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Investor Presentaiton

Q-Deal Program Overview Underwriting Criteria Q-Deal Securitization and Structure Q-Deal Issuance and Performance Recent Transaction Highlights Appendix/Investor Resources Q-Deal Program Issuance and Performance The strong performance of our securities is a result of our disciplined credit approach, high-quality borrowers and industry-leading Servicing Standard Issuance Volume ($ Millions) 6 $1,800 Total Q-Deal Issuance since 2014 $8.2 billion / 24 deals Original Loan Count 2,412 loans $1,500 $1,200 2023 Issuance Volume $637 million / 3 deals Social Bonds Designation $1.1 billion / 5 deals $900 5 4 3 $600 2 Performance remains strong. As of March 31, 2024: $300 1 98.89% of the Q-Deal loans are current $0 0 2016 2017 2018 2019 • 12 loans are assigned to special servicing (representing ~16 bps of outstanding principal balance) Volume 2020 2021 Deal Count 2022 2023 Issuance Volume by Loan Products • There have been $0.18 million in total realized losses ($ Millions)² 23.78% of the outstanding loan population (by outstanding principal balance) is on the servicers' watchlist¹ Preservation 802 Rehab 1,654 SBL 4,717 LIHTC 1,059 1 The respective Master Servicers maintain a watchlist for each securitization. Loans are added to and removed from the watchlist in accordance with criteria established by CREFC 2 Data reflects all deals issued since program inception in 2014 Q-Deal Program Freddie Mac Multifamily CO 6
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