Freddie Mac · OTC:FMCC
Freddie Mac — Investor Presentation (July 2026)
8 slides from Freddie Mac's investor presentation, Jul 31, 2026
Slide 1: K-Deal Performance Data
K-Deal® Performance Data As of July 31, 2026
Slide 2: Performance Overview
Performance Overview Additional Resources Performance Overview Watchlist Additional Resources Performance Overview Highlights of our K-Deal program through July 2026 • 657 K-Deal transactions • $643.07 billion in combined issuance • 29,491 loans (original loan count) • 16,181 loans (48.95% of combin
Slide 3: Historical K-Deal Defeasance Activity
Performance Overview Additional Resources Performance Overview Watchlist Additional Resources Historical K-Deal Defeasance Activity K-Deal defeasance volume activity as of July 31, 2026: • By loan count: 5,528 • By UPB: $97.53 billion illions 3 1 3 1 1 1 3 1 3 3 3 3 3 1 3 1 3 1 uarter K-Deal Perform
Slide 4: Total K-Deal Supplemental Loan Issuance Activity
Performance Overview Additional Resources Performance Overview Watchlist Additional Resources Total K-Deal Supplemental Loan Issuance Activity upple ental oan ssuance ecent uarters Total K-Deal supplemental loan issuance activity as of July 2026: • By loan count: 3,236 • By UPB: $17.17 billion illio
Slide 5: Servicer Watchlist Loans
Performance Overview Additional Resources Performance Overview Watchlist Additional Resources Servicer Watchlist Loans • As of July 31 there are 1 9 9 loans on the servicers’ watchlist Below is a breakdown of Watchlist Criteria by Category for loans for a total of $44.30 billion, or 13.93% of outsta
Slide 6: Servicer Watchlist Loans (Cont.)
Performance Overview Additional Resources Performance Overview Watchlist Additional Resources Servicer Watchlist Loans (Cont.) Watchlist loans* are categorized as shown in the table below: 3 1 Risk DCR Occupancy Property Condition 19 Deteriorating property 1 condition, significant 1 High <=0.80 <=70
Slide 7: Additional Investor Resources
Performance Overview Additional Resources Performance Overview Watchlist Additional Resources Additional Investor Resources Multifamily Issuance Calendar K-Deal Program Handout https://mf.freddiemac.com/docs/mf_issuance_calendar.pdf https://mf.freddiemac.com/docs/k-deal-handout.pdf Loan-level perfor
Slide 8: Information presented as of July 31, 2026 may become out of date
The information in this presentation is presented as of July 31, 2026, and could become out of date and/or inaccurate. Freddie Mac does not undertake any obligation, and disclaims any duty, to update any of the information in this presentation. Previously reported data is subject to change due to in