TABLE 1 - TOTAL MORTGAGE PORTFOLIO

Jun 2015 $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%

May 35,684 (3,678) (27,861) 4,145 1,957,662 2.5% 17.1%

Jun 37,196 (3,024) (31,029) 3,143 1,960,805 1.9% 19.0%

YTD 2016 $190,133 ($13,568) ($157,347) $19,218 $1,960,805 2.0% 16.2%

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

Agency Non-Agency

Jun 2015 $22,689 ($23,109) ($6,577) $382,532 (21.6%) 20.3% Jun 2015 $154,494 $14,611 $52,222 

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

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

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

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

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

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

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

 

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

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

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

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

May 22,425 (25,870) (4,058) 326,004 (27.0%) 14.6% May 144,532 11,703 32,207 

Jun 25,792 (25,888) (5,235) 320,673 (19.6%) 19.3% Jun 143,836 11,211 30,818 YTD 2016 $130,580 ($127,598) ($29,220) $320,673 (15.1%) 16.8% YTD 2016 $143,836 $11,211 $30,818 

Freddie Mac 

Mortgage-Related 

Securities

Non-Freddie Mac Mortgage-Related 

Securities

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

Monthly Volume Summary: June 2016

(unaudited & subject to change)

(dollars in millions)

Liquidations

June 2016 Highlights:► The total mortgage portfolio increased at an annualized rate of 1.9% in June.► Single-family refinance-loan purchase and guarantee volume was $16.6 billion in June 

50% of total single-family mortgage portfolio purchases or issuances. Relief refinance approximately 7% of our total single-family refinance volume during June. 

► Total number of single-family loan modifications were 3,713 in June 2016 and 21,596 f

June 30, 2016.

► The aggregate unpaid principal balance (UPB) of our mortgage-related investments po

approximately $5.3 billion in June.

► Freddie Mac mortgage-related securities and other mortgage-related guarantees increa

of 5.3% in June.

► Our single-family serious delinquency rate decreased from 1.11% in May to 1.08% in J

Our multifamily delinquency rate remained flat at 0.02% in June. 

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

Duration gap averaged 0 months.

► Since September 2008, Freddie Mac has been operating in conservatorship, with the F

Agency (FHFA) acting as Conservator. 

See Endnotes and Additional Information on Pages 2 and 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 Re

Jun 2015 $38,791 ($31,300) $7,491 $1,695,938 5.3% 22.2% Jun 2015 $93,149 $17,577 ($26,016) 

Jul 41,689 (33,488) 8,201 1,704,139 5.8% 23.7% Jul 94,870 8,223 (15,762) Aug 31,288 (25,512) 5,776 1,709,915 4.1% 18.0% Aug 98,853 6,927 (9,603) Sep 32,302 (23,015) 9,287 1,719,202 6.5% 16.2% Sep 112,329 14,210 (28,831) Oct 32,564 (22,526) 10,038 1,729,240 7.0% 15.7% Oct 105,927 21,914 (23,486) Nov 28,947 (22,547) 6,400 1,735,640 4.4% 15.6% Nov 99,133 12,201 (17,982) Dec 27,317 (20,458) 6,859 1,742,499 4.7% 14.1% Dec 113,633 15,405 (2,960) 

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) 

 

Jan 2016 24,212 (22,137) 2,075 1,744,574 1.4% 15.2% Jan 2016 106,395 7,810 (6,670) Feb 25,870 (19,399) 6,471 1,751,045 4.5% 13.3% Feb 99,304 12,972 (15,234) Mar 32,017 (19,612) 12,405 1,763,450 8.5% 13.4% Mar 85,204 18,057 (15,205) Apr 31,332 (26,996) 4,336 1,767,786 3.0% 18.4% Apr 74,543 16,338 (14,338) May 34,528 (26,127) 8,401 1,776,187 5.7% 17.7% May 71,033 18,572 (20,913) Jun 35,868 (28,090) 7,778 1,783,965 5.3% 19.0% Jun 75,944 22,921 (23,094) YTD 2016 $183,827 ($142,361) $41,466 $1,783,965 4.8% 16.3% YTD 2016 $75,944 $96,670 ($95,454) TABLE 6 - DELINQUENCIES - TOTAL TABLE 7 - OTHER INVESTMENTS 

Multifamily

Jun 2015 1.48% 2.46% 0.73% 1.53% 0.01% Jun 2015 $42,541 Jun 2015 $123 $98 $23 

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

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

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

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

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

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

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

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

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

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

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

May 1.12% 1.67% 0.43% 1.11% 0.02% May 41,300 May 27 -- 4 

Jun 1.12% 1.58% 0.39% 1.08% 0.02% Jun 48,110 Jun 30 21 5 

YTD 2016 $48,110 YTD 2016 $25 -- $6 

ENDNOTES

(1)(2)

Issuances Liquidations 

Net Increase/ 

(Decrease)

Ending Balance

Level

Portfolio Market Value-

(PMVS-L) (50 bp)

Portfolio Market V

Yield Curve

Quarterly 

Monthly Average Average

Original Maturity > 

(dollars in millions)

Monthly Average 

(dollars in millio

Single-Family 

Credit Enhanced

TABLE 8 - INTEREST-RATE RISK SENSITIVITY DISCLOSURES 

(PMVS-YC) (25 

Total

Purchases of Freddie Mac mortgage-related securities into the mortgage-related investments portfolio totaled $6.0 billion (based on UPB) during June 2016.As of June 30, 2016, we had net unsettled purchase (sale) agreements of approximately ($2.1) billion. The ending balance of our mortgage-related investments portfolio as of June 30, 2016 afteagreements would have been $319 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. 
As discussed in the May 2016 Monthly Volume Summary, the PMVS and duration gap information presented above does not fully reflect the potential effect of negative index values across all of the cliabilities. However, we have implemented model adjustments to incorporate the effect of negative index values for the majority of the company’s floating rate assets and liabilities. These adjustmenbeginning with the PMVS and duration gap results presented above for June 2016. These adjustments had a minimal impact on our PMVS and duration gap results. The company is in the process oindex values for the remaining population of floating rate assets.Reflects balances of cash and cash equivalents, federal funds sold and securities purchased under agreements to resell, and non-mortgage-related securities. Table 1Table 6PMVS 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 

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) chaRates (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. Methodolograte 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 guara

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, 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 eon UPB.Liquidations. Represents principal repayments relating to guaranteed Freddie Mac mortgage-related securities and other mortgage-related guarantees. Also includes our purchases of seriously 

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 

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/d

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 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 gprivate 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 locategories 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 due for multifamily.Table 4

Table 8Table 7Delinquency 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 becomes effective.GeneralADDITIONAL INFORMATIONReflects 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 impaidiscounts, 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 trad

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 anof 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, 

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 coll

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 additioand 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 Ma

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 3Table 2