CRT-Eligible Profile Summary

17 Billions CRT Quarterly Trading Volume and Turnover Quarterly CRT Trading Volume* $20.00 $16.00 $12.00 $8.00 $20.1BN of secondary trading in CAS bonds in the last 12 months, approximately one times float of $21.0BN* $4.00 T 1 $- 1Q19 2Q19 3Q19 4Q19 1Q20 2Q20 3Q20 ■CAS trading volume (Quarterly) 4Q20 1Q21 2Q21 3Q21 4Q21 1Q22 2Q22 3Q22 4Q22 1Q23 2Q23 I STACR trading volume (Quarterly) Quarterly CRT Turnover** 60% 50% 40% 30% 20% 10% 1Q17 2017 3Q17 4Q17 1Q18 2Q18 3Q18 4Q18 1Q19 2Q19 3Q19 4Q19 1Q20 2Q20 3Q20 4Q20 1Q21 2Q21 3Q21 4Q21 1Q22 2Q22 3Q22 4Q22 1Q23 2Q23 STACR *Through June 2023 **Note: total quarterly trading volume/average quarterly outstanding UPB Source: Fannie Mae trading survey, Bloomberg CAS © 2024 Fannie Mae

View entire presentation