Company: FMCCN
Filing Date: 2025-10-30
Form Type: 10-Q
Source: 0001026214-25-000116
Chunk: 93

Company: FEDERAL HOME LOAN MORTGAGE CORP
Filing Date: 2025-10-30
Form: 10-Q
Item: Item 15
Chunk 93
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Assets:Investment securities:Available-for-sale$— $3,316 $583 $— $3,899 Trading:Mortgage-related securities— 6,131 3,027 — 9,158 Non-mortgage-related securities42,289 425 — — 42,714 Total trading securities42,289 6,556 3,027 — 51,872 Total investment securities42,289 9,872 3,610 — 55,771 Mortgage loans held-for-sale— 10,099 1,295 — 11,394 Mortgage loans held-for-investment— 1,572 841 — 2,413 Other assets:Guarantee assets— — 5,126 — 5,126 Derivative assets, net  9 6,387 94 (5,989)501 Other assets— 24 219 — 243  Total other assets9 6,411 5,439 (5,989)5,870 Total assets carried at fair value on a recurring basis$42,298 $27,954 $11,185 ($5,989)$75,448 Liabilities:Debt:Debt of consolidated trusts$— $1,996 $17 $— $2,013 Debt of Freddie Mac— 241 85 — 326 Total debt— 2,237 102 — 2,339 Other liabilities:Derivative liabilities, net— 7,116 120 (6,282)954 Other liabilities— 5 19 — 24 Total other liabilities— 7,121 139 (6,282)978  Total liabilities carried at fair value on a recurring basis$— $9,358 $241 ($6,282)$3,317 (1)     Represents counterparty netting and cash collateral netting, and includes accrued interest receivable and payable.

Freddie Mac 3Q 2025 Form 10-Q82

Financial Statements                      Notes to the Condensed Consolidated Financial Statements | Note 13

Level 3 Fair Value MeasurementsThe table below presents a reconciliation of all assets and liabilities measured on our condensed consolidated balance sheets at fair value on a recurring basis using significant unobservable inputs