CRT-Eligible Profile Summary

CRT-Eligible Profile Summary 60.01-80.00 LTV CAS/CIRT Eligible Loan Issuance Profile Original UPB ($M) $ Nov-22 10,346 $ Dec-22 Jan-23 Feb-23 Mar-23 Apr-23 May-23 Jun-23 Jul-23 Aug-23 9,591 $ 9,789 $ 7,665 $ 8,888 $ 9,261 $ 12,761 $ WA Interest Rate 6.1% 6.5% 6.5% 6.4% 6.3% 6.4% 6.4% WA FICO 752 752 752 754 753 753 760 13,895 $ 6.4% 760 12,921 $ 11,457 $ Sep-23 11,707 $ Oct-23 11,939 $ Nov-23 Dec-23 10,182 $ 8,488 6.5% 6.7% 6.8% 7.0% 7.2% 7.4% 760 758 759 759 760 758 WA DTI 38.0% 38.2% 38.4% 38.1% 38.0% 37.8% 37.2% 37.1% 37.5% 37.6% 37.5% 37.8% 38.1% 38.2% WA LTV 75.6% 75.6% 75.5% 75.8% 75.8% 76.2% 75.5% 75.6% 75.7% 75.7% 75.6% 75.7% 75.6% 75.6% WA CLTV 75.8% 75.9% 75.8% 76.1% 76.0% 76.3% 75.8% 76.0% 76.0% 76.0% 75.9% 75.9% 75.8% 75.8% % Purchase 79.5% 81.5% 81.0% 84.1% 81.6% 84.2% 85.8% 86.4% 88.5% 88.2% 87.8% 89.1% 89.1% 89.3% % CA 11.5% 11.6% 14.5% 12.8% 13.9% 11.8% 11.6% 11.8% 12.1% 12.1% 11.8% 11.5% 12.9% 10.5% WA Risk Layers 0.60 0.58 0.61 0.53 0.54 0.50 0.50 0.45 0.44 0.47 0.48 0.46 0.45 0.49 % Investor 12.1% 11.8% 13.9% 11.2% 11.0% 10.3% 11.2% 9.1% 8.6% 9.6% 10.6% 8.9% 7.5% 10.2% % FICO 680 7.3% 7.3% 7.3% 6.2% 5.5% 5.1% 6.6% 5.5% 5.1% 6.0% 5.4% 5.6% 5.0% 6.1% % Cashout 16.2% 13.6% 13.8% 9.8% 13.0% 10.7% 9.5% 8.6% 7.4% 8.1% 8.6% 7.2% 7.0% 6.7% % DTI 46-50 24.7% 25.2% 26.4% 25.9% 24.3% 23.7% 22.5% 21.5% 23.0% 23.4% 23.2% 24.1% 25.7% 25.8% % Moderate Temp BD 1.8% 4.6% 5.5% 5.5% 6.1% 4.9% 4.0% 3.2% 2.7% 2.6% 2.7% 3.3% 4.2% 5.1% % Significant Temp BD 0.0% 0.2% 0.3% 0.5% 0.5% 0.5% 0.3% 0.3% 0.3% 0.3% 0.2% 0.2% 0.4% 0.7% 80.01-97.00 LTV CAS/CIRT Eligible Loan Issuance Profile Nov-22 Dec-22 Jan-23 Feb-23 Mar-23 Apr-23 May-23 Jun-23 Jul-23 Aug-23 Sep-23 Oct-23 Nov-23 Dec-23 Original UPB ($M) $ 9,526 $ 9,926 $ 9,288 $ 7,399 $ 9,831 $ 11,480 $ 11,290 $ 12,385 $ 11,933 $ 10,795 $ 10,781 $ 10,686 $ 8,685 $ 8,274 WA Interest Rate 6.0% 6.3% 6.4% 6.4% 6.2% 6.3% 6.4% 6.3% 6.5% 6.7% 6.8% 7.0% 7.2% 7.3% WA FICO 747 747 746 747 750 751 752 755 756 754 756 756 757 755 WA DTI 39.6% 39.9% 40.0% 39.8% 39.5% 39.1% 38.9% 38.8% 39.1% 39.3% 39.5% 39.5% 40.0% 40.0% WA LTV 92.5% 92.8% 92.5% 92.5% 92.5% 92.4% 92.7% 92.5% 92.4% 92.7% 92.6% 92.4% 92.2% 92.7% WA CLTV 92.6% 92.8% 92.5% 92.5% 92.6% 92.5% 92.7% 92.5% 92.4% 92.7% 92.7% 92.5% 92.2% 92.7% % Purchase 98.6% 98.5% 98.2% 97.8% 98.1% 98.3% 98.5% 98.2% 98.6% 98.8% 98.9% 98.8% 98.5% 98.5% % CA 10.0% 8.7% 12.8% 10.7% 13.0% 10.4% 9.4% 9.3% 10.0% 9.4% 9.2% 9.7% 10.5% 9.0% WA Risk Layers 0.32 0.34 0.35 0.33 0.29 0.27 0.29 0.26 0.27 0.28 0.29 0.29 0.31 0.31 % Investor 0.7% 0.5% 0.6% 0.5% 0.5% 0.5% 0.4% 0.4% 0.3% 0.3% 0.4% 0.3% 0.3% 0.3% % FICO < 680 4.4% 4.5% 4.7% 4.7% 3.1% 2.2% 5.3% 3.1% 2.7% 3.2% 2.8% 3.0% 2.8% 3.1% % Cashout 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% % DTI 46-50 27.3% 28.9% 29.6% 28.0% 25.5% 24.1% 23.5% 22.7% 23.9% 24.7% 25.7% 26.0% 28.2% 27.3% % Moderate Temp BD 3.0% 6.9% 10.0% 9.8% 9.9% 7.5% 6.9% 5.3% 4.5% 4.1% 4.5% 5.3% 6.8% 7.9% % Significant Temp BD 0.0% 0.1% 0.3% 0.5% 0.4% 0.3% 0.3% 0.2% 0.1% 0.2% 0.2% 0.2% 0.3% 0.4% Note: CRT eligible loans using MBS issuance data. Source: Fannie Mae MBS issuance data. 39 © 2024 Fannie Mae 1. Risk Layers defined as: Investment Property, Cash-out Refinance, DTI 46-50 (rounded to the nearest integer), and FICO <680. 2. CRT-eligible criteria defined as: fixed-rate, 1-4 units, origination LTV (60,97], origination CLTV (60,97], origination DTI (0,50], original loan term (300,360], conventional, non-reperforming.

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