TABLE 1 - TOTAL MORTGAGE PORTFOLIO 1, 2

Mar 2012 $40,914 ($518) ($45,306) ($4,910) $2,056,501 (2. 26.4% 9%)

Apr 23,623 (411) (47,361) (24,149) 2,032,352 (14.1%) 27.6%

May 29,654 (255) (45,398) (15,999) 2,016,353 (9.4%) 26.8%

Jun 42,034 (398) (45,765) (4,129) 2,012,224 (2.5%) 27.2%

Jul 31,486 (261) (45,821) (14,596) 1,997,628 (8.7%) 27.3%

Aug 40,253 (330) (49,016) (9,093) 1,988,535 (5.5%) 29.4%

Sep 37,918 (330) (53,218) (15,630) 1,972,905 (9.4%) 32.1%

Oct 48,449 (380) (49,397) (1,328) 1,971,577 (0.8%) 30.0%

Nov 60,230 (527) (53,767) 5,936 1,977,513 3.6% 32.7%

Dec 31,288 (449) (52,076) (21,237) 1,956,276 (12.9%) 31.6%

Full-Year 2012 455,799 (5,312) (569,605) (119,118) 1,956,276 (5.7%) 27.4%

Jan 2013 43,119 (293) (50,710) (7,884) 1,948,392 (4.8%) 31.1%

Feb 42,850 (559) (48,959) (6,668) 1,941,724 (4.1%) 30.2%

Mar 52,009 (617) (44,853) 6,539 1,948,263 4.0% 27.7%

YTD 2013 $137,978 ($1,469) ($144,522) ($8,013) $1,948,263 (1.6%) 29.6%

TABLE 2 - MORTGAGE-RELATED INVESTMENTS PORTFOLIO 1 TABLE 3 - MORTGAGE-RELATED INVESTMEN

Age

Mar 2012 $10,779 ($9,631) ($10,669) $618,298 (18.2%) 20.4% $9,958 ($21,009) ($11,051) Mar 2012 $201,746 

Apr 12,154 (18,412) (10,556) 601,484 (32.6%) 20.5% 10,939 (11,699) (760) Apr 196,514 

May 10,301 (9,057) (10,782) 591,946 (19.0%) 21.5% 10,028 (10,850) (822) May 189,767 

Jun 9,970 (9,214) (11,423) 581,279 (21.6%) 23.2% 11,416 (9,509) 1,907 Jun 186,991 

Jul 11,116 (5,214) (10,865) 576,316 (10.2%) 22.4% 13,149 (8,723) 4,426 Jul 188,897 

Aug 12,620 (4,098) (11,476) 573,362 (6.2%) 23.9% 12,098 (2,062) 10,036 Aug 190,454 

Sep 11,529 (5,953) (10,972) 567,966 (11.3%) 23.0% 12,406 (10,748) 1,658 Sep 186,727 

Oct 18,118 (5,528) (11,496) 569,060 2.3% 24.3% 23,131 (19,798) 3,333 Oct 189,554 

Nov 16,253 (10,574) (11,629) 563,110 (12.5%) 24.5% 26,711 (21,667) 5,044 Nov 187,905 

Dec 17,360 (10,967) (11,959) 557,544 (11.9%) 25.5% 18,041 (15,018) 3,023 Dec 186,763 

Full-Year 2012 151,476 (115,175) (132,070) 557,544 (14.7 20.2% %) 164,810 (152,969) 11,841 Full-Year 2012 186,763 

Jan 2013 15,075 (11,651) (10,926) 550,042 (16.1%) 23.5% 19,030 (17,074) 1,956 Jan 2013 183,841 

Feb 13,939 (10,672) (10,575) 542,734 (15.9%) 23.1% 19,689 (15,570) 4,119 Feb 182,034 

Mar 13,568 (12,048) (10,104) 534,150 (19.0%) 22.3% 17,000 (12,297) 4,703 Mar 178,659 

YTD 2013 $42,582 ($34,371) ($31,605) $534,150 (16.8%) 22.7% $55,719 ($44,941) $10,778 YTD 2013 $178,659 

Please see Endnotes on page 3.

Liquidations Ending Balance

Annualized 

Growth 

Rate

Monthly Volume Summary: March 2013

(unaudited & subject to change)

(dollars in millions)

Purchases or 

Issuances 3 Sales 4 Liquidations

Net Increase/ 

(Decrease)

Ending 

Balance

Annualized Growth 

Rate 

Annualized 

Liquidation 

Rate

Annualized 

Liquidation Rate

Mortgage 

Purchase 

Agreements 7

Mortgage Sale 

Agreements 8

Net Purchase 

(Sale) 

Agreements 9

PCs, REMICs and 

Other Structured 

Securities

Non-Fre

Purchases 

5 Sales 6

March 2013 Highlights:► The total mortgage portfolio increased at an annualized rate of 4.0% ► Single-family refinance-loan purchase and guarantee volume was $4

total mortgage portfolio purchases or issuances. Relief refinance moour total refinance volume during March 2013 based on unpaid princi

► Total number of loan modifications were 6,511 in March 2013 and 20

2013.

► The aggregate UPB of our mortgage-related investments portfolio dec

March.

► Freddie Mac mortgage-related securities and other guarantee commi

8.9% in March.

► Our single-family seriously delinquent rate decreased from 3.15% in F

delinquency rate remained flat at 0.16% in March.

► The measure of our exposure to changes in portfolio market value (P

Duration gap averaged 0 months.

► On September 6, 2008, the Director of the Federal Housing Finance A

Conservator of Freddie Mac. 
TABLE 4 - FREDDIE MAC MORTGAGE-RELATED SECURITIES AND OTHER GUARANTEE COMMITMENTS 1, 10 TABLE 5 - OTHER DEBT ACTIVITIES 13

Original Maturity 

< 1 Year

Ending Balance 12

Annualized 

Growth Rate

Annualized 

Liquidation Rate Ending Balance Issuances

Maturities and 

Redemptions Repur

Mar 2012 $42,470 ($42,213) $257 $1,639,949 0.2% 30.9% Mar 2012 $134,865 $14,064 ($37,836) 

Apr 31,972 (44,539) (12,567) 1,627,382 (9.2%) 32.6% Apr 127,539 3,837 (17,184) 

May 28,879 (42,087) (13,208) 1,614,174 (9.7%) 31.0% May 125,776 7,899 (15,799) 

 

Jun 45,760 (41,998) 3,762 1,617,936 2.8% 31.2% Jun 130,144 7,716 (21,282) 

 

Jul 34,653 (42,380) (7,727) 1,610,209 (5.7%) 31.4% Jul 125,018 13,463 (16,106) 

 

Aug 40,176 (44,758) (4,582) 1,605,627 (3.4%) 33.4% Aug 124,911 14,536 (22,298) 

 

Sep 35,929 (49,890) (13,961) 1,591,666 (10.4%) 37.3% Sep 122,254 8,027 (9,109) 

 

Oct 45,222 (44,817) 405 1,592,071 0.3% 33.8% Oct 110,548 14,008 (11,203) 

Nov 59,941 (49,704) 10,237 1,602,308 7.7% 37.5% Nov 111,392 15,354 (18,090) 

 

Dec 30,146 (46,959) (16,813) 1,585,495 (12.6%) 35.2% Dec 117,930 10,204 (23,733) 

 

Full-Year 2012 466,479 (526,732) (60,253) 1,585,495 (3.7 32.0% %) Full-Year 2012 117,930 164,746 (241,244) 

Jan 2013 43,379 (46,683) (3,304) 1,582,191 (2.5%) 35.3% Jan 2013 118,081 13,625 (23,961) 

 

Feb 44,001 (45,168) (1,167) 1,581,024 (0.9%) 34.3% Feb 116,193 7,075 (15,021) 

 

Mar 53,123 (41,375) 11,748 1,592,772 8.9% 31.4% Mar 124,325 9,600 (15,366) 

YTD 2013 $140,503 ($133,226) $7,277 $1,592,772 1.8% 33.6% YTD 2013 $124,325 $30,300 ($54,348) 

TABLE 6 - DELINQUENCIES - TOTAL 14 TABLE 7 - OTHER INVESTMENTS 16

Mar 2012 2.80% 8.02% 3.51% 0.23% Mar 2012 $59,738 Mar 2012 $233 $223 $17 

Apr 2.81% 7.99% 3.51% 0.25% Apr 56,734 Apr 205 -- 18 

May 2.80% 7.99% 3.50% 0.26% May 59,329 May 148 -- 23 

Jun 2.76% 7.85% 3.45% 0.27% Jun 60,756 Jun 115 156 14 

Jul 2.75% 7.75% 3.42% 0.29% Jul 59,052 Jul 33 -- 21 

Aug 2.70% 7.64% 3.36% 0.29% Aug 55,246 Aug 253 -- 60 

Sep 2.71% 7.62% 3.37% 0.27% Sep 55,997 Sep 371 215 77 

Oct 2.67% 7.47% 3.31% 0.24% Oct 45,205 Oct 204 -- 84 

Nov 2.63% 7.31% 3.25% 0.24% Nov 50,487 Nov 205 -- 20 

Dec 2.66% 7.34% 3.25% 0.19% Dec 47,338 Dec 363 256 67 

Full-Year 2012 47,338 Full-Year 2012 212 -- 36 

Jan 2013 2.62% 7.21% 3.20% 0.18% Jan 2013 46,543 Jan 2013 203 -- 35 

Feb 2.58% 7.04% 3.15% 0.16% Feb 44,796 Feb 255 -- 15 

Mar 2.49% 6.74% 3.03% 0.16% Mar 51,596 Mar 301 252 15 

YTD 2013 $51,596 YTD 2013 $252 - $22 

 

Please see Endnotes on page 3. 

Issuances Liquidations 11

Net Increase/ 

(Decrease)

Original Matu

TABLE 8 - INTEREST-RATE RISK SENSITIVITY DISCLOSURES 17

Portfolio Market Value- Portfolio Market Value

Multifamily Level Yield Curve Single-Family 15 (PMVS-L) (50 bp) (PMVS-YC) (25 bp) 

Non-Credit 

Enhanced

Credit 

Enhanced Total Total Ending Balance

(dollars in millions) (dollars in millions) 

Monthly Average

Quarterly 

Average Monthly Average

Qua

Ave
ENDNOTES

(1)(2)(3)(4)(5)(6)(7)(8)(9)(10)(11)(12)(13)(14)(15)(16)(17)

The ending balance of Freddie Mac mortgage-related securities and other guarantee commitments (Table 4) differs from the balance of Freddie Mac mortgage-related securities in our annual report on Form 

because Table 4 includes other guarantee commitments described in Endnote 10.The activity and balances set forth in these tables represent UPB, and exclude interest-only loans, mortgage loans and mortgage-related securities traded, but not yet settled. For Freddie Mac mortgage-rela

security balances based on the monthly PC factor report. Freddie Mac mortgage-related securities include PCs, REMICs and Other Structured Securities, and Other Guarantee Transactions. Effective Januto the accounting standards for transfers of financial assets and consolidation of VIEs, which resulted in significant changes to our financial statements. However, the information in this monthly volume summ

to those changes.Total mortgage portfolio (Table 1) is defined as Freddie Mac mortgage-related securities and other guarantee commitments (Table 4) plus the sum of mortgage loans (Table 3) and non-Freddie Mac mortgaagency) (Table 3). 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 guarantee commitm

Mac mortgage-related securities. Includes sales of non-Freddie Mac mortgage-related securities and sales of multifamily mortgage loans.

Includes cash purchases of single-family and multifamily mortgage loans, purchases of Freddie Mac and non-Freddie Mac mortgage-related securities, and additions for seriously delinquent, modified, and b

out of PC pools. Purchases of Freddie Mac mortgage-related securities into the mortgage-related investments portfolio totaled $1,660 million (based on UPB) during March 2013. Includes sales of Freddie Mac mortgage-related securities (including sales to third parties from the securitization of previously purchased single-family and multifamily mortgage loans), sales of non-Freddie Msales of multifamily mortgage loans. Mortgage purchase agreements reflect trades entered into during the month and include: (a) monthly commitments to purchase mortgage-related securities for our mortgage-related investments portfolio, an

loan purchase agreements entered into during the month. Our purchase commitments may settle during the same month in which we have entered into the related commitment.

Mortgage sale agreements reflect trades entered into during the month and include: (a) monthly commitments to sell mortgage-related securities from our mortgage-related investments portfolio, and (b) the 

agreements entered into during the month. Our sales commitments may settle during the same month in which we have entered into the related commitment. 

As of March 31, 2013, we had net unsettled purchase (sale) agreements of approximately $4,832 million. The ending balance of our mortgage-related investments portfolio as of March 31, 2013 after giving 

and assuming we did not enter into any other purchase (sale) agreements after March 31, 2013 would have been $539 billion.

Includes other guarantee commitments, which consist of tax-exempt multifamily housing revenue bonds, HFA bonds, and credit-related commitments with respect to single-family mortgage loans. Excludes 

balances of interest-only strips are excluded because this table is based on UPB.Represents principal repayments relating to loans underlying Freddie Mac mortgage-related securities and other guarantee commitments. Also includes our purchases of seriously delinquent and modified mmortgage loans out of PC pools.Represents the combined balance and activity of our other debt, including securities sold under agreements to repurchase and federal funds purchased, based on the par values of these liabilities. Single-family serious delinquency rate information is based on the number of loans that are three monthly payments or more past due or in the process of foreclosure as of period end while multifamily delinqmortgage loans that are two monthly payments or more past due or in the process of foreclosure as of period end. Mortgage loans whose contractual terms have been modified under an agreement with the 

delinquent if the borrower is current under the modified terms. Delinquency rates presented in Table 6 include mortgage loans underlying Other Guarantee Transactions, but exclude financial guarantees thaGinnie Mae Certificates. For HAMP or non-HAMP standard modifications, we include loans in the trial period as seriously delinquent in our statistical reporting, which results in a temporary rise in our seriouslbecome effective and are removed from seriously delinquent status. The volume of effective modifications impacts our reported seriously delinquent rate.On a monthly basis, Freddie Mac publishes pool-level delinquency disclosures on its single-family PC and Giant PC securities on the company's Web site, www.FreddieMac.com/mbs. These monthly disclos

the loan count and associated aggregate UPB for mortgage loans that fall into one of four delinquency groups: 30-59 days delinquent, 60-89 days delinquent, 90-119 days delinquent, and 120 days or more ddisclosures include information about certain seriously delinquent loans purchased by Freddie Mac from each PC and Giant PC. Generally, we purchase these delinquent loans, and thereby extinguish the reldebt payment date, unless the loans proceed to foreclosure transfer, complete a foreclosure alternative or are paid in full by the borrower before such date. As of March 31, 2013, there were approximately $four monthly payments past due, and that met our criteria to allow for the purchase of delinquent mortgage loans out of PC pools.

Other Investments exclude amounts related to consolidated variable-interest entities. The balance includes cash and cash equivalents, federal funds sold and securities purchased under agreements to reseInvestments in non-mortgage-related securities are presented at fair value.Our primary interest-rate risk measures are PMVS and duration gap. These measures include the impact of our purchases and sales of derivative instruments, which we use to limit our exposure to changes 

measures are estimates of the amount of average potential pre-tax loss in the market value of our net assets due to parallel (PMVS-L) and non-parallel (PMVS-YC) movements in London Interbank Offered 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 sechanged on a prospective basis to reflect improvements in the underlying estimation processes.

A glossary of selected Monthly Volume Summary terms is available on the Investor Relations page of our website, www.FreddieMac.com/investors.

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.