Investor Presentaiton

Retained Portfolio and Less Liquid Assets • • As of June 30, 2023, Freddie Mac's total retained portfolio balance was $111.1 billion, which is comprised in part of Less Liquid Assets (1) A significant portion of Less Liquid Assets are single-family residential mortgage loans, which are the focus of both loan sales and securitization efforts A varying amount of these assets are bought out of MBS and into the retained portfolio monthly Freddie Mac has been actively reducing these assets via economically reasonable transactions Description Total Seasoned Unsecuritized Mortgage Loans (2) 6/30/2022 6/30/2023 ($ in Billions) ($ in Billions) Year over Year Change ($ in Billions) $25.4 $28.2 $2.8 (1) Less Liquid Assets include single-family RPLs and seriously delinquent loans, multifamily unsecuritized mortgage loans not in the securitization pipeline, certain Freddie Mac mortgage-related securities and non-agency mortgage-related securities not guaranteed by the GSEs 10 Source: Freddie Mac Quarterly Report on Form 10-Q for the quarter ended June 30, 2023 CONFIDENTIAL SLST 2023-1 Prepared by Investments and Capital Freddie Mac Markets

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