Freddie Mac 2012 Annual Report Download - page 254

Table 7.1 — Available-For-Sale Securities
December 31, 2012
Amortized
Cost
Gross
Unrealized
Gains
Gross
Unrealized
Losses Fair Value
(in millions)
Available-for-sale 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 available-for-sale securities ............................................... $177,118 $10,162 $(12,384) $174,896
December 31, 2011
Available-for-sale 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 available-for-sale securities ............................................... $220,217 $10,557 $(20,115) $210,659
Available-For-Sale Securities in a Gross Unrealized Loss Position
The table below shows the fair value of available-for-sale securities in a gross unrealized loss position, and whether they
have been in that position less than 12 months, or 12 months or greater, including the non-credit-related portion of other-
than-temporary impairments, which have been recognized in AOCI.
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