Company: FMCCN
Filing Date: 2025-07-31
Form Type: 10-Q
Source: 0001026214-25-000086
Chunk: 95

Company: FEDERAL HOME LOAN MORTGAGE CORP
Filing Date: 2025-07-31
Form: 10-Q
Item: Item 15
Chunk 95
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 Recurring Level 3 Fair Value MeasurementsJune 30, 2025 Level 3FairValuePredominantValuationTechnique(s)Unobservable Inputs(Dollars in millions, except for certain unobservable inputs as shown)TypeRangeWeightedAverage(1)AssetsInvestment securities$2,327 External pricing sourcesPrice$0.0 - $3,443.8$88.7 1,435 OtherMortgage loans held-for-investment984 External pricing sourcesPrice$21.6 - $106.4$87.4 Other assets4,731 Discounted cash flowsOAS17 - 3,500 bps48 bps610 OtherTotal Level 3 assets$10,087 LiabilitiesTotal Level 3 liabilities$170  December 31, 2024 Level 3FairValuePredominantValuationTechnique(s)Unobservable Inputs(Dollars in millions, except for certain unobservable inputs as shown)TypeRangeWeightedAverage(1)AssetsInvestment securities$2,344 External pricing sourcesPrice$0.0 - $3,652.7$99.1 1,266 OtherMortgage loans held-for-sale1,295 External pricing sourcesPrice$87.8 - $104.4$96.4 Mortgage loans held-for-investment841 External pricing sourcesPrice$29.2 - $100.0$83.1 Other assets4,816 Discounted cash flowsOAS17 - 3,500 bps48 bps623 OtherTotal Level 3 assets$11,185 LiabilitiesTotal Level 3 liabilities$241 (1)     Unobservable inputs were weighted primarily by the relative fair value of the financial instruments.

Assets Measured at Fair Value on a Non-Recurring BasisWe may be required, from time to time, to measure certain assets at fair value on a non-recurring basis. The table below presents assets measured on our condensed consolidated balance sheets at fair value on a non-recurring basis. Table 13.4 - Assets Measured at Fair Value on a Non-Recurring Basis (In millions)June 30, 2025December 31, 2024Mortgage loans:(1)Level 1$— $— Level 2470 303 Level 3(2)915 1,474 Total$1,385 $1,777