TABLE 1 - TOTAL MORTGAGE PORTFOLIO

Nov 2014 $29,455 ($5,346) ($23,495) $614 $1,902,961 0.4% 14.8%

Dec 31,917 (564) (24,208) 7,145 1,910,106 4.5% 15.3%

Full-Year 2014 291,397 (24,203) (271,749) (4,555) 1,910,106 (0.2%) 14.2%

Jan 2015 25,310 (1,481) (25,141) (1,312) 1,908,794 (0.8%) 15.8%

Feb 34,104 (1,913) (27,744) 4,447 1,913,241 2.8% 17.4%

Mar 31,406 (1,906) (28,039) 1,461 1,914,702 0.9% 17.6%

Apr 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%

YTD 2015 $367,982 ($23,373) ($322,814) $21,795 $1,931,901 1.2% 18.4%

TABLE 2 - MORTGAGE-RELATED INVESTMENTS PORTFOLIO TABLE 3 - MORTGAGE-RELATED INVESNov 2014 $17,931 ($17,316) ($5,358) $402,041 (14.0%) 15.8% $23,708 ($22,668) $1,040 Nov 2014 $157,744 Dec 22,532 (10,028) (6,131) 408,414 19.0% 18.3% 27,540 (21,018) 6,522 Dec 161,541 Full-Year 2014 171,048 (153,358) (70,300) 408,414 (11.4%) 15.2% 281,401 (271,879) 9,522 Full-Year 2014 161,541 

Jan 2015 14,210 (9,722) (5,501) 407,401 (3.0%) 16.2% 41,150 (38,220) 2,930 Jan 2015 163,447 Feb 15,339 (13,851) (4,717) 404,172 (9.5%) 13.9% 36,111 (30,552) 5,559 Feb 161,545 Mar 21,480 (14,732) (5,328) 405,592 4.2% 15.8% 39,126 (38,562) 564 Mar 164,501 Apr 19,548 (19,867) (5,928) 399,345 (18.5%) 17.5% 39,765 (42,925) (3,160) Apr 162,786 May 19,861 (23,935) (5,742) 389,529 (29.5%) 17.3% 35,438 (42,773) (7,335) May 158,514 Jun 22,689 (23,109) (6,577) 382,532 (21.6%) 20.3% 36,991 (36,801) 190 Jun 154,494 Jul 19,580 (22,510) (6,644) 372,958 (30.0%) 20.8% 43,586 (38,252) 5,334 Jul 151,829 Aug 20,092 (17,376) (5,804) 369,870 (9.9%) 18.7% 39,101 (36,504) 2,597 Aug 153,480 Sep 20,593 (17,333) (5,985) 367,145 (8.8%) 19.4% 43,815 (44,366) (551) Sep 155,027 

Oct 16,690 (22,718) (5,547) 355,570 (37.8%) 18.1% 36,125 (40,047) (3,922) Oct 152,281 Nov 15,133 (20,699) (5,031) 344,973 (35.8%) 17.0% 26,034 (26,389) (355) Nov 148,713 YTD 2015 $205,215 ($205,852) ($62,804) $344,973 (16.9%) 16.8% $417,242 ($415,391) $1,851 YTD 2015 $148,713 

Freddie Mac 

Mortgage-Related 

Securities

Net Increase/ 

(Decrease)

Purchases or 

Issuances Sales 

Net Purchase 

(Sale) 

Agreements2

Mortgage Sale 

Agreements 

Ending Balance

Annualized Growth 

Rate 

Annualized 

Liquidation Rate

Purchases1 Sales Ending Balance

Annualized 

Liquidation Rate

Mortgage 

Purchase 

Liquidations Agreements 

Annualized Growth 

Rate

Monthly Volume Summary: November 2015

(unaudited & subject to change)

(dollars in millions)

Liquidations

November 2015 Highlights:► The total mortgage portfolio decreased at an annualized rate of 0.4% in November.► Single-family refinance-loan purchase and guarantee volume was $12.9 billion in Nov

52% of total single-family mortgage portfolio purchases or issuances. Relief refinance approximately 10% of our total single-family refinance volume during November. 

► Total number of loan modifications were 2,951 in November and 50,074 for the eleven ► The aggregate unpaid principal balance (UPB) of our mortgage-related investments p

November.

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

4.4% in November.

► Our single-family serious delinquency rate decreased from 1.38% in October to 1.36% 

Our multifamily delinquency rate remained flat at 0.03% in November. 

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

Duration gap averaged 0 months.

► On September 6, 2008, the Director of the Federal Housing Finance Agency (FHFA) a

Freddie Mac. 

See Endnotes and Additional Information on Pages 2 and 3. 
TABLE 4 - FREDDIE MAC MORTGAGE-RELATED SECURITIES AND OTHER GUARANTEE COMMITMENTS TABLE 5 - OTHER DEBT ACTIVITIES 

Original Maturity 

< 1 Year

Ending Balance 

Annualized Growth 

Rate

Annualized 

Liquidation Rate Ending Balance Issuances

Maturities and 

Redemptions 

Nov 2014 $26,402 ($21,004) $5,398 $1,658,664 3.9% 15.2% Nov 2014 $117,765 $12,548 ($14,944) Dec 25,269 (20,700) 4,569 1,663,233 3.3% 15.0% Dec 134,670 12,645 (15,004) 

Full-Year 2014 279,533 (237,971) 41,562 1,663,233 2.6% 14.7% Full-Year 2014 134,670 92,640 (138,853) 

Jan 2015 24,235 (22,628) 1,607 1,664,840 1.2% 16.3% Jan 2015 123,290 20,481 (8,600) Feb 31,430 (25,656) 5,774 1,670,614 4.2% 18.5% Feb 109,350 10,322 (9,449) Mar 28,602 (25,605) 2,997 1,673,611 2.2% 18.4% Mar 116,389 10,110 (7,875) Apr 36,640 (30,845) 5,795 1,679,406 4.2% 22.1% Apr 105,213 12,300 (15,677) 

May 36,186 (27,145) 9,041 1,688,447 6.5% 19.4% May 96,988 18,913 (16,915) Jun 38,791 (31,300) 7,491 1,695,938 5.3% 22.2% Jun 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) YTD 2015 $362,674 ($290,267) $72,407 $1,735,640 4.7% 19.0% YTD 2015 $99,133 $153,178 ($180,196) TABLE 6 - DELINQUENCIES - TOTAL TABLE 7 - OTHER INVESTMENTS 

Multifamily

Nov 2014 1.78% 3.17% 1.22% 1.91% 0.03% Nov 2014 $51,686 Nov 2014 $127 -- $4 Dec 1.74% 3.10% 1.21% 1.88% 0.04% Dec 56,009 Dec 99 105 5 

Full-Year 2014 56,009 Full-Year 2014 69 -- 14 

Jan 2015 1.73% 3.03% 1.21% 1.86% 0.03% Jan 2015 55,115 Jan 2015 122 -- 24 

Feb 1.71% 2.93% 1.06% 1.81% 0.03% Feb 48,166 Feb 146 -- 31 Mar 1.62% 2.79% 0.96% 1.73% 0.03% Mar 52,387 Mar 105 123 29 Apr 1.59% 2.67% 0.83% 1.66% 0.03% Apr 43,972 Apr 90 -- 27 May 1.50% 2.58% 0.82% 1.58% 0.01% May 47,174 May 78 -- 21 Jun 1.48% 2.46% 0.73% 1.53% 0.01% Jun 42,541 Jun 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 

YTD 2015 $45,033 YTD 2015 $93 -- $18 

ENDNOTES

(1)(2)

Issuances Liquidations 

Net Increase/ 

(Decrease)

Ending Balance

Level

Portfolio Market Value-

(PMVS-L) (50 bp)

Portfolio Mark

Yield Cu

Quarterly 

Monthly Average Average

Original Maturity 

(dollars in millions)

Monthly Average 

(dollars in m

Single-Family 

Credit Enhanced

TABLE 8 - INTEREST-RATE RISK SENSITIVITY DISCLOSURES 

(PMVS-YC) 

Total

Purchases of Freddie Mac mortgage-related securities into the mortgage-related investments portfolio totaled $4.4 billion (based on UPB) during November 2015.

As of November 30, 2015, we had net unsettled purchase (sale) agreements of approximately $11.2 billion. The ending balance of our mortgage-related investments portfolio as of November 30, 2015 agreements and assuming we did not enter into any other purchase (sale) agreements after November 30, 2015 would have been $356 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. 
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 

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 calculaare periodically changed on a prospective basis to reflect improvements in the underlying estimation processes.Breaks out the ending balances of the mortgage-related investments portfolio into four primary components. 

Freddie Mac mortgage-related securities. Includes PCs, REMICs and Other Structured Securities, and Other Guarantee Transactions. 

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

third parties for which we provide our guarantee without securitization of those assets. Other guarantee commitments include tax-exempt multifamily housing revenue bonds, HFA bonds, and credit-relafamily 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 UPLiquidations. Represents principal repayments relating to guaranteed Freddie Mac mortgage-related securities and other guarantee commitments. Also includes our purchases of seriously delinquen

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 ot

securities, Structured Agency Credit Risk (STACR) debt notes, and other 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 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 Fredthese 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 cate

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 th

multifamily.Table 4

Table 8Table 7Delinquency rates include mortgage loans underlying Other Guarantee Transactions, but exclude financial guarantees that are backed by either HFA bonds or Ginnie Mae Certificates. For HAMP or non-HAtrial period as seriously delinquent until the modification becomes effective.Reflects balances of cash and cash equivalents, federal funds sold and securities purchased under agreements to resell, and non-mortgage-related securities. Table 3Table 2Table 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 chang

General

ADDITIONAL 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 impairmentsthe impact of consolidation of variable interest entities. In addition, all activity and balances in these tables (except for Mortgage Purchase Agreements and Mortgage Sale Agreements in Table 2) are preseamounts that are traded but not yet settled).Represents the sum of Freddie Mac mortgage-related securities and other guarantee commitments (Table 4), mortgage loans (Table 3), non-Freddie Mac mortgage-related securities (agency and non-agenFreddie 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, issuan

issuances of other structured securities 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 s

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

Mortgage Purchase Agreements. Reflects trades entered into during the month and includes monthly commitments to purchase mortgage-related securities and mortgage loans. Our purchase comm

in which we have entered into the related commitment.Mortgage Sale Agreements. Reflects trades entered into during the month and includes monthly commitments to sell mortgage-related securities and mortgage loans. Our sales commitments may shave entered into the related commitment. 

Table 5