CRT-Eligible Profile Summary

Data Dynamics® Our free platform allows investors to gain insights into historical loan performance trends, issuance profiles, and monthly performance - exclusively for Fannie Mae's CAS and CIRT programs. The tool is continuously enhanced based on investor feedback and new disclosures. Enhancements include: • • • CRT Transition Matrix: Access three matrices to analyze month-over-month transitions in Forbearance, Workout, and Delinquency status for loans that are referenced in our CAS transactions. Payment Forbearance Dashboard: View performance on the active population of loans in forbearance and analyze historical loan cohorts that were ever in forbearance for CAS. CAS Structural and Delinquency Test Monitor: View the monthly status of CAS deal-level credit enhancement and delinquency tests. Access today at https://datadynamics.fanniemae.com Beginning month: October 2020 Beginning month: October 2020 Deal Performance Summary Structural and Delinquency De... Loss Severity Summary DQ Transitions Transition Matrix Roll Performance CAS Transition Matrix Performance Curves Forb Perf Forb Outco > Click on any cell or header to filter all views to the selected cohort View toggle Dcal Beginning month. (All) Orig. Date (ALL) FICO (All) LTV (All) CLTV (ATI) DTI (All) Risk Layers (All) Remittance Period Jan 2021 Product All Purpose All Occupancy No. of Borrowers All All First Time Buyer All HomeReady Regions of Interest All Forbearance status ⑦ Never in Forbearance Ever in Forbearance Grand Total Workout status © Active Forbearance Repayment Plan Never Forbearance Evar in Forbearance 95.32% 0.13% 86.04% 96.60% 9.53% State All Ending month: November 2020 (Jan 2021 Remit) Prepay 4.54% 2.92% 4.38% Zip 3 All All Credit Event Removal 0.00% 0.00% Grand Total 100.00% 0.47% 0.01% 100.00% 0.05% 0.00% 100.00% Ending month: November 2020 (Jan 2021 Remit) Ever in Never in Active Forbearance Repayment Plan Payment Trial Mod Deferral Forbearance- Forbearance- Propay Credit Event Removal Grand Total No Workout No Workout 83.28% 0.21% 6.76% 0.45% 6.14% 1.05% 1.29% 0.82% 0.01% 100.00% 2.54% 75.52% 4.13% 0.21% 12.54%6 2.70% 2.20% 0.06% 100.00% Payment Deferral 1.33% 0.01% 95.32% 0.019 0.05% 0.01% 3.24% 0.03% 0.00% 100.00% Trial Mod 3.51% 0.54% 73.86% 12.95% 7.46%) 0.80% 0.89% 100.00% Ever in Forbearance - No Workout 2.49% 0.06% 1.35% 0.43% 90.49% 5.10% 0.06% 0.01% 100.00% Never in Forbearance - No Workout 0.15% 0.00% 0.00% 0.01% 95.27% 4.57% 0.00% 0.00% 100.00% Grand Total 4.53% 0.07% 2.18% 0.13% 85.37% 4,38% 0.05% 0.00% 100.00% Delinquency status 3.28% Ending month: November 2020 (Jan 2021 Remit) Current 30-59d DLQ 60-89d DLQ 90-119d DLQ 120-149d DLQ 150-179d DLQ 180d- DLQ Prepay Credit Event Current 94.80% 0.62% 0.00% 0.00% 0.01% 0.00% 0.02% 4.55% 0.00% Removal 0.00% Grand Total 100.00% S 30-594 DLO 21 6004 0.0006 0.0206 0.01.06 0.1186 32006 0.0106 100.00% 31.5106 27.2606 44 © 2024 Fannie Mae

View entire presentation