Connecticut Avenue Securities Investor Presentation
CAS 2020-R01 G1 Excluded Loans Performance Summary
Initial cohort pool loan performance summary: Performance of loans that met the CAS eligibility criteria at acquisition but
were excluded from the CAS 2020-R01 reference Pool due to delinquency history, payoff, or QC removal
Category
Loan
Count
Original Loan Balance
Initial Cohort
107,962
$30,151,778,000
Less loans that did not satisfy the delinquency criteria, less loans that
paid-in-full, less quality control removals
2,688
$821,094,000
Eligible Loans
Reference Pool
Excluded loan summary (by Loan Count):
105,274
105,274
$29,330,684,000
$29,330,684,000
Worst DQ
Status Since
Acquisition
Current Status
(1)
Total
Current
D30
D60
D90
D120
D150
D180
>D180/Default
Paid in Full QC Removal Repurchase
Current
16
0
0
0
0
0
0
0
1,097
0
0
1,113
D30
767
730
0
0
0
0
0
0
8
0
0
1,505
D60
19
0
39
0
0
0
0
0
1
0
0
59
D90
2
0
0
9
0
0
0
0
0
0
0
11
D120
0
0
0
0
0
0
0
0
0
0
0
0
D150
0
0
0
0
0
0
0
0
0
0
0
0
D180
0
0
0
0
0
0
0
0
0
0
0
0
>D180
0
0
0
0
0
0
0
0
0
0
0
0
All
804
730
39
9
0
0
0
0
1,106
0
0
2,688
(1) The above table takes into account acquisition eligibility criteria prior to the consideration of delinquency and other Cut-Off Date eligibility requirements, which could
understate such Cut-Off Date eligibility exclusions
(2)
Loans remain subject to Fannie Mae's post-purchase QC process as of December 2019 and are therefore excluded from eligibility
80
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