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Connecticut Avenue Securities Investor Presentation

41 O 2021 Fannie Mae. 770 760 750 740 730 720 710 700 690 Sep-14 Nov-14 Jan-15 Mar-15 May-15 Jul-15 Sep-15 Nov-15 Jan-16 Mar-16 May-16 Jul-16 Sep-16 Nov-16 Jan-17 Mar-17 May-17 Jul-17 Sep-17 Nov-17 Jan-18 Mar-18 Fannie Mae Total Market May-18 Jul-18 Sep-18 Nov-18 Jan-19 Mar-19 May-19 Jul-19 Sep-19 Nov-19 Jan-20 Mar-20 May-20 Jul-20 Sep-20 Freddie Mac, and Ginnie Mae. Origination month is derived from first payment date Source: Fannie Mae, MBS issuance data. Includes 25-year and 30-year fixed rate loans. Total Market reflects issuance data from Fannie Mae, 30% Sep-14 Nov-14 Jan-15 Mar-15 WA FICO Total Market Credit Profile Trend WA DTI 42% 40% 38% 36% 34% 32% May-15 Jul-15 Sep-15 Nov-15 Jan-16 Mar-16 May-16 Jul-16 Sep-16 Nov-16 Jan-17 Mar-17 May-17 Jul-17 Sep-17 Nov-17 Jan-18 Mar-18 May-18 Jul-18 Fannie Mae Total Market Sep-18 Nov-18 Jan-19 Mar-19 May-19 Jul-19 Sep-19 Nov-19 Jan-20 Mar-20 May-20 Jul-20 Sep-20
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