Company: FMCCN
Filing Date: 2025-02-13
Form Type: 10-K
Source: 0001026214-25-000040
Chunk: 304

Company: FEDERAL HOME LOAN MORTGAGE CORP
Filing Date: 2025-02-13
Form: 10-K
Item: Item 15
Chunk 304
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163 $— ($69)$— $— $485 $124 $— (1)For assets, increase and decrease in earnings and other comprehensive income is shown as gains and (losses), respectively. For liabilities, increase and decrease in earnings and comprehensive income is shown as (gains) and losses, respectively.(2)Represents the amount of total gains or losses for the period, included in earnings, attributable to the change in unrealized gains and losses related to assets and liabilities classified as Level 3 that were still held at December 31, 2024, December 31, 2023, and December 31, 2022, respectively.  

FREDDIE MAC  |  2024 Form 10-K204

Financial Statements                               Notes to Consolidated Financial Statements | Note 16

The table below provides valuation techniques, the range, and the weighted average of significant unobservable inputs for Level 3 assets and liabilities measured on our consolidated balance sheets at fair value on a recurring basis.Table 16.3 - Quantitative Information about Recurring Level 3 Fair Value Measurements 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 flows OAS17 - 3,500 bps48 bps623 OtherTotal level 3 assets$11,185 LiabilitiesTotal level 3 liabilities$241 December 31, 2023 Level 3FairValuePredominantValuationTechnique(s)Unobservable Inputs(Dollars in millions, except for certain unobservable inputs as shown)TypeRangeWeightedAverage(1)AssetsInvestment securities$2,574 External pricing sourcesPrice$0.0 - $4,471.7$133.8 875 OtherMortgage loans held-for-sale896 External