Connecticut Avenue Securities Investor Presentation

700 710 720 FICO Jan-15 Mar-15 May-15 730 740 750 760 Total Mortgage Origination Volume and FICO Credit profile fluctuates with the origination cycle 770 Jul-15 Sep-15 Nov-15 Jan-16 Mar-16 May-16 Jul-16 Sep-16 Nov-16 Jan-17 Mar-17 Source: Fannie Mae. Origination estimates for aggregate market. 40 O 2021 Fannie Mae. Origination Month Quarterly Volume (RHS) May-17 Jul-17 Sep-17 Nov-17 Jan-18 Mar-18 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 Average FICO $0 50 $200 $400 $600 $800 $1,200 $1,000 $ Billion

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