Federal Home Loan Mortgage Corporation Investor Presentation — February 2018

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Financial Results Supplement

February 15, 20182 © Freddie MacAdjustednetinterestincome Adjustedguaranteefeeincome1Q17 2Q17 3Q17 4Q17 2016 2017$1.2 $1.2 $1.1 $1.1$4.8 $4.6

$1.6 $1.7 $1.8 $1.8$6.6 $6.8Corporate Highlights

Key highlights Financial highlights$ Billions

Note: Totals may not add due to rounding.▪4Q17 comprehensive loss of $3.3 billion,

driven primarily by a $5.4 billion write-down

of the net deferred tax asset (DTA).

◦Comprehensive income, excluding this

write-down1, was $2.1 billion.

▪2017 comprehensive income of $5.6 billion,

driven by the $5.4 billion net DTA write-

down in 4Q17, partially offset by a $4.5

billion (pre-tax), or $2.9 billion (after-tax)

litigation settlement in 3Q17.

◦Comprehensive income, excluding the

write-down and the settlement1, was $8.1

▪Total guarantee portfolio grew 6% from

prior year while total investments portfolio

Totalcomprehensiveincome(loss)1Q17 2Q17 3Q17 4Q17 2016 2017$2.2 $2.0$4.7

Totalguaranteeportfolio Totalinvestmentsportfolio4Q16 1Q17 2Q17 3Q17 4Q17$1,913 $1,943 $1,958 $1,984 $2,032

$394 $383 $366 $349 $3421 1($3.3)3 © Freddie MacDrawRequestsfromTreasury DividendPaymentstoTreasury2008-2014 2015 2016 2017 Cumulative

Total$71.3 $71.3$91.0

$5.5 $5.0$10.9$112.4Corporate Highlights, continued

Treasury draw requests and dividend payments

$ BillionsDFAST3 - Additional draws needed under