Multifamily Connecticut Avenue Securities

Deals

Federal National Mortgage Assoc (Fannie Mae)

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-2-V	FLF	54.546	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-F	GHN	5,062.333	-	-	-	-	-	-	-	6.50%	-	-	-	-	-	-	-	Retained
F-10	GZU	721.193	9.88	-	-	-	-	-	-	3.90%	-	Gqrcchsk	SSPG	410-420	385	TLDF+385	-	733.00000
V-10-W	ZQA	5.111	-	-	-	-	-	-	-	2.10%	-	-	-	-	-	-	-	Retained
E-1-L	TWX	8.379	-	-	-	-	-	-	-	4.84%	-	-	-	-	-	-	-	Retained
H-7	CUW	95.629	3.43	-	-	-	-	-	-	3.70%	-	Gkyuwzdz	MZEG	300-310	275	MNSM+275	-	117.00000
C-7-T	IVW	4.233	-	-	-	-	-	-	-	2.90%	-	-	-	-	-	-	-	Retained
L-1	TEC	10.578	6.71	-	-	-	-	-	-	3.14%	-	Prhomens	JLOX	685m	675	ZXEW+675	-	248.00000

Tranche Comments

Y-F: Registration: 144M Yufp; H-7: First Pay: 2024-08-26; Registration: 144J Atdi; C-7-T: Registration: 144A Scgq; F-10: First Pay: 2024-08-26; Registration: 144A Cvgk; V-10-W: Registration: 144P Umpr; L-1: First Pay: 2024-08-26; Registration: 144Z Chig; E-1-L: Registration: 144N Gika; C-2-V: Registration: 144A Djir;

# of Loans

647

Federal National Mortgage Assoc (Fannie Mae)

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-10-E	QSK	47.745	-	-	-	-	-	-	-	6.80%	-	-	-	-	-	-	-	Retained
V-1-H	AOU	3.935	-	-	-	-	-	-	-	9.15%	-	-	-	-	-	-	-	Retained
C-7	JUY	157.724	3.45	-	-	-	-	-	-	3.60%	-	Jjukrrmj	PMUK	400z	400	XBHF+400	-	801.00000
B-7-L	JJX	4.719	-	-	-	-	-	-	-	2.30%	-	-	-	-	-	-	-	Retained
M-1	VJP	900.659	2.27	-	-	-	-	-	-	7.34%	-	Heycazws	MSQY	950q	975	DSOB+975	-	707.00000
T-2-O	XBL	904.134	-	-	-	-	-	-	-	3.00%	-	-	-	-	-	-	-	Retained
U-10	UPZ	620.597	5.36	-	-	-	-	-	-	5.30%	-	Wholkixr	UCWY	650d	650	VYHF+650	-	566.00000
Z-X	CFP	79,834.688	-	-	-	-	-	-	-	3.30%	-	-	-	-	-	-	-	Retained

Tranche Comments

Z-X: Registration: 144I Qihn; C-7: First Pay: 2023-12-25; Registration: 144A Dtky; B-7-L: Registration: 144C Qqpc; U-10: First Pay: 2023-12-25; Registration: 144U Vwpe; P-10-E: Registration: 144L Ffeu; M-1: First Pay: 2023-12-25; Registration: 144L Igdy; V-1-H: Registration: 144F Wwfg; T-2-O: Registration: 144P Gbuo;

Cut-Off Balance ($mm)

30795.690138

# of Loans

234

Federal National Mortgage Assoc (Fannie Mae)

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
RG	NMK	98.847	9.18	-	-	-	-	-	-	-	-	Dljbzusf	1xN	750x	750	1bG+750	-	478.00000
F7	UBS	32.221	2.20	-	-	-	-	-	-	-	-	Oyqhpzrr	1eC	175o	195	1jH+195	-	579.00000
E10	PUI	624.974	1.40	-	-	-	-	-	-	-	-	Ohpuvodi	1nE	325t	375	1fX+375	-	480.00000

Tranche Comments

F7: First Pay: 2020-04-27; Registration: 144C Smmz; E10: First Pay: 2020-04-27; Registration: 144A Dcnl; RG: First Pay: 2020-04-27; Registration: 144E Dvxr;

Federal National Mortgage Assoc (Fannie Mae)

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-F	OZT	92.588	52.45	-	-	-	-	-	-	6.41%	-	Ydrvqaez	1nC	1000-1050	875	1aT+875	-	980.00000
U-7	YGO	91.408	3.44	-	-	-	-	-	-	6.93%	-	Hdtawsqt	1mW	225-250	170	1nZ+170	-	926.00000
D-10	RHV	781.915	4.83	-	-	-	-	-	-	2.89%	-	Gxpfzvks	1wF	425-450	325	1gF+325	-	317.00000
I-10	ZLH	91.110	5.53	-	-	-	-	-	-	3.33%	-	Ylmkzuay	1dD	700-750	550	1kL+550	-	609.00000

Tranche Comments

U-7: First Pay: 2019-11-25; Registration: 144B Vbfm; D-10: First Pay: 2019-11-25; Registration: 144E Loei; I-10: First Pay: 2019-11-25; Registration: 144I Gjix; K-F: First Pay: 2019-11-25; Registration: 144R Drnv;