Connecticut Avenue Securities Investor Presentation
CAS 2020-R01 Group 1 and CAS 2019-R07
Group 1 Reference Pool Summary
CAS 2020-R01 G1
Reference Period - Acquisition Months Oct 2018 - Aug 2019
Average Original Principal Balance
MBS Pooling Months
Number of Reference Obligations
Aggregate Original Principal Balance
Aggregate Current Principal Balance
105,274
$29,330,684,000
$29,003,350,855
$278,613
Jul 2019 Sep 2019
CAS 2019-R07 G1
May 2018 - Jun 2019
Apr 2019 - Jun 2019
102,286
$26,566,028,000
$26,271,425,532
Cohort
CAS 2020-R01 G1 | CAS 2019-R07 G1
Delta
FICO < 660
3.78%
4.75%
-0.97%
FICO 660; CLTV > 80
0.05%
0.04%
0.01%
FICO <660; CLTV > 75
1.89%
2.17%
-0.28%
$259,723
Average Current Principal Balance
$275,503
FICO <660; Risk Layer > 0
2.80%
3.69%
-0.90%
$256,843
Gross Mortgage Rate
4.28%
4.61%
FICO <660; Risk Layer > 1
0.95%
1.43%
-0.48%
Weighted Average Remaining Term
355.7
356.1
Weighted Average Original Term
359.4
359.4
FICO 660; Risk Layer> 2
0.07%
0.15%
-0.08%
Weighted Average Loan Age
3.6
3.3
Weighted Average Original LTV
75.4%
75.5%
CLTV 80
2.35%
2.30%
0.05%
Weighted Average Original CLTV
75.9%
75.9%
CLTV > 75
55.80%
56.05%
-0.24%
Weighted Average DTI
36.0%
36.6%
Weighted Average FICO
750
747
Risk Layer>0
68.61%
71.83%
-3.22%
% Refinance
% Cash-out
% No Cash-out
50.3%
45.7%
Risk Layer>1
24.66%
28.51%
-3.84%
24.2%
26.6%
Risk Layer>2
3.44%
4.53%
-1.09%
26.1%
19.1%
%Owner Occupied
89.1%
86.1%
LTV<70
22.26%
22.15%
0.11%
% SF/PUD
90.4%
89.0%
46-50 DTI
17.41%
19.34%
-1.93%
Top 5 Geographic Concentration
California 21.34%
Texas -6.44%
Colorado 5.54%
Florida 5.43%
California 20.94%
Texas - 7.10%
Florida 6.76%
Colorado 4.59%
Washington - 5.02% Washington - 4.56%
Risk Layer is defined as investor property, cash-out refinance, 46-50
DTI (rounded to nearest integer) and single borrower.
The CAS 2020-R01 pool profile is available on Data Dynamics:
http://www.fanniemae.com/DataDynamics
38
O 2021 Fannie Mae.View entire presentation