NAIC Breakpoints Available for all 2018 and 2019 CAS REMIC Transactions

February 21, 2020


The National Association of Insurance Commissioners (NAIC) has applied its approved modeling process to all 2018 and 2019 CAS REMIC® transactions. All CAS REMIC M-1 classes are designated as zero loss classes (NAIC 1).

In 2019, Fannie Mae requested the NAIC Structured Securities Group (SSG) use the NAIC Approved Modeling Process to develop preliminary NAIC Designations and Breakpoints for a CAS REMIC transaction. Please refer to our announcement for details.

Access all NAIC Breakpoints for 2018 and 2019 CAS REMIC transactions.