TABLE 1 - TOTAL MORTGAGE PORTFOLIO

Apr 2015 36,480 (1,556) (33,661) 1,263 1,915,965 0.8% 21.1%

May 37,375 (3,856) (30,022) 3,497 1,919,462 2.2% 18.8%

Jun 41,300 (1,654) (35,132) 4,514 1,923,976 2.8% 22.0%

Jul 41,152 (2,494) (37,365) 1,293 1,925,269 0.8% 23.3%

Aug 32,683 (2,967) (28,679) 1,037 1,926,306 0.6% 17.9%

Sep 33,263 (1,816) (26,432) 5,015 1,931,321 3.1% 16.5%

Oct 28,372 (1,604) (25,559) 1,209 1,932,530 0.8% 15.9%

Nov 26,537 (2,126) (25,040) (629) 1,931,901 (0.4%) 15.5%

Dec 34,028 (1,072) (23,270) 9,686 1,941,587 6.0% 14.5%

Full-Year 2015 402,010 (24,445) (346,084) 31,481 1,941,587 1.6% 18.1%

Jan 2016 28,965 (218) (26,225) 2,522 1,944,109 1.6% 16.2%

Feb 26,034 (1,384) (21,738) 2,912 1,947,021 1.8% 13.4%

Mar 31,776 (1,626) (21,768) 8,382 1,955,403 5.2% 13.4%

Apr 30,478 (3,638) (28,726) (1,886) 1,953,517 (1.2%) 17.6%

YTD 2016 $117,253 ($6,866) ($98,457) $11,930 $1,953,517 1.8% 15.2%

TABLE 2 - MORTGAGE-RELATED INVESTMENTS PORTFOLIO TABLE 3 - MORTGAGE-RELATED INVESTMENTS PORTFOLIO COMPONENTS 

Agency Non-Agency

Apr 2015 19,548 (19,867) (5,928) 399,345 (18.5%) 17.5% Apr 2015 162,786 15,489 56,852 164,218 399,345

May 19,861 (23,935) (5,742) 389,529 (29.5%) 17.3% May 158,514 14,824 54,374 161,817 389,529

Jun 22,689 (23,109) (6,577) 382,532 (21.6%) 20.3% Jun 154,494 14,611 52,222 161,205 382,532

Jul 19,580 (22,510) (6,644) 372,958 (30.0%) 20.8% Jul 151,829 14,320 49,195 157,614 372,958

Aug 20,092 (17,376) (5,804) 369,870 (9.9%) 18.7% Aug 153,480 14,180 47,009 155,201 369,870

Sep 20,593 (17,333) (5,985) 367,145 (8.8%) 19.4% Sep 155,027 14,075 44,628 153,415 367,145

Oct 16,690 (22,718) (5,547) 355,570 (37.8%) 18.1% Oct 152,281 13,752 42,923 146,614 355,570

Nov 15,133 (20,699) (5,031) 344,973 (35.8%) 17.0% Nov 148,713 13,290 41,510 141,460 344,973

Dec 25,041 (18,017) (5,086) 346,911 6.7% 17.7% Dec 147,824 12,970 40,453 145,664 346,911

Full-Year 2015 230,256 (223,869) (67,890) 346,911 (15.1%) 16.6% Full-Year 2015 147,824 12,970 40,453 145,664 346,911

Jan 2016 20,835 (11,577) (6,545) 349,624 9.4% 22.6% Jan 2016 150,092 12,807 37,872 148,853 349,624

Feb 17,369 (15,776) (4,545) 346,672 (10.1%) 15.6% Feb 150,699 12,711 37,439 145,823 346,672

Mar 21,514 (23,777) (4,550) 339,859 (23.6%) 15.7% Mar 147,909 12,446 36,252 143,252 339,859

Apr 22,645 (24,710) (4,287) 333,507 (22.4%) 15.1% Apr 147,779 12,149 34,170 139,409 333,507

YTD 2016 $82,363 ($75,840) ($19,927) $333,507 (11.6%) 17.2% YTD 2016 $147,779 $12,149 $34,170 $139,409 $333,507

Freddie Mac 

Mortgage-Related 

Securities

Non-Freddie Mac Mortgage-Related 

Securities

Mortgage 

Loans

Net Increase/ 

(Decrease)

Purchases or 

Issuances Sales Ending Balance

Annualized Growth 

Rate 

Annualized 

Liquidation 

Rate

Purchases1 Sales Ending Balance 2

Annualized 

Liquidations Liquidation Rate

Annualized Growth 

Rate

Ending 

Balance

Monthly Volume Summary: April 2016

(unaudited & subject to change)

(dollars in millions)

Liquidations

April 2016 Highlights:

► The total mortgage portfolio decreased at an annualized rate of 1.2% in April.

► Single-family refinance-loan purchase and guarantee volume was $14.9 billion in April representing 

57% of total single-family mortgage portfolio purchases or issuances. Relief refinance mortgages comprised 

approximately 8% of our total single-family refinance volume during April. 

► Total number of single-family loan modifications were 3,687 in April 2016 and 14,597 for the four months ended 

April 30, 2016.

► The aggregate unpaid principal balance (UPB) of our mortgage -related investments portfolio decreased by 

approximately $6.4 billion in April.

► Freddie Mac mortgage-related securities and other mortgage-related guarantees increased at an annualized rate 

of 3.0% in April.

► Our single-family serious delinquency rate decreased from 1.20% in March to 1.15% in April. 

Our multifamily delinquency rate remained flat at 0.04% in April. 

► The measure of our exposure to changes in portfolio market value (PMVS -L) averaged $7 million in April.

Duration gap averaged 0 months.

► Since September 2008, Freddie Mac has been operating in conservatorship, with the Federal Housing Finance 

Agency (FHFA) acting as Conservator. 

See Endnotes and Additional Information on Pages 2 and 3. Page 1 of 3
TABLE 4 - FREDDIE MAC MORTGAGE-RELATED SECURITIES AND OTHER MORTGAGE-RELATED GUARANTEES TABLE 5 - OTHER DEBT ACTIVITIES 

Original Maturity < 

1 Year

Ending Balance 

Annualized Growth 

Rate

Annualized 

Liquidation Rate Ending Balance Issuances

Maturities and 

Redemptions Repurchases

Ending 

Balance

Total Debt 

Outstanding

Apr 2015 36,640 (30,845) 5,795 1,679,406 4.2% 22.1% Apr 2015 105,213 12,300 (15,677) - 330,971 436,184

May 36,186 (27,145) 9,041 1,688,447 6.5% 19.4% May 96,988 18,913 (16,915) (54) 332,915 429,903

Jun 38,791 (31,300) 7,491 1,695,938 5.3% 22.2% Jun 93,149 17,577 (26,016) (164) 324,312 417,461

Jul 41,689 (33,488) 8,201 1,704,139 5.8% 23.7% Jul 94,870 8,223 (15,762) - 316,773 411,643

Aug 31,288 (25,512) 5,776 1,709,915 4.1% 18.0% Aug 98,853 6,927 (9,603) - 314,097 412,950

Sep 32,302 (23,015) 9,287 1,719,202 6.5% 16.2% Sep 112,329 14,210 (28,831) - 299,476 411,805

Oct 32,564 (22,526) 10,038 1,729,240 7.0% 15.7% Oct 105,927 21,914 (23,486) - 297,904 403,831

Nov 28,947 (22,547) 6,400 1,735,640 4.4% 15.6% Nov 99,133 12,201 (17,982) - 292,123 391,256

Dec 27,317 (20,458) 6,859 1,742,499 4.7% 14.1% Dec 113,633 15,405 (2,960) (180) 304,388 418,021

Full-Year 2015 389,991 (310,725) 79,266 1,742,499 4.8% 18.7% Full-Year 2015 113,633 168,583 (183,156) (398) 304,388 418,021

Jan 2016 24,212 (22,137) 2,075 1,744,574 1.4% 15.2% Jan 2016 106,395 7,810 (6,670) - 305,528 411,923

Feb 25,870 (19,399) 6,471 1,751,045 4.5% 13.3% Feb 99,304 12,972 (15,234) - 303,266 402,570

Mar 32,017 (19,612) 12,405 1,763,450 8.5% 13.4% Mar 85,204 18,057 (15,205) - 306,118 391,322

Apr 31,332 (26,996) 4,336 1,767,786 3.0% 18.4% Apr 74,543 16,338 (14,338) - 308,118 382,661

YTD 2016 $113,431 ($88,144) $25,287 $1,767,786 4.4% 15.2% YTD 2016 $74,543 $55,177 ($51,447) $ - $308,118 $382,661

TABLE 6 - DELINQUENCIES - TOTAL TABLE 7 - OTHER INVESTMENTS 

Multifamily

Apr 2015 1.59% 2.67% 0.83% 1.66% 0.03% Apr 2015 43,972 Apr 2015 90 -- 27 -- 0 --

May 1.50% 2.58% 0.82% 1.58% 0.01% May 47,174 May 78 -- 21 -- 0 --

Jun 1.48% 2.46% 0.73% 1.53% 0.01% Jun 42,541 Jun 123 98 23 24 1 0

Jul 1.43% 2.36% 0.72% 1.48% 0.01% Jul 45,437 Jul 80 -- 11 -- 0 --

Aug 1.40% 2.32% 0.72% 1.45% 0.02% Aug 50,339 Aug 75 -- 7 -- 0 --

Sep 1.36% 2.26% 0.67% 1.41% 0.01% Sep 44,054 Sep 61 72 10 9 0 0

Oct 1.33% 2.20% 0.67% 1.38% 0.03% Oct 47,395 Oct 69 -- 9 -- 0 --

Nov 1.32% 2.18% 0.61% 1.36% 0.03% Nov 45,033 Nov 74 -- 5 -- 0 --

Dec 1.30% 2.06% 0.58% 1.32% 0.02% Dec 71,543 Dec 62 68 12 9 0 0

Full-Year 2015 71,543 Full-Year 2015 90 -- 17 -- 0 --

Jan 2016 1.33% 2.05% 0.54% 1.33% 0.04% Jan 2016 59,133 Jan 2016 37 -- 8 -- 0 --

Feb 1.25% 1.97% 0.53% 1.26% 0.04% Feb 50,938 Feb 28 -- 8 -- 0 --

Mar 1.20% 1.78% 0.49% 1.20% 0.04% Mar 44,109 Mar 23 29 6 8 0 0

Apr 1.15% 1.71% 0.48% 1.15% 0.04% Apr 42,340 Apr 7 -- 4 -- 0 --

YTD 2016 $42,340 YTD 2016 $23 -- $7 -- 0 --

ENDNOTES

(1)

(2)

Issuances Liquidations 

Net Increase/ 

(Decrease)

Ending Balance

Level

Portfolio Market Value-

(PMVS-L) (50 bp)

Portfolio Market ValueDuration Gap

Yield Curve

Quarterly 

Monthly Average Average

Original Maturity > 1 Year

Quarterly 

Average

(dollars in millions)

Monthly 

Average

(Rounded to Nearest Month)

Quarterly 

Monthly Average Average

(dollars in millions)

Single-Family 

Credit Enhanced

TABLE 8 - INTEREST-RATE RISK SENSITIVITY DISCLOSURES 

(PMVS-YC) (25 bp)

Total

Purchases of Freddie Mac mortgage-related securities into the mortgage-related investments portfolio totaled $6.2 billion (based on UPB) during April 2016.

As of April 30, 2016, we had net unsettled purchase (sale) agreements of approximately ($6.0) billion. The ending balance of our mortgage-related investments portfolio as of April 30, 2016 after giving effect to these unsettled 

agreements would have been $328 billion.

Total

Non-Credit 

Enhanced

Primary 

Mortgage 

Insurance Other 

The Monthly Volume Summary includes volume and statistical data pertaining to our portfolios. Inquiries should be addressed to our Investor Relations Department, which can be reached by calling (571) 382-4732 or writing to:

1551 Park Run Drive, MS D5F,

McLean, VA 22102-3110

or sending an email to shareholder@freddiemac.com.

See Additional Information on Page 3. Page 2 of 3
Page 3 of 3

The PMVS and duration gap information presented above does not fully reflect the potential effect of negative index values across all of the company’s floating rate assets and liabilities. Because the company manages its interest rate risk 

exposure on an economic basis to a low level as measured by its models, incorporating these potential effects into the company’s process for estimating interest rate risk exposure could result in significant percentage changes in the 

disclosed duration gap and PMVS levels. However, the company does not believe any such percentage change would represent an exposure to interest-rate risk that would be material to the company’s financial condition or results of 

operations. The company is evaluating various steps it could take to mitigate this risk.

Reflects balances of cash and cash equivalents, federal funds sold and securities purchased under agreements to resell, and non-mortgage-related securities. 

Table 1

Table 6

PMVS and Duration Gap are our primary interest-rate risk measures. These measures include the impact of our purchases and sales of derivative instruments, which we use to limit our exposure to changes in interest rates. 

Our PMVS measures are estimates of the amount of average potential pre-tax loss in the market value of our financial assets and liabilities due to parallel (PMVS-L) and non-parallel (PMVS-YC) changes in London Interbank Offered Rates 

(LIBOR). While we believe that our PMVS and duration gap metrics are useful risk management tools, they should be understood as estimates rather than precise measurements. Methodologies employed to calculate interest-rate risk 

sensitivity disclosures are periodically changed on a prospective basis to reflect improvements in the underlying estimation processes.

Presents the ending balances of the mortgage-related investments portfolio's four primary components. 

Freddie Mac mortgage-related securities. Securities we issue and guarantee that are backed by mortgages.

Issuances. Consists of: (a) guaranteed securities issued by Freddie Mac where the underlying collateral are mortgage loans or mortgage-backed securities; and (b) other mortgage-related guarantees, which are mortgage-related 

assets held by third parties for which we provide our guarantee without securitization of those assets. Other mortgage-related guarantees include tax-exempt multifamily housing revenue bonds, HFA bonds, and credit-related 

commitments with respect to single-family mortgage loans. Excludes any resecuritization activity involving Freddie Mac mortgage-related securities. Notional balances of interest-only strips are excluded because this table is based on 

UPB.

Liquidations. Represents principal repayments relating to guaranteed Freddie Mac mortgage-related securities and other mortgage-related guarantees. Also includes our purchases of seriously delinquent, modified and balloon/reset 

mortgage loans out of PC pools.

Represents the balance and activity of our other debt, based on par values. Includes Reference Bills® securities, discount notes, medium-term notes, securities sold under agreements to repurchase and other secured borrowings, 

Reference Notes® securities, Structured Agency Credit Risk (STACR) debt notes, and subordinated debt. For more information about Freddie Mac's debt activity, please visit www.freddiemac.com/debt.

Multifamily Delinquency Rate information is based on the UPB of mortgage loans that are two monthly payments or more past due or in the process of foreclosure.

Single-Family Credit Enhanced Other. Consists of Freddie Mac single-family mortgage loans covered by financial arrangements (other than primary mortgage insurance) that are designed to reduce our credit risk exposure, 

including loans in reference pools covered by STACR debt note transactions as well as other forms of credit protection. STACR debt note transactions transfer a portion of credit risk on certain groups of loans from Freddie Mac to 

private investors. The value of these transactions to us is dependent on various economic scenarios, and we will primarily benefit from these transactions if we experience significant mortgage loan defaults. The credit enhanced 

categories are not mutually exclusive as a single loan may be included in both the Primary Mortgage Insurance category and the Other category.

Mortgage loans that have been modified are not counted as seriously delinquent as long as the borrower is less than three monthly payments past due under the modified terms for single-family, and less than two monthly payments past 

due for multifamily.

Table 4

Table 8

Table 7

Delinquency rates exclude financial guarantees that are backed by either HFA bonds or Ginnie Mae Certificates. For HAMP or non-HAMP modifications, we include loans in a trial period as seriously delinquent until the modification 

becomes effective.

General

ADDITIONAL INFORMATION

Reflects Freddie Mac's single-family and multifamily delinquency rates, which are considered mortgage credit performance metrics. 

Single-Family Serious Delinquency Rate information is based on the number of mortgage loans that are three monthly payments or more past due or in the process of foreclosure.

The activity and balances set forth in Tables 1, 2, 3, 4 and 7 represent unpaid principal balances (UPB), and do not include market valuation adjustments, allowance for loan losses and security impairments, unamortized premiums and 

discounts, and the impact of consolidation of variable interest entities. In addition, all activity and balances in these tables are presented on a settlement date basis (i.e., exclude amounts that are traded but not yet settled).

Represents the sum of Freddie Mac mortgage-related securities and other mortgage-related guarantees (Table 4), mortgage loans (Table 3), non-Freddie Mac mortgage-related securities (agency and non-agency) (Table 3) and $3 million of 

unguaranteed Freddie Mac mortgage-related securities retained by us associated with a credit risk transfer transaction.

Purchases or Issuances. Includes cash purchases of single-family and multifamily mortgage loans, issuances of Freddie Mac mortgage-related securities through our guarantor swap program, issuances of other mortgage-related 

guarantees, issuances of other securitization products and purchases of non-Freddie Mac mortgage-related securities. 

Sales. Includes sales of non-Freddie Mac mortgage-related securities, sales of unguaranteed Freddie Mac mortgage-related securities and sales of mortgage loans. 

Represents mortgage loans and mortgage-related securities held by Freddie Mac. Mortgage-related securities balances reflect security balances and not the balance of underlying mortgage loan collateral. 

Purchases. Includes cash purchases of single-family and multifamily mortgage loans, purchases of Freddie Mac and non-Freddie Mac mortgage-related securities from third parties, and additions for seriously delinquent, modified, and 

balloon/reset mortgage loans purchased out of PC pools. 

Sales. Includes sales of Freddie Mac mortgage-related securities (including sales to third parties from the securitization of single-family and multifamily mortgage loans), sales of non-Freddie Mac mortgage-related securities, and sales 

of mortgage loans. 

Liquidations. Represents the total amount of prepayments, curtailments, payoffs, foreclosures, or other repayments of principal on loans and securities.

Table 5

Table 3

Table 2