Connecticut Avenue Securities Investor Presentation

Historical Loan-level Performance Data Gain insights into historical performance trends and relationships to credit performance via our dataset. Access our historical monthly loan performance data on a portion of our single-family mortgage loans ■ Includes a subset of our 30-year and less, fully amortizing, full documentation, conventional fixed-rate mortgage acquisitions since January 2000 ■ Updated on a quarterly basis to include a new quarter of acquisitions and performance ■ Inclusive of loans modified through HARP®, supporting market analysis of high loan-to-value refinance assistance programs 69 Key features: ■ Utilize Data Dynamics to see aggregated loan-level data Download the entire dataset with one- click, capturing over 50 data elements per loan Self-serve with abundant investor resources including file layout, glossary, FAQs, web tutorials, and statistical summaries to support download of dataset Fannie Mae Dala Dynamics Teport Manu Historical Performance Data Dashboard Und Pedo Pe Origination Prof Halance Loss/Severity Summary Relative Performance Roll Forformance France Curve Addr Historical Origination Profile by Orig. Vintage Cohort Group Ong. Vintage 2001 230 A 2304 2500 וונג Purpess Обпаратер . A Ing Els "Go г T LTV Reports Resources GLTY En Norr Br 5 Dp 5 A Origration Org Lour % of Orig D catelom Count M Originations மாற WAFCO T WA CITY WADHI Cen Glossary Download S Additional Fa DaHLoMY תי CAP Гараск $12.123 3445 124% 15% 121 5.14 545717 ME TIN TTAN 7815 id% 84/2313 S 10000 5217 43.99 14208 22 728% 1.2% 33.3% 20 3.J 31% 15.1% EX 79 200 100005 55767 32 THE 401 337 GPS GA9% 379% ARS 33 T 18.7% EVE ** 17590 100.JON 21 132 23 152504 37% 51.9% 22.89 4.3% 34.2% 233% C 300305 311 스 NOT AGR 733 3 70% деть 34675 13% THE 434% 1.15 15 245/35 34 220 215% 298 EAS 12 12522500 100.00% VI 139 2 F22% 14.3% 133 BUTPU 411% LJS 120 2308 341 +4917 SHAGG 11720 344,16 TAG 767 21.3% 370 30 1 2 19 AVA 3:22 117 2355 100.00% 543343 37.330 ana 353% 50% 33.0% 451% L 31.5% 23.3% ER 5433 141 364777 TX31 FX 717 367 35 1 £73 X 5/5/17 215.225 41958 22% 5.1 2312 Ma 15 326 682 225 5949 10.29 HIS 565% 活廳 1815 354% H 2014 3402413 374 2201406 100.00% 1031 21903 224 724% 13.3% 22.07% 30% 8.3% 15.2% 25 1% E.C S415 Ca BLX 751 773% 740% 7% 33% ETT 5.77 Scan 623 >3891 235 S212 1 X 308778 75% 7 100% 3165 3.73% 37 1 173 100 5342 133 15.05 2211 THE P 16.2% 38.25 4.17% 5.5% 19.3% CRA 42 CENTED by LG giration AHS: Ganesan 5224124 LOLLAPARAK LAYS A POOL OF SITEWASH BAZITAT Garrenrinerest fare: Loan Dover at Peerte en Huer un esa connon mas in www.fanniemae.com/loanperformance © 2021 Fannie Mae.

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