CRT-Eligible Profile Summary
CAS 2023-R08 G1 Reference Pool Selection
Process
October 2022 - December 2022 Total Acquisitions of $85.5BN Original UPB
Random Division
Loans have REMIC election and were securitized in MBS issued in October 2022- June 2023*
Fully amortizing, generally 25-year and 30-year fixed rate**, 1-4 unit, first lien, conventional
Not Refi Plus™ / Not HARP
60% <Loan-to-value < 80%
0 x 30 payment history since acquisition
Not subject to a repurchase request as of Cut-Off Date
Not subject to any form of risk sharing with the loan seller and/or servicer
A randomly selected subset of October 2022 to December 2022 Loans
Connecticut Avenue Securities: $18.88 BN Current UPB
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Note: No more than one loan made to a given borrower is included in the reference pool, except for investor loans, in which case no more than two loans to the same borrower are included.
*October 2022 - December 2022 acquisitions were pooled into REMIC-eligible MBS in October 2022 - June 2023
**All loans will have terms greater than 240 months and less than or equal to 360 months. Other minimal exclusion criteria apply
*** Current UPB Reflects CAS 2023-R08 August 2023 Book Profile. Numbers may not foot due to rounding
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