Connecticut Avenue Securities Investor Presentation

Deal Summaries & Comparison - Group 2 Avg Principal Balance Avg Gross Mortgage Rate 2017-C02 2017-C04 2017-C06 2017-C07 2018-C02 2018-C04 2018-C06 2019-R01 2019-R04 2019-R06 2020-R02 $234,300 $240,129 $233,259 $236,843 $236,333 $238,285 $245,976 $246,231 $244,292 $253,693 $266,198 3.87% 3.73% 4.26% 4.39% 4.26% 4.21% 4.34% 4.78% 4.89% 4.67% 4.18% Avg Remaining Term to Stated Maturity 354 months 355 months 356 months 356 months 356 months 355 months 355 months 355 months 354 months 357 months 356 months Weighted Avg 360 months 360 months 360 months 360 months 360 months. 360 months 360 months 360 months 360 months 360 months 360 months Original Term Weighted Avg 6 months 4 months 4 months 4 months 4 months 5 months 5 months 5 months 6 months 3 months 3 months Loan Age Avg Original LTV 92.13% 91.83% 92.21% 92.54% 92.53% 92.47% 92.50% 92.84% 92.79% 92.78% 92.31% Ratio Avg Original CLTV 92.15% 91.85% 92.24% 92.57% 92.55% 92.49% 92.52% 92.86% 92.81% 92.8% 92.33% Ratio Avg Debt-to- 35% 35% 36% 36% 36% 38% 38% 38% 38% 38% 38% Income Ratio Credit Score 746 746 743 744 743 742 743 743 742 742 743 Loan Purpose (% UPB) No cash-out refinance: 14.75% 85.25% 19.91% 80.09% 14.04% 85.96% 7.54% 92.46% 7.14% 92.86% 10.65% 89.35% 10.95% 89.05% 4.03% 95.97% 4.17% 95.83% 9.38% 90.62% 17.29% 82.71% Purchase: Cash-out refinance: Percent Owner 96.60% 96.59% 96.09% 96.65% 95.98% 95.72% 96.19% 95.91% 95.40% 95.94% 96.97% Occupied Top Three Geographic Concentration (% UPB) California: 11.22% Texas: 7.59% Florida: 5.65% California: 11.88% Texas: 6.91% Florida: 5.51% California: 11.16% Texas: 8.36% Florida: 6.56% California: 11.26% Texas: 7.58% Florida: 4.89% California: 10.86% Texas: 7.16% Florida: 5.56% California: 13.11% Texas: 7.37% Florida: 5.66% California: California: 9.82% California: 9.50% 12.29% Texas: 7.66% Florida: 7.28% Texas: 7.69% Florida: 7.01% Texas: 8.03% Florida: 7.04% California: 12.16% Texas: 8.30% Florida: 7.45% California: 12.31% Texas: 7.22% Florida: 6.25% Wells Fargo: 17.77% 5.25% Franklin American: 2.24% Top Three Sellers Quicken Loans: (% UPB) Wells Fargo: 20.44% Quicken Loans: 5.49% JPM: 2.58% Wells Fargo: 18.09% JP Morgan: 4.98% Quicken Loans: 4.26% Wells Fargo: 18.67% JP Morgan: 4.57% Quicken Loans: 3.82% Wells Fargo: 21.44% Quicken Loans: 4.82% JP Morgan: 4.69% JP Morgan: 5.22% Wells Fargo: 21.90% Quicken Loans: 6.84% Wells Fargo: 25.49% Quicken Loans: 6.96% United Shore Financial Services: 4.78% Wells Fargo: 23.38% Quicken Loans: 6.04% JP Morgan: 5.14% Wells Fargo: 22.24% Quicken Loans: 6.28% JP Morgan: 4.29% Wells Fargo: 22.87% Quicken Loans: 10.95% United Shore financial Services: 7.12% Wells Fargo: 20.74% Quicken Loans: 10.95% JP Morgan: 5.47% 89 O 2021 Fannie Mae.

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