CRT-Eligible Profile Summary
CAS REMIC and Direct Debt NAIC
Designations for 2022
■
◉
■
11 M-1 bonds and 46 M-2 bonds received designations of NAIC 1 for the 2022
filing year.
44 M-2 bonds maintained their NAIC 1 rating from last year and 2 received an
upgraded rating of NAIC 1.
Our 2022 CAS REMIC transactions received NAIC designations for the first time
for the 2022 filing year.
45
40
55253225250
Total M-1 and M-2 CAS NAIC Designations 2022
15
10
15
16
0-1 Years
4
42
1-3 Years
WAL
■NAIC 1
NAIC 2 NAIC 3
Note: The current WALS were run on January 4, 2023
NAIC designations as of the 2022 filing year
© 2024 Fannie Mae
2
7
3-6 Years
REMIC and Direct Debt M-1 Classes by NAIC rating
8%
■ NAIC 1
■ NAIC 2
■ NAIC 3
92%
REMIC and Direct Debt M-2 Classes by NAIC rating
3%
17%
■ NAIC 1
■ NAIC 2
79%
■ NAIC 3
CAS REMIC and direct debt transactions received
favorable NAIC designations for the 2022 filing year.
View the full list of NAIC designations hereView entire presentation