Connecticut Avenue Securities Investor Presentation slide image

Connecticut Avenue Securities Investor Presentation

Tax, Legal and Regulatory Summary (cont.) Topic Sale of B piece CFTC/Commodity Pool Operator Investment Company Act of 1940 Volcker Rule ERISA eligibility CAS direct debt B piece is generally subject to 30% withholding tax if sold to non-U.S. investors. CAS REMIC B piece is treated as debt-for-tax and therefore NOT subject to withholding tax if sold to overseas investors Registration as a Commodity Pool Operator (CPO) Registration as a Commodity Pool Operator (CPO) is is not required. not required. Fannie Mae, as an instrumentality or 'government entity' of the United States, is exempt from registration pursuant to Section 2(b) of the Act. Exempt from the 1940 Act since Fannie Mae is the issuer. Securities are exempt from Volcker Rule since they are not issued in reliance upon an exemption under Section 3(c)(1) or 3(c)(7) of the 1940 Act. Non-rated and below investment grade rated notes are ERISA eligible because they represent either (i) debt for tax or (ii) equity in an operating company (Fannie Mae). As an entity wholly owned by Fannie Mae, the SPV is exempt from registration pursuant to Section 2(b) of the Act. The SPV will be exempt from the Act pursuant to Section 2(b). CAS REMIC notes therefore will not constitute interests in a "covered fund" for purposes of the Volcker Rule since the Volcker Rule applies only to securities issued in reliance on Sections 3(c) (1) or 3(c)(7) of the Act. The M1 and M2 notes will be ERISA-eligible because they are both able to meet certain criteria to be characterized as debt-for-tax independent of the REMIC election. The B1 is not expected to be ERISA- eligible. 77 © 2021 Fannie Mae.
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