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
Z-1	FAI	15.773	4.88	-	-	-	-	-	-	7.19%	-	Ajhmaiib	VMTI	685b	675	ENYI+675	-	161.00000
S-V	TCQ	7,878.349	-	-	-	-	-	-	-	5.20%	-	-	-	-	-	-	-	Retained
S-2-S	ETL	79.589	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-7	KES	79.535	1.81	-	-	-	-	-	-	9.20%	-	Osypsbju	PULJ	300-310	275	LOET+275	-	639.00000
U-10	IUK	860.985	6.24	-	-	-	-	-	-	7.60%	-	Oxxqrdev	IMCR	410-420	385	DCLZ+385	-	670.00000
O-7-G	GQG	3.891	-	-	-	-	-	-	-	9.90%	-	-	-	-	-	-	-	Retained
E-1-M	HSF	2.530	-	-	-	-	-	-	-	5.72%	-	-	-	-	-	-	-	Retained
X-10-H	RIR	1.237	-	-	-	-	-	-	-	3.20%	-	-	-	-	-	-	-	Retained

Tranche Comments

S-V: Registration: 144T Borb; C-7: First Pay: 2024-08-26; Registration: 144J Wogl; O-7-G: Registration: 144T Xamk; U-10: First Pay: 2024-08-26; Registration: 144X Jebz; X-10-H: Registration: 144T Wisd; Z-1: First Pay: 2024-08-26; Registration: 144C Hvti; E-1-M: Registration: 144M Judt; S-2-S: Registration: 144U Lcgu;

# of Loans

741

Reset

Yes

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
G-1	GHP	447.161	2.24	-	-	-	-	-	-	9.30%	-	Hwscbees	LOGA	950y	975	ZETI+975	-	717.00000
C-1-P	RPN	4.465	-	-	-	-	-	-	-	8.89%	-	-	-	-	-	-	-	Retained
X-7-O	HRR	4.109	-	-	-	-	-	-	-	9.10%	-	-	-	-	-	-	-	Retained
E-7	IXN	185.812	4.57	-	-	-	-	-	-	2.50%	-	Pkcdexau	UDJC	400n	400	XBHR+400	-	387.00000
R-10-I	LQQ	12.944	-	-	-	-	-	-	-	4.20%	-	-	-	-	-	-	-	Retained
S-Y	QEU	91,740.925	-	-	-	-	-	-	-	6.60%	-	-	-	-	-	-	-	Retained
H-10	GJN	840.441	3.20	-	-	-	-	-	-	5.80%	-	Vecaukfl	GABR	650o	650	ZDEX+650	-	930.00000
U-2-B	BUP	948.251	-	-	-	-	-	-	-	1.00%	-	-	-	-	-	-	-	Retained

Tranche Comments

S-Y: Registration: 144F Bwko; E-7: First Pay: 2023-12-25; Registration: 144G Gsgo; X-7-O: Registration: 144X Cbaq; H-10: First Pay: 2023-12-25; Registration: 144N Tngm; R-10-I: Registration: 144E Tupd; G-1: First Pay: 2023-12-25; Registration: 144C Tnbu; C-1-P: Registration: 144G Pwkn; U-2-B: Registration: 144X Hujp;

Cut-Off Balance ($mm)

10605.212024

# of Loans

473

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
I7	WOR	70.940	4.50	-	-	-	-	-	-	-	-	Gudctmul	1bG	175m	195	1pW+195	-	701.00000
QU	MZZ	85.449	9.91	-	-	-	-	-	-	-	-	Ukvkvozo	1qV	750q	750	1nQ+750	-	644.00000
T10	XZX	191.524	3.40	-	-	-	-	-	-	-	-	Gfvpazvm	1rV	325u	375	1oH+375	-	105.00000

Tranche Comments

I7: First Pay: 2020-04-27; Registration: 144Z Knut; T10: First Pay: 2020-04-27; Registration: 144F Tebv; QU: First Pay: 2020-04-27; Registration: 144N Xbuo;

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
J-10	XOH	540.517	4.90	-	-	-	-	-	-	2.42%	-	Dyflybwi	1eT	425-450	325	1wW+325	-	293.00000
A-S	MNG	67.951	17.29	-	-	-	-	-	-	4.40%	-	Wfwpeyxb	1wC	1000-1050	875	1iA+875	-	356.00000
R-10	JQQ	70.360	7.13	-	-	-	-	-	-	3.68%	-	Mdllywof	1jC	700-750	550	1lN+550	-	296.00000
P-7	IXC	69.974	6.72	-	-	-	-	-	-	1.44%	-	Afwbpxiq	1wW	225-250	170	1iP+170	-	628.00000

Tranche Comments

P-7: First Pay: 2019-11-25; Registration: 144S Vxqe; J-10: First Pay: 2019-11-25; Registration: 144N Qpcm; R-10: First Pay: 2019-11-25; Registration: 144D Atsp; A-S: First Pay: 2019-11-25; Registration: 144A Coiq;