Federal National Mortgage Association

FNMA

US3135861090

Banks

Delayed OTC Markets Other stock markets 11:28:42 2024-04-23 am EDT			5-day change	1st Jan Change
1.45 ^USD	+1.47%		+1.75%	+35.98%

Apr. 22	Fannie Mae Announces Tender Offer for Any and All of Certain CAS Notes	CI
Apr. 18	US existing home sales drop in March; median price increases	RE

Annual Reports and Related Documents::

September 27, 2021 at 02:52 pm EDT

Contact:

Customer Service - CTSLink Wells Fargo Bank, N.A.

8480 Stagecoach Circle Frederick, MD 21701-4747 www.ctslink.com Telephone: 1-866-846-4526

Distribution Date: 27-Sep-202107-Sep-2021 10:36:47 AM

Connecticut Avenue Securities

Credit-Linked Notes

Series 2013-C01

Certificateholder Distribution Summary

							Current			Cumulative
		Record	Certificate Pass-	Beginning	Interest	Principal	Realized	Ending Certificate	Total	Realized
Class	CUSIP	Date	Through Rate	Certificate Balance	Distribution	Distribution	Loss/Write Down	Balance	Distribution	Losses/Write Down
A-H	NA	08/31/2021	0.00000 %	6,134,514,417.82	0.00	178,042,334.76	0.00	5,956,472,083.06	178,042,334.76	0.00
M-1	30711XAA2	09/24/2021	2.08438 %	0.00	0.00	0.00	0.00	0.00	0.00	0.00
M-1H	NA	08/31/2021	0.00000 %	0.00	0.00	0.00	0.00	0.00	0.00	0.00
M-2	30711XAB0	09/24/2021	5.33438 %	129,190,047.44	631,719.74	5,172,005.47	0.00	124,018,041.98	5,803,725.21	0.00
M-2H	NA	08/31/2021	0.00000 %	9,076,251.19	0.00	363,359.42	0.00	8,712,891.76	363,359.42	0.00
B-H	NA	08/31/2021	0.00000 %	53,861,952.65	0.00	0.00	143,905.17	53,718,047.48	0.00	26,551,080.52
Totals				6,326,642,669.10	631,719.74	183,577,699.65	143,905.17	6,142,921,064.28	184,209,419.39	26,551,080.52

This report is compiled by Wells Fargo Bank, N.A. from information provided by third parties. Wells Fargo Bank, N.A. has not independently confirmed the accuracy of the information. All Record Dates are based upon the governing documents and logic set forth as of closing.

Page 1 of 16

Contact:

Customer Service - CTSLink Wells Fargo Bank, N.A.

8480 Stagecoach Circle Frederick, MD 21701-4747 www.ctslink.com Telephone: 1-866-846-4526

Distribution Date: 27-Sep-202107-Sep-2021 10:36:47 AM

Connecticut Avenue Securities

Credit-Linked Notes

Series 2013-C01

Principal Distribution Statement

	Original		Scheduled	Unscheduled		Realized	Total			Total
	Face	Beginning	Principal	Principal		Loss/Write	Principal	Ending Certificate	Ending Certificate	Principal
Class	Amount	Certificate Balance	Distribution	Distribution	Accretion	Down	Reduction	Balance	Percentage	Distribution
A-H	25,953,684,593.00	6,134,514,417.82	18,936,480.26	159,105,854.50	0.00	0.00	178,042,334.76	5,956,472,083.06	0.22950391	178,042,334.76
M-1	337,500,000.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00000000	0.00
M-1H	23,711,074.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00000000	0.00
M-2	337,500,000.00	129,190,047.44	554,122.42	4,617,883.05	0.00	0.00	5,172,005.47	124,018,041.98	0.36746087	5,172,005.47
M-2H	23,711,074.00	9,076,251.19	38,929.89	324,429.53	0.00	0.00	363,359.42	8,712,891.76	0.36746086	363,359.42
B-H	80,269,128.00	53,861,952.65	0.00	0.00	0.00	143,905.17	143,905.17	53,718,047.48	0.66922426	0.00
Totals	26,756,375,869.00	6,326,642,669.10	19,529,532.57	164,048,167.08	0.00	143,905.17	183,721,604.82	6,142,921,064.28	0.22958719	183,577,699.65

Page 2 of 16

Contact:

Customer Service - CTSLink Wells Fargo Bank, N.A.

8480 Stagecoach Circle Frederick, MD 21701-4747 www.ctslink.com Telephone: 1-866-846-4526

Distribution Date: 27-Sep-202107-Sep-2021 10:36:47 AM

Connecticut Avenue Securities

Credit-Linked Notes

Series 2013-C01

Principal Distribution Factors Statement

	Original		Scheduled	Unscheduled		Realized	Total			Total
	Face	Beginning	Principal	Principal		Loss/Write	Principal	Ending Certificate	Ending Certificate	Principal
Class	Amount	Certificate Balance	Distribution	Distribution	Accretion	Down	Reduction	Balance	Percentage	Distribution
A-H	25,953,684,593.00	236.36391187	0.72962589	6.13037636	0.00000000	0.00000000	6.86000225	229.50390962	0.22950391	6.86000225
M-1	337,500,000.00	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000
M-1H	23,711,074.00	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000
M-2	337,500,000.00	382.78532575	1.64184421	13.68261644	0.00000000	0.00000000	15.32446065	367.46086513	0.36746087	15.32446065
M-2H	23,711,074.00	382.78532596	1.64184423	13.68261640	0.00000000	0.00000000	15.32446063	367.46086491	0.36746086	15.32446063
B-H	80,269,128.00	671.01703970	0.00000000	0.00000000	0.00000000	1.79278352	1.79278352	669.22425618	0.66922426	0.00000000

NOTE: All classes per $1,000 denomination.

Page 3 of 16

Contact:

Customer Service - CTSLink Wells Fargo Bank, N.A.

8480 Stagecoach Circle Frederick, MD 21701-4747 www.ctslink.com Telephone: 1-866-846-4526

Distribution Date: 27-Sep-202107-Sep-2021 10:36:47 AM

Connecticut Avenue Securities

Credit-Linked Notes

Series 2013-C01

Interest Distribution Statement

						Payment of			Non-		Remaining	Ending
			Current	Beginning	Current	Unpaid	Basis		Supported	Total	Unpaid	Certificate/
		Accrual	Certificate	Certificate/Notional	Accrued	Interest	Risk	Interest	Interest	Interest	Interest	Notional
Class	Accrual Dates	Days	Rate	Balance	Interest	Shortfall(1)	Shortfall	Shortfall	Shortfall	Distribution	Shortfall(1)	Balance
A-H	N/A	N/A	0.00000 %	6,134,514,417.82	0.00	0.00	0.00	0.00	0.00	0.00	0.00	5,956,472,083.06
M-1	N/A	N/A	2.08438 %	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
M-1H	N/A	N/A	0.00000 %	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
M-2	08/25/21 - 09/26/21	33	5.33438 %	129,190,047.44	631,719.74	0.00	0.00	0.00	0.00	631,719.74	0.00	124,018,041.98
M-2H	N/A	N/A	0.00000 %	9,076,251.19	0.00	0.00	0.00	0.00	0.00	0.00	0.00	8,712,891.76
B-H	N/A	N/A	0.00000 %	53,861,952.65	0.00	0.00	0.00	0.00	0.00	0.00	0.00	53,718,047.48
Totals					631,719.74	0.00	0.00	0.00	0.00	631,719.74	0.00

(1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable.

Page 4 of 16

Contact:

Customer Service - CTSLink Wells Fargo Bank, N.A.

8480 Stagecoach Circle Frederick, MD 21701-4747 www.ctslink.com Telephone: 1-866-846-4526

Distribution Date: 27-Sep-202107-Sep-2021 10:36:47 AM

Connecticut Avenue Securities

Credit-Linked Notes

Series 2013-C01

Interest Distribution Factors Statement

					Payment of			Non-		Remaining	Ending
	Original	Current	Beginning	Current	Unpaid	Basis		Supported	Total	Unpaid	Certificate/
	Face	Certificate	Certificate/Notional	Accrued	Interest	Risk	Interest	Interest	Interest	Interest	Notional
Class	Amount	Rate	Balance	Interest	Shortfall(1)	Shortfall	Shortfall	Shortfall	Distribution	Shortfall(1)	Balance
A-H	25,953,684,593.00	0.00000 %	236.36391187	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000	229.50390962
M-1	337,500,000.00	2.08438 %	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000
M-1H	23,711,074.00	0.00000 %	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000
M-2	337,500,000.00	5.33438 %	382.78532575	1.87176219	0.00000000	0.00000000	0.00000000	0.00000000	1.87176219	0.00000000	367.46086513
M-2H	23,711,074.00	0.00000 %	382.78532596	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000	367.46086491
B-H	80,269,128.00	0.00000 %	671.01703970	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000	0.00000000	669.22425618

Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable. NOTE: All classes per $1,000 denomination.

Page 5 of 16

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Fannie Mae - Federal National Mortgage Association published this content on 28 September 2021 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 27 September 2021 18:51:02 UTC.

Latest news about Federal National Mortgage Association

Fannie Mae Announces Tender Offer for Any and All of Certain CAS Notes	Apr. 22	CI
US existing home sales drop in March; median price increases	Apr. 18	RE
VRMTG ACQ, LLC completed the acquisition of Non-Performing Loans of Federal National Mortgage Association.	Apr. 08	CI
GITSIT Solutions, LLC won the bid for Twenty-third Community Impact Pool of non-performing loans. from Federal National Mortgage Association .	Mar. 25	CI
VRMTG ACQ, LLC won the bid to acquire Non-Performing Loans of Federal National Mortgage Association.	Mar. 11	CI
An unknown buyer win the bid to acquire Non-Performing Loans of Federal National Mortgage Association.	Mar. 11	CI
US Treasury to ease rules on COVID aid to boost affordable housing supply	Mar. 05	RE
Federal National Mortgage Association Appoints Peter Akwaboah as Executive Vice President and Chief Operating Officer, Effective May 20, 2024	Feb. 22	CI
Transcript : Federal National Mortgage Association, Q4 2023 Earnings Call, Feb 15, 2024	Feb. 15
Federal National Mortgage Association Reports Earnings Results for the Fourth Quarter Ended December 31, 2023	Feb. 15	CI
Federal National Mortgage Association Reports Earnings Results for the Full Year Ended December 31, 2023	Feb. 15	CI
Keefe, Bruyette & Woods Upgrades Federal National Mortgage to Market Perform From Underperform, Raises Price Target to $1.25 From $1	Jan. 18	MT
Fannie Mae Announces Leadership Changes	Nov. 14	CI
Rcaf Loan Acquisition, Lp was the winning bidder to acquire 1,473 Loans Totaling $208.8 Million in Unpaid Principal Balance of Fannie Mae.	Nov. 06	CI
Transcript : Federal National Mortgage Association, Q3 2023 Earnings Call, Oct 31, 2023	23-10-31
Federal National Mortgage Association Reports Earnings Results for the Third Quarter and Nine Months Ended September 30, 2023	23-10-31	CI
Federal National Mortgage Association Announces Results of Tender Offer for Any and All of Certain Cas Notes	23-10-17	CI
Fannie Mae Announces Tender Offer for Any and All of Certain Cas Notes	23-10-10	CI
Pacific Investment Management Company LLC was the winning bidder to acquire 2,016 Loans Totaling $412.3 Million in Unpaid Principal Balance from Federal National Mortgage Association.	23-09-13	CI
Fitch downgrades Fannie Mae, Freddie Mac after US rating cut	23-08-02	RE
Transcript : Federal National Mortgage Association, Q2 2023 Earnings Call, Aug 01, 2023	23-08-01
Federal National Mortgage Association Reports Earnings Results for the Second Quarter and Six Months Ended June 30, 2023	23-08-01	CI
Fannie Mae Prices $766 Million Connecticut Avenue Securities REMIC Deal	23-07-20	CI
Fannie Mae Appoints Chetlur S. Ragavan as Director and the Risk Policy and Capital Committee and Nominating and Corporate Governance Committee Member	23-06-06	CI
Fitch puts Fannie Mae, Freddie Mac on negative watch as US debt deadline looms	23-05-25	RE

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Company Profile

Federal National Mortgage Association is engaged in providing a source of financing for residential mortgages in the United States. The Company is a government-sponsored, stockholder-owned corporation, chartered by Congress to provide liquidity and stability to the United States housing market. Its segments include Single-Family and Multifamily. The Single-Family business operates in the secondary mortgage market relating to loans secured by properties containing four or fewer residential dwelling units. The Multifamily business operates in the secondary mortgage market relating to loans secured by properties containing five or more residential units. It engages in three categories of mortgage securitization transactions: lender swap transactions, portfolio securitization transactions, and structured securitization transactions. It funds its business through the issuance of short-term and long-term debt securities in the domestic and international capital markets.

Sector

Banks

Calendar

2024-04-29 - Q1 2024 Earnings Release (Projected)

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Income Statement Evolution

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Analysts' Consensus

Sell

Buy

Mean consensus

OUTPERFORM

Number of Analysts

Last Close Price

1.429 USD

Average target price

2 USD

Spread / Average Target

+39.96%

Consensus

EPS Revisions

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Quarterly earnings - Rate of surprise

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Retail & Mortgage Banks

Federal National Mortgage Association

Equities

FNMA

US3135861090

Banks

Annual Reports and Related Documents::

Latest news about Federal National Mortgage Association

Chart Federal National Mortgage Association

Company Profile

Income Statement Evolution

Analysts' Consensus

EPS Revisions

Quarterly earnings - Rate of surprise

Sector Retail & Mortgage Banks