UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F INFORMATION REQUIRED OF INSTITUTIONAL INVESTMENT MANAGERS PURSUANT TO SECTION 13(F) OF THE SECURITIES EXCHANGE ACT OF 1934 AND RULES THEREUNDER Report for the Calendar Year or Quarter Ended: September 30, 2001 Name and Business Address of Institutional Investment Manager: FEDERAL HOME LOAN MORTGAGE CORPORATION 8200 JONES BRANCH DRIVE MCLEAN, VA 22102 Name, Title and Phone Number of Person Duly Authorized to Submit this Report: VAUGHN A. CLARKE EXECUTIVE VICE PRESIDENT AND CHIEF FINANCIAL OFFICER 703-903-3500 The institutional investment manager submitting this Form and its attachment and the person by whom it is signed represent hereby that all information contained therein is true, correct and complete. It is understood that all required items, statements and schedules are considered integral parts of this Form and that the submission of any amendment represents that all unamended items, statements and schedules remain true, correct and complete as previously submitted. Pursuant to the requirements of the Securities Exchange Act of 1934, the undersigned institutional investment manager has caused this report to be signed on its behalf in the City of McLean and State of Virginia on the 15th day of November, 2001. FEDERAL HOME LOAN MORTGAGE CORPORATION By: /s/ Vaughn A. Clarke ----------------------------------- Vaughn A. Clarke Executive Vice President and Chief Financial Officer Fair Market Investment Voting Name of Issuer Title of Class CUSIP Value (x$1000) Shares Discretion Authority Blackrock Strategic Term Trust Com 09247P108 $38,450 3,996,900 sole sole