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Table 14b. Freddie Mac Mortgage Assets Held for Investment Detail – Part 2, Mortgage-Related Securities, Private-Label Detail Mortgage-Related Securities ($ in Millions) a Single-Family Private-Label End of Period Manufactured Housing ($) Fixed-Rate ($) Subprime Alt-A b Other c Adjustable- Rate ($) Fixed-Rate ($) Adjustable- Rate ($) Fixed-Rate ($) Adjustable- Rate ($) Multifamily ($) Total Private- Label ($) 4Q15 630 10 17,285 753 3,045 0 5,309 12,233 39,265 3Q15 647 10 18,529 789 3,458 0 5,604 14,132 43,169 2Q15 665 10 20,977 845 4,061 0 6,938 17,118 50,614 1Q15 682 10 23,780 921 4,763 0 7,704 19,408 57,268 Annual Data 2015 630 10 17,285 753 3,045 0 5,309 12,233 39,265 2014 704 11 27,675 955 5,035 0 8,287 21,212 63,879 2013 778 116 39,583 1,417 9,594 0 10,426 29,323 91,237 2012 862 311 44,086 1,774 13,036 0 12,012 47,957 120,038 2011 960 336 48,696 2,128 14,662 0 13,949 54,110 134,841 2010 1,080 363 53,855 2,405 16,438 0 15,646 58,728 148,515 2009 1,201 395 61,179 2,845 18,594 0 17,687 61,915 163,816 2008 1,326 438 74,413 3,266 21,801 0 19,606 64,191 185,041 2007 1,472 498 100,827 3,720 26,343 0 21,250 64,804 218,914 2006 1,510 408 121,691 3,626 31,743 0 20,893 44,760 224,631 2005 1,680 Not Available Before 2006 Not Available Before 2006 Not Available Before 2006 Not Available Before 2006 4,749 181,678 43,487 231,594 2004 1,816 8,243 115,168 41,184 166,411 2003 2,085 Not Available Before 2004 Not Available Before 2004 Not Available Before 2004 107,301 2002 2,394 70,752 2001 2,462 42,336 2000 2,896 35,997 1999 4,693 31,019 1998 1,711 16,970 Source: Freddie Mac a Based on unpaid principal balances. b Includes nonagency mortgage-related securities backed by home equity lines of credit. c Consists of nonagency mortgage-related securities backed by option ARM loans. Before 2006, includes securities principally backed by subprime and Alt-A mortgage loans. ARM stands for adjustable-rate mortgage. 106 FEDERAL HOUSING FINANCE AGENCY
A P P E N D I X : H I S T O R I C A L D A T A T A B L E S Table 14b. Freddie Mac Mortgage Assets Held for Investment Detail – Part 3, Mortgage-Related Securities End of Period Mortgage-Related Securities ($ in Millions) Mortgage Revenue Bonds a ($) Total Mortgage-Related Securities a ($) Unamortized Premiums, Discounts, Deferred Fees, Plus Unrealized Gains/ Losses on Available-for- Sale Securities b ($) ($ in Millions) Mortgage Assets Held for Investment (Net) c ($) Mortgage Assets Held for Investment (Gross) d ($) Limit on Mortgage Assets Held for Investment (Gross) e ($) 4Q15 1,188 201,247 N/A N/A 346,911 399,181 3Q15 1,459 213,730 N/A N/A 367,145 469,625 2Q15 1,608 221,327 N/A N/A 382,532 469,625 1Q15 1,801 239,447 N/A N/A 405,592 469,625 Annual Data 2015 1,188 201,247 N/A N/A 346,911 399,181 2014 2,169 243,942 N/A N/A 408,414 469,625 2013 3,538 279,716 N/A N/A 461,024 552,500 2012 5,656 336,231 N/A N/A 557,544 650,000 2011 7,793 399,343 N/A N/A 653,313 729,000 2010 9,877 462,128 N/A N/A 696,874 810,000 2009 11,854 616,456 -38,298 716,974 755,272 900,000 2008 12,869 693,286 -56,015 748,747 804,762 Not Applicable Before 2009 2007 14,935 638,655 -10,771 710,042 720,813 2006 13,834 638,112 -3,957 700,002 703,959 2005 11,321 648,865 -843 709,503 710,346 2004 9,077 591,901 11,321 664,582 653,261 2003 7,772 585,497 14,764 660,531 645,767 2002 7,640 503,386 22,627 589,899 567,272 2001 7,257 434,847 6,130 503,769 497,639 2000 6,953 326,453 -242 385,451 385,693 1999 5,690 267,767 -1,529 322,914 324,443 1998 4,640 197,925 661 255,670 255,009 1997 3,031 Not Available Before 1998 122 164,543 164,421 1996 1,787 71 137,826 137,755 1995 Not Available Before 1996 282 107,706 107,424 1994 Not Available Before 1995 and after 2009 73,171 73,171 1993 55,938 55,938 1992 33,629 33,629 1991 26,667 26,667 1990 21,520 21,520 1989 21,448 21,448 1988 16,918 16,918 1987 12,354 12,354 1986 13,093 13,093 1985 13,547 13,547 1984 10,018 10,018 1983 7,485 7,485 1982 4,679 4,679 1981 5,178 5,178 1980 5,006 5,006 1979 4,003 4,003 1978 3,038 3,038 1977 3,204 3,204 1976 4,175 4,175 1975 4,878 4,878 1974 4,469 4,469 1973 2,521 2,521 1972 1,726 1,726 1971 935 935 Source: Freddie Mac N/A = not available a Based on unpaid principal balances. b Includes premiums, discounts, deferred fees, impairments of unpaid principal balances, and other basis adjustments on mortgage loans and mortgage-related securities plus unrealized gains or losses on available-for-sale mortgage-related securities. Amounts prior to 2006 include mortgage-backed securities residuals at fair value. c Excludes allowance for loan losses. d Amounts for 2009 and later meet the definition of mortgage assets in the Treasury Senior Preferred Stock Purchase Agreement for the purpose of determining the maximum amount of mortgage assets that may be held. e Maximum allowable mortgage assets under the Treasury Senior Preferred Stock Purchase Agreement. REPORT TO <strong>CONGRESS</strong> • 2015 107
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