Connecticut Avenue Securities Investor Presentation
CAS 2020-R02 Group 2 and CAS 2019-R06
Group 2 Reference Pool Summary
CAS 2020-R02 G2
Reference Period - Acquisition Months Nov 2018 - Sep 2019
MBS Pooling Months
Jul 2019 - Sep 2019
Number of Reference Obligations
Aggregate Original Principal Balance
Aggregate Current Principal Balance
110,537
$29,424,705,000
$29,121,892,280
CAS 2019-R06 G2
May 2018 - June 2019
Jan 2019 - June 2019
130,696
$33,156,617,000
$32,818,049,500
Cohort
CAS 2020-R02 G2 CAS 2019-R06 G2
Delta
FICO < 660
3.11%
3.71%
-0.60%
FICO 660; CLTV > 95
0.63%
0.88%
-0.24%
<
FICO 660; CLTV > 90
2.00%
2.43%
-0.44%
Average Original Principal Balance
$266,145
$253,693
Average Current Principal Balance
FICO <660; Risk Layer > 0
1.29%
1.77%
-0.48%
$263,458
$251,102
Gross Mortgage Rate
4.18%
4.67%
<
FICO 660; Risk Layer > 1
0.08%
0.13%
-0.05%
Weighted Average Remaining Term
356.5
356.5
Weighted Average Original Term
359.8
FICO <660; Risk Layer> 2
0.00%
0.00%
0.00%
359.9
Weighted Average Loan Age
3.3
3.4
CLTV > 95
20.30%
23.11%
-2.81%
Weighted Average Original LTV
92.3%
92.8%
CLTV > 90
59.39%
63.48%
-4.09%
Weighted Average Original CLTV
92.3%
92.8%
Weighted Average DTI
37.6%
38.3%
Risk Layer>0
60.74%
62.23%
-1.50%
Weighted Average FICO
743
742
% Refinance
% Cash-out
% No Cash-out
%Owner Occupied
% SF/PUD
Risk Layer>1
11.53%
12.98%
-1.45%
17.3%
9.4%
0.0%
0.0%
Risk Layer>2
0.02%
0.04%
-0.02%
17.3%
9.4%
LTV <90
40.76%
36.71%
4.05%
97.0%
95.9%
89.9%
88.9%
46-50 DTI
19.04%
21.59%
-2.55%
Top 5 Geographic Concentration
California 12.31%
California 12.16%
Texas - 7.22%
Florida 6.25%
Washington - 4.26%
Colorado 3.77%
Texas - 8.30%
Florida 7.45%
Washington - 4.30%
Arizona 3.51%
Risk Layer is defined as investor property, cash-out refinance, 46-50
DTI (rounded to nearest integer) and single borrower.
The CAS 2020-R02 pool profile is available on Data Dynamics:
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