Freddie Mac 2011 Annual Report Download - page 5
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FINANCIAL STATEMENTS AND SUPPLEMENTARY DATA
Page
Report of Independent Registered Public Accounting Firm ........................................... 200
Freddie Mac Consolidated Statements of Income and Comprehensive Income ............................. 202
Freddie Mac Consolidated Balance Sheets ....................................................... 203
Freddie Mac Consolidated Statements of Equity (Deficit) ............................................ 204
Freddie Mac Consolidated Statements of Cash Flows ............................................... 205
Note 1: Summary of Significant Accounting Policies ............................................... 206
Note 2: Conservatorship and Related Matters ..................................................... 221
Note 3: Variable Interest Entities .............................................................. 227
Note 4: Mortgage Loans and Loan Loss Reserves .................................................. 232
Note 5: Individually Impaired and Non-Performing Loans ............................................ 237
Note 6: Real Estate Owned . ................................................................. 244
Note 7: Investments in Securities .............................................................. 245
Note 8: Debt Securities and Subordinated Borrowings ............................................... 255
Note 9: Financial Guarantees ................................................................. 259
Note 10: Retained Interests in Mortgage-Related Securitizations ....................................... 261
Note 11: Derivatives ....................................................................... 262
Note 12: Freddie Mac Stockholders’ Equity (Deficit) ............................................... 266
Note 13: Income Taxes ..................................................................... 270
Note 14: Segment Reporting. ................................................................. 273
Note 15: Regulatory Capital . ................................................................. 281
Note 16: Concentration of Credit and Other Risks.................................................. 282
Note 17: Fair Value Disclosures ............................................................... 290
Note 18: Legal Contingencies ................................................................. 306
Note 19: Selected Financial Statement Line Items .................................................. 311
Quarterly Selected Financial Data .............................................................. 315
iv Freddie Mac