CRT-Eligible Profile Summary slide image

CRT-Eligible Profile Summary

Insurance Policy Key Terms - Sample (CIRT 2023-9) Insurance Structure: Covered Loans: Initial Principal Balance: Limit of Liability: Retention/First Loss Risk: Monthly Premium Rate: Step-Down of Limit Liability: Aggregate excess of loss credit insurance Portfolio of 21 to 30-year fixed-rate residential mortgage loans acquired between October 1, 2022, and December 31, 2022 $11.52 Billion 2.35% of the total Initial Principal Balance ($271M) 1.65% of the total Initial Principal Balance ($190M) 0.0068% of remaining UPB At 12 month following effective date, and each month thereafter, limit of liability shall be reduced to the lesser of: a) the Remaining Limit of Liability at such date, or b) the greater of: i. The following target Limit percentages: a) At 12-23 months after the effective date: total current UPB x 115% of limit of liability %; b) ii. At 24 and greater months after the effective date: total current UPB x limit of liability%, or The following non-performing triggers: 35 © 2024 Fannie Mae Cancellation: a) At 12-23 months after the effective date: 650% of (SDQ+REO) UPB, b) At 24-35 months after the effective date: 425% of (SDQ+REO) UPB, At 36-59 months after the effective date: 300% of (SDQ+REO) UPB, d) At 60 and greater months after the effective date: 200% of (SDQ+REO) UPB 12.5-year term. Fannie Mae may terminate coverage on/after the 5-year anniversary, and early termination fee paid if early termination option exercised between 5-year and 10-year anniversary. Also subject to a 10% clean-up call, and if exercised no termination fee will be paid.
View entire presentation