Connecticut Avenue Securities Investor Presentation
18%
16%
14%
12%
10%
8%
6%
4%
2%
0%
43
© 2021 Fannie Mae.
120%
100%
80%
60%
40%
20%
0%
1999
2000
2001
2002
2003
Group 1/Group 2 Loss Comparison
Group 1 Proceeds as % of Defaulted UPB
Group 2 Proceeds as % of Defaulted UPB
■CE Proceeds Sales Proceeds ■RMW*
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013
Default Rate
A
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013
*RMW
Repurchase Make Whole proceeds
**Other = Amounts other than sales proceeds including redemption proceeds received from the mortgagor
Group 1
Group 2
2014
2015
2016
2017
2018
2019
2014
2015
Other**
2016
2017
2018
50%
40%
30%
20%
10%
0%
1999
2000
2001
60%
2002
2003
2004
2005
2006
2019
2007
2008
2009
2010
Group 1
Group 2
120%
100%
80%
60%
40%
20%
0%
1999
2000
2001
2002
2003
2004
2005
2006
■CE Proceeds
■Sales Proceeds
RMW*
Severity Rate
2011
2012
2013
2014
2015
2016
2017
2018
2019
2007
2008
2009
2010
2011
2012
2013
2014
2015
2016
2017
2018
2019
Other**View entire presentation