We can find some information from the publication,
For Bank of America, we cna check the 10-Q BAC has filed to SEC,
http://www.sec.gov/Archives/edgar/data/70858/000007085812000191/bac-3312012x10q.htm#sDBFBF04641AA989D01ED432211BDC24C
Section - Nonperforming Loans and Leases, and
Section - Impaired Loans and Troubled Debt Restructurings
Since Freddie Mac and Fannie Mae are no longer on New York Exchange Stock Market, we cna find the 10-Q on their website.
For Freddie Mac,
http://www.freddiemac.com/investors/er/pdf/10q_1q12.pdf
View the section - Single-Family Loan Workouts, Serious Delinquency, and Foreclosures Volumes
For Fannie Mae,
http://www.fanniemae.com/resources/file/ir/pdf/quarterly-annual-results/2012/q12012.pdf
View the section - Single-Family Foreclosed Properties.