	[2]
Weighted average voluntary prepayment rates (percent)	6.30%	[3]
Average credit enhancement (percent)	6.20%	[4]
Alt-A Fixed Rate [Member]	'
UPB and Modeled Attributes [Line Items]	'
Unpaid principal balance	2,293
Weighted average collateral default (percent)	19.30%	[1]
Weighted average collateral severities (percent)	54.00%	[2]
Weighted average voluntary prepayment rates (percent)	9.70%	[3]
Average credit enhancement (percent)	5.20%	[4]
Alt-A Variable Rate [Member]	'
UPB and Modeled Attributes [Line Items]	'
Unpaid principal balance	1,725
Weighted average collateral default (percent)	37.90%	[1]
Weighted average collateral severities (percent)	48.10%	[2]
Weighted average voluntary prepayment rates (percent)	7.20%	[3]
Average credit enhancement (percent)	5.40%	[4]
Alt-A Hybrid Rate [Member]	'
UPB and Modeled Attributes [Line Items]	'
Unpaid principal balance	3,320
Weighted average collateral default (percent)	23.60%	[1]
Weighted average collateral severities (percent)	43.40%	[2]
Weighted average voluntary prepayment rates (percent)	8.60%	[3]
Average credit enhancement (percent)	2.90%	[4]
2004 and Prior [Member] | Subprime private-label securities [Member]	'
UPB and Modeled Attributes [Line Items]	'
Unpaid principal balance	442
Weighted average collateral default (percent)	31.00%	[1]
Weighted average collateral severities (percent)	55.40%	[2]
Weighted average voluntary prepayment rates (percent)	7.00%	[3]
Average credit enhancement (percent)	46.80%	[4]
2004 and Prior [Member] | Alt-A Option ARM [Member]	'
UPB and Modeled Attributes [Line Items]	'
Unpaid principal balance	209
Weighted average collateral default (percent)	24.80%	[1]
Weighted average collateral severities (percent)	52.10%	[2]
Weighted average voluntary prepayment rates (percent)	8.10%	[3]
Average credit enhancement (percent)	4.90%	[4]
2004 and Prior [Member] | Alt-A Fixed Rate [Member]	'
UPB and Modeled Attributes [Line Items]	'
Unpaid principal balance	999
Weighted average collateral default (percent)	11.00%	[1]
Weighted average collateral severities (percent)	50.90%	[2]
Weighted average voluntary prepayment rates (percent)	11.10%	[3]
Average credit enhancement (percent)	11.30%	[4]
2004 and Prior [Member] | Alt-A Variable Rate [Member]	'
UPB and Modeled Attributes [Line Items]	'
Unpaid principal balance	170
Weighted average collateral default (percent)	21.00%	[1]
Weighted average collateral severities (percent)	40.50%	[2]
Weighted average voluntary prepayment rates (percent)	8.20%	[3]
Average credit enhancement (percent)	20.80%	[4]
2004 and Prior [Member] | Alt-A Hybrid Rate [Member]	'
UPB and Modeled Attributes [Line Items]	'
Unpaid principal balance	569
Weighted average collateral default (percent)	15.30%	[1]
Weighted average collateral severities (percent)	36.40%	[2]
Weighted average voluntary prepayment rates (percent)	8.50%	[3]
Average credit enhancement (percent)	6.60%	[4]
2005 [Member] | Subprime private-label securities [Member]	'
UPB and Modeled Attributes [Line Items]	'
Unpaid principal balance	47
Weighted average collateral default (percent)	52.80%	[1]
Weighted average collateral severities (percent)	60.90%	[2]
Weighted average voluntary prepayment rates (percent)	2.70%	[3]
Average credit enhancement (percent)	48.50%	[4]
2005 [Member] | Alt-A Option ARM [Member]	'
UPB and Modeled Attributes [Line Items]	'
Unpaid principal balance	811
Weighted average collateral default (percent)	36.90%	[1]
Weighted average collateral severities (percent)	55.70%	[2]
Weighted average voluntary prepayment rates (percent)	6.90%	[3]
Average credit enhancement (percent)	8.00%	[4]
2005 [Member] | Alt-A Fixed Rate [Member]	'
UPB and Modeled Attributes [Line Items]	'
Unpaid principal balance	880
Weighted average collateral default (percent)	25.10%	[1]
Weighted average collateral severities (percent)	54.40%	[2]
Weighted average voluntary prepayment rates (percent)	9.10%	[3]
Average credit enhancement (percent)	0.70%	[4]
2005 [Member] | Alt-A Variable Rate [Member]	'
UPB and Modeled Attributes [Line Items]	'
Unpaid principal balance	415
Weighted average collateral default (percent)	36.80%	[1]
Weighted average collateral severities (percent)	47.40%	[2]
Weighted average voluntary prepayment rates (percent)	7.60%	[3]
Average credit enhancement (percent)	12.30%	[4]
2005 [Member] | Alt-A Hybrid Rate [Member]	'
UPB and Modeled Attributes [Line Items]	'
Unpaid principal balance	1,412
Weighted average collateral default (percent)	29.50%	[1]
Weighted average collateral severities (percent)	44.70%	[2]
Weighted average voluntary prepayment rates (percent)	8.30%	[3]
Average credit enhancement (percent)	2.90%	[4]
2006 [Member] | Subprime private-label securities [Member]	'
UPB and Modeled Attributes [Line Items]	'
Unpaid principal balance	9,439
Weighted average collateral default (percent)	56.70%	[1]
Weighted average collateral severities (percent)	62.80%	[2]
Weighted average voluntary prepayment rates (percent)	2.30%	[3]
Average credit enhancement (percent)	10.10%	[4]
2006 [Member] | Alt-A Option ARM [Member]	'
UPB and Modeled Attributes [Line Items]	'
Unpaid principal balance	831
Weighted average collateral default (percent)	46.50%	[1]
Weighted average collateral severities (percent)	49.90%	[2]
Weighted average voluntary prepayment rates (percent)	5.30%	[3]
Average credit enhancement (percent)	4.70%	[4]
2006 [Member] | Alt-A Fixed Rate [Member]	'
UPB and Modeled Attributes [Line Items]	'
Unpaid principal balance	414
Weighted average collateral default (percent)	27.00%	[1]
Weighted average collateral severities (percent)	56.20%	[2]
Weighted average voluntary prepayment rates (percent)	7.50%	[3]
Average credit enhancement (percent)	0.10%	[4]
2006 [Member] | Alt-A Variable Rate [Member]	'
UPB and Modeled Attributes [Line Items]	'
Unpaid principal balance	1,140
Weighted average collateral default (percent)	40.80%	[1]
Weighted average collateral severities (percent)	48.80%	[2]
Weighted average voluntary prepayment rates (percent)	7.00%	[3]
Average credit enhancement (percent)	0.60%	[4]
2006 [Member] | Alt-A Hybrid Rate [Member]	'
UPB and Modeled Attributes [Line Items]	'
Unpaid principal balance	1,251
Weighted average collateral default (percent)	20.60%	[1]
Weighted average collateral severities (percent)	43.70%	[2]
Weighted average voluntary prepayment rates (percent)	9.00%	[3]
Average credit enhancement (percent)	0.00%	[4]
2007 and After [Member] | Subprime private-label securities [Member]	'
UPB and Modeled Attributes [Line Items]	'
Unpaid principal balance	475
Weighted average collateral default (percent)	52.40%	[1]
Weighted average collateral severities (percent)	40.80%	[2]
Weighted average voluntary prepayment rates (percent)	1.60%	[3]
Average credit enhancement (percent)	23.30%	[4]
2007 and After [Member] | Alt-A Option ARM [Member]	'
UPB and Modeled Attributes [Line Items]	'
Unpaid principal balance	0
2007 and After [Member] | Alt-A Fixed Rate [Member]	'
UPB and Modeled Attributes [Line Items]	'
Unpaid principal balance	0
2007 and After [Member] | Alt-A Variable Rate [Member]	'
UPB and Modeled Attributes [Line Items]	'
Unpaid principal balance	0
2007 and After [Member] | Alt-A Hybrid Rate [Member]	'
UPB and Modeled Attributes [Line Items]	'
Unpaid principal balance	$88
Weighted average collateral default (percent)	24.30%	[1]
Weighted average collateral severities (percent)	43.50%	[2]
Weighted average voluntary prepayment rates (percent)	7.60%	[3]
Average credit enhancement (percent)	20.50%	[4]
[1]	The expected remaining cumulative default rate of the collateral pool backing the securities, as a percentage of the current collateral unpaid principal balance, weighted by security unpaid principal balance.
[2]	The expected remaining loss given default of the collateral pool backing the securities, calculated as the ratio of remaining cumulative loss divided by cumulative defaults, weighted by security unpaid principal balance.
[3]	The average monthly voluntary prepayment rate, weighted by security unpaid principal balance.
[4]	The average percent current credit enhancement provided by subordination of other securities. Excludes excess interest projections and monoline bond insurance.

Investments_in_Securities_Matu

Investments in Securities Maturity Information (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis, Fiscal Year Maturity [Abstract]	'		'
Total amortized cost	$35,690	[1]	$61,766	[1]
Total fair value	38,171		63,181
One Year or Less, Amortized Cost	40		'
One Year or Less, Fair Value	42		'
After One Year through Five Years, Amortized Cost	2,346		'
After One Year through Five Years, Fair Value	2,473		'
After Five Years through Ten Years, Amortized Cost	1,707		'
After Five Years through Ten Years, Fair Value	1,798		'
After Ten Years, Amortized Cost	31,597		'
After Ten Years, Fair Value	33,858		'
Weighted average yield (percent)	5.42%	[2]	'
One Year or Less, Weighted Average Yield	5.88%	[2]	'
After One Year through Five Years, Weighted Average Yield	4.58%	[2]	'
After Five Years through Ten Years, Weighted Average Yield	5.94%	[2]	'
After Ten Years, Weighted Average Yield	5.45%	[2]	'
Fannie Mae [Member]	'		'
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis, Fiscal Year Maturity [Abstract]	'		'
Total amortized cost	6,227	[1]	9,580	[1]
Total fair value	6,573		10,435
One Year or Less, Amortized Cost	0		'
One Year or Less, Fair Value	0		'
After One Year through Five Years, Amortized Cost	322		'
After One Year through Five Years, Fair Value	341		'
After Five Years through Ten Years, Amortized Cost	376		'
After Five Years through Ten Years, Fair Value	404		'
After Ten Years, Amortized Cost	5,529		'
After Ten Years, Fair Value	5,828		'
Freddie Mac [Member]	'		'
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis, Fiscal Year Maturity [Abstract]	'		'
Total amortized cost	6,365	[1]	8,652	[1]
Total fair value	6,842		9,380
One Year or Less, Amortized Cost	0		'
One Year or Less, Fair Value	0		'
After One Year through Five Years, Amortized Cost	327		'
After One Year through Five Years, Fair Value	349		'
After Five Years through Ten Years, Amortized Cost	674		'
After Five Years through Ten Years, Fair Value	729		'
After Ten Years, Amortized Cost	5,364		'
After Ten Years, Fair Value	5,764		'
Ginnie Mae [Member]	'		'
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis, Fiscal Year Maturity [Abstract]	'		'
Total amortized cost	512	[1]	645	[1]
Total fair value	588		751
One Year or Less, Amortized Cost	0		'
One Year or Less, Fair Value	0		'
After One Year through Five Years, Amortized Cost	1		'
After One Year through Five Years, Fair Value	1		'
After Five Years through Ten Years, Amortized Cost	33		'
After Five Years through Ten Years, Fair Value	38		'
After Ten Years, Amortized Cost	478		'
After Ten Years, Fair Value	549		'
Alt-A private-label securities [Member]	'		'
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis, Fiscal Year Maturity [Abstract]	'		'
Total amortized cost	6,240	[1]	11,356	[1]
Total fair value	7,349		11,075
One Year or Less, Amortized Cost	0		'
One Year or Less, Fair Value	0		'
After One Year through Five Years, Amortized Cost	1		'
After One Year through Five Years, Fair Value	1		'
After Five Years through Ten Years, Amortized Cost	0		'
After Five Years through Ten Years, Fair Value	0		'
After Ten Years, Amortized Cost	6,239		'
After Ten Years, Fair Value	7,348		'
Subprime private-label securities [Member]	'		'
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis, Fiscal Year Maturity [Abstract]	'		'
Total amortized cost	6,232	[1]	8,137	[1]
Total fair value	7,068		7,447
One Year or Less, Amortized Cost	0		'
One Year or Less, Fair Value	0		'
After One Year through Five Years, Amortized Cost	0		'
After One Year through Five Years, Fair Value	0		'
After Five Years through Ten Years, Amortized Cost	0		'
After Five Years through Ten Years, Fair Value	0		'
After Ten Years, Amortized Cost	6,232		'
After Ten Years, Fair Value	7,068		'
CMBS [Member]	'		'
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis, Fiscal Year Maturity [Abstract]	'		'
Total amortized cost	1,526	[1]	12,284	[1]
Total fair value	1,606		13,097
One Year or Less, Amortized Cost	0		'
One Year or Less, Fair Value	0		'
After One Year through Five Years, Amortized Cost	1,435		'
After One Year through Five Years, Fair Value	1,513		'
After Five Years through Ten Years, Amortized Cost	0		'
After Five Years through Ten Years, Fair Value	0		'
After Ten Years, Amortized Cost	91		'
After Ten Years, Fair Value	93		'
Mortgage revenue bonds [Member]	'		'
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis, Fiscal Year Maturity [Abstract]	'		'
Total amortized cost	5,645	[1]	7,782	[1]
Total fair value	5,256		7,842
One Year or Less, Amortized Cost	40		'
One Year or Less, Fair Value	42		'
After One Year through Five Years, Amortized Cost	260		'
After One Year through Five Years, Fair Value	264		'
After Five Years through Ten Years, Amortized Cost	584		'
After Five Years through Ten Years, Fair Value	586		'
After Ten Years, Amortized Cost	4,761		'
After Ten Years, Fair Value	4,364		'
Other mortgage-related securities [Member]	'		'
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis, Fiscal Year Maturity [Abstract]	'		'
Total amortized cost	2,943	[1]	3,330	[1]
Total fair value	2,889		3,154
One Year or Less, Amortized Cost	0		'
One Year or Less, Fair Value	0		'
After One Year through Five Years, Amortized Cost	0		'
After One Year through Five Years, Fair Value	4		'
After Five Years through Ten Years, Amortized Cost	40		'
After Five Years through Ten Years, Fair Value	41		'
After Ten Years, Amortized Cost	2,903		'
After Ten Years, Fair Value	$2,844		'
[1]	Amortized cost consists of unpaid principal balance, unamortized premiums, discounts and other cost basis adjustments as well as net other-than-temporary impairments (“OTTI”) recognized in our consolidated statements of operations and comprehensive income (loss).
[2]	Yields are determined by dividing interest income (including amortization and accretion of premiums, discounts and other cost basis adjustments) by amortized cost balances as of year-end. Yields on tax-exempt obligations have been computed on a tax equivalent basis.

Financial_Guarantees_Narrative

Financial Guarantees (Narratives) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Billions, unless otherwise specified
Guarantor Obligations [Line Items]	'	'
Maximum potential exposure under guarantees recognized in our consolidated balance sheets	$42.60	$50.60
Maximum potential exposure under guarantees not recognized in our consolidated balance sheets	7.3	8.3
Maximum amount recoverable for on-balance sheet guarantees through available credit enhancements and recourse with third parties	12	13.3
Maximum amount recoverable for off-balance sheet guarantees through available credit enhancements and recourse with third parties	$3.10	$3.60
Minimum [Member]	'	'
Guarantor Obligations [Line Items]	'	'
Contractual terms of our guarantees	'30 days	'30 days
Maximum [Member]	'	'
Guarantor Obligations [Line Items]	'	'
Contractual terms of our guarantees	'40 years	'40 years
Loans with higher risk characteristics (original debt service coverage ratio)	1.1	1.1
Loans with higher risk characteristics (current debt service coverage ratio)	1	1
Single-Family [Member] | Minimum [Member]	'	'
Guarantor Obligations [Line Items]	'	'
Serious delinquency, days past due	'90 days	'90 days
Multifamily [Member] | Minimum [Member]	'	'
Guarantor Obligations [Line Items]	'	'
Serious delinquency, days past due	'60 days	'60 days

Financial_Guarantees_Delinquen

Financial Guarantees Delinquency Status - Single-Family (Details) (Single-Family [Member])	Dec. 31, 2013		Dec. 31, 2012
Guaranty Book of Business [Member] | Conventional Loan [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
30 days delinquent, percentage (unpaid principal balance)	1.41%	[1],[2]	1.75%	[1],[2]
60 days delinquent, percentage (unpaid principal balance)	0.44%	[1],[2]	0.63%	[1],[2]
Seriously delinquent, percentage (unpaid principal balance)	2.54%	[1],[2],[3]	3.66%	[1],[2],[3]
30 days delinquent, percentage (loan count)	1.64%	[2],[4]	1.96%	[2],[4]
60 days delinquent, percentage (loan count)	0.49%	[2],[4]	0.66%	[2],[4]
Seriously delinquent, percentage (loan count)	2.38%	[2],[3],[4]	3.29%	[2],[3],[4]
Percentage of loans with detailed loan level information	99.00%		99.00%
Minimum [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Serious delinquency, days past due	'90 days		'90 days
Minimum [Member] | Guaranty Book of Business [Member] | Conventional Loan [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Percentage of loans with detailed loan level information	99.00%		99.00%
[1]	Calculated based on the aggregate unpaid principal balance of single-family conventional loans for each category divided by the aggregate unpaid principal balance of loans in our single-family conventional guaranty book of business.
[2]	Consists of the portion of our single-family conventional guaranty book of business for which we have detailed loan level information, which constituted approximately 99% of our total single-family conventional guaranty book of business as of December 31, 2013 and 2012.
[3]	Consists of single-family conventional loans that were 90 days or more past due or in the foreclosure process as of December 31, 2013 and 2012.
[4]	Calculated based on the number of single-family conventional loans that were delinquent divided by the total number of loans in our single-family conventional guaranty book of business.

Financial_Guarantees_Risk_Char

Financial Guarantees Risk Characteristics - Single-Family (Details) (Single-Family [Member])	Dec. 31, 2013		Dec. 31, 2012
Guaranty Book of Business [Member] | Conventional Loan [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Percentage of book of business	100.00%	[1],[2]	100.00%	[1],[2]
Seriously delinquent, percentage (loan count)	2.38%	[3],[4],[5]	3.29%	[3],[4],[5]
Percentage of loans with detailed loan level information	99.00%		99.00%
Guaranty Book of Business [Member] | Conventional Loan [Member] | 2005 [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Percentage of book of business	4.00%	[3],[6]	5.00%	[3],[6]
Seriously delinquent, percentage (loan count)	7.26%	[3],[5],[7]	7.79%	[3],[5],[7]
Guaranty Book of Business [Member] | Conventional Loan [Member] | 2006 [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Percentage of book of business	3.00%	[3],[6]	5.00%	[3],[6]
Seriously delinquent, percentage (loan count)	11.26%	[3],[5],[7]	12.15%	[3],[5],[7]
Guaranty Book of Business [Member] | Conventional Loan [Member] | 2007 [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Percentage of book of business	5.00%	[3],[6]	7.00%	[3],[6]
Seriously delinquent, percentage (loan count)	12.18%	[3],[5],[7]	12.99%	[3],[5],[7]
Guaranty Book of Business [Member] | Conventional Loan [Member] | 2008 [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Percentage of book of business	3.00%	[3],[6]	5.00%	[3],[6]
Seriously delinquent, percentage (loan count)	6.69%	[3],[5],[7]	6.63%	[3],[5],[7]
Guaranty Book of Business [Member] | Conventional Loan [Member] | All Other Vintages [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Percentage of book of business	85.00%	[3],[6]	78.00%	[3],[6]
Seriously delinquent, percentage (loan count)	1.02%	[3],[5],[7]	1.36%	[3],[5],[7]
Guaranty Book of Business [Member] | Conventional Loan [Member] | Alt-A [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Percentage of book of business	5.00%	[3],[6]	6.00%	[3],[6]
Seriously delinquent, percentage (loan count)	9.23%	[3],[5],[7]	11.36%	[3],[5],[7]
Guaranty Book of Business [Member] | Conventional Loan [Member] | Subprime [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Seriously delinquent, percentage (loan count)	16.93%	[3],[5],[7]	20.60%	[3],[5],[7]
Guaranty Book of Business [Member] | Conventional Loan [Member] | California	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Percentage of book of business	20.00%	[3],[6]	19.00%	[3],[6]
Seriously delinquent, percentage (loan count)	0.98%	[3],[5],[7]	1.69%	[3],[5],[7]
Guaranty Book of Business [Member] | Conventional Loan [Member] | Florida	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Percentage of book of business	6.00%	[3],[6]	6.00%	[3],[6]
Seriously delinquent, percentage (loan count)	6.89%	[3],[5],[7]	10.06%	[3],[5],[7]
Guaranty Book of Business [Member] | Conventional Loan [Member] | Illinois	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Percentage of book of business	4.00%	[3],[6]	4.00%	[3],[6]
Seriously delinquent, percentage (loan count)	3.12%	[3],[5],[7]	4.70%	[3],[5],[7]
Guaranty Book of Business [Member] | Conventional Loan [Member] | New Jersey	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Percentage of book of business	4.00%	[3],[6]	4.00%	[3],[6]
Seriously delinquent, percentage (loan count)	6.25%	[3],[5],[7]	6.92%	[3],[5],[7]
Guaranty Book of Business [Member] | Conventional Loan [Member] | New York	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Percentage of book of business	5.00%	[3],[6]	6.00%	[3],[6]
Seriously delinquent, percentage (loan count)	4.42%	[3],[5],[7]	4.70%	[3],[5],[7]
Guaranty Book of Business [Member] | Conventional Loan [Member] | All Other States [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Percentage of book of business	61.00%	[3],[6]	61.00%	[3],[6]
Seriously delinquent, percentage (loan count)	1.85%	[3],[5],[7]	2.56%	[3],[5],[7]
Guaranty Book of Business [Member] | Conventional Loan [Member] | Estimated Mark-to-Market Loan-to-Value Ratio Greater Than 100% [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Percentage of book of business	7.00%	[3],[6]	13.00%	[3],[6]
Seriously delinquent, percentage (loan count)	12.22%	[3],[5],[7]	13.42%	[3],[5],[7]
Maximum [Member] | Guaranty Book of Business [Member] | Conventional Loan [Member] | Subprime [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Percentage of book of business	0.50%	[3],[6],[8]	0.50%	[3],[6],[8]
Minimum [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Serious delinquency, days past due	'90 days		'90 days
Minimum [Member] | Guaranty Book of Business [Member] | Conventional Loan [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Percentage of loans with detailed loan level information	99.00%		99.00%
Original LTV Ratio Greater Than 90% and FICO Score Less Than 620 [Member] | Guaranty Book of Business [Member] | Conventional Loan [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Percentage of book of business	1.00%	[3],[6]	1.00%	[3],[6]
Seriously delinquent, percentage (loan count)	10.90%	[3],[5],[7]	14.76%	[3],[5],[7]
[1]	Consists of the portion of our single-family conventional guaranty book of business for which we have detailed loan level information, which constituted over 99% of our total single-family conventional guaranty book of business as of December 31, 2013 and 2012.
[2]	Midwest consists of IL, IN, IA, MI, MN, NE, ND, OH, SD, WI; Northeast consists of CT, DE, ME, MA, NH, NJ, NY, PA, PR, RI, VT, VI; Southeast consists of AL, DC, FL, GA, KY, MD, MS, NC, SC, TN, VA, WV; Southwest consists of AZ, AR, CO, KS, LA, MO, NM, OK, TX, UT; West consists of AK, CA, GU, HI, ID, MT, NV, OR, WA and WY.
[3]	Consists of the portion of our single-family conventional guaranty book of business for which we have detailed loan level information, which constituted approximately 99% of our total single-family conventional guaranty book of business as of December 31, 2013 and 2012.
[4]	Calculated based on the number of single-family conventional loans that were delinquent divided by the total number of loans in our single-family conventional guaranty book of business.
[5]	Consists of single-family conventional loans that were 90 days or more past due or in the foreclosure process as of December 31, 2013 and 2012.
[6]	Calculated based on the aggregate unpaid principal balance of single-family conventional loans for each category divided by the aggregate unpaid principal balance of loans in our single-family conventional guaranty book of business.
[7]	Calculated based on the number of single-family conventional loans that were seriously delinquent divided by the total number of single-family conventional loans for each category included in our guaranty book of business.
[8]	Represents less than 0.5% of the single-family conventional guaranty book of business.

Financial_Guarantees_Delinquen1

Financial Guarantees Delinquency Status - Multifamily (Details) (Multifamily [Member])	Dec. 31, 2013		Dec. 31, 2012
Guaranty Book of Business [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
30 days delinquent, percentage (unpaid principal balance)	0.03%	[1],[2]	0.23%	[1],[2]
Seriously delinquent, percentage (unpaid principal balance)	0.10%	[1],[2],[3]	0.24%	[1],[2],[3]
Percentage of loans with detailed loan level information	99.00%		99.00%
Minimum [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Serious delinquency, days past due	'60 days		'60 days
Original Debt Service Coverage Ratio Less Than or Equal to 1.1 [Member] | Guaranty Book of Business [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Seriously delinquent, percentage (loan count)	'		0.22%	[1],[3],[4]
Original Debt Service Coverage Ratio Less Than or Equal to 1.1 [Member] | Maximum [Member] | Guaranty Book of Business [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Seriously delinquent, percentage (loan count)	0.01%	[1],[3],[4],[5]	'
[1]	Consists of the portion of our multifamily guaranty book of business for which we have detailed loan level information, which constituted approximately 99% of our total multifamily guaranty book of business as of December 31, 2013 and 2012, excluding loans that have been defeased.
[2]	Calculated based on the aggregate unpaid principal balance of multifamily loans for each category divided by the aggregate unpaid principal balance of loans in our multifamily guaranty book of business.
[3]	Consists of multifamily loans that were 60 days or more past due as of the dates indicated.
[4]	Calculated based on the unpaid principal balance of multifamily loans that were seriously delinquent divided by the aggregate unpaid principal balance of multifamily loans for each category included in our guaranty book of business.
[5]	Represents a serious delinquency rate of less than 0.005%.

Financial_Guarantees_Risk_Char1

Financial Guarantees Risk Characteristics - Multifamily (Details) (Multifamily [Member])	Dec. 31, 2013		Dec. 31, 2012
Minimum [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Serious delinquency, days past due	'60 days		'60 days
Current debt service coverage ratio reporting lag	'6 months		'6 months
Maximum [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Current debt service coverage ratio reporting lag	'12 months		'12 months
Guaranty Book of Business [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Percentage of book of business	100.00%	[1],[2]	100.00%	[1],[2]
Percentage of loans with detailed loan level information	99.00%		99.00%
Guaranty Book of Business [Member] | Original Debt Service Coverage Ratio Less Than or Equal to 1.1 [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Percentage of book of business	7.00%	[3],[4]	8.00%	[3],[4]
Seriously delinquent, percentage (loan count)	'		0.22%	[3],[5],[6]
Guaranty Book of Business [Member] | Original Debt Service Coverage Ratio Greater Than 1.1 [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Percentage of book of business	93.00%	[3],[4]	92.00%	[3],[4]
Seriously delinquent, percentage (loan count)	0.11%	[3],[5],[6]	0.25%	[3],[5],[6]
Guaranty Book of Business [Member] | Current Debt Service Coverage Ratio Less Than 1.0 [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Percentage of book of business	4.00%	[3],[4],[7]	5.00%	[3],[4],[7]
Seriously delinquent, percentage (loan count)	1.09%	[3],[5],[6],[7]	2.11%	[3],[5],[6],[7]
Guaranty Book of Business [Member] | Original Loan to Value Ratio Greater Than 80% [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Percentage of book of business	3.00%	[3],[4]	4.00%	[3],[4]
Seriously delinquent, percentage (loan count)	0.23%	[3],[5],[6]	0.36%	[3],[5],[6]
Guaranty Book of Business [Member] | Original Loan to Value Ratio Less Than or Equal to 80% [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Percentage of book of business	97.00%	[3],[4]	96.00%	[3],[4]
Seriously delinquent, percentage (loan count)	0.10%	[3],[5],[6]	0.24%	[3],[5],[6]
Guaranty Book of Business [Member] | Maximum [Member] | Original Debt Service Coverage Ratio Less Than or Equal to 1.1 [Member]	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Seriously delinquent, percentage (loan count)	0.01%	[3],[5],[6],[8]	'
[1]	Consists of the portion of our multifamily guaranty book of business for which we have detailed loan level information, which constituted 99% of our total multifamily guaranty book of business as of December 31, 2013 and 2012.
[2]	Midwest consists of IL, IN, IA, MI, MN, NE, ND, OH, SD, WI; Northeast consists of CT, DE, ME, MA, NH, NJ, NY, PA, PR, RI, VT, VI; Southeast consists of AL, DC, FL, GA, KY, MD, MS, NC, SC, TN, VA, WV; Southwest consists of AZ, AR, CO, KS, LA, MO, NM, OK, TX, UT; West consists of AK, CA, GU, HI, ID, MT, NV, OR, WA and WY.
[3]	Consists of the portion of our multifamily guaranty book of business for which we have detailed loan level information, which constituted approximately 99% of our total multifamily guaranty book of business as of December 31, 2013 and 2012, excluding loans that have been defeased.
[4]	Calculated based on the aggregate unpaid principal balance of multifamily loans for each category divided by the aggregate unpaid principal balance of loans in our multifamily guaranty book of business.
[5]	Consists of multifamily loans that were 60 days or more past due as of the dates indicated.
[6]	Calculated based on the unpaid principal balance of multifamily loans that were seriously delinquent divided by the aggregate unpaid principal balance of multifamily loans for each category included in our guaranty book of business.
[7]	Our estimates of current DSCRs are based on the latest available income information for these properties. Although we use the most recently available results of our multifamily borrowers, there is a lag in reporting, which typically can range from 6 to 12 months.
[8]	Represents a serious delinquency rate of less than 0.005%.

Acquired_Property_Net_Details

Acquired Property Net (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Acquired Property [Roll Forward]	'		'		'
Beginning balance, January 1	$10,489	[1]	$11,373	[1]	$16,173	[1]
Additions	15,662		16,292		18,049
Disposals	-13,919		-16,629		-21,617
Write-downs, net of recoveries	-611		-547		-1,232
Ending balance, December 31	11,621	[1]	10,489	[1]	11,373	[1]
Valuation allowance	$686		$669		$1,000
[1]	Includes valuation allowance of $686 million, $669 million and $1.0 billion for the years ended December 31, 2013, 2012 and 2011, respectively.

Acquired_Property_Net_HeldforU

Acquired Property Net (Held-for-Use) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Foreclosed Properties Acquired Held-for-Use [Roll Forward]	'	'	'
Beginning balance, January 1	$873	$835	$889
Transfers in from held for sale, net and additions	544	1,173	1,045
Transfers to held for sale, net	-1,027	-748	-547
Depreciation, asset write−downs and other	-134	-387	-552
Ending balance, December 31	$256	$873	$835

ShortTerm_Borrowings_and_LongT2

Short-Term Borrowings and Long-Term Debt Short-term Debt (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
Short-term Borrowings [Line Items]	'		'
Short-term debt, outstanding	$74,449,000,000		$108,716,000,000
Short-term debt, Weighted-average Interest Rate	0.13%	[1]	0.16%	[1]
Secured Uncommitted Line of Credit [Member]	'		'
Short-term Borrowings [Line Items]	'		'
Line of credit maximum borrowing capacity	20,000,000,000		15,000,000,000
Line of credit amount outstanding	0		0
Fannie Mae [Member]	'		'
Short-term Borrowings [Line Items]	'		'
Short-term debt, outstanding	72,295,000,000		105,233,000,000
Short-term debt, Weighted-average Interest Rate	0.13%	[1]	0.16%	[1]
Fannie Mae [Member] | Fixed-Rate Discount Notes [Member]	'		'
Short-term Borrowings [Line Items]	'		'
Short-term debt, outstanding	71,933,000,000	[2]	104,730,000,000	[2]
Short-term debt, Weighted-average Interest Rate	0.12%	[1],[2]	0.15%	[1],[2]
Fannie Mae [Member] | Fixed-Rate Foreign Exchange Discount Notes [Member]	'		'
Short-term Borrowings [Line Items]	'		'
Short-term debt, outstanding	362,000,000	[3]	503,000,000	[3]
Short-term debt, Weighted-average Interest Rate	1.07%	[1],[3]	1.61%	[1],[3]
Consolidated Trusts [Member]	'		'
Short-term Borrowings [Line Items]	'		'
Short-term debt, outstanding	$2,154,000,000		$3,483,000,000
Short-term debt, Weighted-average Interest Rate	0.09%	[1]	0.15%	[1]
Minimum [Member] | Fannie Mae [Member] | Fixed-Rate Foreign Exchange Discount Notes [Member]	'		'
Short-term Borrowings [Line Items]	'		'
Short-term debt instrument maturity	'5 days		'5 days
Maximum [Member] | Fannie Mae [Member] | Fixed-Rate Discount Notes [Member]	'		'
Short-term Borrowings [Line Items]	'		'
Short-term debt instrument maturity	'360 days		'360 days
Maximum [Member] | Fannie Mae [Member] | Fixed-Rate Foreign Exchange Discount Notes [Member]	'		'
Short-term Borrowings [Line Items]	'		'
Short-term debt instrument maturity	'360 days		'360 days
[1]	Includes the effects of discounts, premiums and other cost basis adjustments.
[2]	Represents unsecured general obligations with maturities ranging from overnight to 360 days from the date of issuance.
[3]	Represents foreign exchange discount notes we issue in the Euro commercial paper market with maturities ranging from 5 to 360 days which enable investors to hold short-term investments in different currencies. We do not incur foreign exchange risk on these transactions, as we simultaneously enter into foreign currency swaps that have the effect of converting debt that we issue in foreign denominated currencies into U.S. dollars.

ShortTerm_Borrowings_and_LongT3

Short-Term Borrowings and Long-Term Debt Long-term Debt (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
Long-Term Debt [Line Items]	'		'
Long-term debt, outstanding	$3,160,074,000,000	[1]	$3,080,801,000,000
Long-term debt, weighted-average interest rate	3.10%	[2]	3.18%	[2]
Fannie Mae [Member]	'		'
Long-Term Debt [Line Items]	'		'
Long-term debt, outstanding	457,139,000,000	[3],[4]	510,631,000,000	[3]
Long-term debt, weighted-average interest rate	2.14%	[2],[3]	2.25%	[2],[3]
Net unamortized discount, fair value adjustments and other cost basis adjustments	4,800,000,000		6,000,000,000
Fannie Mae [Member] | Senior Fixed [Member]	'		'
Long-Term Debt [Line Items]	'		'
Long-term debt, outstanding	412,805,000,000		465,569,000,000
Long-term debt, weighted-average interest rate	2.24%	[2]	2.35%	[2]
Fannie Mae [Member] | Senior Fixed Benchmark Notes and Bonds [Member]	'		'
Long-Term Debt [Line Items]	'		'
Long-term debt, outstanding	212,234,000,000		251,768,000,000
Long-term debt, weighted-average interest rate	2.45%	[2]	2.59%	[2]
Fannie Mae [Member] | Senior Fixed Medium-Term Notes [Member]	'		'
Long-Term Debt [Line Items]	'		'
Long-term debt, outstanding	161,445,000,000	[5]	172,288,000,000	[5]
Long-term debt, weighted-average interest rate	1.28%	[2],[5]	1.35%	[2],[5]
Fannie Mae [Member] | Senior Fixed Foreign Exchange Notes and Bonds [Member]	'		'
Long-Term Debt [Line Items]	'		'
Long-term debt, outstanding	682,000,000		694,000,000
Long-term debt, weighted-average interest rate	5.41%	[2]	5.44%	[2]
Fannie Mae [Member] | Senior Fixed Other Debt [Member]	'		'
Long-Term Debt [Line Items]	'		'
Long-term debt, outstanding	38,444,000,000	[1],[6]	40,819,000,000	[1],[6]
Long-term debt, weighted-average interest rate	4.99%	[1],[2],[6]	4.99%	[1],[2],[6]
Fannie Mae [Member] | Senior Floating [Member]	'		'
Long-Term Debt [Line Items]	'		'
Long-term debt, outstanding	39,396,000,000		38,998,000,000
Long-term debt, weighted-average interest rate	0.32%	[2]	0.33%	[2]
Fannie Mae [Member] | Senior Floating Medium-Term Notes [Member]	'		'
Long-Term Debt [Line Items]	'		'
Long-term debt, outstanding	38,441,000,000	[5]	38,633,000,000	[5]
Long-term debt, weighted-average interest rate	0.20%	[2],[5]	0.27%	[2],[5]
Fannie Mae [Member] | Senior Floating Other Debt [Member]	'		'
Long-Term Debt [Line Items]	'		'
Long-term debt, outstanding	955,000,000	[1],[6]	365,000,000	[1],[6]
Long-term debt, weighted-average interest rate	5.18%	[1],[2],[6]	8.22%	[1],[2],[6]
Fannie Mae [Member] | Subordinated Fixed [Member]	'		'
Long-Term Debt [Line Items]	'		'
Long-term debt, outstanding	4,676,000,000		5,719,000,000
Long-term debt, weighted-average interest rate	8.76%	[2]	7.75%	[2]
Fannie Mae [Member] | Subordinated Fixed Qualifying Subordinated [Member]	'		'
Long-Term Debt [Line Items]	'		'
Long-term debt, outstanding	1,169,000,000		2,522,000,000
Long-term debt, weighted-average interest rate	5.27%	[2]	5.00%	[2]
Fannie Mae [Member] | Subordinated Fixed Subordinated Debentures [Member]	'		'
Long-Term Debt [Line Items]	'		'
Long-term debt, outstanding	3,507,000,000	[7]	3,197,000,000	[7]
Long-term debt, weighted-average interest rate	9.92%	[2],[7]	9.92%	[2],[7]
Fannie Mae [Member] | Secured Borrowings [Member]	'		'
Long-Term Debt [Line Items]	'		'
Long-term debt, outstanding	262,000,000	[8]	345,000,000	[8]
Long-term debt, weighted-average interest rate	1.86%	[2],[8]	1.87%	[2],[8]
Consolidated Trusts [Member]	'		'
Long-Term Debt [Line Items]	'		'
Long-term debt, outstanding	$2,702,935,000,000	[1],[9]	$2,570,170,000,000	[1]
Long-term debt, weighted-average interest rate	3.26%	[1],[2]	3.36%	[1],[2]
Minimum [Member] | Fannie Mae [Member]	'		'
Long-Term Debt [Line Items]	'		'
Medium-term notes original contractual maturity	'1 year		'1 year
Maximum [Member] | Fannie Mae [Member]	'		'
Long-Term Debt [Line Items]	'		'
Medium-term notes original contractual maturity	'10 years		'10 years
[1]	Includes a portion of structured debt instruments that is reported at fair value.
[2]	Includes the effects of discounts, premiums and other cost basis adjustments.
[3]	Reported amounts include a net unamortized discount, fair value adjustments and other cost basis adjustments of $4.8 billion and $6.0 billion as of December 31, 2013 and 2012, respectively.
[4]	Reported amount includes a net unamortized discount, fair value adjustments and other cost basis adjustments of $4.8 billion.
[5]	Includes long-term debt with an original contractual maturity of greater than 1 year and up to 10 years, excluding zero-coupon debt.
[6]	Includes long-term debt that is not included in other debt categories.
[7]	Consists of subordinated debt issued with an interest deferral feature.
[8]	Represents our remaining liability resulting from the transfer of financial assets from our consolidated balance sheets that did not qualify as a sale under the accounting guidance for the transfer of financial instruments.
[9]	Contractual maturity of debt of consolidated trusts is not a reliable indicator of expected maturity because borrowers of the underlying loans generally have the right to prepay their obligations at any time.

ShortTerm_Borrowings_and_LongT4

Short-Term Borrowings and Long-Term Debt Characteristics of Debt (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
Long-term Debt by Year of Maturity [Abstract]	'		'
Total long-term debt	$3,160,074,000,000	[1]	$3,080,801,000,000
Fannie Mae [Member]	'		'
Long-Term Debt [Line Items]	'		'
Face amount	534,300,000,000		621,800,000,000
Long-term Debt by Year of Maturity [Abstract]	'		'
2014	89,844,000,000		'
2015	70,896,000,000		'
2016	80,015,000,000		'
2017	81,896,000,000		'
2018	52,098,000,000		'
Thereafter	82,390,000,000		'
Total long-term debt	457,139,000,000	[2],[3]	510,631,000,000	[2]
Net unamortized discount, fair value adjustments and other cost basis adjustments	4,800,000,000		6,000,000,000
Fannie Mae [Member] | Zero-Coupon Debt [Member]	'		'
Long-Term Debt [Line Items]	'		'
Face amount	86,800,000,000		120,700,000,000
Effective interest rate	1.29%		0.93%
Consolidated Trusts [Member]	'		'
Long-term Debt by Year of Maturity [Abstract]	'		'
Total long-term debt	2,702,935,000,000	[1],[4]	2,570,170,000,000	[1]
Callable [Member] | Fannie Mae [Member]	'		'
Long-Term Debt [Line Items]	'		'
Outstanding debt	168,400,000,000		177,800,000,000
Assuming Callable Debt Redeemed at Next Available Call Date [Member]	'		'
Long-term Debt by Year of Maturity [Abstract]	'		'
Total long-term debt	3,160,074,000,000	[1]	'
Assuming Callable Debt Redeemed at Next Available Call Date [Member] | Fannie Mae [Member]	'		'
Long-term Debt by Year of Maturity [Abstract]	'		'
2014	246,234,000,000		'
2015	73,214,000,000		'
2016	48,931,000,000		'
2017	44,430,000,000		'
2018	20,813,000,000		'
Thereafter	23,517,000,000		'
Total long-term debt	457,139,000,000	[3]	'
Assuming Callable Debt Redeemed at Next Available Call Date [Member] | Consolidated Trusts [Member]	'		'
Long-term Debt by Year of Maturity [Abstract]	'		'
Total long-term debt	$2,702,935,000,000	[4]	'
[1]	Includes a portion of structured debt instruments that is reported at fair value.
[2]	Reported amounts include a net unamortized discount, fair value adjustments and other cost basis adjustments of $4.8 billion and $6.0 billion as of December 31, 2013 and 2012, respectively.
[3]	Reported amount includes a net unamortized discount, fair value adjustments and other cost basis adjustments of $4.8 billion.
[4]	Contractual maturity of debt of consolidated trusts is not a reliable indicator of expected maturity because borrowers of the underlying loans generally have the right to prepay their obligations at any time.

Derivative_Instruments_Derivat1

Derivative Instruments Derivatives 1 - Notional and FV Position (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
Asset Derivatives [Abstract]	'		'
Notional amount	$245,573,000,000		$396,866,000,000
Derivative asset, estimated fair value	2,073,000,000		435,000,000
Netting adjustment	-8,422,000,000	[1]	-15,791,000,000	[1]
Derivative Liabilities [Abstract]	'		'
Notional amount	380,094,000,000		464,145,000,000
Derivative liability, estimated fair value	-1,469,000,000		-705,000,000
Table Footnote [Abstract]	'		'
Cash collateral posted for derivative instruments	2,000,000,000		6,300,000,000
Cash collateral received for derivative instruments	1,000,000,000		0
Risk management derivatives [Member]	'		'
Asset Derivatives [Abstract]	'		'
Notional amount	205,736,000,000		331,075,000,000
Derivative asset, estimated fair value	9,444,000,000		14,828,000,000
Accrued interest receivable, estimated fair value	786,000,000		1,242,000,000
Netting adjustment	-8,422,000,000	[1],[2]	-15,791,000,000	[1],[2]
Total net risk management derivatives	1,808,000,000		279,000,000
Derivative Liabilities [Abstract]	'		'
Notional amount	346,994,000,000		370,879,000,000
Derivative liability, estimated fair value	-9,695,000,000		-20,946,000,000
Accrued interest receivable (payable), estimated fair value	-930,000,000		-1,508,000,000
Netting adjustment	9,370,000,000	[1],[2]	22,046,000,000	[1],[2]
Total net risk management derivatives	-1,255,000,000		-408,000,000
Mortgage commitment derivatives [Member]	'		'
Asset Derivatives [Abstract]	'		'
Notional amount	39,837,000,000		65,791,000,000
Derivative asset, estimated fair value	265,000,000		156,000,000
Netting adjustment	0	[1]	0	[1]
Derivative Liabilities [Abstract]	'		'
Notional amount	33,100,000,000		93,266,000,000
Derivative liability, estimated fair value	-214,000,000		-297,000,000
Netting adjustment	0	[1]	0	[1]
Pay-fixed Swap [Member] | Risk management derivatives [Member]	'		'
Asset Derivatives [Abstract]	'		'
Notional amount	68,637,000,000		19,450,000,000
Derivative asset, estimated fair value	5,378,000,000		270,000,000
Derivative Liabilities [Abstract]	'		'
Notional amount	93,428,000,000		239,017,000,000
Derivative liability, estimated fair value	-4,759,000,000		-18,237,000,000
Receive-fixed Swap [Member] | Risk management derivatives [Member]	'		'
Asset Derivatives [Abstract]	'		'
Notional amount	67,527,000,000		231,346,000,000
Derivative asset, estimated fair value	3,320,000,000		10,514,000,000
Derivative Liabilities [Abstract]	'		'
Notional amount	156,250,000,000		57,190,000,000
Derivative liability, estimated fair value	-3,813,000,000		-200,000,000
Basis Swap [Member] | Risk management derivatives [Member]	'		'
Asset Derivatives [Abstract]	'		'
Notional amount	27,014,000,000		23,199,000,000
Derivative asset, estimated fair value	36,000,000		151,000,000
Derivative Liabilities [Abstract]	'		'
Notional amount	600,000,000		1,700,000,000
Derivative liability, estimated fair value	0		0
Foreign Currency Swap [Member] | Risk management derivatives [Member]	'		'
Asset Derivatives [Abstract]	'		'
Notional amount	389,000,000		686,000,000
Derivative asset, estimated fair value	120,000,000		193,000,000
Derivative Liabilities [Abstract]	'		'
Notional amount	653,000,000		509,000,000
Derivative liability, estimated fair value	-38,000,000		-45,000,000
Pay-fixed Swaption [Member] | Risk management derivatives [Member]	'		'
Asset Derivatives [Abstract]	'		'
Notional amount	33,400,000,000		33,050,000,000
Derivative asset, estimated fair value	445,000,000		102,000,000
Derivative Liabilities [Abstract]	'		'
Notional amount	48,025,000,000		36,225,000,000
Derivative liability, estimated fair value	-600,000,000		-184,000,000
Receive-fixed Swaption [Member] | Risk management derivatives [Member]	'		'
Asset Derivatives [Abstract]	'		'
Notional amount	8,000,000,000		15,970,000,000
Derivative asset, estimated fair value	117,000,000		3,572,000,000
Derivative Liabilities [Abstract]	'		'
Notional amount	48,025,000,000		36,225,000,000
Derivative liability, estimated fair value	-484,000,000		-2,279,000,000
Other [Member] | Risk management derivatives [Member]	'		'
Asset Derivatives [Abstract]	'		'
Notional amount	769,000,000	[3]	7,374,000,000	[3]
Derivative asset, estimated fair value	28,000,000	[3]	26,000,000	[3]
Derivative Liabilities [Abstract]	'		'
Notional amount	13,000,000	[3]	13,000,000	[3]
Derivative liability, estimated fair value	-1,000,000	[3]	-1,000,000	[3]
Mortgage Commitments to Purchase Whole Loans [Member] | Mortgage commitment derivatives [Member]	'		'
Asset Derivatives [Abstract]	'		'
Notional amount	1,138,000,000		12,360,000,000
Derivative asset, estimated fair value	1,000,000		27,000,000
Derivative Liabilities [Abstract]	'		'
Notional amount	4,353,000,000		5,232,000,000
Derivative liability, estimated fair value	-31,000,000		-8,000,000
Forward Contracts to Purchase Mortgage-related Securities [Member] | Mortgage commitment derivatives [Member]	'		'
Asset Derivatives [Abstract]	'		'
Notional amount	3,276,000,000		34,545,000,000
Derivative asset, estimated fair value	4,000,000		103,000,000
Derivative Liabilities [Abstract]	'		'
Notional amount	20,861,000,000		12,557,000,000
Derivative liability, estimated fair value	-168,000,000		-23,000,000
Forward Contracts to Sell Mortgage-related Securities [Member] | Mortgage commitment derivatives [Member]	'		'
Asset Derivatives [Abstract]	'		'
Notional amount	35,423,000,000		18,886,000,000
Derivative asset, estimated fair value	260,000,000		26,000,000
Derivative Liabilities [Abstract]	'		'
Notional amount	7,886,000,000		75,477,000,000
Derivative liability, estimated fair value	($15,000,000)		($266,000,000)
[1]	Represents the effect of the right to offset under legally enforceable master netting agreements to settle with the same counterparty on a net basis, including cash collateral posted and received and accrued interest.
[2]	The netting adjustment represents the effect of the legal right to offset under legally enforceable master netting agreements to settle with the same counterparty on a net basis, including cash collateral posted and received. Cash collateral posted was $2.0 billion and $6.3 billion as of December 31, 2013 and 2012, respectively. Since the agreements related to clearing contracts through derivatives clearing organizations do not provide us with a legal right of offset, no netting adjustments have been made for these contracts. Cash collateral received was $1.0 billion as of December 31, 2013. No cash collateral was received as of December 31, 2012.
[3]	Includes interest rate caps, futures, swap credit enhancements and mortgage insurance contracts that we account for as derivatives. The mortgage insurance contracts have payment provisions that are not based on a notional amount.

Derivative_Instruments_Narrati

Derivative Instruments (Narratives) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'	'
Aggregate fair value of all derivatives with credit-risk-related contingent features that were in a net liability position	$2,100,000,000	$6,400,000,000
Fair values of collateral posted, aggregated	2,000,000,000	6,300,000,000
Additional collateral required to immediately settle our positions if the credit-risk-related contingent features were triggered	$130,000,000	$159,000,000

Derivative_Instruments_Derivat2

Derivative Instruments Derivatives 2 - FV Gains and Losses (Details) (USD $)

3 Months Ended

12 Months Ended

In Millions, unless otherwise specified

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Mar. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Derivative Instruments, Gain (Loss) [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Derivative fair value gains (losses), net

'

'

'

'

'

'

'

'

$3,280

($3,626)

($6,562)

Accrual of periodic settlements

4,851

5,582

5,667

6,304

5,559

5,317

5,428

5,197

22,404

21,501

19,281

Risk management derivatives [Member]

'

'

'

'

'

'

'

'

'

'

'

Derivative Instruments, Gain (Loss) [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Derivative fair value gains (losses), net

'

'

'

'

'

'

'

'

2,779

-1,938

-6,139

Mortgage commitment derivatives [Member]

'

'

'

'

'

'

'

'

'

'

'

Derivative Instruments, Gain (Loss) [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Derivative fair value gains (losses), net

'

'

'

'

'

'

'

'

501

-1,688

-423

Pay-fixed Swap [Member] | Risk management derivatives [Member]

'

'

'

'

'

'

'

'

'

'

'

Derivative Instruments, Gain (Loss) [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Derivative fair value gains (losses), net

'

'

'

'

'

'

'

'

14,393

-2,254

-12,633

Accrual of periodic settlements

'

'

'

'

'

'

'

'

-4,463

-4,427

-5,407

Receive-fixed Swap [Member] | Risk management derivatives [Member]

'

'

'

'

'

'

'

'

'

'

'

Derivative Instruments, Gain (Loss) [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Derivative fair value gains (losses), net

'

'

'

'

'

'

'

'

-10,721

1,102

4,784

Accrual of periodic settlements

'

'

'

'

'

'

'

'

3,632

2,950

3,155

Basis Swap [Member] | Risk management derivatives [Member]

'

'

'

'

'

'

'

'

'

'

'

Derivative Instruments, Gain (Loss) [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Derivative fair value gains (losses), net

'

'

'

'

'

'

'

'

-115

78

60

Accrual of periodic settlements

'

'

'

'

'

'

'

'

44

21

26

Foreign Currency Swap [Member] | Risk management derivatives [Member]

'

'

'

'

'

'

'

'

'

'

'

Derivative Instruments, Gain (Loss) [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Derivative fair value gains (losses), net

'

'

'

'

'

'

'

'

-101

59

120

Accrual of periodic settlements

'

'

'

'

'

'

'

'

16

16

36

Pay-fixed Swaption [Member] | Risk management derivatives [Member]

'

'

'

'

'

'

'

'

'

'

'

Derivative Instruments, Gain (Loss) [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Derivative fair value gains (losses), net

'

'

'

'

'

'

'

'

-238

132

860

Receive-fixed Swaption [Member] | Risk management derivatives [Member]

'

'

'

'

'

'

'

'

'

'

'

Derivative Instruments, Gain (Loss) [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Derivative fair value gains (losses), net

'

'

'

'

'

'

'

'

307

410

2,932

Other [Member] | Risk management derivatives [Member]

'

'

'

'

'

'

'

'

'

'

'

Derivative Instruments, Gain (Loss) [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Derivative fair value gains (losses), net

'

'

'

'

'

'

'

'

21

[1]

-35

[1]

-75

[1]

Accrual of periodic settlements

'

'

'

'

'

'

'

'

$4

[1]

$10

[1]

$3

[1]

[1]

Includes interest rate caps, futures, swap credit enhancements and mortgage insurance contracts.

Income_Taxes_Narratives_Detail

Income Taxes - Narratives (Details) (USD $)

3 Months Ended

12 Months Ended

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2010

Income Tax Contingency [Line Items]

'

'

'

'

'

'

'

'

Valuation allowance

$525,000,000

'

'

'

$525,000,000

$58,851,000,000

'

'

Cumulative income loss position (years)

'

'

'

'3 years

'

'

'

'

Capital Loss Carryforward, Valuation Allowance

-525,000,000

'

'

'

-525,000,000

'

'

'

(Provision) benefit for federal income taxes

-1,816,000,000

-1,355,000,000

-1,985,000,000

50,571,000,000

45,415,000,000

[1]

0

90,000,000

'

Deferred tax assets (liabilities), net

47,560,000,000

'

'

'

47,560,000,000

-509,000,000

'

'

Deferred Tax Assets, Operating Loss Carryforwards

0

'

'

'

0

'

'

'

Capital loss carryforwards

1,600,000,000

'

'

'

1,600,000,000

'

'

'

Deferred Tax Assets, Tax Credit Carryforwards, Partnership, Net of Uncertain Tax Position Liabilities

4,400,000,000

'

'

'

4,400,000,000

'

'

'

Deferred Tax Assets, Tax Credit Carryforwards, Alternative Minimum Tax

330,000,000

'

'

'

330,000,000

'

'

'

Unrecognized Tax Benefits

514,000,000

[2]

'

'

'

514,000,000

[2]

648,000,000

[2]

758,000,000

[2]

864,000,000

Unrecognized tax benefits that was resolved favorably and reduced our effective tax rate

0

'

'

'

0

0

'

60,000,000

Accrued interest payable related to unrecognized tax benefits

0

'

'

'

0

0

'

'

Interest expense related to unrecognized tax benefits

'

'

'

'

0

0

'

'

Settlements

'

'

'

'

0

0

-105,000,000

'

Statutory corporate tax rate

'

'

'

'

35.00%

35.00%

35.00%

'

Deferred income tax benefit

'

'

'

'

48,482,000,000

[3]

0

[3]

0

[3]

'

Proceeds from income tax refunds

'

'

'

'

'

'

1,100,000,000

'

Change in income tax provision due to valuation allowance changes

'

'

'

'

58,300,000,000

5,300,000,000

-7,000,000,000

'

Forecast for unrecognized tax benefits, next 12 months [Member]

'

'

'

'

'

'

'

'

Income Tax Contingency [Line Items]

'

'

'

'

'

'

'

'

Settlements

'

'

'

'

($514,000,000)

'

'

'

[1]

Primarily represents the release of the valuation allowance for our deferred tax assets that generally are directly attributable to each segment based on the nature of the item.

[2]

Amounts exclude tax credits of $220 million as of December 31, 2013 and exclude tax credits and net operating losses of $648 million and $758 million as of December 31, 2012 and 2011, respectively.

[3]

Amount excludes the income tax effect of items recognized directly in “Fannie Mae stockholders’ equity (deficit).”

Income_Taxes_Deferred_Tax_Asse

Income Taxes - Deferred Tax Assets and Liabilities (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Deferred tax assets:	'	'
Allowance for loan losses and basis in acquired property, net	$20,918	$26,263
Mortgage and mortgage-related assets	16,350	14,912
Debt and derivative instruments	3,958	5,450
Partnership credits	4,172	5,933
Partnership and other equity investments	1,255	1,610
Net operating loss and alternative minimum tax credit carryforwards	330	2,586
Other, net	1,972	2,084
Total deferred tax assets	48,955	58,838
Deferred tax liabilities:	'	'
Unrealized gains on AFS securities, net	868	496
Other, net	2	0
Total deferred tax liabilities	870	496
Valuation allowance	-525	-58,851
Net deferred tax assets (liabilities)	$47,560	($509)

Income_Taxes_Benefit_for_Incom

Income Taxes - Benefit for Income Taxes (Details) (USD $)	3 Months Ended				12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Income Tax Expense (Benefit), Continuing Operations, Income Tax Reconciliation [Abstract]	'	'	'	'	'		'		'
Current income tax benefit	'	'	'	'	($3,067)		$0		$90
Deferred income tax benefit	'	'	'	'	48,482	[1]	0	[1]	0	[1]
(Provision) benefit for federal income taxes	($1,816)	($1,355)	($1,985)	$50,571	$45,415	[2]	$0		$90
Effective Income Tax Rate, Continuing Operations, Tax Rate Reconciliation [Abstract]	'	'	'	'	'		'		'
Statutory corporate tax rate	'	'	'	'	35.00%		35.00%		35.00%
Tax-exempt interest	'	'	'	'	-0.20%		-0.70%		0.90%
Equity investments in affordable housing projects	'	'	'	'	-1.50%		-3.90%		4.80%
Other	'	'	'	'	0.20%		0.20%		1.00%
Valuation allowance	'	'	'	'	-151.30%		-30.60%		-41.20%
Effective tax rate	'	'	'	'	-117.80%		0.00%		0.50%
[1]	Amount excludes the income tax effect of items recognized directly in “Fannie Mae stockholders’ equity (deficit).”
[2]	Primarily represents the release of the valuation allowance for our deferred tax assets that generally are directly attributable to each segment based on the nature of the item.

Income_Taxes_Unrecognized_Tax_

Income Taxes - Unrecognized Tax Benefits (Details) (USD $)	12 Months Ended
	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Income Tax Disclosure [Abstract]	'		'		'
Accrued interest payable related to unrecognized tax benefits	$0		$0		'
Unrecognized Tax Benefits, Interest on Income Taxes Expense	0		0		'
Unrecognized Tax Benefits, Income Tax Penalties Expense	0		0		0
Reconciliation of Unrecognized Tax Benefits, Excluding Amounts Pertaining to Examined Tax Returns [Roll Forward]	'		'		'
Unrecognized tax benefits as of January 1	648,000,000	[1]	758,000,000	[1]	864,000,000
Gross increases—tax positions in prior years	0		0		1,000,000
Gross decreases—tax positions in prior years	-134,000,000		-110,000,000		-2,000,000
Settlements	0		0		-105,000,000
Unrecognized tax benefits as of December 31	514,000,000	[1]	648,000,000	[1]	758,000,000	[1]
Unrecognized tax benefits resulting in net operating loss carryforward	$220,000,000		$648,000,000		$758,000,000
[1]	Amounts exclude tax credits of $220 million as of December 31, 2013 and exclude tax credits and net operating losses of $648 million and $758 million as of December 31, 2012 and 2011, respectively.

Loss_Earnings_Per_Share_Detail

(Loss) Earnings Per Share (Details) (USD $)	0 Months Ended	3 Months Ended								12 Months Ended
	Dec. 31, 2013	Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2012	Sep. 30, 2012	Jun. 30, 2012	Mar. 31, 2012	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Earnings Per Share [Abstract]	'	'	'	'	'	'	'	'	'	'		'		'
Capital reserve amount for the next fiscal year based on the amended Senior Preferred Stock Purchase agreement	$2,400,000,000	$2,400,000,000	'	'	'	'	'	'	'	$2,400,000,000		'		'
Capital Reserve Amount, current Year, Senior Preferred Stock Purchase Agreement, Amendment	3,000,000,000	3,000,000,000	'	'	'	'	'	'	'	3,000,000,000		'		'
Senior Preferred Stock, Dividend Rate, Percentage	'	'	'	'	'	'	'	'	'	'		10.00%		10.00%
Net income (loss)	'	6,458,000,000	8,744,000,000	10,095,000,000	58,685,000,000	7,570,000,000	1,813,000,000	5,119,000,000	2,718,000,000	83,982,000,000		17,220,000,000		-16,855,000,000
Less: Net (income) loss attributable to noncontrolling interest	'	-1,000,000	-7,000,000	-11,000,000	0	0	8,000,000	-5,000,000	1,000,000	-19,000,000		4,000,000		0
Net income (loss) attributable to Fannie Mae	'	6,457,000,000	8,737,000,000	10,084,000,000	58,685,000,000	7,570,000,000	1,821,000,000	5,114,000,000	2,719,000,000	83,963,000,000		17,224,000,000		-16,855,000,000
Dividends distributed or available for distribution to senior preferred stockholder	'	-7,191,000,000	-8,617,000,000	-10,243,000,000	-59,368,000,000	-7,152,000,000	-2,929,000,000	-2,929,000,000	-2,817,000,000	-85,419,000,000	[1]	-15,827,000,000	[1]	-9,614,000,000	[1]
Net (loss) income attributable to common stockholders (Note 11)	'	-734,000,000	120,000,000	-159,000,000	-683,000,000	418,000,000	-1,108,000,000	2,185,000,000	-98,000,000	-1,456,000,000		1,397,000,000		-26,469,000,000
Weighted-average common shares outstanding—Basic (shares)	'	5,762,000,000	5,762,000,000	5,762,000,000	5,762,000,000	5,762,000,000	5,762,000,000	5,762,000,000	5,761,000,000	5,762,000,000	[2]	5,762,000,000	[2]	5,737,000,000	[2]
Convertible preferred stock (shares)	'	'	'	'	'	'	'	'	'	0		131,000,000		0
Weighted-average common shares outstanding—Diluted (shares)	'	5,762,000,000	5,893,000,000	5,762,000,000	5,762,000,000	5,893,000,000	5,762,000,000	5,893,000,000	5,761,000,000	5,762,000,000	[2]	5,893,000,000	[2]	5,737,000,000	[2]
Earnings (loss) per share:	'	'	'	'	'	'	'	'	'	'		'		'
Basic (per share)	'	($0.13)	$0.02	($0.03)	($0.12)	$0.07	($0.19)	$0.38	($0.02)	($0.25)		$0.24		($4.61)
Diluted (per share)	'	($0.13)	$0.02	($0.03)	($0.12)	$0.07	($0.19)	$0.37	($0.02)	($0.25)		$0.24		($4.61)
Weighted-average shares of common stock that would be issued upon the full exercise of the warrant issued to Treasury	'	'	'	'	'	'	'	'	'	4,600,000,000		4,700,000,000		4,600,000,000
Payment Of Cash Dividends On Senior Preferred Stock To Treasury	8,600,000,000	8,600,000,000	'	'	'	'	'	'	'	82,452,000,000		11,608,000,000		9,613,000,000
Undeclared Dividends On Senior Preferred Stock Next Quarter	'	$7,200,000,000	'	'	'	'	'	'	'	'		'		'
[1]	Dividends available for distribution as of December 31, 2013 (relating to the dividend period for the three months ended March 31, 2014) are calculated based on our net worth as of December 31, 2013 less the applicable capital reserve amount of $2.4 billion. For quarterly dividend periods in 2013, dividends distributed were calculated based on our net worth as of the end of the immediately preceding fiscal quarter less the applicable capital reserve amount of $3.0 billion. During the years ended December 31, 2012 and 2011, an annual dividend rate of 10% on the aggregate liquidation preference was used to calculate the dividend.
[2]	Includes 4.6 billion, 4.7 billion and 4.6 billion for the years ended December 31, 2013, 2012 and 2011, respectively, of weighted-average shares of common stock, that would be issued upon the full exercise of the warrant issued to Treasury from the date the warrant was issued through December 31, 2013, 2012 and 2011, respectively.

Employee_Retirement_Benefits_N

Employee Retirement Benefits (Narratives) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]	'	'	'
Net periodic benefit costs recognized	$94	$133	$118
Contributions [Abstract]	'	'	'
Estimated employer contributions in next fiscal year	17	'	'
Assumptions Used [Abstract]	'	'	'
Increase (decrease) in plan expense due to change in assumptions used	26	22	17
Pension Plans [Member]	'	'	'
Contributions [Abstract]	'	'	'
Employer contributions	25	84	'
Assumptions Used [Abstract]	'	'	'
Increase in the discount rate used to determine our obligation	0.45%	'	'
Qualified Pension Plan [Member]	'	'	'
Contributions [Abstract]	'	'	'
Employer contributions	16	76	124
Amount accumulated benefit obligation exceeded the fair value of plan assets	115	140	'
Nonqualified Pension Plans [Member]	'	'	'
Contributions [Abstract]	'	'	'
Employer contributions	9	'	'
Estimated employer contributions in next fiscal year	9	'	'
Supplemental Pension Plan of 2003 [Member]	'	'	'
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]	'	'	'
Maximum ratio of incentive compensation to base salary	50.00%	'	'
Other Postretirement Plans [Member]	'	'	'
Contributions [Abstract]	'	'	'
Employer contributions	6	6	'
Estimated employer contributions in next fiscal year	$8	'	'
Assumptions Used [Abstract]	'	'	'
Increase in the discount rate used to determine our obligation	0.88%	'	'
Minimum [Member]	'	'	'
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]	'	'	'
Expectations for plan level returns (years)	'7 years	'	'
Maximum [Member]	'	'	'
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]	'	'	'
Expectations for plan level returns (years)	'10 years	'	'

Employee_Retirement_Benefits_N1

Employee Retirement Benefits (Net Periodic Benefit Costs) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Pension Plans [Member]	'	'	'
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]	'	'	'
Service cost	$22	$37	$39
Interest cost	68	72	72
Expected return on plan assets	-85	-73	-69
Curtailment gain	-5	0	0
Amortization	16	30	12
Net periodic benefit cost	16	66	54
Other Postretirement Plans [Member]	'	'	'
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]	'	'	'
Service cost	6	6	6
Interest cost	8	9	9
Expected return on plan assets	0	0	0
Curtailment gain	0	0	0
Amortization	-4	-3	-7
Net periodic benefit cost	$10	$12	$8

Employee_Retirement_Benefits_P

Employee Retirement Benefits (Pre- and Post-tax Amounts Recognized in AOCI) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified				Pension Plans [Member]		Pension Plans [Member]		Other Postretirement Plans [Member]		Other Postretirement Plans [Member]
Actuarial Loss	'	'	'	'		'		'		'
Beginning balance, January 1	'	'	'	$499		$393		$43		$36
Current year actuarial loss (gain)	'	'	'	-236		135		-34		8
Actuarial (gain) loss due to curtailment	'	'	'	-135		0		0		0
Actuarial loss (gain) due to plan amendment	'	'	'	226	[1]	0	[1]	0	[1]	0	[1]
Amortization	'	'	'	-16		-29		-2		-1
Ending balance, December 31	'	'	'	338		499		7		43
Prior Service Cost (Credit)	'	'	'	'		'		'		'
Beginning balance, January 1	'	'	'	3		4		-40		-46
Prior service credit due to curtailments	'	'	'	-3		0		0		0
Amortization	'	'	'	0		-1		5		6
Ending balance, December 31	'	'	'	0		3		-35		-40
Pre-tax amount recorded in AOCI	'	'	'	338		502		-28		3
After-tax amount recorded in AOCI	395	505	389	406		502		-11		3
Pre-tax amounts in AOCI that will be recognized in periodic benefit costs in the next fiscal year	'	'	'	$6		'		$5		'
[1]	Primarily includes the incremental costs incurred due to risk premiums required by insurance carriers to provide annuities and the higher actuarial value of lump sums distributed earlier than previously expected retirement ages.

Employee_Retirement_Benefits_S

Employee Retirement Benefits (Status of Pension and Other Postretirement Plans) (Details) (USD $)	12 Months Ended
	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Pension Plans [Member]	'		'		'
Change in Projected Benefit Obligation [Roll Forward]	'		'		'
Projected benefit obligation at beginning of year	$1,724,000,000		$1,452,000,000		'
Service cost	22,000,000		37,000,000		39,000,000
Interest cost	68,000,000		72,000,000		72,000,000
Plan participants' contributions	0		0		'
Net actuarial loss (gain)	15,000,000		198,000,000		'
Curtailment	-142,000,000		0		'
Benefits paid	-39,000,000		-35,000,000		'
Projected benefit obligation at end of year	1,648,000,000		1,724,000,000		1,452,000,000
Change in Plan Assets [Roll Forward]	'		'		'
Fair value of plan assets at beginning of year	1,227,000,000		1,042,000,000		'
Actual return on plan assets	111,000,000		136,000,000		'
Employer contributions	25,000,000		84,000,000		'
Plan participants' contributions	0		0		'
Benefits paid	-39,000,000		-35,000,000		'
Fair value of plan assets at end of year	1,324,000,000		1,227,000,000		1,042,000,000
Funded status at end of year	-324,000,000	[1]	-497,000,000	[1]	'
Accumulated benefit obligation for our pension plans	'		1,600,000,000		'
Other Postretirement Plans [Member]	'		'		'
Change in Projected Benefit Obligation [Roll Forward]	'		'		'
Projected benefit obligation at beginning of year	201,000,000		183,000,000		'
Service cost	6,000,000		6,000,000		6,000,000
Interest cost	8,000,000		9,000,000		9,000,000
Plan participants' contributions	2,000,000		2,000,000		'
Net actuarial loss (gain)	-34,000,000		9,000,000		'
Curtailment	0		0		'
Benefits paid	-8,000,000		-8,000,000		'
Projected benefit obligation at end of year	175,000,000		201,000,000		183,000,000
Change in Plan Assets [Roll Forward]	'		'		'
Fair value of plan assets at beginning of year	0		0		'
Actual return on plan assets	0		0		'
Employer contributions	6,000,000		6,000,000		'
Plan participants' contributions	2,000,000		2,000,000		'
Benefits paid	-8,000,000		-8,000,000		'
Fair value of plan assets at end of year	0		0		0
Funded status at end of year	($175,000,000)	[1]	($201,000,000)	[1]	'
[1]	in “Other liabilities” in our consolidated balance sheets as of December 31, 2013 and 2012.

Employee_Retirement_Benefits_S1

Employee Retirement Benefits (Schedule of Assumptions Used) (Details) (USD $)	4 Months Ended		6 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Apr. 30, 2013		Jun. 30, 2013	Dec. 31, 2013		Dec. 31, 2012	Dec. 31, 2011
Pension Plans [Member]	'		'	'		'	'
Weighted-average assumptions used to determine net periodic benefit costs for the years ended:	'		'	'		'	'
Discount rate	4.15%	[1]	'	4.25%	[1]	4.95%	5.65%
Average rate of increase in future compensation	'		4.00%	'		4.00%	4.00%
Expected long-term weighted-average rate of return on plan assets	'		'	6.75%		7.00%	7.25%
Weighted-average assumptions used to determine benefit obligation as of:	'		'	'		'	'
Discount rate	'		'	4.60%		4.15%	4.95%
Average rate of increase in future compensation	'		'	'		4.00%	4.00%
Other Postretirement Plans [Member]	'		'	'		'	'
Weighted-average assumptions used to determine net periodic benefit costs for the years ended:	'		'	'		'	'
Discount rate	'		'	4.05%		4.75%	5.40%
Weighted-average assumptions used to determine benefit obligation as of:	'		'	'		'	'
Discount rate	'		'	4.93%		4.05%	4.75%
Health care cost trend rate assumed for next year:	'		'	'		'	'
Rate that cost trend rate gradually declines to and remains at:	'		'	5.00%		5.00%	5.00%
Effect of a 1% increase in the assumed health care cost trend rate on accumulated postretirement benefit obligation	'		'	6		'	'
Effect of a 1% decrease in the assumed health care cost trend rate on accumulated postretirement benefit obligation	'		'	8		'	'
Pre-65 [Member] | Other Postretirement Plans [Member]	'		'	'		'	'
Health care cost trend rate assumed for next year:	'		'	'		'	'
Health care cost trend rate assumed for next year	'		'	7.00%		7.50%	8.00%
Post-65 [Member] | Other Postretirement Plans [Member]	'		'	'		'	'
Health care cost trend rate assumed for next year:	'		'	'		'	'
Health care cost trend rate assumed for next year	'		'	7.00%		7.50%	8.00%
[1]	The pension benefit plans were remeasured as of April 30, 2013. As a result, a discount rate of 4.15% was used for the period January 1 through April 30, 2013.

Employee_Retirement_Benefits_Q

Employee Retirement Benefits (Qualified Pension Plan Assets by Asset Category at Their Fair Value) (Details) (Qualified Pension Plans, Defined Benefit [Member], USD $)

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2012

In Millions, unless otherwise specified

Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]

Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Total [Member]

Total [Member]

Cash Equivalents [Member]

Cash Equivalents [Member]

Cash Equivalents [Member]

Cash Equivalents [Member]

Cash Equivalents [Member]

Cash Equivalents [Member]

U.S. Large-Cap [Member]

U.S. Large-Cap [Member]

U.S. Large-Cap [Member]

U.S. Large-Cap [Member]

U.S. Large-Cap [Member]

U.S. Large-Cap [Member]

U.S. Mid/Small Cap [Member]

U.S. Mid/Small Cap [Member]

U.S. Mid/Small Cap [Member]

U.S. Mid/Small Cap [Member]

U.S. Mid/Small Cap [Member]

U.S. Mid/Small Cap [Member]

International [Member]

International [Member]

International [Member]

International [Member]

International [Member]

International [Member]

International [Member]

Long-term U.S. investment grade corporate bond fund [Member]

Long-term U.S. investment grade corporate bond fund [Member]

Long-term U.S. investment grade corporate bond fund [Member]

Long-term U.S. investment grade corporate bond fund [Member]

Long-term U.S. investment grade corporate bond fund [Member]

Long-term U.S. investment grade corporate bond fund [Member]

Long-term U.S. government bond fund [Member]

Long-term U.S. government bond fund [Member]

Long-term U.S. government bond fund [Member]

Long-term U.S. government bond fund [Member]

Long-term U.S. government bond fund [Member]

Long-term U.S. government bond fund [Member]

Long-term U.S. government / credit bond fund [Member]

Long-term U.S. government / credit bond fund [Member]

Long-term U.S. government / credit bond fund [Member]

Long-term U.S. government / credit bond fund [Member]

Long-term U.S. government / credit bond fund [Member]

Long-term U.S. government / credit bond fund [Member]

Investment Grade Credit [Member]

Investment Grade Credit [Member]

Investment Grade Credit [Member]

Investment Grade Credit [Member]

Investment Grade Credit [Member]

Investment Grade Credit [Member]

Investment Grade Credit [Member]

International Investment Grade Credit Fixed Income Securities [Member]

Minimum [Member]

United Kingdom

Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]

Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Total [Member]

Total [Member]

Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]

Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Total [Member]

Total [Member]

Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]

Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Total [Member]

Total [Member]

securities

Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]

Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Total [Member]

Total [Member]

Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]

Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Total [Member]

Total [Member]

Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]

Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Total [Member]

Total [Member]

Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]

Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Total [Member]

Total [Member]

securities

Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]

Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Significant Other Observable Inputs (Level 2) [Member]

Total [Member]

Total [Member]

International [Member]

International [Member]

countries

Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Plan assets at fair value

$1,318

$510

$6

$717

$1,324

$1,227

$0

$0

$6

$16

$6

$16

$0

[1]

$405

[1]

$0

[1]

$0

[1]

$0

[1]

$405

[1]

$0

[2]

$105

[2]

$0

[2]

$0

[2]

$0

[2]

$105

[2]

'

$0

[3]

$0

[3]

$0

[3]

$215

[3]

$0

[3]

$215

[3]

$927

[4]

$0

[4]

$0

[4]

$0

[4]

$927

[4]

$0

[4]

$257

[5]

$0

[5]

$0

[5]

$0

[5]

$257

[5]

$0

[5]

$134

[6]

$0

[6]

$0

[6]

$0

[6]

$134

[6]

$0

[6]

'

$0

[7]

$0

[7]

$0

[7]

$486

[7]

$0

[7]

$486

[7]

'

'

'

Number of investments

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

6,100

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

3,600

'

'

'

'

'

'

'

'

'

Number of countries in which investment involved

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

40

'

Percentage of fund assets

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

19.00%

'

15.00%

[1]

Consists of a publicly traded equity index fund that tracks the S&P 500.

[2]

Consists of a publicly traded equity index fund that tracks all regularly traded U.S. stocks except those in the S&P 500.

[3]

Consists of an international equity fund that tracks an index of approximately 6,100 securities across over 40 countries. United Kingdom has the largest share with 15%.

[4]

This mutual fund’s objective is to track the performance of the Barclays US Long Credit A/Better Index.

[5]

This mutual fund’s objective is to track the performance of the Barclays U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index.

[6]

This mutual fund’s objective is to track the performance of the Barclays US Long Government/Credit Float Adjusted Index.

[7]

Consists of a bond fund that tracks a broadly diversified investment grade index that consists of approximately 3,600 issuances of investment grade bonds from diverse industries. International markets represent 19% of the fund.

Employee_Retirement_Benefits_S2

Employee Retirement Benefits (Schedule of Expected Benefit Payments) (Details) (USD $)	Dec. 31, 2013
In Millions, unless otherwise specified
Pension Plans [Member]	'
Before Medicare Part D Subsidy [Abstract]	'
2014	$37
2015	1,763	[1]
Other Postretirement Plans [Member]	'
Before Medicare Part D Subsidy [Abstract]	'
2014	8
2015	8
2016	9
2017	10
2018	10
2019 - 2023	64
Medicare Part D Subsidy [Abstract]	'
2014	1
2015	1
2016	1
2017	1
2018	1
2019-2023	$6
[1]	Benefits under the pension plans are expected to be distributed by December 31, 2015.

Employee_Retirement_Benefits_D

Employee Retirement Benefits (Defined Contribution Plans) (Details) (USD $)	12 Months Ended					6 Months Ended	12 Months Ended	6 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2013	Dec. 31, 2013	Dec. 31, 2013	Dec. 31, 2013	Dec. 31, 2013	Jun. 30, 2013	Dec. 31, 2013	Dec. 31, 2013
	Retirement Savings Plan [Member]	Retirement Savings Plan [Member]	Retirement Savings Plan [Member]	Inactive in Defined Benefit Pension Plan [Member]	Inactive in Defined Benefit Pension Plan [Member]	Active in Defined Benefit Pension Plan [Member]	Active in Defined Benefit Pension Plan [Member]	Active in Defined Benefit Pension Plan [Member]	Active in Defined Benefit Pension Plan [Member]	Non-participants in Executive Pension Plan [Member]	Employees Not Grandfathered Under Defined Benefit Pension Plan [Member]
				Retirement Savings Plan [Member]	Retirement Savings Plan [Member]	Retirement Savings Plan [Member]	Retirement Savings Plan [Member]	Retirement Savings Plan [Member]	Retirement Savings Plan [Member]	Retirement Savings Plan [Member]	Supplemental Retirement Savings Plan [Member]
					Maximum [Member]			Maximum [Member]	Maximum [Member]
Defined Contribution Plans Disclosure [Line Items]	'	'	'	'	'	'	'	'	'	'	'
Defined contribution plan expenses recorded	$65	$53	$55	'	'	'	'	'	'	'	'
Employer matching contribution percent	'	'	'	'	6.00%	'	'	6.00%	3.00%	'	'
Employers matching contribution vesting percentage	'	'	'	100.00%	'	'	'	'	'	'	'
Vesting period of employers matching contribution	'	'	'	'	'	'	'5 years	'	'	'	'
Additional employer contribution percent for employees age 50 and older and meeting years of service requirements	'	'	'	'	'	4.00%	'	'	'	'	'
Maximum employer contribution percent for non-contributors	'	'	'	'	'	'	'	'	'	2.00%	'
Employers vesting period for non-contributors	'	'	'	'	'	'	'	'	'	'3 years	'
Maximum ratio of eligible compensation to base salary	'	'	'	'	'	'	'	'	'	'	2

Segment_Reporting_Narrative_De

Segment Reporting (Narrative) (Details)	12 Months Ended
	Dec. 31, 2013
	segments
Segment Reporting [Abstract]	'
Number of Reportable Segments	3

Segment_Reporting_Details

Segment Reporting (Details) (USD $)

3 Months Ended

12 Months Ended

In Millions, unless otherwise specified

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Mar. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Net interest (loss) income

$4,851

$5,582

$5,667

$6,304

$5,559

$5,317

$5,428

$5,197

$22,404

$21,501

$19,281

Benefit (provision) for credit losses

0

2,609

5,383

957

1,890

-2,079

3,041

-2,000

8,949

852

-26,718

Net interest income (loss) after benefit (provision) for credit losses

4,851

8,191

11,050

7,261

7,449

3,238

8,469

3,197

31,353

22,353

-7,437

Guaranty fee income (expense)

'

'

'

'

'

'

'

'

205

[1],[2]

212

[1],[2]

227

[1]

Investment gains, net

135

648

290

118

106

134

131

116

1,191

487

506

Net other-than-temporary impairments

-22

-27

-6

-9

-12

-38

-599

-64

-64

[3]

-713

-308

Fair value gains (losses), net

961

335

829

834

209

-1,020

-2,449

283

2,959

-2,977

-6,621

Debt extinguishment gains (losses), net

35

92

27

-23

-63

-54

-93

-34

131

-244

-232

Gains (losses) from partnership investments

'

'

'

'

'

'

'

'

517

[4]

119

[4]

81

[4]

Fee and other income (expense)

'

'

'

'

'

'

'

'

3,725

1,275

936

Administrative expenses

-632

-646

-626

-641

-648

-588

-567

-564

-2,545

-2,367

-2,370

Foreclosed property income (expense)

1,082

1,165

332

260

475

48

70

-339

2,839

254

-780

TCCA fees

'

'

'

'

'

'

'

'

-1,001

-238

0

Other (expenses) income

'

'

'

'

'

'

'

'

-743

-941

[5]

-947

Income (loss) before federal income taxes

8,274

10,099

12,080

8,114

'

'

'

'

38,567

17,220

-16,945

(Provision) benefit for federal income taxes

-1,816

-1,355

-1,985

50,571

'

'

'

'

45,415

[6]

0

90

Net Income (Loss), Including Portion Attributable to Noncontrolling Interest

6,458

8,744

10,095

58,685

7,570

1,813

5,119

2,718

83,982

17,220

-16,855

Less: Net (income) loss attributable to noncontrolling interest

-1

-7

-11

0

0

8

-5

1

-19

4

0

Net income (loss) attributable to Fannie Mae

6,457

8,737

10,084

58,685

7,570

1,821

5,114

2,719

83,963

17,224

-16,855

Single-Family [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Net interest (loss) income

'

'

'

'

'

'

'

'

205

-790

-2,411

Benefit (provision) for credit losses

'

'

'

'

'

'

'

'

8,469

672

-26,453

Net interest income (loss) after benefit (provision) for credit losses

'

'

'

'

'

'

'

'

8,674

-118

-28,864

Guaranty fee income (expense)

'

'

'

'

'

'

'

'

10,468

[2]

8,151

[2]

7,507

Investment gains, net

'

'

'

'

'

'

'

'

3

8

-2

Net other-than-temporary impairments

'

'

'

'

'

'

'

'

0

0

0

Fair value gains (losses), net

'

'

'

'

'

'

'

'

-10

-8

-7

Debt extinguishment gains (losses), net

'

'

'

'

'

'

'

'

0

0

0

Gains (losses) from partnership investments

'

'

'

'

'

'

'

'

0

[4]

0

[4]

0

[4]

Fee and other income (expense)

'

'

'

'

'

'

'

'

630

759

579

Administrative expenses

'

'

'

'

'

'

'

'

-1,706

-1,590

-1,638

Foreclosed property income (expense)

'

'

'

'

'

'

'

'

2,736

247

-765

Other (expenses) income

'

'

'

'

'

'

'

'

-628

-841

[5]

-857

Income (loss) before federal income taxes

'

'

'

'

'

'

'

'

19,166

6,370

-24,047

(Provision) benefit for federal income taxes

'

'

'

'

'

'

'

'

29,110

[6]

-80

106

Net Income (Loss), Including Portion Attributable to Noncontrolling Interest

'

'

'

'

'

'

'

'

48,276

6,290

'

Less: Net (income) loss attributable to noncontrolling interest

'

'

'

'

'

'

'

'

0

0

'

Net income (loss) attributable to Fannie Mae

'

'

'

'

'

'

'

'

48,276

6,290

-23,941

Multifamily [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Net interest (loss) income

'

'

'

'

'

'

'

'

-74

-13

-38

Benefit (provision) for credit losses

'

'

'

'

'

'

'

'

480

180

-265

Net interest income (loss) after benefit (provision) for credit losses

'

'

'

'

'

'

'

'

406

167

-303

Guaranty fee income (expense)

'

'

'

'

'

'

'

'

1,217

[2]

1,040

[2]

884

Investment gains, net

'

'

'

'

'

'

'

'

21

37

18

Net other-than-temporary impairments

'

'

'

'

'

'

'

'

0

0

0

Fair value gains (losses), net

'

'

'

'

'

'

'

'

0

0

0

Debt extinguishment gains (losses), net

'

'

'

'

'

'

'

'

0

0

0

Gains (losses) from partnership investments

'

'

'

'

'

'

'

'

498

[4]

123

[4]

81

[4]

Fee and other income (expense)

'

'

'

'

'

'

'

'

182

207

218

Administrative expenses

'

'

'

'

'

'

'

'

-280

-269

-264

Foreclosed property income (expense)

'

'

'

'

'

'

'

'

103

7

-15

Other (expenses) income

'

'

'

'

'

'

'

'

-2

-5

[5]

25

Income (loss) before federal income taxes

'

'

'

'

'

'

'

'

2,145

1,307

644

(Provision) benefit for federal income taxes

'

'

'

'

'

'

'

'

7,924

[6]

204

-61

Net Income (Loss), Including Portion Attributable to Noncontrolling Interest

'

'

'

'

'

'

'

'

10,069

1,511

'

Less: Net (income) loss attributable to noncontrolling interest

'

'

'

'

'

'

'

'

0

0

'

Net income (loss) attributable to Fannie Mae

'

'

'

'

'

'

'

'

10,069

1,511

583

Capital Markets [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Net interest (loss) income

'

'

'

'

'

'

'

'

9,764

13,241

13,920

Benefit (provision) for credit losses

'

'

'

'

'

'

'

'

0

0

0

Net interest income (loss) after benefit (provision) for credit losses

'

'

'

'

'

'

'

'

9,764

13,241

13,920

Guaranty fee income (expense)

'

'

'

'

'

'

'

'

-1,115

[2]

-1,291

[2]

-1,497

Investment gains, net

'

'

'

'

'

'

'

'

4,911

6,217

3,711

Net other-than-temporary impairments

'

'

'

'

'

'

'

'

-64

-711

-306

Fair value gains (losses), net

'

'

'

'

'

'

'

'

3,148

-3,041

-6,596

Debt extinguishment gains (losses), net

'

'

'

'

'

'

'

'

27

-277

-254

Gains (losses) from partnership investments

'

'

'

'

'

'

'

'

0

[4]

0

[4]

0

[4]

Fee and other income (expense)

'

'

'

'

'

'

'

'

3,010

717

478

Administrative expenses

'

'

'

'

'

'

'

'

-559

-508

-468

Foreclosed property income (expense)

'

'

'

'

'

'

'

'

0

0

0

Other (expenses) income

'

'

'

'

'

'

'

'

20

-22

[5]

-34

Income (loss) before federal income taxes

'

'

'

'

'

'

'

'

19,142

14,325

8,954

(Provision) benefit for federal income taxes

'

'

'

'

'

'

'

'

8,381

[6]

-124

45

Net Income (Loss), Including Portion Attributable to Noncontrolling Interest

'

'

'

'

'

'

'

'

27,523

14,201

'

Less: Net (income) loss attributable to noncontrolling interest

'

'

'

'

'

'

'

'

0

0

'

Net income (loss) attributable to Fannie Mae

'

'

'

'

'

'

'

'

27,523

14,201

8,999

US Treasury [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

TCCA fees

-306

-276

-233

-186

-134

-78

-26

0

-1,001

[2]

-238

[2],[5]

'

US Treasury [Member] | Single-Family [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

TCCA fees

'

'

'

'

'

'

'

'

-1,001

[2]

-238

[2],[5]

'

Consolidated Trusts [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Net interest (loss) income

'

'

'

'

'

'

'

'

10,939

[7]

7,156

[7]

5,765

[7]

Benefit (provision) for credit losses

'

'

'

'

'

'

'

'

0

[7]

0

[7]

0

[7]

Net interest income (loss) after benefit (provision) for credit losses

'

'

'

'

'

'

'

'

10,939

[7]

7,156

[7]

5,765

[7]

Guaranty fee income (expense)

'

'

'

'

'

'

'

'

-5,233

[1],[2],[7]

-4,737

[1],[2],[7]

-4,486

[1],[7]

Investment gains, net

'

'

'

'

'

'

'

'

-122

[7]

-1

[7]

-315

[7]

Net other-than-temporary impairments

'

'

'

'

'

'

'

'

0

[7]

-2

[7]

-2

[7]

Fair value gains (losses), net

'

'

'

'

'

'

'

'

-722

[7]

-313

[7]

-226

[7]

Debt extinguishment gains (losses), net

'

'

'

'

'

'

'

'

104

[7]

33

[7]

22

[7]

Gains (losses) from partnership investments

'

'

'

'

'

'

'

'

0

[4],[7]

0

[4],[7]

0

[4],[7]

Fee and other income (expense)

'

'

'

'

'

'

'

'

-321

[7]

-395

[7]

-329

[7]

Administrative expenses

'

'

'

'

'

'

'

'

0

[7]

0

[7]

0

[7]

Foreclosed property income (expense)

'

'

'

'

'

'

'

'

0

[7]

0

[7]

0

[7]

Other (expenses) income

'

'

'

'

'

'

'

'

0

[7]

0

[5],[7]

0

[7]

Income (loss) before federal income taxes

'

'

'

'

'

'

'

'

4,645

[7]

1,741

[7]

429

[7]

(Provision) benefit for federal income taxes

'

'

'

'

'

'

'

'

0

[6],[7]

0

[7]

0

[7]

Net Income (Loss), Including Portion Attributable to Noncontrolling Interest

'

'

'

'

'

'

'

'

4,645

[7]

1,741

[7]

'

Less: Net (income) loss attributable to noncontrolling interest

'

'

'

'

'

'

'

'

0

[7]

0

[7]

'

Net income (loss) attributable to Fannie Mae

'

'

'

'

'

'

'

'

4,645

[7]

1,741

[7]

429

[7]

Eliminations/Adjustments [Member]

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Net interest (loss) income

'

'

'

'

'

'

'

'

1,570

[8],[9]

1,907

[8],[9]

2,045

[8],[9]

Benefit (provision) for credit losses

'

'

'

'

'

'

'

'

0

[8]

0

[8]

0

[8]

Net interest income (loss) after benefit (provision) for credit losses

'

'

'

'

'

'

'

'

1,570

[8]

1,907

[8]

2,045

[8]

Guaranty fee income (expense)

'

'

'

'

'

'

'

'

-5,132

[1],[2],[8]

-2,951

[1],[2],[8]

-2,181

[1],[8]

Investment gains, net

'

'

'

'

'

'

'

'

-3,622

[10],[8]

-5,774

[10],[8]

-2,906

[10],[8]

Net other-than-temporary impairments

'

'

'

'

'

'

'

'

0

[8]

0

[8]

0

[8]

Fair value gains (losses), net

'

'

'

'

'

'

'

'

543

[11],[8]

385

[11],[8]

208

[11],[8]

Debt extinguishment gains (losses), net

'

'

'

'

'

'

'

'

0

[8]

0

[8]

0

[8]

Gains (losses) from partnership investments

'

'

'

'

'

'

'

'

19

[4],[8]

-4

[4],[8]

0

[4],[8]

Fee and other income (expense)

'

'

'

'

'

'

'

'

224

[8]

-13

[8]

-10

[8]

Administrative expenses

'

'

'

'

'

'

'

'

0

[8]

0

[8]

0

[8]

Foreclosed property income (expense)

'

'

'

'

'

'

'

'

0

[8]

0

[8]

0

[8]

Other (expenses) income

'

'

'

'

'

'

'

'

-133

[8]

-73

[5],[8]

-81

[8]

Income (loss) before federal income taxes

'

'

'

'

'

'

'

'

-6,531

[8]

-6,523

[8]

-2,925

[8]

(Provision) benefit for federal income taxes

'

'

'

'

'

'

'

'

0

[6],[8]

0

[8]

0

[8]

Net Income (Loss), Including Portion Attributable to Noncontrolling Interest

'

'

'

'

'

'

'

'

-6,531

[8]

-6,523

[8]

'

Less: Net (income) loss attributable to noncontrolling interest

'

'

'

'

'

'

'

'

-19

[12],[8]

4

[12],[8]

'

Net income (loss) attributable to Fannie Mae

'

'

'

'

'

'

'

'

($6,550)

[8]

($6,519)

[8]

($2,925)

[8]

[1]

Represents the guaranty fees paid from consolidated trusts to the Single-Family and Multifamily segments. The adjustment to guaranty fee income in the Eliminations/Adjustments column represents the elimination of the amortization of deferred cash fees related to consolidated trusts that were re-established for segment reporting. Total guaranty fee income related to unconsolidated Fannie Mae MBS trusts and other credit enhancement arrangements is included in fee and other income in our consolidated statements of operations and comprehensive income (loss).

[2]

Pursuant to the TCCA, effective April 1, 2012, we increased the guaranty fee on all single-family residential mortgages delivered to us on or after that date by 10 basis points, and the incremental revenue must be remitted to Treasury. The resulting revenue is included in guaranty fee income and the expense is recognized as “TCCA fees.” This increase in guaranty fee is also included in the single-family average charged guaranty fee.

[3]

Includes $34 million of other-than-temporary impairments recognized in earnings for the year ended December 31, 2013, related to our intent to sell the related securities before recovery of their amortized cost basis.

[4]

Gains from partnership investments are included in other expenses in our consolidated statements of operations and comprehensive income (loss).

[5]

Certain prior period amounts have been reclassified to conform with the current period presentation.

[6]

Primarily represents the release of the valuation allowance for our deferred tax assets that generally are directly attributable to each segment based on the nature of the item.

[7]

Represents activity related to the assets and liabilities of consolidated trusts in our consolidated balance sheets.

[8]

Represents the elimination of intercompany transactions occurring between the three business segments and our consolidated trusts, as well as other adjustments to reconcile to our consolidated results.

[9]

Represents the amortization expense of cost basis adjustments on securities in the Capital Markets group’s retained mortgage portfolio that on a GAAP basis are eliminated.

[10]

Primarily represents the removal of realized gains and losses on sales of Fannie Mae MBS classified as available-for-sale securities that are issued by consolidated trusts and in the Capital Markets group’s retained mortgage portfolio. The adjustment also includes the removal of securitization gains (losses) recognized in the Capital Markets segment relating to portfolio securitization transactions that do not qualify for sale accounting under GAAP.

[11]

Represents the removal of fair value adjustments on consolidated Fannie Mae MBS classified as trading that are in the Capital Markets group’s retained mortgage portfolio.

[12]

Represents the adjustment from equity method accounting to consolidation accounting for partnership investments that are consolidated in our consolidated balance sheets.

Segment_Reporting_Assets_Detai

Segment Reporting (Assets) (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Segment Reporting, Asset Reconciling Item [Line Items]	'		'
Assets	$3,270,108		$3,222,422
Single-Family [Member]	'		'
Segment Reporting, Asset Reconciling Item [Line Items]	'		'
Assets	41,206		17,595
Multifamily [Member]	'		'
Segment Reporting, Asset Reconciling Item [Line Items]	'		'
Assets	10,848		5,182
Capital Markets [Member]	'		'
Segment Reporting, Asset Reconciling Item [Line Items]	'		'
Assets	596,436		723,217
Consolidated Trusts [Member]	'		'
Segment Reporting, Asset Reconciling Item [Line Items]	'		'
Assets	2,812,459		2,749,571
Eliminations/Adjustments [Member]	'		'
Segment Reporting, Asset Reconciling Item [Line Items]	'		'
Assets	($190,841)	[1]	($273,143)	[1]
[1]	Includes the elimination of Fannie Mae MBS in the Capital Markets group’s retained mortgage portfolio that are issued by consolidated trusts. Also includes the elimination of the allowance for loan losses, allowance for accrued interest receivable and fair value losses previously recognized on acquired credit impaired loans as they are not treated as assets for Single-Family and Multifamily segment reporting purposes because these allowances and losses relate to loan assets that are held by the Capital Markets segment and consolidated trusts.

Equity_Schedule_of_Stock_by_Cl

Equity Schedule of Stock by Class (Details) (USD $)

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Sep. 08, 2008

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 14, 2007

Nov. 21, 2007

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Jun. 04, 2008

22-May-08

19-May-08

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Series 2008-2 Senior Preferred Stock [Member]

Series 2008-2 Senior Preferred Stock [Member]

Series 2008-2 Senior Preferred Stock [Member]

Series D Preferred Stock [Member]

Series D Preferred Stock [Member]

Series E Preferred Stock [Member]

Series E Preferred Stock [Member]

Series F Preferred Stock [Member]

Series F Preferred Stock [Member]

Series G Preferred Stock [Member]

Series G Preferred Stock [Member]

Series H Preferred Stock [Member]

Series H Preferred Stock [Member]

Series I Preferred Stock [Member]

Series I Preferred Stock [Member]

Series L Preferred Stock [Member]

Series L Preferred Stock [Member]

Series M Preferred Stock [Member]

Series M Preferred Stock [Member]

Series N Preferred Stock [Member]

Series N Preferred Stock [Member]

Series O Preferred Stock [Member]

Series O Preferred Stock [Member]

Convertible Series 2004-1 Preferred Stock [Member]

Convertible Series 2004-1 Preferred Stock [Member]

Series P Preferred Stock [Member]

Series P Preferred Stock [Member]

Series Q Preferred Stock [Member]

Series Q Preferred Stock [Member]

Series R Preferred Stock [Member]

Series R Preferred Stock [Member]

Series R Preferred Stock [Member]

Series R Preferred Stock [Member]

Series S Preferred Stock [Member]

Series S Preferred Stock [Member]

Series T Preferred Stock [Member]

Series T Preferred Stock [Member]

Series T Preferred Stock [Member]

Series T Preferred Stock [Member]

Series T Preferred Stock [Member]

Maximum [Member]

Maximum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Three-Month LIBOR [Member]

Three-Month LIBOR [Member]

Ten-year Maturity U.S. Treasury Rate [Member]

Two-year Maturity U.S. Treasury Rate [Member]

Two-year Maturity U.S. Treasury Rate [Member]

Series F Preferred Stock [Member]

Series G Preferred Stock [Member]

Series O Preferred Stock [Member]

Series P Preferred Stock [Member]

Series S Preferred Stock [Member]

Series P Preferred Stock [Member]

Series S Preferred Stock [Member]

Series O Preferred Stock [Member]

Series F Preferred Stock [Member]

Series G Preferred Stock [Member]

Class of Stock [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Senior preferred stock issued, shares

1,000,000

1,000,000

1,000,000

1,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Common stock outstanding

1,158,080,657

1,158,077,970

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Senior preferred stock issued, shares

1,000,000

1,000,000

1,000,000

1,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Senior preferred stock, Amount

$117,149,000,000

$117,149,000,000

$117,149,000,000

$117,149,000,000

$1,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Senior Preferred Stock, Stated Value per Share

'

'

$117,149

[1]

'

$1,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Capital reserve amount for the next fiscal year based on the amended Senior Preferred Stock Purchase agreement

2,400,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Preferred Stock, Shares Issued

555,374,922

555,374,922

'

'

'

3,000,000

3,000,000

3,000,000

3,000,000

14,000,000

14,000,000

6,000,000

6,000,000

8,000,000

8,000,000

6,000,000

6,000,000

7,000,000

7,000,000

9,000,000

9,000,000

5,000,000

5,000,000

50,000,000

50,000,000

24,922

[2]

24,922

[2]

40,000,000

40,000,000

15,000,000

15,000,000

21,000,000

[3]

21,000,000

[3]

1,200,000

20,000,000

280,000,000

280,000,000

89,000,000

[4]

89,000,000

[4]

1,000,000

8,000,000

80,000,000

'

'

'

'

'

'

'

'

'

'

Preferred Stock Issued, Amount

19,130,000,000

19,130,000,000

'

'

'

150,000,000

150,000,000

150,000,000

150,000,000

690,000,000

690,000,000

288,000,000

288,000,000

400,000,000

400,000,000

300,000,000

300,000,000

345,000,000

345,000,000

460,000,000

460,000,000

225,000,000

225,000,000

2,500,000,000

2,500,000,000

2,492,000,000

[2]

2,492,000,000

[2]

1,000,000,000

1,000,000,000

375,000,000

375,000,000

530,000,000

[3]

530,000,000

[3]

30,000,000

500,000,000

7,000,000,000

7,000,000,000

2,225,000,000

[4]

2,225,000,000

[4]

25,000,000

200,000,000

2,000,000,000

'

'

'

'

'

'

'

'

'

'

Preferred Stock, Shares Outstanding

555,374,922

555,374,922

'

'

'

3,000,000

3,000,000

3,000,000

3,000,000

14,000,000

14,000,000

6,000,000

6,000,000

8,000,000

8,000,000

6,000,000

6,000,000

7,000,000

7,000,000

9,000,000

9,000,000

5,000,000

5,000,000

50,000,000

50,000,000

24,922

[2]

24,922

[2]

40,000,000

40,000,000

15,000,000

15,000,000

21,000,000

[3]

21,000,000

[3]

'

'

280,000,000

280,000,000

89,000,000

89,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

Preferred Stock Outstanding, Amount

$19,130,000,000

$19,130,000,000

'

'

'

$150,000,000

$150,000,000

$150,000,000

$150,000,000

$690,000,000

$690,000,000

$288,000,000

$288,000,000

$400,000,000

$400,000,000

$300,000,000

$300,000,000

$345,000,000

$345,000,000

$460,000,000

$460,000,000

$225,000,000

$225,000,000

$2,500,000,000

$2,500,000,000

$2,492,000,000

[2]

$2,492,000,000

[2]

$1,000,000,000

$1,000,000,000

$375,000,000

$375,000,000

$530,000,000

[3]

$530,000,000

[3]

'

'

$7,000,000,000

$7,000,000,000

$2,225,000,000

[4]

$2,225,000,000

[4]

'

'

'

'

'

'

'

'

'

'

'

'

'

Preferred Stock, Redemption Terms

'

'

'

'

'

'

'

'

'

'2

'

'2

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'5

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Preferred Stock, Stated Value per Share

'

'

'

'

'

$50

'

$50

'

$50

'

$50

'

$50

'

$50

'

$50

'

$50

'

$50

'

$50

'

$100,000

[2]

'

$25

'

$25

'

$25

[3]

'

'

'

$25

'

$25

[4]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Preferred Stock, Annual Dividend Rate

'

'

'

'

'

5.25%

'

5.10%

'

0.23%

[5]

'

0.08%

[6]

'

5.81%

'

5.38%

'

5.13%

'

4.75%

'

5.50%

'

7.00%

[7]

'

5.38%

[2]

'

4.50%

[8]

'

6.75%

'

7.63%

[3]

'

'

'

7.75%

[9]

'

8.25%

[4]

'

'

'

'

11.00%

11.00%

7.00%

4.50%

7.75%

'

'

'

'

'

Preferred stock dividend rate, basis spread on variable rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.75%

4.23%

2.38%

-0.16%

-0.18%

[1]

Initial stated value per share was $1,000. Based on our draws of funds under the senior preferred stock purchase agreement with Treasury, the stated value per share on December 31, 2013 was $117,149

[2]

Issued and outstanding shares were 24,922 as of December 31, 2013 and 2012, respectively.

[3]

On November 21, 2007, we issued 20 million shares of preferred stock in the amount of $500 million. Subsequent to the initial issuance, we issued an additional 1.2 million shares in the amount of $30 million on December 14, 2007 under the same terms as the initial issuance.

[4]

On May 19, 2008, we issued 80 million shares of preferred stock in the amount of $2.0 billion. Subsequent to the initial issuance, we issued an additional 8 million shares in the amount of $200 million on May 22, 2008 and one million shares in the amount of $25 million on June 4, 2008 under the same terms as the initial issuance.

[5]

Rate effective March 31, 2012. Variable dividend rate resets every two years at a per annum rate equal to the two-year Maturity U.S. Treasury Rate (“CMT”) minus 0.16% with a cap of 11% per year.

[6]

Rate effective September 30, 2012. Variable dividend rate resets every two years at a per annum rate equal to the two-year CMT rate minus 0.18% with a cap of 11% per year.

[7]

Rate effective December 31, 2013. Variable dividend rate resets quarterly thereafter at a per annum rate equal to the greater of 7.00% or 10-year CMT rate plus 2.375%.

[8]

Rate effective December 31, 2013. Variable dividend rate resets quarterly thereafter at a per annum rate equal to the greater of 4.50% or 3-Month LIBOR plus 0.75%.

[9]

Rate effective December 31, 2013. Variable dividend rate resets quarterly thereafter at a per annum rate equal to the greater of 7.75% or 3-Month LIBOR plus 4.23%.

Equity_Accumulated_Other_Compr

Equity Accumulated Other Comprehensive Income (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Accumulated Other Comprehensive Income [Abstract]	'	'	'
Net unrealized gains on available-for-sale securities for which we have not recorded other-than-temporary impairment, net of tax	$365	$1,399	$1,152
Net unrealized gains (losses) on available-for-sale securities for which we have recorded OTTI, net of tax	1,262	-465	-1,953
Prior service cost and actuarial gains (losses), net of amortization for defined benefit plans, net of tax	-395	-505	-389
Other losses	-29	-45	-45
Accumulated other comprehensive income (loss)	$1,203	$384	($1,235)

Equity_Changes_in_AOCI_Details

Equity Changes in AOCI (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012	Dec. 31, 2011
Increase (Decrease) in Accumulated Other Comprehensive Income [Roll Forward]	'		'	'
Beginning balance	$384		($1,235)	'
Other comprehensive income before reclassifications	1,099		'	'
Amounts reclassified from other comprehensive income	-280		'	'
Net other comprehensive income	819		1,619	447
Ending balance	1,203		384	-1,235
Accumulated Net Unrealized Investment Gain (Loss) [Member]	'		'	'
Increase (Decrease) in Accumulated Other Comprehensive Income [Roll Forward]	'		'	'
Beginning balance	934	[1]	'	'
Other comprehensive income before reclassifications	983	[1]	'	'
Amounts reclassified from other comprehensive income	-290	[1]	'	'
Net other comprehensive income	693	[1]	'	'
Ending balance	1,627	[1]	'	'
Accumulated Other Comprehensive Income (Loss), Other [Member]	'		'	'
Increase (Decrease) in Accumulated Other Comprehensive Income [Roll Forward]	'		'	'
Beginning balance	-550	[2]	'	'
Other comprehensive income before reclassifications	116	[2]	'	'
Amounts reclassified from other comprehensive income	10	[2]	'	'
Net other comprehensive income	126	[2]	'	'
Ending balance	($424)	[2]	'	'
[1]	The amounts reclassified from AOCI represent the gain or loss recognized in earnings due to a sale of an available-for-sale security or the recognition of a net impairment in earnings.
[2]	Primarily represents activity from our defined benefit pension plans.

Equity_Reclassifications_out_o

Equity Reclassifications out of AOCI (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'
Amounts reclassified from other comprehensive income	($280)
Net Other-than-Temporary Impairments [Member]	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'
Reclassification From Accumulated Other Comprehensive Income Current Period Tax	22
Amounts reclassified from other comprehensive income	42
Investments Gains (Losses), Net [Member]	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'
Reclassification From Accumulated Other Comprehensive Income Current Period Tax	179
Amounts reclassified from other comprehensive income	-332
Salaries and Employee Benefits [Member]	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'
Reclassification From Accumulated Other Comprehensive Income Current Period Tax	5
Amounts reclassified from other comprehensive income	$10

Equity_Narratives_Details

Equity Narratives (Details) (USD $)

0 Months Ended

3 Months Ended

12 Months Ended

0 Months Ended

12 Months Ended

0 Months Ended

12 Months Ended

0 Months Ended

12 Months Ended

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2013

13-May-11

Dec. 31, 2011

Sep. 07, 2008

Sep. 08, 2008

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2010

Dec. 31, 2013

Dec. 31, 2013

13-May-11

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Sep. 07, 2008

Convertible Series 2004-1 Preferred Stock [Member]

Series O Preferred Stock [Member]

Mandatory Convertible Series 2008-I [Member]

Mandatory Convertible Series 2008-I [Member]

Series 2008-2 Senior Preferred Stock [Member]

Series 2008-2 Senior Preferred Stock [Member]

Series 2008-2 Senior Preferred Stock [Member]

Series 2008-2 Senior Preferred Stock [Member]

Series 2008-2 Senior Preferred Stock [Member]

Series 2008-2 Senior Preferred Stock [Member]

Minimum [Member]

Maximum [Member]

Common Stock [Member]

Common Stock [Member]

US Treasury [Member]

US Treasury [Member]

US Treasury [Member]

Series O Preferred Stock [Member]

Series O Preferred Stock [Member]

Class of Stock [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Common stock outstanding

1,158,080,657

1,158,080,657

1,158,080,657

1,158,077,970

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Percentage of common shares attributable to warrants issued to Treasury as a percentage to total diluted common shares upon exercise of the right

79.90%

79.90%

79.90%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

79.90%

'

79.90%

Conversion price per share

'

'

'

'

'

$94.31

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Conversion rate

'

'

'

'

'

1,060.33

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Preferred stock redemption price per share

'

'

'

'

'

$105,000

'

'

'

'

'

'

'

'

'

$50

$52.50

'

'

'

'

'

Shares of common stock issued upon conversion of convertible preferred stocks

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

36,398,449

38,669,995

'

'

'

Preferred stock, annual dividend rate

'

'

'

'

'

5.38%

[1]

7.00%

[2]

8.75%

8.75%

'

'

'

'

'

'

7.00%

'

'

'

'

'

'

Shares of convertible preferred stock converted

'

'

'

'

'

'

'

20,018,947

21,493,217

'

'

'

'

'

'

'

'

'

'

'

'

'

Shares of variable liquidation preference senior preferred stock issued

'

'

'

'

'

'

'

'

'

1,000,000

'

'

'

'

'

'

'

'

'

'

'

'

Aggregate liquidation preference of senior preferred stock

'

'

'

'

'

'

'

'

'

'

$1,000,000,000

'

'

'

'

'

'

'

'

$117,100,000,000

'

'

Value assigned to Treasury's commitment and recorded as a reduction to additional paid-in-capital

'

'

'

'

'

'

'

'

'

'

4,500,000,000

'

'

'

'

'

'

'

'

'

'

'

Senior preferred stock liquidation preference per share

'

'

'

'

'

'

'

'

'

'

$1,000

$117,149

[3]

'

'

'

'

'

'

'

'

'

'

Capital Reserve Amount, current Year, Senior Preferred Stock Purchase Agreement, Amendment

3,000,000,000

3,000,000,000

3,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

3,000,000,000

'

'

Aggregate funding received from US Treasury pursuant to the senior preferred stock purchase agreement

116,100,000,000

116,100,000,000

116,100,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

116,100,000,000

116,100,000,000

'

Dividends declared on our senior preferred stock

'

'

82,452,000,000

11,608,000,000

9,613,000,000

'

'

'

'

'

'

82,500,000,000

11,608,000,000

'

9,613,000,000

'

'

'

'

'

'

'

Capital reserve amount for the next fiscal year based on the amended Senior Preferred Stock Purchase agreement

2,400,000,000

2,400,000,000

2,400,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2,400,000,000

'

'

Payment of cash dividends on senior preferred stock

8,600,000,000

8,600,000,000

82,452,000,000

11,608,000,000

9,613,000,000

'

'

'

'

'

'

82,500,000,000

11,608,000,000

9,613,000,000

'

'

'

'

'

'

'

'

Annual reduction of capital reserve from 2013 to 2018 based on the Senior Preferred Stock Purchase Agreement, Amendment

600,000,000

600,000,000

600,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

600,000,000

'

'

Common stock warrant exercise price per share

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.00001

Initial aggregate liquidation preference of senior preferred stock held by US Treasury

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,000,000,000

'

'

Total remaining funding available from US Treasury pursuant to the senior preferred stock agreement

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

117,600,000,000

'

'

Preferred Stock Covenant Maximum Fair Market Value of assets and properties per transaction

'

'

'

'

'

'

'

'

'

'

'

250,000,000

'

'

'

'

'

'

'

'

'

'

Preferred Stock, Covenant, Maximum Aggregate Debt Amount, Current Period

'

'

'

'

'

'

'

'

'

'

'

780,000,000,000

'

'

'

'

'

'

'

'

'

'

Preferred Stock, Covenant, Current Period Debt v.s. Maximum Mortgage Assets Allowed at Prior Year End, Maximum Ratio

'

'

'

'

'

'

'

'

'

'

'

120.00%

'

'

'

'

'

'

'

'

'

'

Preferred Stock, Covenant, Maximum Mortgage Assets

'

'

'

'

'

'

'

'

'

'

'

552,500,000,000

'

'

'

'

'

'

'

'

'

'

Preferred Stock, Covenant, Mortgage Assets at Year End, Maximum Ratio of Proceeding Year End

'

'

'

'

'

'

'

'

'

'

'

85.00%

'

'

'

'

'

'

'

'

'

'

Preferred Stock, Covenant, Mortgage Asset Floor Amount

'

'

'

'

'

'

'

'

'

'

'

250,000,000,000

'

'

'

'

'

'

'

'

'

'

Capital reserve amount on January 2018

$0

$0

$0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

[1]

Issued and outstanding shares were 24,922 as of December 31, 2013 and 2012, respectively.

[2]

Rate effective December 31, 2013. Variable dividend rate resets quarterly thereafter at a per annum rate equal to the greater of 7.00% or 10-year CMT rate plus 2.375%.

[3]

Initial stated value per share was $1,000. Based on our draws of funds under the senior preferred stock purchase agreement with Treasury, the stated value per share on December 31, 2013 was $117,149

Regulatory_Capital_Requirement2

Regulatory Capital Requirements (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011	Dec. 31, 2010
Regulatory Capital Requirements [Abstract]	'		'		'	'
Number of days of that liabilities exceed assets requiring FHFA to place us into receivership	'60 days		'		'	'
Net worth (deficit)	$9,591		$7,224		($4,571)	($2,517)
Core Capital	-108,811	[1],[2]	-110,350	[1],[2]	'	'
Statutory minimum capital requirement	28,472	[2],[3]	30,862	[2],[3]	'	'
Deficit Of Core Capital Over Statutory Minimum Capital Requirement	($137,283)	[2]	($141,212)	[2]	'	'
Component of statutory minimum capital requirement, percentage of on-balance sheet assets, except those underlying Fannie Mae MBS held by third parties	2.50%		'		'	'
Component of statutory minimum capital requirement, percentage of the unpaid principal balance of outstanding Fannie Mae MBS held by third parties	0.45%		'		'	'
Component of statutory minimum capital requirement, maximum percentage of other off-balance sheet obligations	0.45%		'		'	'
Component of critical capital requirement, percentage of on-balance sheet assets, except those underlying Fannie Mae MBS held by third parties	1.25%		'		'	'
Component of critical capital requirement, percentage of the unpaid principal balance of outstanding Fannie Mae MBS held by third parties	0.25%		'		'	'
Component of critical capital requirement, percentage of other off-balance sheet obligations	0.25%		'		'	'
Maximum deferral period of interest payment on qualifying subordinated debt	'5 years		'		'	'
Condition of qualifying subordinated debt interest payment deferral - maximum ratio of core capital vs. critical capital requirement	1.25		'		'	'
[1]	The sum of (a) the stated value of our outstanding common stock (common stock less treasury stock); (b) the stated value of our outstanding non-cumulative perpetual preferred stock; (c) our paid-in capital; and (d) our retained earnings (accumulated deficit). Core capital does not include: (a) accumulated other comprehensive income (loss) or (b) senior preferred stock.
[2]	Amounts as of December 31, 2013 and 2012 represent estimates that we have submitted to FHFA.
[3]	Generally, the sum of (a) 2.50% of on-balance sheet assets, except those underlying Fannie Mae MBS held by third parties; (b) 0.45% of the unpaid principal balance of outstanding Fannie Mae MBS held by third parties; and (c) up to 0.45% of other off-balance sheet obligations, which may be adjusted by the Director of FHFA under certain circumstances (See 12 CFR 1750.4 for existing adjustments made by the Director).

Concentrations_of_Credit_Risk_1

Concentrations of Credit Risk (Narrative) (Details) (USD $)

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

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Dec. 31, 2013

Dec. 01, 2013

Sep. 30, 2013

Dec. 31, 2013

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Dec. 31, 2013

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Dec. 31, 2012

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Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Multifamily [Member]

Multifamily [Member]

Multifamily [Member]

Multifamily [Member]

RMIC and Affiliate [Member]

PMI [Member]

Triad [Member]

Triad [Member]

Triad [Member]

Ambac [Member]

Lender Concentration Risk [Member]

Lender Concentration Risk [Member]

Lender Concentration Risk [Member]

Lender Concentration Risk [Member]

Insurance Service Provider Concentration Risk [Member]

Insurance Service Provider Concentration Risk [Member]

Unpaid Principal Balance [Member]

Unpaid Principal Balance [Member]

Unpaid Principal Balance [Member]

Unpaid Principal Balance [Member]

Mortgage Insurance Coverage [Member]

Mortgage Insurance Coverage [Member]

Mortgage Insurance Coverage [Member]

Non-Government Guarantee [Member]

Mortgage Sellers and Servicers [Member]

Mortgage Sellers and Servicers [Member]

Three Major Lenders [Member]

Three Major Lenders [Member]

Three Major Lenders [Member]

Three Major Lenders [Member]

West [Member]

West [Member]

California

California

New York

New York

Conventional Loan [Member]

Conventional Loan [Member]

Conventional Loan [Member]

Conventional Loan [Member]

Conventional Loan [Member]

Conventional Loan [Member]

Conventional Loan [Member]

Conventional Loan [Member]

Agency [Member]

Agency [Member]

Alt-A [Member]

Alt-A [Member]

Alt-A [Member]

Alt-A [Member]

Subprime [Member]

Subprime [Member]

Alt-A private-label securities [Member]

Alt-A private-label securities [Member]

Subprime private-label securities [Member]

Subprime private-label securities [Member]

Guaranty Book of Business [Member]

Guaranty Book of Business [Member]

Guaranty Book of Business [Member]

Guaranty Book of Business [Member]

Single-Family [Member]

Single-Family [Member]

Multifamily [Member]

Multifamily [Member]

Single-Family [Member]

Ambac [Member]

Credit Concentration Risk [Member]

Credit Concentration Risk [Member]

Credit Concentration Risk [Member]

Credit Concentration Risk [Member]

Insurance Service Provider Concentration Risk [Member]

Insurance Service Provider Concentration Risk [Member]

Insurance Service Provider Concentration Risk [Member]

Insurance Service Provider Concentration Risk [Member]

Lenders With Risk Sharing [Member]

Lenders With Risk Sharing [Member]

Lenders With Risk Sharing [Member]

Lenders With Risk Sharing [Member]

Multifamily [Member]

Multifamily [Member]

Multifamily [Member]

Multifamily [Member]

Multifamily [Member]

Multifamily [Member]

Single-Family [Member]

Single-Family [Member]

West [Member]

West [Member]

California

California

New York

New York

Credit Concentration Risk [Member]

Credit Concentration Risk [Member]

Unpaid Principal Balance [Member]

Unpaid Principal Balance [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

servicers

insurers

servicers

servicers

counterparties

counterparties

counterparties

counterparties

Guaranty Book of Business [Member]

Largest Mortgage Servicers, Including Their Affiliates [Member]

Largest Mortgage Servicers, Including Their Affiliates [Member]

Largest Mortgage Servicers, Including Their Affiliates [Member]

Largest Mortgage Servicers, Including Their Affiliates [Member]

Single-Family [Member]

Mortgage Insurance Companies [Member]

Mortgage Insurance Companies [Member]

Ambac [Member]

Lender Concentration Risk [Member]

Lender Concentration Risk [Member]

Lender Concentration Risk [Member]

Lender Concentration Risk [Member]

Guaranty Book of Business [Member]

Guaranty Book of Business [Member]

Guaranty Book of Business [Member]

Guaranty Book of Business [Member]

Guaranty Book of Business [Member]

Guaranty Book of Business [Member]

Guaranty Book of Business [Member]

Guaranty Book of Business [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Credit Concentration Risk [Member]

Credit Concentration Risk [Member]

Unpaid Principal Balance [Member]

Unpaid Principal Balance [Member]

Unpaid Principal Balance [Member]

Unpaid Principal Balance [Member]

Unpaid Principal Balance [Member]

Unpaid Principal Balance [Member]

insurers

servicers

insurers

Single-Family [Member]

Single-Family [Member]

Multifamily [Member]

Multifamily [Member]

Guaranty Book of Business [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Multifamily [Member]

Multifamily [Member]

Guaranty Book of Business [Member]

Guaranty Book of Business [Member]

Guaranty Book of Business [Member]

Guaranty Book of Business [Member]

Guaranty Book of Business [Member]

Guaranty Book of Business [Member]

Credit Book of Business [Member]

Credit Book of Business [Member]

Single-Family [Member]

Single-Family [Member]

Credit Concentration Risk [Member]

Credit Concentration Risk [Member]

Credit Concentration Risk [Member]

Credit Concentration Risk [Member]

Credit Concentration Risk [Member]

Credit Concentration Risk [Member]

Guaranty Book of Business [Member]

Guaranty Book of Business [Member]

Guaranty Book of Business [Member]

Guaranty Book of Business [Member]

Guaranty Book of Business [Member]

Guaranty Book of Business [Member]

Credit Book of Business [Member]

Credit Book of Business [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Credit Book of Business [Member]

Credit Book of Business [Member]

Credit Book of Business [Member]

Credit Book of Business [Member]

Credit Book of Business [Member]

Credit Book of Business [Member]

Concentration Risk [Line Items]

'

'

'

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'

'

'

'

'

'

'

'

Percentage of book of business

'

'

'

'

'

'

'

'

100.00%

[1],[2]

100.00%

[1],[2]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

31.00%

[1],[2]

32.00%

[1],[2]

24.00%

25.00%

12.00%

13.00%

100.00%

[2],[3]

100.00%

[2],[3]

28.00%

[2],[3]

27.00%

[2],[3]

20.00%

[4],[5]

19.00%

[4],[5]

5.00%

[4],[5]

6.00%

[4],[5]

'

'

'

'

'

'

'

'

'

'

'

'

Number of mortgage servicers, including their affiliates, which serviced the majority of our guaranty book of business

'

'

'

'

5

5

'

'

10

10

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

'

'

'

'

'

'

'

'

Unpaid principal balance of mortgage loans

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$132,500,000,000

$157,000,000,000

'

'

'

'

'

'

'

'

Percentage of concentration risk

'

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'

'

'

'

'

'

'

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'

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'

'

'

'

'

'

'

49.00%

57.00%

65.00%

67.00%

14.00%

91.00%

93.00%

46.00%

'

'

52.00%

55.00%

32.00%

35.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

5.00%

5.00%

1.00%

1.00%

1.00%

1.00%

1.00%

1.00%

Mortgage insurance coverage risk in force

'

'

'

'

102,500,000,000

91,700,000,000

'

'

'

'

'

'

'

'

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'

'

'

'

'

'

'

'

'

Mortgage insurance coverage risk in force as percentage

'

'

'

'

4.00%

3.00%

'

'

'

'

'

'

'

'

'

'

'

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'

'

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Primary mortgage insurance coverage risk in force

'

'

'

'

101,400,000,000

90,500,000,000

'

'

'

'

'

'

'

'

'

'

'

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'

'

'

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'

'

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'

'

'

'

'

'

Pool mortgage insurance coverage risk in force

'

'

'

'

1,100,000,000

1,200,000,000

'

'

'

'

'

'

'

'

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'

'

'

'

Number of mortgage insurance companies provided majority of our mortgage insurance

'

'

'

'

6

6

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'

'

'

'

'

'

'

'

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'

'

Number of mortgage insurers with credit quality deterioration

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

3

'

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'

'

Mortgage insurance coverage risk in force, insurers with credit quality deterioration

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

14,800,000,000

'

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'

'

'

'

'

'

Percentage of mortgage guaranty insurance policy claims to be paid by insurer

'

'

'

'

'

'

'

'

'

'

60.00%

55.00%

75.00%

75.00%

60.00%

25.00%

'

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'

'

'

'

'

'

Percentage of mortgage guaranty insurance policy claims to be deferred by insurer

'

'

'

'

'

'

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'

'

'

40.00%

45.00%

'

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'

'

Receivable from claims on insured defaulted loans

2,100,000,000

3,700,000,000

'

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'

402,000,000

1,100,000,000

'

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'

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'

'

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'

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'

'

'

'

Allowance for mortgage insurance receivable

655,000,000

551,000,000

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'

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'

'

'

'

'

'

'

'

'

'

'

Proceeds received from primary and pool mortgage insurance policies

'

'

5,700,000,000

5,100,000,000

'

'

'

'

'

'

'

'

'

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'

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'

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'

'

'

'

'

'

'

'

'

'

'

'

Unpaid principal balance of guaranteed non-agency securities in our portfolio

5,554,000,000

6,858,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2,500,000,000

'

'

'

'

'

'

'

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'

Guaranteed securities issued by Freddie Mac, the federal government and its agencies

'

'

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'

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'

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'

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'

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'

'

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'

'

'

'

'

'

'

22,500,000,000

27,300,000,000

'

'

'

'

'

'

'

'

'

'

Maximum potential loss recovery from lenders under these risk sharing agreements

'

'

10,700,000,000

11,900,000,000

'

'

39,400,000,000

36,400,000,000

'

'

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Number of major lenders in our risk sharing agreements

'

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'

'

3

3

3

3

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'

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'

'

'

'

'

'

'

Maximum potential exposure under guarantees not recognized in our consolidated balance sheets

7,300,000,000

8,300,000,000

'

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'

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'

'

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'

'

'

Maximum amount recoverable for off-balance sheet guarantees through available credit enhancements and recourse with third parties

$3,100,000,000

$3,600,000,000

'

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'

[1]

Consists of the portion of our multifamily guaranty book of business for which we have detailed loan level information, which constituted 99% of our total multifamily guaranty book of business as of December 31, 2013 and 2012.

[2]

Midwest consists of IL, IN, IA, MI, MN, NE, ND, OH, SD, WI; Northeast consists of CT, DE, ME, MA, NH, NJ, NY, PA, PR, RI, VT, VI; Southeast consists of AL, DC, FL, GA, KY, MD, MS, NC, SC, TN, VA, WV; Southwest consists of AZ, AR, CO, KS, LA, MO, NM, OK, TX, UT; West consists of AK, CA, GU, HI, ID, MT, NV, OR, WA and WY.

[3]

Consists of the portion of our single-family conventional guaranty book of business for which we have detailed loan level information, which constituted over 99% of our total single-family conventional guaranty book of business as of December 31, 2013 and 2012.

[4]

Calculated based on the aggregate unpaid principal balance of single-family conventional loans for each category divided by the aggregate unpaid principal balance of loans in our single-family conventional guaranty book of business.

[5]

Consists of the portion of our single-family conventional guaranty book of business for which we have detailed loan level information, which constituted approximately 99% of our total single-family conventional guaranty book of business as of December 31, 2013 and 2012.

Concentrations_of_Credit_Risk_2

Concentrations of Credit Risk Geographic Concentration (Details) (Guaranty Book of Business [Member])	Dec. 31, 2013		Dec. 31, 2012
Multifamily [Member]	'		'
Concentration Risk [Line Items]	'		'
Percentage of loans with detailed loan level information	99.00%		99.00%
Percentage of book of business	100.00%	[1],[2]	100.00%	[1],[2]
Multifamily [Member] | Midwest [Member]	'		'
Concentration Risk [Line Items]	'		'
Percentage of book of business	9.00%	[1],[2]	8.00%	[1],[2]
Multifamily [Member] | Northeast [Member]	'		'
Concentration Risk [Line Items]	'		'
Percentage of book of business	20.00%	[1],[2]	21.00%	[1],[2]
Multifamily [Member] | Southeast [Member]	'		'
Concentration Risk [Line Items]	'		'
Percentage of book of business	21.00%	[1],[2]	21.00%	[1],[2]
Multifamily [Member] | Southwest [Member]	'		'
Concentration Risk [Line Items]	'		'
Percentage of book of business	19.00%	[1],[2]	18.00%	[1],[2]
Multifamily [Member] | West [Member]	'		'
Concentration Risk [Line Items]	'		'
Percentage of book of business	31.00%	[1],[2]	32.00%	[1],[2]
Conventional Mortgage [Member] | Single-Family [Member]	'		'
Concentration Risk [Line Items]	'		'
Percentage of loans with detailed loan level information	99.00%		99.00%
Percentage of book of business	100.00%	[2],[3]	100.00%	[2],[3]
Conventional Mortgage [Member] | Single-Family [Member] | Midwest [Member]	'		'
Concentration Risk [Line Items]	'		'
Percentage of book of business	15.00%	[2],[3]	15.00%	[2],[3]
Conventional Mortgage [Member] | Single-Family [Member] | Northeast [Member]	'		'
Concentration Risk [Line Items]	'		'
Percentage of book of business	19.00%	[2],[3]	19.00%	[2],[3]
Conventional Mortgage [Member] | Single-Family [Member] | Southeast [Member]	'		'
Concentration Risk [Line Items]	'		'
Percentage of book of business	22.00%	[2],[3]	23.00%	[2],[3]
Conventional Mortgage [Member] | Single-Family [Member] | Southwest [Member]	'		'
Concentration Risk [Line Items]	'		'
Percentage of book of business	16.00%	[2],[3]	16.00%	[2],[3]
Conventional Mortgage [Member] | Single-Family [Member] | West [Member]	'		'
Concentration Risk [Line Items]	'		'
Percentage of book of business	28.00%	[2],[3]	27.00%	[2],[3]
Minimum [Member] | Conventional Mortgage [Member] | Single-Family [Member]	'		'
Concentration Risk [Line Items]	'		'
Percentage of loans with detailed loan level information	99.00%		99.00%
[1]	Consists of the portion of our multifamily guaranty book of business for which we have detailed loan level information, which constituted 99% of our total multifamily guaranty book of business as of December 31, 2013 and 2012.
[2]	Midwest consists of IL, IN, IA, MI, MN, NE, ND, OH, SD, WI; Northeast consists of CT, DE, ME, MA, NH, NJ, NY, PA, PR, RI, VT, VI; Southeast consists of AL, DC, FL, GA, KY, MD, MS, NC, SC, TN, VA, WV; Southwest consists of AZ, AR, CO, KS, LA, MO, NM, OK, TX, UT; West consists of AK, CA, GU, HI, ID, MT, NV, OR, WA and WY.
[3]	Consists of the portion of our single-family conventional guaranty book of business for which we have detailed loan level information, which constituted over 99% of our total single-family conventional guaranty book of business as of December 31, 2013 and 2012.

Concentrations_of_Credit_Risk_3

Concentrations of Credit Risk Estimated Benefit from Mortgage Insurers (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Risks and Uncertainties [Abstract]	'		'
Contractual mortgage insurance benefit	$6,751		$9,993
Less: Collectability adjustment	431	[1]	708	[1]
Estimated benefit included in total loss reserves	$6,320		$9,285
[1]	Represents an adjustment that reduces the contractual benefit for our assessment of our mortgage insurer counterparties’ inability to fully pay the contractual mortgage insurance claims.

Concentrations_of_Credit_Risk_4

Concentrations of Credit Risk Financial Guarantor (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Concentration Risk [Line Items]	'	'
Unpaid principal balance of guaranteed non-agency securities in our portfolio	$5,554	$6,858
Alt-A private-label securities [Member]	'	'
Concentration Risk [Line Items]	'	'
Unpaid principal balance of guaranteed non-agency securities in our portfolio	511	928
Subprime private-label securities [Member]	'	'
Concentration Risk [Line Items]	'	'
Unpaid principal balance of guaranteed non-agency securities in our portfolio	868	1,264
Mortgage revenue bonds [Member]	'	'
Concentration Risk [Line Items]	'	'
Unpaid principal balance of guaranteed non-agency securities in our portfolio	3,911	4,374
Other mortgage-related securities [Member]	'	'
Concentration Risk [Line Items]	'	'
Unpaid principal balance of guaranteed non-agency securities in our portfolio	$264	$292

Netting_Arrangements_Netting_A1

Netting Arrangements Netting Arrangements Table (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
Assets	'		'
Derivative assets, gross amount	$8,756,000,000		$16,009,000,000
Derivative asset, gross amount offset	-8,422,000,000	[1]	-15,791,000,000	[1]
Derivative assets, net amount presented in the consolidated balance sheets	334,000,000	[2]	218,000,000	[2]
Derivative assets, under master netting arrangements, amounts not offset in the consolidated balance sheets, financial instruments	-83,000,000	[3]	-92,000,000	[3]
Derivative assets, under master netting arrangements, amounts not offset in the consolidated balance sheets, collateral	-20,000,000	[4]	-50,000,000	[4]
Derivative assets, net amount	231,000,000		76,000,000
Securities purchased under agreements to resell, or similar arrangements, gross amount	50,565,000,000	[5]	45,750,000,000	[5]
Securities purchased under agreements to resell or similar arrangements, gross amount offset	0	[1],[5]	0	[1],[5]
Securities purchased under agreements to resell or similar arrangements, net amount presented in the consolidated balance sheets	50,565,000,000	[5]	45,750,000,000	[5]
Securities purchased under agreements to resell, under master netting arrangement, amounts not offset in the consolidated balance sheets, financial instruments	0	[3],[5]	0	[3],[5]
Securities purchased under agreements to resell or similar arrangements, under master netting arrangements, amounts not offset in the consolidated balance sheets, collateral	-50,565,000,000	[4],[5]	-45,750,000,000	[4],[5]
Securities purchased under agreements to resell or similar arrangements, net amount	0	[5]	0	[5]
Total assets, gross amount	59,321,000,000		61,759,000,000
Total assets, gross amount offset	-8,422,000,000	[1]	-15,791,000,000	[1]
Total assets, net amount presented in the consolidated balance sheets	50,899,000,000		45,968,000,000
Total assets, under the master netting arrangements, not offset in the consolidated balance sheets, financial instruments	-83,000,000	[3]	-92,000,000	[3]
Total assets, under master netting arrangements, not offset in the consolidated balance sheets, collateral	-50,585,000,000	[4]	-45,800,000,000	[4]
Total assets, net amount	231,000,000		76,000,000
Derivative assets not subject to an enforceable master netting arrangement or similar agreement	1,700,000,000		217,000,000
Liabilities:	'		'
Total liabilities, gross amount	-9,717,000,000		-22,501,000,000
Total liabilities, gross amount offset	9,370,000,000	[1]	22,046,000,000	[1]
Total liabilities, net amount presented in the consolidated balance sheets	-347,000,000	[2]	-455,000,000	[2]
Total liabilities, under master netting arrangements, amounts not offset in the consolidated balance sheets, financial instruments	83,000,000	[3]	92,000,000	[3]
Total liabilities, under master netting arrangements, amounts not offset in the consolidated balance sheets, collateral	0	[4]	0	[4]
Total liabilities, net amount	-264,000,000		-363,000,000
Derivative liabilities not subject to an enforceable master netting arrangements or similar agreement	1,100,000,000		250,000,000
OTC risk management derivatives [Member]	'		'
Assets	'		'
Derivative assets, gross amount	8,491,000,000		15,853,000,000
Derivative asset, gross amount offset	-8,422,000,000	[1],[6]	-15,791,000,000	[1],[6]
Derivative assets, net amount presented in the consolidated balance sheets	69,000,000		62,000,000
Derivative assets, under master netting arrangements, amounts not offset in the consolidated balance sheets, financial instruments	0	[3]	0	[3]
Derivative assets, under master netting arrangements, amounts not offset in the consolidated balance sheets, collateral	-20,000,000	[4]	-48,000,000	[4]
Derivative assets, net amount	49,000,000		14,000,000
Liabilities:	'		'
Derivative liabilities, gross amount	-9,503,000,000		-22,204,000,000
Derivative liabilities, gross amount offset	9,370,000,000	[1],[6]	22,046,000,000	[1],[6]
Derivative liabilities, net amount presented in the consolidated balance sheets	-133,000,000		-158,000,000
Derivative liabilities, under master netting arrangements, amounts not offset in the consolidated balance sheets, financial instruments	0	[3]	0	[3]
Derivative liabilities, under master netting arrangements, amounts not offset in the consolidated balance sheets, collateral	0	[4]	0	[4]
Derivative liabilities, net amount	-133,000,000		-158,000,000
Mortgage commitment derivatives [Member]	'		'
Assets	'		'
Derivative assets, gross amount	265,000,000		156,000,000
Derivative asset, gross amount offset	0	[1]	0	[1]
Derivative assets, net amount presented in the consolidated balance sheets	265,000,000		156,000,000
Derivative assets, under master netting arrangements, amounts not offset in the consolidated balance sheets, financial instruments	-83,000,000	[3]	-92,000,000	[3]
Derivative assets, under master netting arrangements, amounts not offset in the consolidated balance sheets, collateral	0	[4]	-2,000,000	[4]
Derivative assets, net amount	182,000,000		62,000,000
Liabilities:	'		'
Derivative liabilities, gross amount	-214,000,000		-297,000,000
Derivative liabilities, gross amount offset	0	[1]	0	[1]
Derivative liabilities, net amount presented in the consolidated balance sheets	-214,000,000		-297,000,000
Derivative liabilities, under master netting arrangements, amounts not offset in the consolidated balance sheets, financial instruments	83,000,000	[3]	92,000,000	[3]
Derivative liabilities, under master netting arrangements, amounts not offset in the consolidated balance sheets, collateral	0	[4]	0	[4]
Derivative liabilities, net amount	-131,000,000		-205,000,000
Cash and cash equivalents [Member]	'		'
Assets	'		'
Securities purchased under agreements to resell or similar arrangements	$11,600,000,000		$13,300,000,000
[1]	Represents the effect of the right to offset under legally enforceable master netting agreements to settle with the same counterparty on a net basis, including cash collateral posted and received and accrued interest.
[2]	Excludes derivative assets of $1.7 billion and $217 million and derivative liabilities of $1.1 billion and $250 million recognized in our consolidated balance sheets as of December 31, 2013 and 2012, respectively, that are not subject to an enforceable master netting arrangement or similar agreement.
[3]	Mortgage commitment derivative amounts reflect where we have recognized both an asset and a liability with the same counterparty under an enforceable master netting arrangement but we have not elected to offset the related amounts in our consolidated balance sheets.
[4]	Represents collateral posted or received that has neither been recognized nor offset in our consolidated balance sheets. Does not include collateral held in excess of our exposure.
[5]	Includes $11.6 billion and $13.3 billion of securities purchased under agreements to resell or similar arrangements classified as “cash and cash equivalents” in our consolidated balance sheets as of December 31, 2013 and 2012, respectively.
[6]	The netting adjustment represents the effect of the legal right to offset under legally enforceable master netting agreements to settle with the same counterparty on a net basis, including cash collateral posted and received. Cash collateral posted was $2.0 billion and $6.3 billion as of December 31, 2013 and 2012, respectively. Since the agreements related to clearing contracts through derivatives clearing organizations do not provide us with a legal right of offset, no netting adjustments have been made for these contracts. Cash collateral received was $1.0 billion as of December 31, 2013. No cash collateral was received as of December 31, 2012.

Netting_Arrangements_Narrative

Netting Arrangements Narratives (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
Securities Received as Collateral [Abstract]	'	'
Securities sold under agreements to repurchase	$0	$0
Securities purchased under agreements to resell or similar arrangements [Member]	'	'
Securities Received as Collateral [Abstract]	'	'
Fair value of non-cash collateral accepted	50,700,000,000	46,200,000,000
Fair value of non-cash collateral accepted that could be sold or repledged	39,800,000,000	25,000,000,000
Fair value of securities accepted as collateral that have been sold or repledged	0	0
OTC risk management derivatives [Member]	'	'
Securities Received as Collateral [Abstract]	'	'
Fair value of non-cash collateral accepted	$24,000,000	$54,000,000

Fair_Value_Fair_Value_Measurem

Fair Value Fair Value Measurement (Narratives) (Details) (HARP loans [Member], USD $)	Dec. 31, 2013	Dec. 31, 2012
In Billions, unless otherwise specified
Changes due to new accounting guidance or enhanced fair value estimation process [Line Items]	'	'
Loans in portfolio that have been refinanced under HARP	$306.90	$255.20
Fair Value Estimation Process [Member]	'	'
Changes due to new accounting guidance or enhanced fair value estimation process [Line Items]	'	'
Changes in estimated fair value	$11.50	$7.60

Fair_Value_Recurring_Changes_i

Fair Value Recurring Changes in Fair Value (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]	'		'
Assets [Abstract]	'		'
Trading securities	$16,306		$17,950
Available-for-sale securities	0		'
Mortgage loans held for investment	0		'
Other assets [Abstract]	'		'
Derivatives	0		'
Total assets at fair value	52,939		93,736
Other liabilities [Abstract]	'		'
Derivatives	0		'
Total liabilities at fair value	0		'
Significant Other Observable Inputs (Level 2) [Member]	'		'
Assets [Abstract]	'		'
Trading securities	11,688		20,459
Available-for-sale securities	19,159		38,147
Mortgage loans held for investment	2,599,667		2,567,022
Other assets [Abstract]	'		'
Derivatives	10,430		16,051
Total assets at fair value	2,694,859		2,694,632
Other liabilities [Abstract]	'		'
Derivatives	10,734		22,590
Total liabilities at fair value	3,231,253		3,347,367
Significant Unobservable Inputs (Level 3) [Member]	'		'
Assets [Abstract]	'		'
Trading securities	2,774		2,286
Available-for-sale securities	19,012		25,034
Mortgage loans held for investment	392,355		466,594
Other assets [Abstract]	'		'
Derivatives	65		175
Total assets at fair value	415,630		495,561
Other liabilities [Abstract]	'		'
Derivatives	105		161
Total liabilities at fair value	19,611		23,984
Netting Adjustment [Member]	'		'
Assets [Abstract]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Mortgage loans held for investment	0		0
Other assets [Abstract]	'		'
Derivatives	-8,422		-15,791
Total assets at fair value	-8,422		-15,791
Other liabilities [Abstract]	'		'
Derivatives	-9,370		-22,046
Total liabilities at fair value	-9,370		-22,046
Estimated Fair Value [Member]	'		'
Assets [Abstract]	'		'
Trading securities	30,768		40,695
Available-for-sale securities	38,171		63,181
Mortgage loans held for investment	2,992,022		3,033,616
Other assets [Abstract]	'		'
Derivatives	2,073		435
Total assets at fair value	3,155,006		3,268,138
Other liabilities [Abstract]	'		'
Derivatives	1,469		705
Total liabilities at fair value	3,241,494		3,349,305
Recurring Fair Value Measurements [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]	'		'
Assets [Abstract]	'		'
Cash equivalents	'		1,150	[1]
Trading securities	16,306		17,950
Available-for-sale securities	0		0
Other assets [Abstract]	'		'
Derivatives	0		0
Total assets at fair value	16,306		19,100
Liabilities [Abstract]	'		'
Long-term debt	0		0
Other liabilities [Abstract]	'		'
Derivatives	0		0
Total liabilities at fair value	0		0
Recurring Fair Value Measurements [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Swaps [Member]	'		'
Other assets [Abstract]	'		'
Derivatives	0		0
Other liabilities [Abstract]	'		'
Derivatives	0		0
Recurring Fair Value Measurements [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Swaptions [Member]	'		'
Other assets [Abstract]	'		'
Derivatives	0		0
Other liabilities [Abstract]	'		'
Derivatives	0		0
Recurring Fair Value Measurements [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Other [Member]	'		'
Other assets [Abstract]	'		'
Derivatives	0		0
Other liabilities [Abstract]	'		'
Derivatives	0		0
Recurring Fair Value Measurements [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Netting adjustment [Member]	'		'
Other assets [Abstract]	'		'
Derivatives	0		0
Other liabilities [Abstract]	'		'
Derivatives	0		0
Recurring Fair Value Measurements [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Mortgage commitment derivatives [Member]	'		'
Other assets [Abstract]	'		'
Derivatives	0		0
Other liabilities [Abstract]	'		'
Derivatives	0		0
Recurring Fair Value Measurements [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Fannie Mae [Member]	'		'
Assets [Abstract]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Recurring Fair Value Measurements [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Freddie Mac [Member]	'		'
Assets [Abstract]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Recurring Fair Value Measurements [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Ginnie Mae [Member]	'		'
Assets [Abstract]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Recurring Fair Value Measurements [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Alt-A private-label securities [Member]	'		'
Assets [Abstract]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Recurring Fair Value Measurements [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Subprime private-label securities [Member]	'		'
Assets [Abstract]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Recurring Fair Value Measurements [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | CMBS [Member]	'		'
Assets [Abstract]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Recurring Fair Value Measurements [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Mortgage revenue bonds [Member]	'		'
Assets [Abstract]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Recurring Fair Value Measurements [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Other [Member]	'		'
Assets [Abstract]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Recurring Fair Value Measurements [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | U.S. Treasury Securities [Member]	'		'
Assets [Abstract]	'		'
Trading securities	16,306		17,950
Recurring Fair Value Measurements [Member] | Significant Other Observable Inputs (Level 2) [Member]	'		'
Assets [Abstract]	'		'
Cash equivalents	'		0	[1]
Trading securities	11,688		20,459
Available-for-sale securities	19,159		38,147
Other assets [Abstract]	'		'
Derivatives	10,430		16,051
Total assets at fair value	52,841		82,823
Liabilities [Abstract]	'		'
Long-term debt	14,811		10,912
Other liabilities [Abstract]	'		'
Derivatives	10,734		22,590
Total liabilities at fair value	25,545		33,502
Recurring Fair Value Measurements [Member] | Significant Other Observable Inputs (Level 2) [Member] | Swaps [Member]	'		'
Other assets [Abstract]	'		'
Derivatives	9,604		12,224
Other liabilities [Abstract]	'		'
Derivatives	9,444		19,836
Recurring Fair Value Measurements [Member] | Significant Other Observable Inputs (Level 2) [Member] | Swaptions [Member]	'		'
Other assets [Abstract]	'		'
Derivatives	561		3,674
Other liabilities [Abstract]	'		'
Derivatives	1,084		2,463
Recurring Fair Value Measurements [Member] | Significant Other Observable Inputs (Level 2) [Member] | Other [Member]	'		'
Other assets [Abstract]	'		'
Derivatives	0		0
Other liabilities [Abstract]	'		'
Derivatives	0		1
Recurring Fair Value Measurements [Member] | Significant Other Observable Inputs (Level 2) [Member] | Netting adjustment [Member]	'		'
Other assets [Abstract]	'		'
Derivatives	0		0
Other liabilities [Abstract]	'		'
Derivatives	0		0
Recurring Fair Value Measurements [Member] | Significant Other Observable Inputs (Level 2) [Member] | Mortgage commitment derivatives [Member]	'		'
Other assets [Abstract]	'		'
Derivatives	265		153
Other liabilities [Abstract]	'		'
Derivatives	206		290
Recurring Fair Value Measurements [Member] | Significant Other Observable Inputs (Level 2) [Member] | Fannie Mae [Member]	'		'
Assets [Abstract]	'		'
Trading securities	5,828		6,180
Available-for-sale securities	6,566		10,406
Recurring Fair Value Measurements [Member] | Significant Other Observable Inputs (Level 2) [Member] | Freddie Mac [Member]	'		'
Assets [Abstract]	'		'
Trading securities	1,837		2,791
Available-for-sale securities	6,834		9,370
Recurring Fair Value Measurements [Member] | Significant Other Observable Inputs (Level 2) [Member] | Ginnie Mae [Member]	'		'
Assets [Abstract]	'		'
Trading securities	407		436
Available-for-sale securities	588		751
Recurring Fair Value Measurements [Member] | Significant Other Observable Inputs (Level 2) [Member] | Alt-A private-label securities [Member]	'		'
Assets [Abstract]	'		'
Trading securities	898		1,226
Available-for-sale securities	3,558		4,511
Recurring Fair Value Measurements [Member] | Significant Other Observable Inputs (Level 2) [Member] | Subprime private-label securities [Member]	'		'
Assets [Abstract]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Recurring Fair Value Measurements [Member] | Significant Other Observable Inputs (Level 2) [Member] | CMBS [Member]	'		'
Assets [Abstract]	'		'
Trading securities	2,718		9,826
Available-for-sale securities	1,606		13,097
Recurring Fair Value Measurements [Member] | Significant Other Observable Inputs (Level 2) [Member] | Mortgage revenue bonds [Member]	'		'
Assets [Abstract]	'		'
Trading securities	0		0
Available-for-sale securities	3		5
Recurring Fair Value Measurements [Member] | Significant Other Observable Inputs (Level 2) [Member] | Other [Member]	'		'
Assets [Abstract]	'		'
Trading securities	0		0
Available-for-sale securities	4		7
Recurring Fair Value Measurements [Member] | Significant Other Observable Inputs (Level 2) [Member] | U.S. Treasury Securities [Member]	'		'
Assets [Abstract]	'		'
Trading securities	0		0
Recurring Fair Value Measurements [Member] | Significant Unobservable Inputs (Level 3) [Member]	'		'
Assets [Abstract]	'		'
Cash equivalents	'		0	[1]
Trading securities	2,774		2,286
Available-for-sale securities	19,012		25,034
Other assets [Abstract]	'		'
Derivatives	65		175
Total assets at fair value	24,555		30,129
Liabilities [Abstract]	'		'
Long-term debt	1,473		1,528
Other liabilities [Abstract]	'		'
Derivatives	105		161
Total liabilities at fair value	1,578		1,689
Recurring Fair Value Measurements [Member] | Significant Unobservable Inputs (Level 3) [Member] | Swaps [Member]	'		'
Other assets [Abstract]	'		'
Derivatives	36		146
Other liabilities [Abstract]	'		'
Derivatives	96		154
Recurring Fair Value Measurements [Member] | Significant Unobservable Inputs (Level 3) [Member] | Swaptions [Member]	'		'
Other assets [Abstract]	'		'
Derivatives	1		0
Other liabilities [Abstract]	'		'
Derivatives	0		0
Recurring Fair Value Measurements [Member] | Significant Unobservable Inputs (Level 3) [Member] | Other [Member]	'		'
Other assets [Abstract]	'		'
Derivatives	28		26
Other liabilities [Abstract]	'		'
Derivatives	1		0
Recurring Fair Value Measurements [Member] | Significant Unobservable Inputs (Level 3) [Member] | Netting adjustment [Member]	'		'
Other assets [Abstract]	'		'
Derivatives	0		0
Other liabilities [Abstract]	'		'
Derivatives	0		0
Recurring Fair Value Measurements [Member] | Significant Unobservable Inputs (Level 3) [Member] | Mortgage commitment derivatives [Member]	'		'
Other assets [Abstract]	'		'
Derivatives	0		3
Other liabilities [Abstract]	'		'
Derivatives	8		7
Recurring Fair Value Measurements [Member] | Significant Unobservable Inputs (Level 3) [Member] | Fannie Mae [Member]	'		'
Assets [Abstract]	'		'
Trading securities	42		68
Available-for-sale securities	7		29
Recurring Fair Value Measurements [Member] | Significant Unobservable Inputs (Level 3) [Member] | Freddie Mac [Member]	'		'
Assets [Abstract]	'		'
Trading securities	2		2
Available-for-sale securities	8		10
Recurring Fair Value Measurements [Member] | Significant Unobservable Inputs (Level 3) [Member] | Ginnie Mae [Member]	'		'
Assets [Abstract]	'		'
Trading securities	0		1
Available-for-sale securities	0		0
Recurring Fair Value Measurements [Member] | Significant Unobservable Inputs (Level 3) [Member] | Alt-A private-label securities [Member]	'		'
Assets [Abstract]	'		'
Trading securities	618		104
Available-for-sale securities	3,791		6,564
Recurring Fair Value Measurements [Member] | Significant Unobservable Inputs (Level 3) [Member] | Subprime private-label securities [Member]	'		'
Assets [Abstract]	'		'
Trading securities	1,448		1,319
Available-for-sale securities	7,068		7,447
Recurring Fair Value Measurements [Member] | Significant Unobservable Inputs (Level 3) [Member] | CMBS [Member]	'		'
Assets [Abstract]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Recurring Fair Value Measurements [Member] | Significant Unobservable Inputs (Level 3) [Member] | Mortgage revenue bonds [Member]	'		'
Assets [Abstract]	'		'
Trading securities	565		675
Available-for-sale securities	5,253		7,837
Recurring Fair Value Measurements [Member] | Significant Unobservable Inputs (Level 3) [Member] | Other [Member]	'		'
Assets [Abstract]	'		'
Trading securities	99		117
Available-for-sale securities	2,885		3,147
Recurring Fair Value Measurements [Member] | Significant Unobservable Inputs (Level 3) [Member] | U.S. Treasury Securities [Member]	'		'
Assets [Abstract]	'		'
Trading securities	0		0
Recurring Fair Value Measurements [Member] | Netting Adjustment [Member]	'		'
Assets [Abstract]	'		'
Cash equivalents	'		0	[1]
Trading securities	0		0
Available-for-sale securities	0		0
Other assets [Abstract]	'		'
Derivatives	-8,422	[2]	-15,791	[2]
Total assets at fair value	-8,422	[2]	-15,791	[2]
Liabilities [Abstract]	'		'
Long-term debt	0		0
Other liabilities [Abstract]	'		'
Derivatives	-9,370	[2]	-22,046	[2]
Total liabilities at fair value	-9,370	[2]	-22,046	[2]
Recurring Fair Value Measurements [Member] | Netting Adjustment [Member] | Swaps [Member]	'		'
Other assets [Abstract]	'		'
Derivatives	0		0
Other liabilities [Abstract]	'		'
Derivatives	0		0
Recurring Fair Value Measurements [Member] | Netting Adjustment [Member] | Swaptions [Member]	'		'
Other assets [Abstract]	'		'
Derivatives	0		0
Other liabilities [Abstract]	'		'
Derivatives	0		0
Recurring Fair Value Measurements [Member] | Netting Adjustment [Member] | Other [Member]	'		'
Other assets [Abstract]	'		'
Derivatives	0		0
Other liabilities [Abstract]	'		'
Derivatives	0		0
Recurring Fair Value Measurements [Member] | Netting Adjustment [Member] | Netting adjustment [Member]	'		'
Other assets [Abstract]	'		'
Derivatives	-8,422	[2]	-15,791	[2]
Other liabilities [Abstract]	'		'
Derivatives	-9,370	[2]	-22,046	[2]
Recurring Fair Value Measurements [Member] | Netting Adjustment [Member] | Mortgage commitment derivatives [Member]	'		'
Other assets [Abstract]	'		'
Derivatives	0		0
Other liabilities [Abstract]	'		'
Derivatives	0		0
Recurring Fair Value Measurements [Member] | Netting Adjustment [Member] | Fannie Mae [Member]	'		'
Assets [Abstract]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Recurring Fair Value Measurements [Member] | Netting Adjustment [Member] | Freddie Mac [Member]	'		'
Assets [Abstract]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Recurring Fair Value Measurements [Member] | Netting Adjustment [Member] | Ginnie Mae [Member]	'		'
Assets [Abstract]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Recurring Fair Value Measurements [Member] | Netting Adjustment [Member] | Alt-A private-label securities [Member]	'		'
Assets [Abstract]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Recurring Fair Value Measurements [Member] | Netting Adjustment [Member] | Subprime private-label securities [Member]	'		'
Assets [Abstract]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Recurring Fair Value Measurements [Member] | Netting Adjustment [Member] | CMBS [Member]	'		'
Assets [Abstract]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Recurring Fair Value Measurements [Member] | Netting Adjustment [Member] | Mortgage revenue bonds [Member]	'		'
Assets [Abstract]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Recurring Fair Value Measurements [Member] | Netting Adjustment [Member] | Other [Member]	'		'
Assets [Abstract]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Recurring Fair Value Measurements [Member] | Netting Adjustment [Member] | U.S. Treasury Securities [Member]	'		'
Assets [Abstract]	'		'
Trading securities	0		0
Recurring Fair Value Measurements [Member] | Estimated Fair Value [Member]	'		'
Assets [Abstract]	'		'
Cash equivalents	'		1,150	[1]
Trading securities	30,768		40,695
Available-for-sale securities	38,171		63,181
Other assets [Abstract]	'		'
Derivatives	2,073		435
Total assets at fair value	85,280		116,261
Liabilities [Abstract]	'		'
Long-term debt	16,284		12,440
Other liabilities [Abstract]	'		'
Derivatives	1,469		705
Total liabilities at fair value	17,753		13,145
Recurring Fair Value Measurements [Member] | Estimated Fair Value [Member] | Swaps [Member]	'		'
Other assets [Abstract]	'		'
Derivatives	9,640		12,370
Other liabilities [Abstract]	'		'
Derivatives	9,540		19,990
Recurring Fair Value Measurements [Member] | Estimated Fair Value [Member] | Swaptions [Member]	'		'
Other assets [Abstract]	'		'
Derivatives	562		3,674
Other liabilities [Abstract]	'		'
Derivatives	1,084		2,463
Recurring Fair Value Measurements [Member] | Estimated Fair Value [Member] | Other [Member]	'		'
Other assets [Abstract]	'		'
Derivatives	28		26
Other liabilities [Abstract]	'		'
Derivatives	1		1
Recurring Fair Value Measurements [Member] | Estimated Fair Value [Member] | Netting adjustment [Member]	'		'
Other assets [Abstract]	'		'
Derivatives	-8,422		-15,791
Other liabilities [Abstract]	'		'
Derivatives	-9,370		-22,046
Recurring Fair Value Measurements [Member] | Estimated Fair Value [Member] | Mortgage commitment derivatives [Member]	'		'
Other assets [Abstract]	'		'
Derivatives	265		156
Other liabilities [Abstract]	'		'
Derivatives	214		297
Recurring Fair Value Measurements [Member] | Estimated Fair Value [Member] | Fannie Mae [Member]	'		'
Assets [Abstract]	'		'
Trading securities	5,870		6,248
Available-for-sale securities	6,573		10,435
Recurring Fair Value Measurements [Member] | Estimated Fair Value [Member] | Freddie Mac [Member]	'		'
Assets [Abstract]	'		'
Trading securities	1,839		2,793
Available-for-sale securities	6,842		9,380
Recurring Fair Value Measurements [Member] | Estimated Fair Value [Member] | Ginnie Mae [Member]	'		'
Assets [Abstract]	'		'
Trading securities	407		437
Available-for-sale securities	588		751
Recurring Fair Value Measurements [Member] | Estimated Fair Value [Member] | Alt-A private-label securities [Member]	'		'
Assets [Abstract]	'		'
Trading securities	1,516		1,330
Available-for-sale securities	7,349		11,075
Recurring Fair Value Measurements [Member] | Estimated Fair Value [Member] | Subprime private-label securities [Member]	'		'
Assets [Abstract]	'		'
Trading securities	1,448		1,319
Available-for-sale securities	7,068		7,447
Recurring Fair Value Measurements [Member] | Estimated Fair Value [Member] | CMBS [Member]	'		'
Assets [Abstract]	'		'
Trading securities	2,718		9,826
Available-for-sale securities	1,606		13,097
Recurring Fair Value Measurements [Member] | Estimated Fair Value [Member] | Mortgage revenue bonds [Member]	'		'
Assets [Abstract]	'		'
Trading securities	565		675
Available-for-sale securities	5,256		7,842
Recurring Fair Value Measurements [Member] | Estimated Fair Value [Member] | Other [Member]	'		'
Assets [Abstract]	'		'
Trading securities	99		117
Available-for-sale securities	2,889		3,154
Recurring Fair Value Measurements [Member] | Estimated Fair Value [Member] | U.S. Treasury Securities [Member]	'		'
Assets [Abstract]	'		'
Trading securities	16,306		17,950
Fannie Mae [Member]	'		'
Liabilities [Abstract]	'		'
Long-term debt	1,308		793
Fannie Mae [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]	'		'
Assets [Abstract]	'		'
Mortgage loans held for investment	0		'
Liabilities [Abstract]	'		'
Long-term debt	0		'
Fannie Mae [Member] | Significant Other Observable Inputs (Level 2) [Member]	'		'
Assets [Abstract]	'		'
Mortgage loans held for investment	29,920		39,018
Liabilities [Abstract]	'		'
Long-term debt	463,991		534,516
Fannie Mae [Member] | Significant Unobservable Inputs (Level 3) [Member]	'		'
Assets [Abstract]	'		'
Mortgage loans held for investment	215,960		232,170
Liabilities [Abstract]	'		'
Long-term debt	1,557		1,056
Fannie Mae [Member] | Netting Adjustment [Member]	'		'
Assets [Abstract]	'		'
Mortgage loans held for investment	0		0
Liabilities [Abstract]	'		'
Long-term debt	0		0
Fannie Mae [Member] | Estimated Fair Value [Member]	'		'
Assets [Abstract]	'		'
Mortgage loans held for investment	245,880		271,188
Liabilities [Abstract]	'		'
Long-term debt	465,548		535,572
Fannie Mae [Member] | Recurring Fair Value Measurements [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]	'		'
Liabilities [Abstract]	'		'
Long-term debt	0		0
Fannie Mae [Member] | Recurring Fair Value Measurements [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Senior Fixed [Member]	'		'
Liabilities [Abstract]	'		'
Long-term debt	0		0
Fannie Mae [Member] | Recurring Fair Value Measurements [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Senior Floating [Member]	'		'
Liabilities [Abstract]	'		'
Long-term debt	0		0
Fannie Mae [Member] | Recurring Fair Value Measurements [Member] | Significant Other Observable Inputs (Level 2) [Member]	'		'
Liabilities [Abstract]	'		'
Long-term debt	353		393
Fannie Mae [Member] | Recurring Fair Value Measurements [Member] | Significant Other Observable Inputs (Level 2) [Member] | Senior Fixed [Member]	'		'
Liabilities [Abstract]	'		'
Long-term debt	353		393
Fannie Mae [Member] | Recurring Fair Value Measurements [Member] | Significant Other Observable Inputs (Level 2) [Member] | Senior Floating [Member]	'		'
Liabilities [Abstract]	'		'
Long-term debt	0		0
Fannie Mae [Member] | Recurring Fair Value Measurements [Member] | Significant Unobservable Inputs (Level 3) [Member]	'		'
Liabilities [Abstract]	'		'
Long-term debt	955		400
Fannie Mae [Member] | Recurring Fair Value Measurements [Member] | Significant Unobservable Inputs (Level 3) [Member] | Senior Fixed [Member]	'		'
Liabilities [Abstract]	'		'
Long-term debt	0		0
Fannie Mae [Member] | Recurring Fair Value Measurements [Member] | Significant Unobservable Inputs (Level 3) [Member] | Senior Floating [Member]	'		'
Liabilities [Abstract]	'		'
Long-term debt	955		400
Fannie Mae [Member] | Recurring Fair Value Measurements [Member] | Netting Adjustment [Member]	'		'
Liabilities [Abstract]	'		'
Long-term debt	0		0
Fannie Mae [Member] | Recurring Fair Value Measurements [Member] | Netting Adjustment [Member] | Senior Fixed [Member]	'		'
Liabilities [Abstract]	'		'
Long-term debt	0		0
Fannie Mae [Member] | Recurring Fair Value Measurements [Member] | Netting Adjustment [Member] | Senior Floating [Member]	'		'
Liabilities [Abstract]	'		'
Long-term debt	0		0
Fannie Mae [Member] | Recurring Fair Value Measurements [Member] | Estimated Fair Value [Member]	'		'
Liabilities [Abstract]	'		'
Long-term debt	1,308		793
Fannie Mae [Member] | Recurring Fair Value Measurements [Member] | Estimated Fair Value [Member] | Senior Fixed [Member]	'		'
Liabilities [Abstract]	'		'
Long-term debt	353		393
Fannie Mae [Member] | Recurring Fair Value Measurements [Member] | Estimated Fair Value [Member] | Senior Floating [Member]	'		'
Liabilities [Abstract]	'		'
Long-term debt	955		400
Consolidated Trusts [Member]	'		'
Assets [Abstract]	'		'
Mortgage loans held for investment	14,268		10,800
Liabilities [Abstract]	'		'
Long-term debt	14,976		11,647
Consolidated Trusts [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]	'		'
Assets [Abstract]	'		'
Mortgage loans held for investment	0		'
Liabilities [Abstract]	'		'
Long-term debt	0		'
Consolidated Trusts [Member] | Significant Other Observable Inputs (Level 2) [Member]	'		'
Assets [Abstract]	'		'
Mortgage loans held for investment	2,569,747		2,528,004
Liabilities [Abstract]	'		'
Long-term debt	2,684,224		2,685,008
Consolidated Trusts [Member] | Significant Unobservable Inputs (Level 3) [Member]	'		'
Assets [Abstract]	'		'
Mortgage loans held for investment	176,395		234,424
Liabilities [Abstract]	'		'
Long-term debt	13,362		16,171
Consolidated Trusts [Member] | Netting Adjustment [Member]	'		'
Assets [Abstract]	'		'
Mortgage loans held for investment	0		0
Liabilities [Abstract]	'		'
Long-term debt	0		0
Consolidated Trusts [Member] | Estimated Fair Value [Member]	'		'
Assets [Abstract]	'		'
Mortgage loans held for investment	2,746,142		2,762,428
Liabilities [Abstract]	'		'
Long-term debt	2,697,586		2,701,179
Consolidated Trusts [Member] | Recurring Fair Value Measurements [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]	'		'
Assets [Abstract]	'		'
Mortgage loans held for investment	0		0
Liabilities [Abstract]	'		'
Long-term debt	0		0
Consolidated Trusts [Member] | Recurring Fair Value Measurements [Member] | Significant Other Observable Inputs (Level 2) [Member]	'		'
Assets [Abstract]	'		'
Mortgage loans held for investment	11,564		8,166
Liabilities [Abstract]	'		'
Long-term debt	14,458		10,519
Consolidated Trusts [Member] | Recurring Fair Value Measurements [Member] | Significant Unobservable Inputs (Level 3) [Member]	'		'
Assets [Abstract]	'		'
Mortgage loans held for investment	2,704		2,634
Liabilities [Abstract]	'		'
Long-term debt	518		1,128
Consolidated Trusts [Member] | Recurring Fair Value Measurements [Member] | Netting Adjustment [Member]	'		'
Assets [Abstract]	'		'
Mortgage loans held for investment	0		0
Liabilities [Abstract]	'		'
Long-term debt	0		0
Consolidated Trusts [Member] | Recurring Fair Value Measurements [Member] | Estimated Fair Value [Member]	'		'
Assets [Abstract]	'		'
Mortgage loans held for investment	14,268		10,800
Liabilities [Abstract]	'		'
Long-term debt	$14,976		$11,647
[1]	Cash equivalents are comprised of U.S. Treasuries that are classified as Level 1.
[2]	Derivative contracts are reported on a gross basis by level. The netting adjustment represents the effect of the legal right to offset under legally enforceable master netting agreements to settle with the same counterparty on a net basis, including cash collateral posted and received.

Fair_Value_Level_3_Reconciliat

Fair Value Level 3 Reconciliation (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Net unrealized gains (losses) included in net income (loss) related to assets still held	$425		$148		$15
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Total realized and unrealized gains (losses) included in net income	714		126		-457
Interest Income [Member]	'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Net unrealized gains (losses) included in net income (loss) related to assets still held	0		0		-3
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Total realized and unrealized gains (losses) included in net income	275		272		-327
Fair Value Gains, Net [Member]	'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Net unrealized gains (losses) included in net income (loss) related to assets still held	425		148		18
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Total realized and unrealized gains (losses) included in net income	424		326		86
Net OTTI [Member]	'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Net unrealized gains (losses) included in net income (loss) related to assets still held	0		0		0
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Total realized and unrealized gains (losses) included in net income	-26		-484		-229
Other [Member]	'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Net unrealized gains (losses) included in net income (loss) related to assets still held	0		0		0
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Total realized and unrealized gains (losses) included in net income	41		12		13
Trading securities [Member]	'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Beginning Balance	2,286		4,238		4,576
Total gain (loss) (realized/unrealized) included in net income (loss)	469		307		50
Total gains or (losses) (realized/unrealized) included in other comprehensive income (loss)	0	[1]	0	[1]	0	[1]
Purchases	0	[2]	0	[2]	672	[2]
Sales	-50	[2]	-33	[2]	-170	[2]
Issues	0	[3]	0	[3]	0	[3]
Settlements	-304	[3]	-409	[3]	-678	[3]
Transfers out of Level 3	-438	[4]	-2,497	[4]	-971	[4]
Transfers Into Level 3	811	[4]	680	[4]	759	[4]
Ending Balance	2,774		2,286		4,238
Net unrealized gains (losses) included in net income (loss) related to assets still held	430	[5]	177	[5]	54	[5]
Trading securities [Member] | Fannie Mae [Member]	'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Beginning Balance	68		1,737		2,202
Total gain (loss) (realized/unrealized) included in net income (loss)	-9		-2		14
Total gains or (losses) (realized/unrealized) included in other comprehensive income (loss)	0	[1]	0	[1]	0	[1]
Purchases	0	[2]	0	[2]	663	[2]
Sales	0	[2]	-33	[2]	-161	[2]
Issues	0	[3]	0	[3]	0	[3]
Settlements	-17	[3]	-118	[3]	-433	[3]
Transfers out of Level 3	0	[4]	-1,581	[4]	-600	[4]
Transfers Into Level 3	0	[4]	65	[4]	52	[4]
Ending Balance	42		68		1,737
Net unrealized gains (losses) included in net income (loss) related to assets still held	-9	[5]	-6	[5]	36	[5]
Trading securities [Member] | Freddie Mac [Member]	'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Beginning Balance	2		0		'
Total gain (loss) (realized/unrealized) included in net income (loss)	0		0		'
Total gains or (losses) (realized/unrealized) included in other comprehensive income (loss)	0	[1]	0	[1]	'
Purchases	0	[2]	0	[2]	'
Sales	0	[2]	0	[2]	'
Issues	0	[3]	0	[3]	'
Settlements	0	[3]	0	[3]	'
Transfers out of Level 3	0	[4]	0	[4]	'
Transfers Into Level 3	0	[4]	2	[4]	'
Ending Balance	2		2		'
Net unrealized gains (losses) included in net income (loss) related to assets still held	0	[5]	0	[5]	'
Trading securities [Member] | Ginnie Mae [Member]	'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Beginning Balance	1		9		0
Total gain (loss) (realized/unrealized) included in net income (loss)	0		0		0
Total gains or (losses) (realized/unrealized) included in other comprehensive income (loss)	0	[1]	0	[1]	0	[1]
Purchases	0	[2]	0	[2]	9	[2]
Sales	0	[2]	0	[2]	-9	[2]
Issues	0	[3]	0	[3]	0	[3]
Settlements	-1	[3]	0	[3]	0	[3]
Transfers out of Level 3	-3	[4]	-9	[4]	-27	[4]
Transfers Into Level 3	3	[4]	1	[4]	36	[4]
Ending Balance	0		1		9
Net unrealized gains (losses) included in net income (loss) related to assets still held	0	[5]	0	[5]	0	[5]
Trading securities [Member] | Alt-A private-label securities [Member]	'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Beginning Balance	104		345		20
Total gain (loss) (realized/unrealized) included in net income (loss)	256		165		19
Total gains or (losses) (realized/unrealized) included in other comprehensive income (loss)	0	[1]	0	[1]	0	[1]
Purchases	0	[2]	0	[2]	0	[2]
Sales	0	[2]	0	[2]	0	[2]
Issues	0	[3]	0	[3]	0	[3]
Settlements	-115	[3]	-111	[3]	-32	[3]
Transfers out of Level 3	-435	[4]	-907	[4]	-188	[4]
Transfers Into Level 3	808	[4]	612	[4]	526	[4]
Ending Balance	618		104		345
Net unrealized gains (losses) included in net income (loss) related to assets still held	223	[5]	39	[5]	-1	[5]
Trading securities [Member] | Subprime private-label securities [Member]	'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Beginning Balance	1,319		1,280		1,581
Total gain (loss) (realized/unrealized) included in net income (loss)	328		192		-125
Total gains or (losses) (realized/unrealized) included in other comprehensive income (loss)	0	[1]	0	[1]	0	[1]
Purchases	0	[2]	0	[2]	0	[2]
Sales	-50	[2]	0	[2]	0	[2]
Issues	0	[3]	0	[3]	0	[3]
Settlements	-149	[3]	-153	[3]	-176	[3]
Transfers out of Level 3	0	[4]	0	[4]	0	[4]
Transfers Into Level 3	0	[4]	0	[4]	0	[4]
Ending Balance	1,448		1,319		1,280
Net unrealized gains (losses) included in net income (loss) related to assets still held	322	[5]	192	[5]	-125	[5]
Trading securities [Member] | Mortgage revenue bonds [Member]	'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Beginning Balance	675		724		609
Total gain (loss) (realized/unrealized) included in net income (loss)	-101		-29		141
Total gains or (losses) (realized/unrealized) included in other comprehensive income (loss)	0	[1]	0	[1]	0	[1]
Purchases	0	[2]	0	[2]	0	[2]
Sales	0	[2]	0	[2]	0	[2]
Issues	0	[3]	0	[3]	0	[3]
Settlements	-9	[3]	-20	[3]	-26	[3]
Transfers out of Level 3	0	[4]	0	[4]	0	[4]
Transfers Into Level 3	0	[4]	0	[4]	0	[4]
Ending Balance	565		675		724
Net unrealized gains (losses) included in net income (loss) related to assets still held	-101	[5]	-29	[5]	144	[5]
Trading securities [Member] | Other [Member]	'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Beginning Balance	117		143		152
Total gain (loss) (realized/unrealized) included in net income (loss)	-5		-19		1
Total gains or (losses) (realized/unrealized) included in other comprehensive income (loss)	0	[1]	0	[1]	0	[1]
Purchases	0	[2]	0	[2]	0	[2]
Sales	0	[2]	0	[2]	0	[2]
Issues	0	[3]	0	[3]	0	[3]
Settlements	-13	[3]	-7	[3]	-6	[3]
Transfers out of Level 3	0	[4]	0	[4]	-147	[4]
Transfers Into Level 3	0	[4]	0	[4]	143	[4]
Ending Balance	99		117		143
Net unrealized gains (losses) included in net income (loss) related to assets still held	-5	[5]	-19	[5]	0	[5]
Trading securities [Member] | Asset-Backed Securities [Member]	'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Beginning Balance	'		'		12
Total gain (loss) (realized/unrealized) included in net income (loss)	'		'		0
Total gains or (losses) (realized/unrealized) included in other comprehensive income (loss)	'		'		0	[1]
Purchases	'		'		0	[2]
Sales	'		'		0	[2]
Issues	'		'		0	[3]
Settlements	'		'		-5	[3]
Transfers out of Level 3	'		'		-9	[4]
Transfers Into Level 3	'		'		2	[4]
Ending Balance	'		'		0
Net unrealized gains (losses) included in net income (loss) related to assets still held	'		'		0	[5]
Available-for-sale Securities [Member]	'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Beginning Balance	25,034		29,492		31,934
Total gain (loss) (realized/unrealized) included in net income (loss)	302		-192		-515
Total gains or (losses) (realized/unrealized) included in other comprehensive income (loss)	1,665	[1]	1,892	[1]	467	[1]
Purchases	359	[2]	72	[2]	1,756	[2]
Sales	-4,016	[2]	-119	[2]	-855	[2]
Issues	0	[3]	0	[3]	0	[3]
Settlements	-4,642	[3]	-5,109	[3]	-3,904	[3]
Transfers out of Level 3	-3,373	[4]	-4,220	[4]	-2,707	[4]
Transfers Into Level 3	3,683	[4]	3,218	[4]	3,316	[4]
Ending Balance	19,012		25,034		29,492
Net unrealized gains (losses) included in net income (loss) related to assets still held	0	[5]	0	[5]	0	[5]
Available-for-sale Securities [Member] | Fannie Mae [Member]	'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Beginning Balance	29		946		114
Total gain (loss) (realized/unrealized) included in net income (loss)	0		0		0
Total gains or (losses) (realized/unrealized) included in other comprehensive income (loss)	-1	[1]	-8	[1]	44	[1]
Purchases	0	[2]	43	[2]	1,756	[2]
Sales	0	[2]	-43	[2]	-383	[2]
Issues	0	[3]	0	[3]	0	[3]
Settlements	-7	[3]	-24	[3]	-22	[3]
Transfers out of Level 3	-14	[4]	-895	[4]	-1,023	[4]
Transfers Into Level 3	0	[4]	10	[4]	460	[4]
Ending Balance	7		29		946
Net unrealized gains (losses) included in net income (loss) related to assets still held	0	[5]	0	[5]	0	[5]
Available-for-sale Securities [Member] | Freddie Mac [Member]	'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Beginning Balance	10		12		3
Total gain (loss) (realized/unrealized) included in net income (loss)	0		0		0
Total gains or (losses) (realized/unrealized) included in other comprehensive income (loss)	-1	[1]	0	[1]	0	[1]
Purchases	0	[2]	0	[2]	0	[2]
Sales	0	[2]	0	[2]	0	[2]
Issues	0	[3]	0	[3]	0	[3]
Settlements	-2	[3]	-2	[3]	-1	[3]
Transfers out of Level 3	-1	[4]	0	[4]	0	[4]
Transfers Into Level 3	2	[4]	0	[4]	10	[4]
Ending Balance	8		10		12
Net unrealized gains (losses) included in net income (loss) related to assets still held	0	[5]	0	[5]	0	[5]
Available-for-sale Securities [Member] | Ginnie Mae [Member]	'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Beginning Balance	0		'		'
Total gain (loss) (realized/unrealized) included in net income (loss)	0		'		'
Total gains or (losses) (realized/unrealized) included in other comprehensive income (loss)	0	[1]	'		'
Purchases	0	[2]	'		'
Sales	0	[2]	'		'
Issues	0	[3]	'		'
Settlements	0	[3]	'		'
Transfers out of Level 3	-1	[4]	'		'
Transfers Into Level 3	1	[4]	'		'
Ending Balance	0		'		'
Net unrealized gains (losses) included in net income (loss) related to assets still held	0	[5]	'		'
Available-for-sale Securities [Member] | Alt-A private-label securities [Member]	'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Beginning Balance	6,564		7,256		7,049
Total gain (loss) (realized/unrealized) included in net income (loss)	144		-87		-100
Total gains or (losses) (realized/unrealized) included in other comprehensive income (loss)	464	[1]	584	[1]	119	[1]
Purchases	0	[2]	0	[2]	0	[2]
Sales	-2,664	[2]	0	[2]	0	[2]
Issues	0	[3]	0	[3]	0	[3]
Settlements	-1,040	[3]	-1,072	[3]	-974	[3]
Transfers out of Level 3	-3,357	[4]	-3,325	[4]	-1,684	[4]
Transfers Into Level 3	3,680	[4]	3,208	[4]	2,846	[4]
Ending Balance	3,791		6,564		7,256
Net unrealized gains (losses) included in net income (loss) related to assets still held	0	[5]	0	[5]	0	[5]
Available-for-sale Securities [Member] | Subprime private-label securities [Member]	'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Beginning Balance	7,447		7,586		9,932
Total gain (loss) (realized/unrealized) included in net income (loss)	120		-126		-386
Total gains or (losses) (realized/unrealized) included in other comprehensive income (loss)	1,527	[1]	1,280	[1]	-580	[1]
Purchases	359	[2]	0	[2]	0	[2]
Sales	-1,317	[2]	0	[2]	-363	[2]
Issues	0	[3]	0	[3]	0	[3]
Settlements	-1,068	[3]	-1,293	[3]	-1,017	[3]
Transfers out of Level 3	0	[4]	0	[4]	0	[4]
Transfers Into Level 3	0	[4]	0	[4]	0	[4]
Ending Balance	7,068		7,447		7,586
Net unrealized gains (losses) included in net income (loss) related to assets still held	0	[5]	0	[5]	0	[5]
Available-for-sale Securities [Member] | Mortgage revenue bonds [Member]	'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Beginning Balance	7,837		10,247		11,030
Total gain (loss) (realized/unrealized) included in net income (loss)	25		9		-22
Total gains or (losses) (realized/unrealized) included in other comprehensive income (loss)	-449	[1]	-23	[1]	834	[1]
Purchases	0	[2]	29	[2]	0	[2]
Sales	-35	[2]	-76	[2]	-109	[2]
Issues	0	[3]	0	[3]	0	[3]
Settlements	-2,125	[3]	-2,349	[3]	-1,486	[3]
Transfers out of Level 3	0	[4]	0	[4]	0	[4]
Transfers Into Level 3	0	[4]	0	[4]	0	[4]
Ending Balance	5,253		7,837		10,247
Net unrealized gains (losses) included in net income (loss) related to assets still held	0	[5]	0	[5]	0	[5]
Available-for-sale Securities [Member] | Other [Member]	'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Beginning Balance	3,147		3,445		3,806
Total gain (loss) (realized/unrealized) included in net income (loss)	13		12		-7
Total gains or (losses) (realized/unrealized) included in other comprehensive income (loss)	125	[1]	59	[1]	50	[1]
Purchases	0	[2]	0	[2]	0	[2]
Sales	0	[2]	0	[2]	0	[2]
Issues	0	[3]	0	[3]	0	[3]
Settlements	-400	[3]	-369	[3]	-404	[3]
Transfers out of Level 3	0	[4]	0	[4]	0	[4]
Transfers Into Level 3	0	[4]	0	[4]	0	[4]
Ending Balance	2,885		3,147		3,445
Net unrealized gains (losses) included in net income (loss) related to assets still held	0	[5]	0	[5]	0	[5]
Mortgage Loans [Member] | Consolidated Trusts [Member]	'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Beginning Balance	2,634		2,319		2,207
Total gain (loss) (realized/unrealized) included in net income (loss)	282		235		8
Total gains or (losses) (realized/unrealized) included in other comprehensive income (loss)	0	[1]	0	[1]	0	[1]
Purchases	346	[2]	935	[2]	184	[2]
Sales	-393	[2]	0	[2]	0	[2]
Issues	0	[3]	0	[3]	0	[3]
Settlements	-459	[3]	-411	[3]	-339	[3]
Transfers out of Level 3	-352	[4]	-562	[4]	-106	[4]
Transfers Into Level 3	646	[4]	118	[4]	365	[4]
Ending Balance	2,704		2,634		2,319
Net unrealized gains (losses) included in net income (loss) related to assets still held	50	[5]	159	[5]	9	[5]
Net derivatives [Member]	'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Beginning Balance	14		65		104
Total gain (loss) (realized/unrealized) included in net income (loss)	-165		-23		123
Total gains or (losses) (realized/unrealized) included in other comprehensive income (loss)	0	[1]	0	[1]	0	[1]
Purchases	0	[2]	0	[2]	0	[2]
Sales	0	[2]	0	[2]	0	[2]
Issues	0	[3]	-8	[3]	-4	[3]
Settlements	97	[3]	-20	[3]	-87	[3]
Transfers out of Level 3	16	[4]	0	[4]	-71	[4]
Transfers Into Level 3	-2	[4]	0	[4]	0	[4]
Ending Balance	-40		14		65
Net unrealized gains (losses) included in net income (loss) related to assets still held	-51	[5]	-9	[5]	59	[5]
Long-term debt [Member]	'		'		'
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Beginning Balance	-1,528		-1,171		-1,048
Total gain (loss) (realized/unrealized) included in net income (loss)	-174		-201		-123
Total gain or (losses) included in other comprehensive income (loss)	0	[1]	0	[1]	0	[1]
Purchases	0	[2]	0	[2]	0	[2]
Sales	0	[2]	0	[2]	4	[2]
Issuances	-695	[3]	-523	[3]	-70	[3]
Settlements	580	[3]	260	[3]	192	[3]
Transfers out of Level 3	434	[4]	474	[4]	185	[4]
Transfers Into Level 3	-90	[4]	-367	[4]	-311	[4]
Ending Balance	-1,473		-1,528		-1,171
Net unrealized gains (losses) included in net income (loss) related to assets still held	-4	[5]	-179	[5]	-107	[5]
Long-term debt [Member] | Fannie Mae [Member] | Senior Floating [Member]	'		'		'
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Beginning Balance	-400		-406		-421
Total gain (loss) (realized/unrealized) included in net income (loss)	76		-21		-88
Total gain or (losses) included in other comprehensive income (loss)	0	[1]	0	[1]	0	[1]
Purchases	0	[2]	0	[2]	0	[2]
Sales	0	[2]	0	[2]	0	[2]
Issuances	-674	[3]	0	[3]	0	[3]
Settlements	43	[3]	27	[3]	103	[3]
Transfers out of Level 3	0	[4]	0	[4]	0	[4]
Transfers Into Level 3	0	[4]	0	[4]	0	[4]
Ending Balance	-955		-400		-406
Net unrealized gains (losses) included in net income (loss) related to assets still held	76	[5]	-21	[5]	-88	[5]
Long-term debt [Member] | Consolidated Trusts [Member]	'		'		'
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'
Beginning Balance	-1,128		-765		-627
Total gain (loss) (realized/unrealized) included in net income (loss)	-250		-180		-35
Total gain or (losses) included in other comprehensive income (loss)	0	[1]	0	[1]	0	[1]
Purchases	0	[2]	0	[2]	0	[2]
Sales	0	[2]	0	[2]	4	[2]
Issuances	-21	[3]	-523	[3]	-70	[3]
Settlements	537	[3]	233	[3]	89	[3]
Transfers out of Level 3	434	[4]	474	[4]	185	[4]
Transfers Into Level 3	-90	[4]	-367	[4]	-311	[4]
Ending Balance	-518		-1,128		-765
Net unrealized gains (losses) included in net income (loss) related to assets still held	($80)	[5]	($158)	[5]	($19)	[5]
[1]	Gains (losses) included in other comprehensive income (loss) are included in “Changes in unrealized gains on available-for-sale securities, net of reclassification adjustments and taxes” in the consolidated statements of operations and comprehensive income (loss).
[2]	Purchases and sales include activity related to the consolidation and deconsolidation of assets of securitization trusts.
[3]	Issues and settlements include activity related to the consolidation and deconsolidation of liabilities of securitization trusts.
[4]	Transfers out of Level 3 consisted primarily of Fannie Mae MBS and private-label mortgage-related securities backed by Alt-A loans. Prices for these securities were obtained from multiple third-party vendors supported by market observable inputs. Transfers into Level 3 consisted primarily of private-label mortgage-related securities backed by Alt-A loans. Prices for these securities are based on inputs from a single source or inputs that were not readily observable.
[5]	Amount represents temporary changes in fair value. Amortization, accretion and other-than-temporary impairments are not considered unrealized and are not included in this amount.

Fair_Value_Nonrecurring_Change

Fair Value Nonrecurring Changes (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for sale, at lower of cost or fair value	$0		'
Mortgage loans held for investment	0		'
Total assets at fair value	52,939		93,736
Significant Other Observable Inputs (Level 2) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for sale, at lower of cost or fair value	185		267
Mortgage loans held for investment	2,599,667		2,567,022
Total assets at fair value	2,694,859		2,694,632
Significant Unobservable Inputs (Level 3) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for sale, at lower of cost or fair value	195		208
Mortgage loans held for investment	392,355		466,594
Total assets at fair value	415,630		495,561
Estimated Fair Value [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for sale, at lower of cost or fair value	380		475
Mortgage loans held for investment	2,992,022		3,033,616
Total assets at fair value	3,155,006		3,268,138
Fair Value, Measurements, Nonrecurring [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for sale, at lower of cost or fair value	0		0
Other assets	0		0
Total assets at fair value	0		0
Fair Value, Measurements, Nonrecurring [Member] | Significant Other Observable Inputs (Level 2) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for sale, at lower of cost or fair value	101		104
Other assets	0		0
Total assets at fair value	101		104
Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for sale, at lower of cost or fair value	132		135
Other assets	121		384
Total assets at fair value	25,970		29,450
Fair Value, Measurements, Nonrecurring [Member] | Estimated Fair Value [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for sale, at lower of cost or fair value	233		239
Other assets	121		384
Total assets at fair value	26,071		29,554
Fannie Mae [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for investment	0		'
Fannie Mae [Member] | Significant Other Observable Inputs (Level 2) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for investment	29,920		39,018
Fannie Mae [Member] | Significant Unobservable Inputs (Level 3) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for investment	215,960		232,170
Fannie Mae [Member] | Estimated Fair Value [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for investment	245,880		271,188
Consolidated Trusts [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for investment	14,268		10,800
Consolidated Trusts [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for investment	0		'
Consolidated Trusts [Member] | Significant Other Observable Inputs (Level 2) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for investment	2,569,747		2,528,004
Consolidated Trusts [Member] | Significant Unobservable Inputs (Level 3) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for investment	176,395		234,424
Consolidated Trusts [Member] | Estimated Fair Value [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for investment	2,746,142		2,762,428
Single-Family [Member] | Fair Value, Measurements, Nonrecurring [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Acquired property, net	0		0
Single-Family [Member] | Fair Value, Measurements, Nonrecurring [Member] | Significant Other Observable Inputs (Level 2) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Acquired property, net	0		0
Single-Family [Member] | Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Acquired property, net	4,041		3,692
Single-Family [Member] | Fair Value, Measurements, Nonrecurring [Member] | Estimated Fair Value [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Acquired property, net	4,041		3,692
Single-Family [Member] | Fannie Mae [Member] | Fair Value, Measurements, Nonrecurring [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for investment	0	[1]	0	[2]
Single-Family [Member] | Fannie Mae [Member] | Fair Value, Measurements, Nonrecurring [Member] | Significant Other Observable Inputs (Level 2) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for investment	0	[1]	0	[2]
Single-Family [Member] | Fannie Mae [Member] | Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for investment	19,966	[1]	23,314	[2]
Single-Family [Member] | Fannie Mae [Member] | Fair Value, Measurements, Nonrecurring [Member] | Estimated Fair Value [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for investment	19,966	[1]	23,314	[2]
Single-Family [Member] | Consolidated Trusts [Member] | Fair Value, Measurements, Nonrecurring [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for investment	0	[1]	0	[2]
Single-Family [Member] | Consolidated Trusts [Member] | Fair Value, Measurements, Nonrecurring [Member] | Significant Other Observable Inputs (Level 2) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for investment	0	[1]	0	[2]
Single-Family [Member] | Consolidated Trusts [Member] | Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for investment	79	[1]	227	[2]
Single-Family [Member] | Consolidated Trusts [Member] | Fair Value, Measurements, Nonrecurring [Member] | Estimated Fair Value [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for investment	79	[1]	227	[2]
Multifamily [Member] | Fair Value, Measurements, Nonrecurring [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for investment	0		0
Acquired property, net	0		0
Multifamily [Member] | Fair Value, Measurements, Nonrecurring [Member] | Significant Other Observable Inputs (Level 2) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for investment	0		0
Acquired property, net	0		0
Multifamily [Member] | Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for investment	1,533		1,624
Acquired property, net	98		74
Multifamily [Member] | Fair Value, Measurements, Nonrecurring [Member] | Estimated Fair Value [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Mortgage loans held for investment	1,533		1,624
Acquired property, net	$98		$74
[1]	Excludes estimated recoveries from mortgage insurance proceeds.
[2]	Includes $73 million of mortgage loans held for sale that were sold, deconsolidated, retained as a mortgage-related security or redesignated to mortgage loans held for investment as of December 31, 2011.

Fair_Value_Nonrecurring_Change1

Fair Value Nonrecurring Changes - Prior to Adoption (Details) (Fair Value, Measurements, Nonrecurring [Member], USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2011
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Total gains (losses) on mortgage loans held for sale	$12
Total gains (losses) on other assets	-209
Total gains (losses) on total assets at fair value	-6,490
Single-Family [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Total gains (losses) on acquired property, net	-2,639
Single-Family [Member] | Fannie Mae [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Total gains (losses) on mortgage loans held for investment	-3,077
Single-Family [Member] | Consolidated Trusts [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Total gains (losses) on mortgage loans held for investment	-142
Multifamily [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Total gains (losses) on acquired property, net	-87
Multifamily [Member] | Fannie Mae [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Total gains (losses) on mortgage loans held for investment	-348
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Mortgages Held-for-sale, Fair Value Disclosure, Duration Approach	0
Other Assets, Fair Value Disclosure, Duration Approach	0
Assets, Fair Value Disclosure, Duration Approach	0
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Single-Family [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Real Estate Acquired through Foreclosure, Fair Value Disclosure, Duration Approach	0
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Single-Family [Member] | Fannie Mae [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Loan Held-for-investment, Fair Value Disclosure, Duration Approach	0
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Single-Family [Member] | Consolidated Trusts [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Loan Held-for-investment, Fair Value Disclosure, Duration Approach	0
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Multifamily [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Real Estate Acquired through Foreclosure, Fair Value Disclosure, Duration Approach	0
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Multifamily [Member] | Fannie Mae [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Loan Held-for-investment, Fair Value Disclosure, Duration Approach	0
Significant Other Observable Inputs (Level 2) [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Mortgages Held-for-sale, Fair Value Disclosure, Duration Approach	3
Other Assets, Fair Value Disclosure, Duration Approach	0
Assets, Fair Value Disclosure, Duration Approach	3
Significant Other Observable Inputs (Level 2) [Member] | Single-Family [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Real Estate Acquired through Foreclosure, Fair Value Disclosure, Duration Approach	0
Significant Other Observable Inputs (Level 2) [Member] | Single-Family [Member] | Fannie Mae [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Loan Held-for-investment, Fair Value Disclosure, Duration Approach	0
Significant Other Observable Inputs (Level 2) [Member] | Single-Family [Member] | Consolidated Trusts [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Loan Held-for-investment, Fair Value Disclosure, Duration Approach	0
Significant Other Observable Inputs (Level 2) [Member] | Multifamily [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Real Estate Acquired through Foreclosure, Fair Value Disclosure, Duration Approach	0
Significant Other Observable Inputs (Level 2) [Member] | Multifamily [Member] | Fannie Mae [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Loan Held-for-investment, Fair Value Disclosure, Duration Approach	0
Significant Unobservable Inputs (Level 3) [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Mortgages Held-for-sale, Fair Value Disclosure, Duration Approach	197
Other Assets, Fair Value Disclosure, Duration Approach	1,537
Assets, Fair Value Disclosure, Duration Approach	68,979
Significant Unobservable Inputs (Level 3) [Member] | Single-Family [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Real Estate Acquired through Foreclosure, Fair Value Disclosure, Duration Approach	19,498
Significant Unobservable Inputs (Level 3) [Member] | Single-Family [Member] | Fannie Mae [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Loan Held-for-investment, Fair Value Disclosure, Duration Approach	44,592
Significant Unobservable Inputs (Level 3) [Member] | Single-Family [Member] | Consolidated Trusts [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Loan Held-for-investment, Fair Value Disclosure, Duration Approach	882
Significant Unobservable Inputs (Level 3) [Member] | Multifamily [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Real Estate Acquired through Foreclosure, Fair Value Disclosure, Duration Approach	363
Significant Unobservable Inputs (Level 3) [Member] | Multifamily [Member] | Fannie Mae [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Loan Held-for-investment, Fair Value Disclosure, Duration Approach	1,910
Estimated Fair Value [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Mortgages Held-for-sale, Fair Value Disclosure, Duration Approach	200	[1]
Other Assets, Fair Value Disclosure, Duration Approach	1,537	[2]
Assets, Fair Value Disclosure, Duration Approach	68,982
Estimated Fair Value [Member] | Sold, Transferred or Liquidated as of Period End [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Mortgages Held-for-sale, Fair Value Disclosure, Duration Approach	73
Loan Held-for-investment, Fair Value Disclosure, Duration Approach	8,100
Real Estate Acquired through Foreclosure, Fair Value Disclosure, Duration Approach	14,500
Other Assets, Fair Value Disclosure, Duration Approach	411
Estimated Fair Value [Member] | Single-Family [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Real Estate Acquired through Foreclosure, Fair Value Disclosure, Duration Approach	19,498	[3]
Estimated Fair Value [Member] | Single-Family [Member] | Fannie Mae [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Loan Held-for-investment, Fair Value Disclosure, Duration Approach	44,592	[4]
Estimated Fair Value [Member] | Single-Family [Member] | Consolidated Trusts [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Loan Held-for-investment, Fair Value Disclosure, Duration Approach	882	[4]
Estimated Fair Value [Member] | Multifamily [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Real Estate Acquired through Foreclosure, Fair Value Disclosure, Duration Approach	363	[3]
Estimated Fair Value [Member] | Multifamily [Member] | Fannie Mae [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Loan Held-for-investment, Fair Value Disclosure, Duration Approach	$1,910	[4]
[1]	Includes $73 million of mortgage loans held for sale that were sold, deconsolidated, retained as a mortgage-related security or redesignated to mortgage loans held for investment as of December 31, 2011.
[2]	Includes $411 million of other assets that were sold or transferred as of December 31, 2011.
[3]	Includes $14.5 billion of acquired properties that were sold or transferred as of December 31, 2011.
[4]	Includes $8.1 billion of mortgage loans held for investment that were liquidated or transferred to foreclosed properties as of December 31, 2011.

Fair_Value_Level_3_Valuation_I

Fair Value Level 3 Valuation Inputs (Details) (USD $)

Dec. 31, 2013

Dec. 31, 2012

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In Millions, unless otherwise specified

Mortgage commitment derivatives [Member]

Mortgage commitment derivatives [Member]

Fannie Mae [Member]

Fannie Mae [Member]

Consolidated Trusts [Member]

Consolidated Trusts [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Significant Unobservable Inputs (Level 3) [Member]

Fannie Mae [Member]

Fannie Mae [Member]

Consolidated Trusts [Member]

Consolidated Trusts [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

Recurring Fair Value Measurements [Member]

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Internal Model [Member]

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Appraisals [Member]

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Walk Forwards [Member]

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Single-Family [Member]

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Multifamily [Member]

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Multifamily [Member]

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Alt-A private-label securities [Member]

Alt-A private-label securities [Member]

Alt-A private-label securities [Member]

Alt-A private-label securities [Member]

Alt-A private-label securities [Member]

Alt-A private-label securities [Member]

Alt-A private-label securities [Member]

Alt-A private-label securities [Member]

Alt-A private-label securities [Member]

Alt-A private-label securities [Member]

Alt-A private-label securities [Member]

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Subprime private-label securities [Member]

Subprime private-label securities [Member]

Subprime private-label securities [Member]

Subprime private-label securities [Member]

Subprime private-label securities [Member]

Subprime private-label securities [Member]

Subprime private-label securities [Member]

Subprime private-label securities [Member]

Subprime private-label securities [Member]

Subprime private-label securities [Member]

Subprime private-label securities [Member]

Subprime private-label securities [Member]

Mortgage revenue bonds [Member]

Mortgage revenue bonds [Member]

Mortgage revenue bonds [Member]

Mortgage revenue bonds [Member]

Mortgage revenue bonds [Member]

Mortgage revenue bonds [Member]

Mortgage revenue bonds [Member]

Mortgage revenue bonds [Member]

Mortgage revenue bonds [Member]

Mortgage revenue bonds [Member]

Mortgage revenue bonds [Member]

Mortgage revenue bonds [Member]

Mortgage revenue bonds [Member]

Mortgage revenue bonds [Member]

Other [Member]

Other [Member]

Other [Member]

Other [Member]

Other [Member]

Other [Member]

Other [Member]

Other [Member]

Other [Member]

Other [Member]

Other [Member]

Agency [Member]

Agency [Member]

Alt-A private-label securities [Member]

Subprime private-label securities [Member]

Subprime private-label securities [Member]

Mortgage revenue bonds [Member]

Mortgage revenue bonds [Member]

Other [Member]

Other [Member]

Agency [Member]

Alt-A private-label securities [Member]

Alt-A private-label securities [Member]

Subprime private-label securities [Member]

Subprime private-label securities [Member]

Mortgage revenue bonds [Member]

Mortgage revenue bonds [Member]

Other [Member]

Senior Floating [Member]

Senior Floating [Member]

Consensus with Inputs [Member]

Consensus with Inputs [Member]

Consensus with Inputs [Member]

Consensus with Inputs [Member]

Discounted Cash Flow without Inputs [Member]

Discounted Cash Flow without Inputs [Member]

Consensus with Inputs [Member]

Consensus with Inputs [Member]

Consensus with Inputs [Member]

Consensus with Inputs [Member]

Consensus with Inputs [Member]

Consensus with Inputs [Member]

Consensus with Inputs [Member]

Consensus with Inputs [Member]

Consensus Without Inputs [Member]

Consensus Without Inputs [Member]

Discounted Cash Flow with Inputs [Member]

Discounted Cash Flow with Inputs [Member]

Discounted Cash Flow with Inputs [Member]

Discounted Cash Flow with Inputs [Member]

Other Valuation Technique [Member]

Single Vendor Without Inputs [Member]

Single Vendor Without Inputs [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Single-Family [Member]

Multifamily [Member]

Multifamily [Member]

Multifamily [Member]

Multifamily [Member]

Multifamily [Member]

Multifamily [Member]

Multifamily [Member]

Multifamily [Member]

Internal Model [Member]

Internal Model [Member]

Internal Model [Member]

Internal Model [Member]

Trading securities [Member]

Trading securities [Member]

Trading securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Trading securities [Member]

Trading securities [Member]

Trading securities [Member]

Trading securities [Member]

Trading securities [Member]

Trading securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Trading securities [Member]

Trading securities [Member]

Trading securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Trading securities [Member]

Trading securities [Member]

Trading securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Trading securities [Member]

Trading securities [Member]

Trading securities [Member]

Trading securities [Member]

Trading securities [Member]

Trading securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Trading securities [Member]

Trading securities [Member]

Trading securities [Member]

Trading securities [Member]

Trading securities [Member]

Trading securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Trading securities [Member]

Trading securities [Member]

Trading securities [Member]

Trading securities [Member]

Trading securities [Member]

Trading securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Trading securities [Member]

Trading securities [Member]

Trading securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Available-for-sale Securities [Member]

Senior Floating [Member]

Long-term debt [Member]

Long-term debt [Member]

Long-term debt [Member]

Senior Floating [Member]

Senior Floating [Member]

Long-term debt [Member]

Long-term debt [Member]

Long-term debt [Member]

Long-term debt [Member]

Long-term debt [Member]

Long-term debt [Member]

Long-term debt [Member]

Long-term debt [Member]

Long-term debt [Member]

Build-Up [Member]

Build-Up [Member]

Build-Up [Member]

Build-Up [Member]

Build-Up [Member]

Build-Up [Member]

Build-Up [Member]

Build-Up [Member]

Consensus with Inputs [Member]

Consensus with Inputs [Member]

Consensus with Inputs [Member]

Consensus with Inputs [Member]

Consensus with Inputs [Member]

Consensus with Inputs [Member]

Consensus with Inputs [Member]

Consensus with Inputs [Member]

Consensus Without Inputs [Member]

Consensus Without Inputs [Member]

Discounted Cash Flow with Inputs [Member]

Discounted Cash Flow with Inputs [Member]

Discounted Cash Flow with Inputs [Member]

Discounted Cash Flow with Inputs [Member]

Discounted Cash Flow with Inputs [Member]

Discounted Cash Flow with Inputs [Member]

Discounted Cash Flow with Inputs [Member]

Discounted Cash Flow with Inputs [Member]

Other Valuation Technique [Member]

Single Vendor Without Inputs [Member]

Build-Up [Member]

Build-Up [Member]

Build-Up [Member]

Build-Up [Member]

Build-Up [Member]

Build-Up [Member]

Build-Up [Member]

Build-Up [Member]

Minimum [Member]

Maximum [Member]

Weighted Average [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Weighted Average [Member]

Weighted Average [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Weighted Average [Member]

Weighted Average [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Weighted Average [Member]

Weighted Average [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Weighted Average [Member]

Weighted Average [Member]

Minimum [Member]

Maximum [Member]

Weighted Average [Member]

Minimum [Member]

Maximum [Member]

Weighted Average [Member]

Minimum [Member]

Maximum [Member]

Weighted Average [Member]

Minimum [Member]

Maximum [Member]

Weighted Average [Member]

Minimum [Member]

Maximum [Member]

Weighted Average [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Weighted Average [Member]

Weighted Average [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Weighted Average [Member]

Weighted Average [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Weighted Average [Member]

Weighted Average [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Weighted Average [Member]

Weighted Average [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Weighted Average [Member]

Weighted Average [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Weighted Average [Member]

Weighted Average [Member]

Minimum [Member]

Maximum [Member]

Weighted Average [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Weighted Average [Member]

Weighted Average [Member]

Minimum [Member]

Maximum [Member]

Weighted Average [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Weighted Average [Member]

Weighted Average [Member]

Minimum [Member]

Maximum [Member]

Weighted Average [Member]

Mortgage Loans [Member]

Mortgage Loans [Member]

Mortgage Loans [Member]

Mortgage Loans [Member]

Mortgage Loans [Member]

Mortgage Loans [Member]

Mortgage Loans [Member]

Mortgage Loans [Member]

Mortgage Loans [Member]

Mortgage Loans [Member]

Mortgage Loans [Member]

Mortgage Loans [Member]

Mortgage Loans [Member]

Mortgage Loans [Member]

Mortgage Loans [Member]

Mortgage Loans [Member]

Mortgage Loans [Member]

Mortgage Loans [Member]

Mortgage Loans [Member]

Mortgage Loans [Member]

Mortgage Loans [Member]

Mortgage Loans [Member]

Mortgage Loans [Member]

Mortgage Loans [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Weighted Average [Member]

Weighted Average [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Weighted Average [Member]

Weighted Average [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Weighted Average [Member]

Weighted Average [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Weighted Average [Member]

Weighted Average [Member]

Fair Value Inputs, Quantitative Information [Line Items]

'

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'

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Mortgage loans held for sale, at lower of cost or fair value

'

'

'

'

'

'

'

'

$195

$208

'

'

'

'

$132

$135

$132

$135

'

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'

'

'

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'

'

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'

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'

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'

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'

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'

'

'

'

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'

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'

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Default Rate (%)

'

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'

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'

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'

'

'

'

'

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'

'

'

'

'

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'

'

'

'

'

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'

'

'

'

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'

'

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'

'

'

'

'

'

'

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'

'

'

'

'

6.90%

[1],[2]

10.40%

[1],[2]

8.90%

[1],[2]

0.00%

[1]

0.10%

[1],[3]

17.70%

[1]

10.30%

[1],[3]

3.60%

[1]

3.50%

[1],[3]

'

'

3.00%

[1],[3]

10.90%

[1]

9.20%

[1],[3]

23.00%

[1]

6.40%

[1],[3]

16.00%

[1]

0.00%

[1],[3]

0.00%

[1]

36.80%

[1],[3]

27.40%

[1]

7.40%

[1],[3]

15.40%

[1]

'

'

0.10%

[1],[3]

0.00%

[1]

5.00%

[1],[3]

5.00%

[1]

5.00%

[1],[3]

4.70%

[1]

'

'

'

'

'

'

'

'

6.00%

[1],[3]

10.80%

[1],[3]

8.70%

[1],[3]

0.90%

[1],[3]

6.40%

[1],[3]

3.90%

[1],[3]

'

3.10%

[1],[3]

7.50%

[1],[3]

3.90%

[1],[3]

1.80%

[1],[3]

11.00%

[1],[3]

7.40%

[1],[3]

'

'

'

'

'

'

'

'

4.00%

[1],[3]

5.70%

[1]

6.90%

[1],[3]

17.60%

[1]

6.50%

[1],[3]

12.50%

[1]

0.00%

[1]

2.30%

[1],[3]

23.60%

[1]

10.10%

[1],[3]

6.40%

[1]

5.10%

[1],[3]

'

'

6.90%

[1],[3]

14.10%

[1]

6.90%

[1],[3]

20.40%

[1]

6.90%

[1],[3]

18.70%

[1]

0.70%

[1],[3]

0.00%

[1]

7.60%

[1],[3]

24.30%

[1]

5.10%

[1],[3]

15.70%

[1]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

5.00%

[1],[3]

4.00%

[1]

5.00%

[1]

10.00%

[1]

5.00%

[1]

5.00%

[1]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.20%

[1]

0.20%

[1]

0.20%

[1]

'

'

'

'

'

'

1.10%

[1]

0.00%

[1]

4.70%

[1]

9.00%

[1]

3.20%

[1]

6.20%

[1]

'

'

'

0.00%

[1]

10.00%

[1]

5.80%

[1]

'

'

'

'

'

'

'

0.10%

[1]

0.10%

[1]

95.60%

[1]

99.30%

[1]

15.70%

[1]

18.40%

[1]

'

'

1.10%

[1]

0.00%

[1]

4.70%

[1]

9.00%

[1]

3.20%

[1]

6.40%

[1]

'

'

'

'

1.20%

[1]

0.00%

[1]

15.70%

[1]

8.50%

[1]

7.00%

[1]

6.00%

[1]

'

'

'

'

'

'

'

'

'

'

Prepayment Speed (%)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1.90%

[1]

2.50%

[1]

2.20%

[1]

0.20%

[1]

0.10%

[1]

41.30%

[1]

32.90%

[1]

10.00%

[1]

9.90%

[1]

'

'

1.40%

[1]

0.30%

[1]

2.20%

[1]

7.90%

[1]

1.90%

[1]

2.60%

[1]

0.30%

[1]

0.00%

[1]

9.70%

[1]

14.40%

[1]

2.30%

[1]

3.00%

[1]

'

'

3.00%

[1]

1.00%

[1]

11.40%

[1]

14.10%

[1]

3.00%

[1]

3.60%

[1]

'

'

'

'

'

'

'

'

4.10%

[1]

5.40%

[1]

4.60%

[1]

9.30%

[1]

11.90%

[1]

11.30%

[1]

'

1.80%

[1]

2.50%

[1]

2.00%

[1]

1.00%

[1]

9.40%

[1]

2.00%

[1]

'

'

'

'

'

'

'

'

1.90%

[1]

0.60%

[1]

3.40%

[1]

4.00%

[1]

2.20%

[1]

1.70%

[1]

0.00%

[1]

1.20%

[1]

20.80%

[1]

7.00%

[1]

7.40%

[1]

3.40%

[1]

'

'

0.10%

[1]

3.40%

[1]

0.10%

[1]

8.30%

[1]

0.10%

[1]

5.60%

[1]

0.20%

[1]

0.00%

[1]

12.50%

[1]

10.90%

[1]

4.10%

[1]

2.90%

[1]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

10.00%

[1]

0.20%

[1]

10.00%

[1]

10.00%

[1]

10.00%

[1]

3.00%

[1]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

8.40%

[1]

8.40%

[1]

8.40%

[1]

'

'

'

'

'

'

0.20%

[1]

1.70%

[1]

16.70%

[1]

14.40%

[1]

15.20%

[1]

10.90%

[1]

'

'

'

0.00%

[1]

100.00%

[1]

36.90%

[1]

'

'

'

'

'

'

'

2.30%

[1]

4.40%

[1]

37.60%

[1]

92.00%

[1]

14.10%

[1]

19.40%

[1]

'

'

0.20%

[1]

1.70%

[1]

16.70%

[1]

14.40%

[1]

15.20%

[1]

10.40%

[1]

'

'

'

'

1.90%

[1]

1.70%

[1]

16.70%

[1]

14.40%

[1]

7.00%

[1]

5.30%

[1]

'

'

'

'

'

'

'

'

'

'

Severity (%)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

77.30%

[1]

97.80%

[1]

88.70%

[1]

50.00%

[1]

7.20%

[1]

70.00%

[1]

100.00%

[1]

54.90%

[1]

62.30%

[1]

'

'

50.40%

[1]

80.00%

[1]

87.20%

[1]

80.00%

[1]

74.40%

[1]

80.00%

[1]

36.80%

[1]

65.00%

[1]

100.00%

[1]

80.00%

[1]

81.70%

[1]

77.80%

[1]

'

'

65.00%

[1]

65.00%

[1]

85.00%

[1]

85.00%

[1]

84.60%

[1]

83.80%

[1]

'

'

'

'

'

'

'

'

76.10%

[1]

92.70%

[1]

83.10%

[1]

53.70%

[1]

82.60%

[1]

68.80%

[1]

'

75.00%

[1]

87.20%

[1]

75.80%

[1]

65.00%

[1]

100.00%

[1]

82.20%

[1]

'

'

'

'

'

'

'

'

42.70%

[1]

65.00%

[1]

77.30%

[1]

70.00%

[1]

67.60%

[1]

67.60%

[1]

50.00%

[1]

45.20%

[1]

70.00%

[1]

79.50%

[1]

57.20%

[1]

60.50%

[1]

'

'

75.00%

[1]

80.00%

[1]

75.00%

[1]

80.00%

[1]

75.00%

[1]

80.00%

[1]

43.80%

[1]

65.00%

[1]

98.00%

[1]

80.00%

[1]

79.50%

[1]

76.70%

[1]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

55.00%

[1]

50.00%

[1]

55.00%

[1]

85.00%

[1]

55.00%

[1]

84.80%

[1]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

63.90%

[1]

65.00%

[1]

89.50%

[1]

70.00%

[1]

85.60%

[1]

67.50%

[1]

'

'

'

50.00%

[1]

70.00%

[1]

63.40%

[1]

'

'

'

'

'

'

'

0.00%

[1]

5.60%

[1]

100.00%

[1]

97.30%

[1]

26.60%

[1]

33.30%

[1]

'

'

63.90%

[1]

65.00%

[1]

89.50%

[1]

70.00%

[1]

85.60%

[1]

67.10%

[1]

'

'

'

'

58.80%

[1]

65.00%

[1]

97.70%

[1]

70.00%

[1]

75.50%

[1]

65.00%

[1]

'

'

'

'

'

'

'

'

'

'

Spread (bps)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2.98%

[1]

4.20%

[1]

3.66%

[1]

3.00%

[1]

2.11%

[1]

6.34%

[1]

4.04%

[1]

4.29%

[1]

3.37%

[1]

'

'

3.25%

[1]

4.27%

[1]

4.25%

[1]

6.57%

[1]

3.53%

[1]

4.89%

[1]

1.75%

[1]

3.25%

[1]

3.75%

[1]

6.60%

[1]

3.20%

[1]

4.94%

[1]

'

'

2.75%

[1]

4.50%

[1]

9.25%

[1]

7.29%

[1]

5.26%

[1]

5.86%

[1]

'

'

'

'

'

'

'

'

4.14%

[1]

4.22%

[1]

4.18%

[1]

3.00%

[1]

4.00%

[1]

3.49%

[1]

'

3.25%

[1]

3.25%

[1]

3.25%

[1]

2.75%

[1]

3.75%

[1]

3.15%

[1]

'

0.00%

[1]

4.63%

[1]

1.12%

[1]

'

'

'

'

3.25%

[1]

5.26%

[1]

4.39%

[1]

6.12%

[1]

4.19%

[1]

5.67%

[1]

2.88%

[1]

2.20%

[1]

6.43%

[1]

5.00%

[1]

4.43%

[1]

3.81%

[1]

'

'

3.25%

[1]

4.22%

[1]

3.25%

[1]

6.37%

[1]

3.25%

[1]

5.65%

[1]

1.75%

[1]

2.99%

[1]

3.75%

[1]

6.54%

[1]

2.92%

[1]

5.27%

[1]

'

'

0.35%

[1]

2.60%

[1]

4.40%

[1]

3.75%

[1]

3.41%

[1]

3.20%

[1]

0.06%

[1]

0.77%

[1]

4.90%

[1]

3.75%

[1]

3.10%

[1]

2.98%

[1]

'

'

5.25%

5.25%

5.25%

3.00%

[1]

4.31%

[1]

5.11%

[1]

11.54%

[1]

4.70%

[1]

5.89%

[1]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1.71%

[1]

4.38%

[1]

3.06%

[1]

'

'

'

'

'

'

1.75%

[1]

4.68%

[1]

9.50%

[1]

8.51%

[1]

2.95%

[1]

5.84%

[1]

'

'

'

0.98%

[1]

10.30%

[1]

3.31%

[1]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1.75%

[1]

4.68%

[1]

9.50%

[1]

8.51%

[1]

2.94%

[1]

5.68%

[1]

'

'

'

'

1.75%

[1]

5.07%

[1]

3.61%

[1]

10.30%

[1]

2.52%

[1]

7.33%

[1]

'

'

'

'

0.62%

[1]

0.77%

[1]

2.43%

[1]

3.63%

[1]

1.14%

[1]

1.55%

[1]

Trading securities

'

'

'

'

'

'

'

'

2,774

2,286

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2,774

2,286

71

[2]

618

104

1,448

1,319

565

675

99

117

325

'

'

'

'

'

'

'

'

'

'

400

544

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

44

[2]

85

17

808

355

'

'

60

'

'

'

'

'

'

113

'

'

'

'

'

'

'

'

'

'

'

'

148

87

'

'

'

'

'

'

'

'

'

'

'

'

50

236

'

'

'

'

'

'

'

'

'

'

'

'

539

636

'

'

'

'

'

'

'

'

'

'

'

'

99

'

'

'

'

'

'

'

'

'

'

'

'

'

44

[2]

'

'

'

'

26

'

'

117

27

[2]

'

'

77

184

'

39

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Available-for-sale securities

'

'

'

'

'

'

'

'

19,012

25,034

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

19,012

25,034

'

3,791

6,564

7,068

7,447

5,253

7,837

2,885

3,147

1,948

2,285

'

'

'

'

'

'

'

'

'

2,981

3,333

'

'

'

'

'

'

'

'

'

'

'

'

483

534

'

'

'

'

'

'

'

740

1,231

2,442

2,326

625

1,009

139

'

'

'

'

'

'

442

'

'

'

'

'

'

1,937

'

'

'

'

'

420

3,003

'

'

'

'

'

'

'

'

'

'

'

'

816

1,710

'

'

'

'

'

'

'

'

'

'

'

'

1,899

1,911

'

'

'

'

'

'

'

'

'

'

'

'

610

916

'

'

'

'

'

'

'

'

'

'

'

'

15

[2]

39

[2]

109

65

78

31

205

1,045

688

'

435

45

322

'

1,386

5,721

122

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Mortgage loans held for investment

'

'

'

'

'

'

14,268

10,800

392,355

466,594

215,960

232,170

176,395

234,424

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,533

1,624

16

34

'

'

39

194

248

395

1,230

1,001

19,966

[4]

23,314

[5]

19,966

23,314

79

[4]

227

[5]

79

227

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2,704

2,634

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2,529

2,459

1,828

1,698

'

'

'

'

'

'

112

302

'

'

'

'

'

'

219

303

310

106

'

'

'

'

'

'

60

50

175

175

'

'

'

'

'

'

Derivatives

334

[6]

218

[6]

265

156

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-40

14

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

32

144

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-64

-130

-8

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Long-term debt

'

'

'

'

-1,308

-793

-14,976

-11,647

'

'

-1,557

-1,056

-13,362

-16,171

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-1,473

-1,528

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-955

-400

-955

-400

-689

'

'

'

-266

-400

-518

-1,128

-116

-271

'

'

'

'

'

'

-227

-370

-330

'

'

'

-95

-80

-157

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Acquired property, net

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

4,041

3,692

1,049

1,014

118

76

691

787

1,077

467

1,106

1,348

98

74

'

'

24

20

65

8

9

46

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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Other Assets, Fair Value Disclosure

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121

384

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81

203

5

130

26

8

9

43

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Total assets at fair value

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$415,630

$495,561

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$25,970

$29,450

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$24,555

$30,129

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[1]

Valuation techniques for which no unobservable inputs are disclosed generally reflect the use of third-party pricing services or dealers, and the range of unobservable inputs applied by these sources is not readily available or cannot be reasonably estimated. Where we have disclosed unobservable inputs for consensus and single vendor techniques, those inputs are based on our validations performed at the security level using discounted cash flows.

[2]

Includes Fannie Mae, Freddie Mac and Ginnie Mae securities.

[3]

Default Rate as disclosed represents the estimated beginning annualized rate of default and is used as a basis to forecast the future default rates that serve as an input for valuation.

[4]

Excludes estimated recoveries from mortgage insurance proceeds.

[5]

Includes $73 million of mortgage loans held for sale that were sold, deconsolidated, retained as a mortgage-related security or redesignated to mortgage loans held for investment as of December 31, 2011.

[6]

Excludes derivative assets of $1.7 billion and $217 million and derivative liabilities of $1.1 billion and $250 million recognized in our consolidated balance sheets as of December 31, 2013 and 2012, respectively, that are not subject to an enforceable master netting arrangement or similar agreement.

Fair_Value_Level_3_Valuation_N

Fair Value Level 3 Valuation - Nonrecurring (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Consolidated Trusts [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Mortgage loans held for investment	$14,268		$10,800
Significant Unobservable Inputs (Level 3) [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Mortgage loans held for sale, at lower of cost or fair value	195		208
Mortgage loans held for investment	392,355		466,594
Total assets at fair value	415,630		495,561
Significant Unobservable Inputs (Level 3) [Member] | Fannie Mae [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Mortgage loans held for investment	215,960		232,170
Significant Unobservable Inputs (Level 3) [Member] | Consolidated Trusts [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Mortgage loans held for investment	176,395		234,424
Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Mortgage loans held for sale, at lower of cost or fair value	132		135
Other assets	121		384
Total assets at fair value	25,970		29,450
Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member] | Proprietary home price model and appraisals [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Number of properties measured	81.00%		78.00%
Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member] | Consensus Without Inputs [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Mortgage loans held for sale, at lower of cost or fair value	132		135
Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member] | Internal Model [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Other assets	81		203
Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member] | Appraisals [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Other assets	26		8
Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member] | Walk Forwards [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Other assets	9		43
Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member] | Other Valuation Technique [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Other assets	5		130
Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member] | Accepted Offers [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Number of properties measured	16.00%		20.00%
Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member] | Single-Family [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Acquired property, net	4,041		3,692
Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member] | Single-Family [Member] | Internal Model [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Acquired property, net	1,049		1,014
Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member] | Single-Family [Member] | Appraisals [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Acquired property, net	1,077		467
Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member] | Single-Family [Member] | Walk Forwards [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Acquired property, net	1,106		1,348
Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member] | Single-Family [Member] | Other Valuation Technique [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Acquired property, net	118		76
Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member] | Single-Family [Member] | Accepted Offers [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Acquired property, net	691		787
Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member] | Single-Family [Member] | Fannie Mae [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Mortgage loans held for investment	19,966	[1]	23,314	[2]
Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member] | Single-Family [Member] | Fannie Mae [Member] | Internal Model [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Mortgage loans held for investment	19,966		23,314
Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member] | Single-Family [Member] | Consolidated Trusts [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Mortgage loans held for investment	79	[1]	227	[2]
Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member] | Single-Family [Member] | Consolidated Trusts [Member] | Internal Model [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Mortgage loans held for investment	79		227
Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member] | Multifamily [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Mortgage loans held for investment	1,533		1,624
Acquired property, net	98		74
Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member] | Multifamily [Member] | Appraisals [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Mortgage loans held for investment	39		194
Acquired property, net	65		8
Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member] | Multifamily [Member] | Broker Price Opinions [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Mortgage loans held for investment	248		395
Acquired property, net	9		46
Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member] | Multifamily [Member] | Asset Manager Estimate [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Mortgage loans held for investment	1,230		1,001
Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member] | Multifamily [Member] | Other Valuation Technique [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Mortgage loans held for investment	16		34
Fair Value, Measurements, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) [Member] | Multifamily [Member] | Accepted Offers [Member]	'		'
Fair Value Inputs, Quantitative Information [Line Items]	'		'
Acquired property, net	$24		$20
[1]	Excludes estimated recoveries from mortgage insurance proceeds.
[2]	Includes $73 million of mortgage loans held for sale that were sold, deconsolidated, retained as a mortgage-related security or redesignated to mortgage loans held for investment as of December 31, 2011.

Fair_Value_Fair_Value_of_Finan

Fair Value Fair Value of Financial Instruments (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
Carrying Value [Member]	'	'
Financial assets [Abstract]	'	'
Cash and cash equivalents and restricted cash	$48,223,000,000	$89,036,000,000
Federal funds sold and securities purchased under agreements to resell or similar arrangements	38,975,000,000	32,500,000,000
Trading securities	30,768,000,000	40,695,000,000
Available-for-sale securities	38,171,000,000	63,181,000,000
Mortgage loans held for sale	380,000,000	464,000,000
Mortgage loans held for investment	3,025,860,000,000	2,948,942,000,000
Advances to lenders	3,727,000,000	7,592,000,000
Derivatives assets at fair value	2,073,000,000	435,000,000
Guaranty assets and buy-ups	267,000,000	327,000,000
Total assets	3,188,444,000,000	3,183,172,000,000
Financial liabilities [Abstract]	'	'
Derivative liabilities at fair value	1,469,000,000	705,000,000
Guaranty obligations	485,000,000	599,000,000
Total liabilities	3,236,477,000,000	3,190,821,000,000
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]	'	'
Financial assets [Abstract]	'	'
Cash and cash equivalents and restricted cash	36,633,000,000	75,786,000,000
Federal funds sold and securities purchased under agreements to resell or similar arrangements	0	'
Trading securities	16,306,000,000	17,950,000,000
Available-for-sale securities	0	'
Mortgage loans held for sale	0	'
Mortgage loans held for investment	0	'
Advances to lenders	0	'
Derivatives assets at fair value	0	'
Guaranty assets and buy-ups	0	'
Total assets	52,939,000,000	93,736,000,000
Financial liabilities [Abstract]	'	'
Derivative liabilities at fair value	0	'
Guaranty obligations	0	'
Total liabilities	0	'
Significant Other Observable Inputs (Level 2) [Member]	'	'
Financial assets [Abstract]	'	'
Cash and cash equivalents and restricted cash	11,590,000,000	13,250,000,000
Federal funds sold and securities purchased under agreements to resell or similar arrangements	38,975,000,000	32,500,000,000
Trading securities	11,688,000,000	20,459,000,000
Available-for-sale securities	19,159,000,000	38,147,000,000
Mortgage loans held for sale	185,000,000	267,000,000
Mortgage loans held for investment	2,599,667,000,000	2,567,022,000,000
Advances to lenders	3,165,000,000	6,936,000,000
Derivatives assets at fair value	10,430,000,000	16,051,000,000
Guaranty assets and buy-ups	0	0
Total assets	2,694,859,000,000	2,694,632,000,000
Financial liabilities [Abstract]	'	'
Derivative liabilities at fair value	10,734,000,000	22,590,000,000
Guaranty obligations	0	0
Total liabilities	3,231,253,000,000	3,347,367,000,000
Significant Unobservable Inputs (Level 3) [Member]	'	'
Financial assets [Abstract]	'	'
Cash and cash equivalents and restricted cash	0	0
Federal funds sold and securities purchased under agreements to resell or similar arrangements	0	0
Trading securities	2,774,000,000	2,286,000,000
Available-for-sale securities	19,012,000,000	25,034,000,000
Mortgage loans held for sale	195,000,000	208,000,000
Mortgage loans held for investment	392,355,000,000	466,594,000,000
Advances to lenders	523,000,000	572,000,000
Derivatives assets at fair value	65,000,000	175,000,000
Guaranty assets and buy-ups	706,000,000	692,000,000
Total assets	415,630,000,000	495,561,000,000
Financial liabilities [Abstract]	'	'
Derivative liabilities at fair value	105,000,000	161,000,000
Guaranty obligations	2,433,000,000	3,113,000,000
Total liabilities	19,611,000,000	23,984,000,000
Netting Adjustment [Member]	'	'
Financial assets [Abstract]	'	'
Cash and cash equivalents and restricted cash	0	0
Federal funds sold and securities purchased under agreements to resell or similar arrangements	0	0
Trading securities	0	0
Available-for-sale securities	0	0
Mortgage loans held for sale	0	0
Mortgage loans held for investment	0	0
Advances to lenders	0	0
Derivatives assets at fair value	-8,422,000,000	-15,791,000,000
Guaranty assets and buy-ups	0	0
Total assets	-8,422,000,000	-15,791,000,000
Financial liabilities [Abstract]	'	'
Derivative liabilities at fair value	-9,370,000,000	-22,046,000,000
Guaranty obligations	0	0
Total liabilities	-9,370,000,000	-22,046,000,000
Estimated Fair Value [Member]	'	'
Financial assets [Abstract]	'	'
Cash and cash equivalents and restricted cash	48,223,000,000	89,036,000,000
Federal funds sold and securities purchased under agreements to resell or similar arrangements	38,975,000,000	32,500,000,000
Trading securities	30,768,000,000	40,695,000,000
Available-for-sale securities	38,171,000,000	63,181,000,000
Mortgage loans held for sale	380,000,000	475,000,000
Mortgage loans held for investment	2,992,022,000,000	3,033,616,000,000
Advances to lenders	3,688,000,000	7,508,000,000
Derivatives assets at fair value	2,073,000,000	435,000,000
Guaranty assets and buy-ups	706,000,000	692,000,000
Total assets	3,155,006,000,000	3,268,138,000,000
Financial liabilities [Abstract]	'	'
Derivative liabilities at fair value	1,469,000,000	705,000,000
Guaranty obligations	2,433,000,000	3,113,000,000
Total liabilities	3,241,494,000,000	3,349,305,000,000
Fannie Mae [Member]	'	'
Financial liabilities [Abstract]	'	'
Long-term debt	1,308,000,000	793,000,000
Fannie Mae [Member] | Carrying Value [Member]	'	'
Financial assets [Abstract]	'	'
Mortgage loans held for investment	259,638,000,000	305,025,000,000
Financial liabilities [Abstract]	'	'
Short-term debt	72,295,000,000	105,233,000,000
Long-term debt	457,139,000,000	510,631,000,000
Fannie Mae [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]	'	'
Financial assets [Abstract]	'	'
Mortgage loans held for investment	0	'
Financial liabilities [Abstract]	'	'
Short-term debt	0	'
Long-term debt	0	'
Fannie Mae [Member] | Significant Other Observable Inputs (Level 2) [Member]	'	'
Financial assets [Abstract]	'	'
Mortgage loans held for investment	29,920,000,000	39,018,000,000
Financial liabilities [Abstract]	'	'
Short-term debt	72,304,000,000	105,253,000,000
Long-term debt	463,991,000,000	534,516,000,000
Fannie Mae [Member] | Significant Unobservable Inputs (Level 3) [Member]	'	'
Financial assets [Abstract]	'	'
Mortgage loans held for investment	215,960,000,000	232,170,000,000
Financial liabilities [Abstract]	'	'
Short-term debt	0	0
Long-term debt	1,557,000,000	1,056,000,000
Fannie Mae [Member] | Netting Adjustment [Member]	'	'
Financial assets [Abstract]	'	'
Mortgage loans held for investment	0	0
Financial liabilities [Abstract]	'	'
Short-term debt	0	0
Long-term debt	0	0
Fannie Mae [Member] | Estimated Fair Value [Member]	'	'
Financial assets [Abstract]	'	'
Mortgage loans held for investment	245,880,000,000	271,188,000,000
Financial liabilities [Abstract]	'	'
Short-term debt	72,304,000,000	105,253,000,000
Long-term debt	465,548,000,000	535,572,000,000
Consolidated Trusts [Member]	'	'
Financial assets [Abstract]	'	'
Mortgage loans held for investment	14,268,000,000	10,800,000,000
Financial liabilities [Abstract]	'	'
Long-term debt	14,976,000,000	11,647,000,000
Consolidated Trusts [Member] | Carrying Value [Member]	'	'
Financial assets [Abstract]	'	'
Mortgage loans held for investment	2,766,222,000,000	2,643,917,000,000
Financial liabilities [Abstract]	'	'
Short-term debt	2,154,000,000	3,483,000,000
Long-term debt	2,702,935,000,000	2,570,170,000,000
Consolidated Trusts [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]	'	'
Financial assets [Abstract]	'	'
Mortgage loans held for investment	0	'
Financial liabilities [Abstract]	'	'
Short-term debt	0	'
Long-term debt	0	'
Consolidated Trusts [Member] | Significant Other Observable Inputs (Level 2) [Member]	'	'
Financial assets [Abstract]	'	'
Mortgage loans held for investment	2,569,747,000,000	2,528,004,000,000
Financial liabilities [Abstract]	'	'
Short-term debt	0	0
Long-term debt	2,684,224,000,000	2,685,008,000,000
Consolidated Trusts [Member] | Significant Unobservable Inputs (Level 3) [Member]	'	'
Financial assets [Abstract]	'	'
Mortgage loans held for investment	176,395,000,000	234,424,000,000
Financial liabilities [Abstract]	'	'
Short-term debt	2,154,000,000	3,483,000,000
Long-term debt	13,362,000,000	16,171,000,000
Consolidated Trusts [Member] | Netting Adjustment [Member]	'	'
Financial assets [Abstract]	'	'
Mortgage loans held for investment	0	0
Financial liabilities [Abstract]	'	'
Short-term debt	0	0
Long-term debt	0	0
Consolidated Trusts [Member] | Estimated Fair Value [Member]	'	'
Financial assets [Abstract]	'	'
Mortgage loans held for investment	2,746,142,000,000	2,762,428,000,000
Financial liabilities [Abstract]	'	'
Short-term debt	2,154,000,000	3,483,000,000
Long-term debt	2,697,586,000,000	2,701,179,000,000
Home Affordable Refinance Program (HARP) Loans [Member]	'	'
Financial Instruments [Line Items]	'	'
Loans Receivable Refinanced under Home Affordable Refinance Program, Fair Value Disclosure	306,900,000,000	255,200,000,000
Fair Value Estimation Process [Member] | Home Affordable Refinance Program (HARP) Loans [Member]	'	'
Financial Instruments [Line Items]	'	'
Change In Estimated Fair Value Resulting From Change In Prinicipal Market	$11,500,000,000	$7,600,000,000

Fair_Value_Fair_Value_Option_D

Fair Value Fair Value Option (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'
Fair value of nonaccrual loans	$196		$273
Difference between unpaid principal balance and the fair value of nonaccrual loans	74		189
Fair value of loans that are 90 days past due	288		386
Difference between unpaid principal balance and the fair value of these 90 days or more days past due loans	75		201
Consolidated Trusts [Member]	'		'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'
Mortgage loans held for investment	14,268		10,800
Long-term debt	14,976		11,647
Fannie Mae [Member]	'		'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'
Long-term debt	1,308		793
Interest-only debt instruments [Member]	'		'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'
Long-term debt	85		100
Loans [Member] | Consolidated Trusts [Member]	'		'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'
Mortgage loans held for investment	14,268	[1]	10,800	[1]
Loans, Unpaid principal balance	14,440	[1]	10,657	[1]
Long-term Debt [Member] | Consolidated Trusts [Member]	'		'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'
Long-term debt	14,976	[2]	11,647	[2]
Long-Term Debt, Unpaid principal balance	13,988	[2]	10,803	[2]
Long-term Debt [Member] | Fannie Mae [Member]	'		'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'
Long-term debt	1,308		793
Long-Term Debt, Unpaid principal balance	$1,290		$674
[1]	Includes nonaccrual loans with a fair value of $196 million and $273 million as of December 31, 2013 and 2012, respectively. The difference between unpaid principal balance and the fair value of these nonaccrual loans as of December 31, 2013 and 2012 is $74 million and $189 million, respectively. Includes loans that are 90 days or more past due with a fair value of $288 million and $386 million as of December 31, 2013 and 2012, respectively. The difference between unpaid principal balance and the fair value of these 90 or more days past due loans as of December 31, 2013 and 2012 is $75 million and $201 million, respectively.
[2]	Includes interest-only debt instruments with no unpaid principal balance and a fair value of $85 million and $100 million as of December 31, 2013 and 2012, respectively.

Fair_Value_Changes_in_FV_under

Fair Value Changes in FV under the FV Option (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'
Changes in instrument-specific credit risk	($173)	($38)	($205)
Other changes in fair value	-384	-200	-13
Fair value (losses) gains, net	-557	-238	-218
Loans [Member]	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'
Changes in instrument-specific credit risk - Loans	-142	-25	-215
Other changes in fair value	-730	-124	79
Fair value (losses) gains, net	-872	-149	-136
Long-term Debt [Member]	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'
Changes in instrument-specific credit risk - Long-Term Debt	-31	-13	10
Other changes in fair value	346	-76	-92
Fair value (losses) gains, net	$315	($89)	($82)

Commitments_and_Contingencies_2

Commitments and Contingencies (Details) (USD $)

12 Months Ended

0 Months Ended

12 Months Ended

1 Months Ended

12 Months Ended

1 Months Ended

12 Months Ended

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2008

Oct. 22, 2012

Mar. 02, 2012

Aug. 30, 2012

Jul. 30, 2008

Dec. 31, 2010

Dec. 31, 2010

Dec. 31, 2013

31-May-08

19-May-08

Dec. 31, 2013

Dec. 31, 2007

Dec. 11, 2007

Dec. 31, 2013

Pending Litigation [Member]

Pending Litigation [Member]

Pending Litigation [Member]

Pending Litigation [Member]

Pending Litigation [Member]

Unasserted Claim [Member]

Unasserted Claim [Member]

Series T Preferred Stock [Member]

Series T Preferred Stock [Member]

Series T Preferred Stock [Member]

Series S Preferred Stock [Member]

Series S Preferred Stock [Member]

Series S Preferred Stock [Member]

Series S Preferred Stock [Member]

2008 Class Action Lawsuits [Member]

In re 2008 Fannie Mae ERISA Litigation [Member]

In re 2008 Fannie Mae ERISA Litigation [Member]

Comprehensive Investment Services v. Mudd, et al. [Member]

Housing Trust Fund [Member]

Minimum [Member]

Maximum [Member]

Pending Litigation [Member]

Pending Litigation [Member]

Pending Litigation [Member]

Pending Litigation [Member]

Minimum [Member]

cases

defendants

defendants

defendants

Pending Litigation [Member]

Pending Litigation [Member]

Comprehensive Investment Services v. Mudd, et al. [Member]

Comprehensive Investment Services v. Mudd, et al. [Member]

Smith v. Fannie Mae, et al. [Member]

Smith v. Fannie Mae, et al. [Member]

In re Fannie Mae Securities Litigation [Member]

In re Fannie Mae Securities Litigation [Member]

Loss Contingencies [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Damages claimed to plaintiffs under various scenarios

'

'

'

'

'

'

'

'

$2,200,000,000

$8,600,000,000

'

'

'

'

'

'

'

Number of lawsuits that Fannie Mae is a defendant

'

'

'

2

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of current Board members added as defendants

'

'

'

'

'

2

'

'

'

'

'

'

'

'

'

'

'

Number of former and current directors and officers dismissed from the action

'

'

'

'

7

'

2

'

'

'

'

'

'

'

'

'

'

Preferred stock offering amount

'

'

'

'

'

'

'

'

'

'

'

'

2,000,000,000

'

'

7,000,000,000

'

Preferred stock, annual dividend rate

'

'

'

'

'

'

'

'

'

'

8.25%

[1]

8.25%

'

7.75%

[2]

7.75%

'

7.75%

Basis Points of Each Dollar of Unpaid Principal Balance

'

'

'

'

'

'

'

0.04%

'

'

'

'

'

'

'

'

'

Percentage of the funds set aside as required by the Federal Housing Finance Regulatory Reform Act of 2008 that should be allocated to the Housing Trust Fund

'

'

'

'

'

'

'

65.00%

'

'

'

'

'

'

'

'

'

Percentage of the funds set aside as required by the Federal Housing Finance Regulatory Reform Act of 2008 that should be allocated to the Capital Magnet Fund

'

'

'

'

'

'

'

35.00%

'

'

'

'

'

'

'

'

'

Rent expenses for operating leases

$41,000,000

$41,000,000

$40,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

[1]

On May 19, 2008, we issued 80 million shares of preferred stock in the amount of $2.0 billion. Subsequent to the initial issuance, we issued an additional 8 million shares in the amount of $200 million on May 22, 2008 and one million shares in the amount of $25 million on June 4, 2008 under the same terms as the initial issuance.

[2]

Rate effective December 31, 2013. Variable dividend rate resets quarterly thereafter at a per annum rate equal to the greater of 7.75% or 3-Month LIBOR plus 4.23%.

Commitments_and_Contingencies_3

Commitments and Contingencies Fiscal Year Maturity Schedule (Details) (USD $)	Dec. 31, 2013
In Millions, unless otherwise specified
Loans and Mortgage-Related Securities [Abstract]	'
2014	$29,753	[1]
2015	0	[1]
2016	0	[1]
2017	0	[1]
2018	0	[1]
Thereafter	0	[1]
Total	29,753	[1]
Operating Leases [Abstract]	'
2014	41
2015	37
2016	29
2017	22
2018	6
Thereafter	3
Total	138
Other [Abstract]	'
2014	63	[2]
2015	31	[2]
2016	22	[2]
2017	2	[2]
2018	0	[2]
Thereafter	0	[2]
Total	118	[2]
Mortgage commitment derivatives [Member]	'
Loans and Mortgage-Related Securities [Abstract]	'
Total	$29,600
[1]	Includes $29.6 billion that has been accounted for as mortgage commitment derivatives.
[2]	Includes purchase commitments for certain telecom services, computer software and services, and other agreements and commitments.

Selected_Quarterly_Financial_I2

Selected Quarterly Financial Information (Unaudited) (Details) (USD $)	3 Months Ended								12 Months Ended
In Millions, except Per Share data, unless otherwise specified	Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2012	Sep. 30, 2012	Jun. 30, 2012	Mar. 31, 2012	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
TCCA fees	'	'	'	'	'	'	'	'	$1,001		$238		$0
Interest income:	'	'	'	'	'	'	'	'	'		'		'
Trading securities	146	185	222	226	233	234	73	449	779		989		1,087
Available-for-sale securities	487	546	651	673	748	789	1,035	727	2,357		3,299		3,277
Mortgage loans	28,659	28,299	28,056	29,224	29,520	30,593	32,023	32,570	114,238		124,706		138,462
Other	32	37	49	57	65	53	40	38	175		196		117
Total interest income	29,324	29,067	28,978	30,180	30,566	31,669	33,171	33,784	117,549		129,190		142,943
Interest expense:	'	'	'	'	'	'	'	'	'		'		'
Short-term debt	22	29	37	43	40	38	32	42	131		152		310
Long-term debt	24,451	23,456	23,274	23,833	24,967	26,314	27,711	28,545	95,014		107,537		123,352
Total interest expense	24,473	23,485	23,311	23,876	25,007	26,352	27,743	28,587	95,145		107,689		123,662
Net interest (loss) income	4,851	5,582	5,667	6,304	5,559	5,317	5,428	5,197	22,404		21,501		19,281
Benefit (provision) for credit losses	0	2,609	5,383	957	1,890	-2,079	3,041	-2,000	8,949		852		-26,718
Net interest income (loss) after benefit (provision) for credit losses	4,851	8,191	11,050	7,261	7,449	3,238	8,469	3,197	31,353		22,353		-7,437
Investment gains, net	135	648	290	118	106	134	131	116	1,191		487		506
Net other-than-temporary impairments	-22	-27	-6	-9	-12	-38	-599	-64	-64	[1]	-713		-308
Fair value gains (losses), net	961	335	829	834	209	-1,020	-2,449	283	2,959		-2,977		-6,621
Debt extinguishment gains (losses), net	35	92	27	-23	-63	-54	-93	-34	131		-244		-232
Fee and other income	2,136	741	485	568	339	378	395	375	3,930		1,487		1,163
Non-interest income (loss)	3,245	1,789	1,625	1,488	579	-600	-2,615	676	8,147		-1,960		-5,492
Administrative expenses:	'	'	'	'	'	'	'	'	'		'		'
Salaries and employee benefits	290	307	304	317	303	294	292	306	1,218		1,195		1,236
Professional services	232	236	219	223	224	195	179	168	910		766		736
Occupancy expenses	48	48	47	46	49	48	48	43	189		188		179
Other administrative expenses	62	55	56	55	72	51	48	47	228		218		219
Total administrative expenses	632	646	626	641	648	588	567	564	2,545		2,367		2,370
Foreclosed property (income) expense	-1,082	-1,165	-332	-260	-475	-48	-70	339	-2,839		-254		780
Other Noninterest Expense	-34	124	68	68	151	207	212	252	226		822		866
Noninterest Expense	-178	-119	595	635	458	825	735	1,155	933		3,173		4,016
Income (loss) before federal income taxes	8,274	10,099	12,080	8,114	'	'	'	'	38,567		17,220		-16,945
(Provision) benefit for federal income taxes	-1,816	-1,355	-1,985	50,571	'	'	'	'	45,415	[2]	0		90
Net Income (Loss), Including Portion Attributable to Noncontrolling Interest	6,458	8,744	10,095	58,685	7,570	1,813	5,119	2,718	83,982		17,220		-16,855
Less: Net (income) loss attributable to noncontrolling interest	-1	-7	-11	0	0	8	-5	1	-19		4		0
Net Income (Loss) Attributable to Parent	6,457	8,737	10,084	58,685	7,570	1,821	5,114	2,719	83,963		17,224		-16,855
Dividends distributed or available for distribution to senior preferred stockholders	-7,191	-8,617	-10,243	-59,368	-7,152	-2,929	-2,929	-2,817	-85,419	[3]	-15,827	[3]	-9,614	[3]
Net (loss) income attributable to common stockholders (Note 11)	-734	120	-159	-683	418	-1,108	2,185	-98	-1,456		1,397		-26,469
Earnings (loss) per share:	'	'	'	'	'	'	'	'	'		'		'
Basic (per share)	($0.13)	$0.02	($0.03)	($0.12)	$0.07	($0.19)	$0.38	($0.02)	($0.25)		$0.24		($4.61)
Diluted (per share)	($0.13)	$0.02	($0.03)	($0.12)	$0.07	($0.19)	$0.37	($0.02)	($0.25)		$0.24		($4.61)
Weighted-average common shares outstanding:	'	'	'	'	'	'	'	'	'		'		'
Basic	5,762	5,762	5,762	5,762	5,762	5,762	5,762	5,761	5,762	[4]	5,762	[4]	5,737	[4]
Diluted	5,762	5,893	5,762	5,762	5,893	5,762	5,893	5,761	5,762	[4]	5,893	[4]	5,737	[4]
US Treasury [Member]	'	'	'	'	'	'	'	'	'		'		'
TCCA fees	$306	$276	$233	$186	$134	$78	$26	$0	$1,001	[5]	$238	[5],[6]	'
[1]	Includes $34 million of other-than-temporary impairments recognized in earnings for the year ended December 31, 2013, related to our intent to sell the related securities before recovery of their amortized cost basis.
[2]	Primarily represents the release of the valuation allowance for our deferred tax assets that generally are directly attributable to each segment based on the nature of the item.
[3]	Dividends available for distribution as of December 31, 2013 (relating to the dividend period for the three months ended March 31, 2014) are calculated based on our net worth as of December 31, 2013 less the applicable capital reserve amount of $2.4 billion. For quarterly dividend periods in 2013, dividends distributed were calculated based on our net worth as of the end of the immediately preceding fiscal quarter less the applicable capital reserve amount of $3.0 billion. During the years ended December 31, 2012 and 2011, an annual dividend rate of 10% on the aggregate liquidation preference was used to calculate the dividend.
[4]	Includes 4.6 billion, 4.7 billion and 4.6 billion for the years ended December 31, 2013, 2012 and 2011, respectively, of weighted-average shares of common stock, that would be issued upon the full exercise of the warrant issued to Treasury from the date the warrant was issued through December 31, 2013, 2012 and 2011, respectively.
[5]	Pursuant to the TCCA, effective April 1, 2012, we increased the guaranty fee on all single-family residential mortgages delivered to us on or after that date by 10 basis points, and the incremental revenue must be remitted to Treasury. The resulting revenue is included in guaranty fee income and the expense is recognized as “TCCA fees.” This increase in guaranty fee is also included in the single-family average charged guaranty fee.
[6]	Certain prior period amounts have been reclassified to conform with the current period presentation.

Subsequent_Events_Details

Subsequent Events (Details) (Subsequent Event [Member], USD $)	Jan. 23, 2014	Jan. 23, 2014	Feb. 21, 2014
In Millions, unless otherwise specified	Lehman Brothers Holdings Inc [Member]	Mortgage backed private label securities and repurchase request resolution agreement [Member]	Mortgage-backed Securities, Issued by Private Enterprises [Member]
		Lehman Brothers Holdings Inc [Member]	Morgan Stanley [Member]
Subsequent Events [Line Items]	'	'	'
Litigation Settlement, Amount	'	$2,150	$625
Percentage of settlement to be paid by counterparty	19.00%	'	'