Freddie Mac 2012 Annual Report Download - page 116
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Table 21 — Investments in Available-For-Sale Securities
Amortized
Cost
Gross
Unrealized
Gains
Gross
Unrealized
Losses Fair Value
(in millions)
December 31, 2012
Available-for-sale mortgage-related securities:
Freddie Mac ............................................................ $ 53,965 $ 4,602 $ (52) $ 58,515
Fannie Mae ............................................................. 14,183 1,099 (2) 15,280
Ginnie Mae ............................................................. 183 26 — 209
CMBS ................................................................. 47,606 3,882 (181) 51,307
Subprime ............................................................... 35,503 83 (9,129) 26,457
Option ARM ............................................................ 7,454 48 (1,785) 5,717
Alt-A and other .......................................................... 11,861 244 (1,201) 10,904
Obligations of states and political subdivisions .................................... 5,647 154 (3) 5,798
Manufactured housing ..................................................... 716 24 (31) 709
Total investments in available-for-sale mortgage-related securities ....................... $177,118 $10,162 $(12,384) $174,896
December 31, 2011
Available-for-sale mortgage-related securities:
Freddie Mac ............................................................ $ 74,711 $ 6,429 $ (48) $ 81,092
Fannie Mae ............................................................. 19,023 1,303 (4) 20,322
Ginnie Mae ............................................................. 219 30 — 249
CMBS ................................................................. 53,637 2,574 (548) 55,663
Subprime ............................................................... 41,347 60 (13,408) 27,999
Option ARM ............................................................ 9,019 15 (3,169) 5,865
Alt-A and other .......................................................... 13,659 32 (2,812) 10,879
Obligations of states and political subdivisions .................................... 7,782 108 (66) 7,824
Manufactured housing ..................................................... 820 6 (60) 766
Total investments in available-for-sale mortgage-related securities ....................... $220,217 $10,557 $(20,115) $210,659
December 31, 2010
Available-for-sale mortgage-related securities:
Freddie Mac ............................................................ $ 80,742 $ 5,142 $ (195) $ 85,689
Fannie Mae ............................................................. 23,025 1,348 (3) 24,370
Ginnie Mae ............................................................. 268 28 — 296
CMBS ................................................................. 58,455 1,551 (1,919) 58,087
Subprime ............................................................... 47,916 1 (14,056) 33,861
Option ARM ............................................................ 10,726 16 (3,853) 6,889
Alt-A and other .......................................................... 15,561 58 (2,451) 13,168
Obligations of states and political subdivisions .................................... 9,885 31 (539) 9,377
Manufactured housing ..................................................... 945 13 (61) 897
Total investments in available-for-sale mortgage-related securities ....................... $247,523 $ 8,188 $(23,077) $232,634
111 Freddie Mac