Company: FMCCN
Filing Date: 2025-10-30
Form Type: 10-Q
Source: 0001026214-25-000116
Chunk: 213

Company: FEDERAL HOME LOAN MORTGAGE CORP
Filing Date: 2025-10-30
Form: 10-Q
Item: Item 1
Chunk 213
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414 54 Sales— (1,048)— (13)— Settlements, net(159)(1)(76)(687)(13)Transfers into Level 3— 35 592 — — Transfers out of Level 3(10)(207)(22)— (325)Balance at September 30, 2024$3,816 $735 $925 $5,505 $180 Change in unrealized gains/losses(1) included in net income related to assets and liabilities still held as of September 30, 2024(2)$185 $19 ($41)$273 ($49)Change in unrealized gains/losses(1), net of tax, included in OCI related to assets and liabilities still held as of September 30, 20244 — — — — (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 September 30, 2025 and September 30, 2024, respectively. (3)Transfers out of level 3 during YTD 2025 were primarily driven by a decline in the significance of the unobservable inputs for certain multifamily loans.

Freddie Mac 3Q 2025 Form 10-Q84

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

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 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