2Q 2023 Investor Presentation slide image

2Q 2023 Investor Presentation

$ Millions $ Millions Structured Finance: Revenue and Issuance1 Issuance³: Mix by Quarter $200 $180 $160 Revenue²: Mix by Quarter ■ ABS ■RMBS ■CMBS Structured Credit Other ■ ABS ■RMBS ■CMBS Structured Credit $500 $400 $97 $140 $1 $120 $67 $39 $53 $57 $300 $70 $1 $100 $36 $59 $60 $32 $52 $80 $38 $23 $29 $34 $32 $31 $44 $56 $26 $27 $31 $200 $41 $122 $43 $32 $38 $38 $16 $60 $14 $19 $14 $14 $70 $92 $104 $76 $23 $24 $34 -$6 $69 $31 $40 $31 $34 $35 $42 $28 $25 $22 $21 $25 $100 $62 $49 $20 $116 $139 $107 $33 $29 $30 $32 $31 $26 $27 $27 $32 $94 $107 $81 $105 $91 $106 $0 $0 T 2Q21 3Q21 4Q21 1Q22 2Q22 3Q22 4Q22 1Q23 2Q23 2Q21 3Q21 4Q21 1Q22 2Q22 3Q22 4Q22 1Q23 2Q23 Revenue 2: Mix by Year ABS RMBS CMBS Structured Credit Other $600 $2 $2 $2 $450 42 $2 $2 $2 $4 $215 $165 $135 $122 $196 $2 $140 $148 $300 $105 $102 $140 $133 $143 $98 $78 $81 $61 $123 $150 $81 $85 $90 $98 $106 $95 $96 $91 $94 $97 $107 $99 $98 $118 $116 $0 2015 2016 2017 2018 2019 2020 2021 2022 Moody's | Decode risk. Unlock opportunity. $ Billions Issuance³: Mix by Year ■ABS ■RMBS ■CMBS Structured Credit $1,500 $258 $1,000 $189 $200 $161 $153 $136 $132 $115 $145 $145 $116 $120 $106 $352 $500 $117 $94 $88 $270 $254 $283 $284 $200 $204 $213 $292 $298 $337 $384 $464 $348 $321 $387 $0 2015 2016 2017 2018 2019 2020 2021 2022 Notes: ABS (asset-backed securitization) includes asset-backed commercial paper and long-term asset-backed securities. RMBS (residential mortgage-backed securitization) includes covered bonds. CMBS (commercial mortgage-backed securities) includes commercial real estate CDOS. Structured Credit includes CLOS and CDOS. 1. 2. 3. Total estimated market issuance, unless otherwise noted. Historical data has been adjusted to conform with current information and excludes intercompany revenue. The revenue reclassification of REITS to Corporate Finance from Structured Finance is reflected starting from 1Q 2018. Sources: AB Alert, CM Alert, Moody's Corporation. Debt issuance categories do not directly correspond to Moody's revenue categorization. Issuance figures are subject to amendment given face amount variations that may occur following the reporting cycle. 2Q 2023 Investor Presentation 55
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