| |
| 1All figures are estimates based on Freddie Mac's unaudited internal
reports and are subject to change. Totals may not recalculate due to rounding. |
| 2All figures represent face amounts in USD. These figures could
differ significantly from proceeds, amortized principal amount and book value figures,
particularly for zero-coupon securities. |
| 3Effective date for inclusion in the reported period is trade date. |
| 4For non-dollar denominated instruments, the U.S. Dollar amounts reflected
in the table above are based on the exchange rate at issuance. |
