TABLE 1 - TOTAL MORTGAGE PORTFOLIO 1, 2

Feb 2012 $35,569 ($1,453) ($39,771) ($5,655) $2,061,411 ( 23.1% 3.3%)

Mar 40,914 (518) (45,306) (4,910) 2,056,501 (2.9%) 26.4%

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%

YTD 2013 $85,969 ($852) ($99,669) ($14,552) $1,941,724 (4 30.6% .5%)

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

Feb 2012 $10,447 ($15,362) ($9,763) $627,819 (27.4%) 18.2% $7,951 ($11,695) ($3,744) Feb 2012 $206,100 

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

YTD 2013 $29,014 ($22,323) ($21,501) $542,734 (15.9%) 23.1% $38,719 ($32,644) $6,075 YTD 2013 $182,034 

Please see Endnotes on page 3.

Liquidations Ending Balance

Annualized 

Growth 

Rate

Monthly Volume Summary: February 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

N

Purchases 

5 Sales 6

February 2013 Highlights:► The total mortgage portfolio decreased at an annualized rate of 4.1% in February.► Single-family refinance-loan purchase and guarantee volume was $35.1 billion in F

purchases or issuances. Relief refinance mortgages comprised approximately 30

based on unpaid principal balance (UPB).

► Total number of loan modifications were 6,686 in February 2013 and 14,102 for th

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

► Freddie Mac mortgage-related securities and other guarantee commitments decre► Our single-family seriously delinquent rate decreased from 3.20% in January to 3.

decreased from 0.18% in January to 0.16% in February.

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

Duration gap averaged 0 months.

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

Feb 2012 $40,098 ($37,321) $2,777 $1,639,692 2.0% 27.4% Feb 2012 $137,864 $25,988 ($20,520) 

 

Mar 42,470 (42,213) 257 1,639,949 0.2% 30.9% Mar 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) 

 

YTD 2013 $87,380 ($91,851) ($4,471) $1,581,024 (1.7%) 34.8% YTD 2013 $116,193 $20,700 ($38,982) 

 

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

Feb 2012 2.84% 8.20% 3.57% 0.21% Feb 2012 $77,489 Feb 2012 $201 -- $8 Mar 2.80% 8.02% 3.51% 0.23% Mar 59,738 Mar 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 

YTD 2013 $44,796 YTD 2013 $228 -- $25 

Please see Endnotes on page 3.

Issuances Liquidations 11

Net Increase/ 

(Decrease)

Origina

TABLE 8 - INTEREST-RATE RISK SENSITIVITY DISCLOSURES 17

Portfolio Market Value- Portfolio Market 

Multifamily Level Yield Curv

Single-Family 15 (PMVS-L) (50 bp) (PMVS-YC) (2

Non-Credit 

Enhanced

Credit 

Enhanced Total Total Ending Balance

(dollars in millions) (dollars in mil

Monthly Average

Quarterly 

Average Monthly Average
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 10-K dated February 28, 2013 because Table 4 inc

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-related securities, the balance reflects security balances 

mortgage-related securities include PCs, REMICs and Other Structured Securities, and Other Guarantee Transactions. Effective January 1, 2010, we adopted amendments to the accounting standards for transfers of financial assets and consolidation of VIEsstatements. However, the information in this monthly volume summary is presented without giving effect 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 mortgage-related securities (agency and non-agency) (Tabl

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 commitments and purchases of non-Freddie Mac mortgage-

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 balloon/reset mortgage loans purchased out of PC po

securities into the mortgage-related investments portfolio totaled $2,410 million (based on UPB) during February 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 Mac mortgage-related securities and sales of multifa

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, and (b) the amount of monthly mortgage loan purchaspurchase 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 amount of monthly mortgage loan sale agreements 

may settle during the same month in which we have entered into the related commitment. As of February 28, 2013, we had net unsettled purchase (sale) agreements of approximately $363 million. The ending balance of our mortgage-related investments portfolio as of February 28, 2013 after giving effect to these unsettled agreements and assumagreements after February 28, 2013 would have been $543.1 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 any resecuritization activity. Notional balances of in

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 mortgage loans and balloon/reset mortgage loans ou

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 delinquencies are based on the UPB of mortgage loans thprocess of foreclosure as of period end. Mortgage loans whose contractual terms have been modified under an agreement with the borrower are not counted as delinquent if the borrower is current under the modified terms. Delinquency rates presented in TGuarantee Transactions, but 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 our statistical reporting, 

delinquent rate until the modifications become 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 disclosures include for each PC and Giant PC the loan cou

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 delinquent. Additionally, the monthly disclosures include information about certain seriously delinquent loans purchased 

we purchase these delinquent loans, and thereby extinguish the related PC debt, at the scheduled PC debt payment date, unless the loans proceed to foreclosure transfer, complete a foreclosure alternative or are paid in full by the borrower before such date. billion in UPB of loans that 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 resell, and non-mortgage-related securities. Investment

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 in interest rates. Our PMVS measures are estimatmarket value of our net assets due to parallel (PMVS-L) and non-parallel (PMVS-YC) movements in London Interbank Offered Rates (LIBOR). While we believe that our PMVS and duration gap metrics are useful risk management tools, they should be undeMethodologies employed to calculate interest-rate risk sensitivity disclosures are periodically changed 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.