TABLE 1 - TOTAL MORTGAGE PORTFOLIO 1, 2

Sep 2012 $37,918 ($330) ($53,218) ($15,630) $1,972,905 (9 32.1% .4%)

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%

Apr 47,298 (627) (45,720) 951 1,949,214 0.6% 28.2%

May 42,381 (2,010) (45,169) (4,798) 1,944,416 (3.0%) 27.8%

Jun 48,388 (1,428) (46,131) 829 1,945,245 0.5% 28.5%

Jul 42,250 (2,177) (42,849) (2,776) 1,942,469 (1.7%) 26.4%

Aug 35,963 (3,866) (40,270) (8,173) 1,934,296 (5.0%) 24.9%

Sep 28,207 (3,251) (31,858) (6,902) 1,927,394 (4.3%) 19.8%

YTD 2013 $382,465 ($14,828) ($396,519) ($28,882) $1,927,394 (2.0%) 27.0%

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

Ag

Sep 2012 $11,529 ($5,953) ($10,972) $567,966 (11.3%) 23.0% $12,406 ($10,748) $1,658 Sep 2012 $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 

Apr 15,004 (10,390) (10,507) 528,257 (13.2%) 23.6% 21,405 (22,115) (710) Apr 177,316 

May 14,223 (13,749) (10,236) 518,495 (22.2%) 23.3% 26,593 (16,828) 9,765 May 175,222 

Jun 26,336 (13,238) (10,374) 521,219 6.3% 24.0% 38,309 (19,451) 18,858 Jun 184,639 

Jul 20,329 (9,870) (10,432) 521,246 0.1% 24.0% 21,849 (23,732) (1,883) Jul 188,866 

Aug 17,844 (16,592) (10,554) 511,944 (21.4%) 24.3% 20,531 (22,754) (2,223) Aug 190,822 

Sep 8,829 (14,694) (8,265) 497,814 (33.1%) 19.4% 13,560 (21,187) (7,627) Sep 183,278 

YTD 2013 $145,147 ($112,904) ($91,973) $497,814 (14.3%) 22.0% $197,966 ($171,008) $26,958 YTD 2013 $183,278 

Please see Endnotes on page 3.

Mortgage Sale 

Agreements 8

Net Purchase 

(Sale) 

Agreements 9

PCs, REMICs and 

Other Structured 

Securities

Non-Fre

Purchases 

5 Sales 6 Liquidations Ending Balance

Annualized 

Growth 

Rate

Monthly Volume Summary: September 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

September 2013 Highlights:►The total mortgage portfolio decreased at an annualized rate of 4.3% in Septembe► Single-family refinance-loan purchase and guarantee volume was $16.4 billion in 

total single-family mortgage portfolio purchases or issuances. Relief refinance mof our total single-family refinance volume during September 2013 based on unp

► Total number of loan modifications were 6,685 in September 2013 and 60,431 fo

2013.

► Multifamily new business volume was $1.0 billion in September 2013 and $18.8 

2013, which reflects the UPB of Freddie Mac's multifamily new loan purchases a

during the period.

► The aggregate UPB of our mortgage-related investments portfolio decreased by a

September.

► Freddie Mac mortgage-related securities and other guarantee commitments decr

0.2% in September.

► Our single-family seriously delinquent rate decreased from 2.64% in August to 2.

delinquency rate remained flat at 0.05% in September.

► The measure of our exposure to changes in portfolio market value (PMVS-L) ave

Duration gap averaged -1 month.

► On September 6, 2008, the Director of the Federal Housing Finance Agency (FH

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

Sep 2012 $35,929 ($49,890) ($13,961) $1,591,666 (10.4%) 37.3% Sep 2012 $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) 

Apr 47,401 (41,900) 5,501 1,598,273 4.1% 31.6% Apr 124,244 9,339 (9,972) 

 

May 44,218 (41,348) 2,870 1,601,143 2.2% 31.0% May 133,774 5,436 (18,351) 

 

Jun 49,401 (41,879) 7,522 1,608,665 5.6% 31.4% Jun 136,030 12,372 (17,817) 

Jul 39,656 (38,232) 1,424 1,610,089 1.1% 28.5% Jul 143,621 11,343 (8,218) 

Aug 38,625 (35,540) 3,085 1,613,174 2.3% 26.5% Aug 139,506 7,418 (6,087) 

Sep 28,435 (28,751) (316) 1,612,858 (0.2%) 21.4% Sep 136,077 4,620 (14,267) 

YTD 2013 $388,239 ($360,876) $27,363 $1,612,858 2.3% 30.3% YTD 2013 $136,077 $80,828 ($129,060) 

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

Sep 2012 2.71% 7.62% 3.37% 0.27% Sep 2012 $55,997 Sep 2012 $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 

Apr 2.40% 6.42% 2.91% 0.09% Apr 57,637 Apr 355 -- 15 

May 2.35% 6.26% 2.85% 0.08% May 64,698 May 359 -- 33 

Jun 2.31% 6.12% 2.79% 0.09% Jun 51,398 Jun 286 335 21 

Jul 2.24% 5.90% 2.70% 0.06% Jul 64,536 Jul 263 -- 28 

Aug 2.25% 5.34% 2.64% 0.05% Aug 72,277 Aug 274 -- 20 

Sep 2.20% 5.20% 2.58% 0.05% Sep 70,896 Sep 277 271 31 

YTD 2013 $70,896 YTD 2013 $287 - $24 

 

Please see Endnotes on page 3.

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

TABLE 8 - INTEREST-RATE RISK SENSITIVITY DISCLOSURES 17

Portfolio Market Value- Portfolio Market Value

Multifamily Level Yield Curve

Issuances Liquidations 11

Net Increase/ 

(Decrease)

Original Matu
ENDNOTES

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

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 that have been modified are not counted as seriously delinquent as long amonthly payments past due under the modified terms for single-family, and less than two monthly payments past due for multifamily. Delinquency rates presented in Table 6 include mortgage loans underlyin

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

a temporary rise in our seriously delinquent rate until the modifications become effective and are removed from seriously delinquent status. The volume of effective modifications impacts our reported seriou

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 redebt 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 September 30, 2013, there were approxima

were 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.

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 quarterly report on FoTable 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-relsecurity 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 Januthe 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 summathose 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 $1,114 million (based on UPB) during September 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 M

sales 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 September 30, 2013, we had net unsettled purchase (sale) agreements of approximately $1,034 million. The ending balance of our mortgage-related investments portfolio as of September 30, 2013 a

agreements and assuming we did not enter into any other purchase (sale) agreements after September 30, 2013 would have been $499 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, modified and bpools.

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 

1551 Park Run Drive, MS D5F,

McLean, VA 22102-3110

or sending an email to shareholder@freddiemac.com.