Company: FMCCN
Filing Date: 2025-10-30
Form Type: 10-Q
Source: 0001026214-25-000116
Chunk: 97

Company: FEDERAL HOME LOAN MORTGAGE CORP
Filing Date: 2025-10-30
Form: 10-Q
Item: Item 15
Chunk 97
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, and the weighted average of significant unobservable inputs for Level 3 assets and liabilities measured on our condensed consolidated balance sheets at fair value on a recurring basis.Table 13.3 - Quantitative Information about Recurring Level 3 Fair Value Measurements September 30, 2025 Level 3FairValuePredominantValuationTechnique(s)Unobservable Inputs(Dollars in millions, except for certain unobservable inputs as shown)TypeRangeWeightedAverage(1)AssetsInvestment securities$2,507 External pricing sourcesPrice$0.0 - $3,529.4$85.0 1,279 OtherMortgage loans held-for-investment1,077 External pricing sourcesPrice$21.7 - $106.1$87.0 Other assets4,565 Discounted cash flowsOAS17 - 1,660 bps49 bps604 OtherTotal Level 3 assets$10,032 LiabilitiesTotal Level 3 liabilities$147  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)September 30, 2025December 31, 2024Mortgage loans