Connecticut Avenue Securities Investor Presentation

Deal Summaries & Comparison - Group 1 2017-C06 2017-C07 2018-C01 2018-C03 2018-C05 2018-C06 2018-R07 2019-R02 2019-R03 2019-R05 2019-R07 2020-R01 Avg Principal Balance $240,576 $236,462 $243,826 $246,754 $249,993 $247,183 $248,404 $249,627 $243,953 $244,978 $259,723 $278,613 Avg Gross Mortgage Rate 4.08% 4.38% 4.34% 4.25% 4.28% 4.60% 4.80% 4.89% 4.95% 5.07% 4.61% 4.28% Avg Remaining Term to Stated Maturity 354 months 353 months 355 months 355 months 355 months 356 months 357 months 355 months 357 months 356 months 356 months 356 months Weighted Avg Original Term 359 months 359 months 359 months 359 months 359 months 359 months 360 months 360 months 360 months 360 months 359 months 359 months Weighted Avg Loan Age Avg Original LTV Ratio 5 months 6 months 5 months 4 months 4 months 3 months 3 months 4 months 3 months 4 months 3 months 4 months 74.91% 75.31% 75.80% 75.47% 75.29% 75.36% 75.73% 75.83% 75.75% 75.58% 75.52% 75.4% Avg Original CLTV Ratio 75.64% 76.01% 76.50% 76.12% 75.86% 75.90% 76.26% 76.36% 76.26% 76.06% 75.91% 75.9% Avg Debt-to-Income Ratio Credit Score 35% 35% 35% 36% 37% 37% 38% 37% 38% 38% 37% 36% 746 744 746 743 743 741 742 745 743 741 747 750 Loan Purpose (% UPB) 28.35% 13.21% 17.74% 18.54% 14.68% 10.06% 8.27% 9.26% 11.72% 19.07% 26.11% No cash-out refinance: 25.99% 52.76% 62.61% 53.31% 49.95% 52.93% 61.95% 66.14% 63.52% 58.61% 54.33% 49.70% Purchase: 44.98% 18.18% 24.18% 28.95% 31.51% 32.39% 27.99% 25.60% 27.22% 29.67% 26.60% 24.19% Cash-out refinance: 29.03% Percent Owner Occupied 84.87% 83.59% 84.90% 85.54% 85.63% 84.15% 84.06% 85.35% 85.53% 85.36% 86.06% 89.1% Top Three Geographic Concentration (% UPB) California: 21.78% Texas: 7.32% Florida: 5.79% California: 21.76% Texas: 7.75% Washington: 4.82% California: 20.36% Texas: 7.82% Florida: 6.27% California: 22.97% Texas: 7.02% Florida: 5.22% California: 22.43% Texas: 6.89% Florida: 6.14% Top Three Sellers (% UPB) Wells Fargo: 20.81% Quicken Loans: 6.86% SunTrust: 4.41% 87 O 2021 Fannie Mae. California: 22.45% Texas: 7.73% Florida: 7.00% California: 19.72% Texas: 8.29% Florida: 6.95% California: 17.64% Texas: 8.02% Florida: 6.70% California: 17.09% Texas: 8.16% Florida: 6.71% California: 17.53% Texas: 8.37% Florida: 7.24% California: 20.94% Texas: 7.10% Florida: 6.76% California: 21.34% Texas: 6.44% Colorado: 5.54% Wells Fargo: 15.11% Quicken Loans: 6.78% JPM Chase: 5.59% Wells Fargo: 20.10% Quicken Loans: 6.28% United Shore Financial Services: 3.91% Wells Fargo: 21.43% Quicken Loans: 9.73% JPM Chase: 4.43% Wells Fargo: 24.96% Quicken Loans: 10.03% United Shore Financial Wells Fargo: 24.60% Quicken Loans: 10.50% United Shore Wells Fargo: 25.09% Quicken Loans: 9.13% United Shore Financial Financial Wells Fargo: 24.68% Quicken Loans: 10.14% United Shore Financial Wells Fargo: 23.54% Quicken Loans: 10.44% Freedom Mortgage Corp.: Wells Fargo: 24.01% Quicken Loans: 13.02% JPM Chase: 4.89% Quicken Loans: 13.98% United Shore Financial Services: 6.21 Services: 5.11% Services: 4.65% Services: 4.58% 4.73% Wells Fargo: 20.10% Wells Fargo: 15.32% Quicken Loans: 9.86% Financial Services: 7.81% Services: 7.17% United Shore

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