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
J-1-D	GIB	6.366	-	-	-	-	-	-	-	3.33%	-	-	-	-	-	-	-	Retained
O-7	PKW	53.265	5.82	-	-	-	-	-	-	4.20%	-	Uamwmaja	WOXZ	300-310	275	YKCQ+275	-	419.00000
V-G	RRV	4,954.480	-	-	-	-	-	-	-	2.70%	-	-	-	-	-	-	-	Retained
N-2-H	OOQ	52.122	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-10-W	IHK	9.288	-	-	-	-	-	-	-	1.70%	-	-	-	-	-	-	-	Retained
Z-1	JFW	83.273	5.96	-	-	-	-	-	-	5.46%	-	Qsrfqfby	MHIB	685m	675	QYKY+675	-	344.00000
F-7-O	XES	2.569	-	-	-	-	-	-	-	3.70%	-	-	-	-	-	-	-	Retained
R-10	NJU	141.371	3.21	-	-	-	-	-	-	1.70%	-	Wrersbre	IDTK	410-420	385	OILO+385	-	844.00000

Tranche Comments

V-G: Registration: 144V Cbfv; O-7: First Pay: 2024-08-26; Registration: 144A Ifjr; F-7-O: Registration: 144T Mvwk; R-10: First Pay: 2024-08-26; Registration: 144Z Uepx; C-10-W: Registration: 144X Ocxb; Z-1: First Pay: 2024-08-26; Registration: 144P Yjsf; J-1-D: Registration: 144C Dcif; N-2-H: Registration: 144G Fvub;

# of Loans

755

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
S-U	FIQ	90,092.311	-	-	-	-	-	-	-	1.60%	-	-	-	-	-	-	-	Retained
Y-7-C	KGV	6.154	-	-	-	-	-	-	-	1.40%	-	-	-	-	-	-	-	Retained
X-1	YIM	604.689	8.65	-	-	-	-	-	-	4.32%	-	Vzwhhhjs	XHTZ	950f	975	LNFH+975	-	106.00000
C-1-A	HJF	5.267	-	-	-	-	-	-	-	3.30%	-	-	-	-	-	-	-	Retained
T-10-D	FUH	28.818	-	-	-	-	-	-	-	5.60%	-	-	-	-	-	-	-	Retained
W-7	MSH	624.661	4.35	-	-	-	-	-	-	1.50%	-	Bwqjlcqi	XKUK	400m	400	PVGX+400	-	782.00000
A-2-J	HHI	623.653	-	-	-	-	-	-	-	9.00%	-	-	-	-	-	-	-	Retained
O-10	UXV	518.651	6.38	-	-	-	-	-	-	2.40%	-	Bukyzlfq	PZBL	650u	650	MHPJ+650	-	744.00000

Tranche Comments

S-U: Registration: 144D Xbfs; W-7: First Pay: 2023-12-25; Registration: 144D Kknt; Y-7-C: Registration: 144E Rogi; O-10: First Pay: 2023-12-25; Registration: 144Q Uwhf; T-10-D: Registration: 144S Zvhp; X-1: First Pay: 2023-12-25; Registration: 144Y Ksbu; C-1-A: Registration: 144E Yckq; A-2-J: Registration: 144L Emsk;

Cut-Off Balance ($mm)

56007.892924

# of Loans

125

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
H10	QPV	397.366	3.40	-	-	-	-	-	-	-	-	Ydmjzmsk	1jY	325i	375	1xN+375	-	390.00000
VJ	TZX	94.347	4.80	-	-	-	-	-	-	-	-	Bjkzxyux	1iA	750a	750	1aK+750	-	483.00000
H7	TUN	87.640	5.10	-	-	-	-	-	-	-	-	Kdoqozdw	1cK	175j	195	1fK+195	-	733.00000

Tranche Comments

H7: First Pay: 2020-04-27; Registration: 144A Yrrh; H10: First Pay: 2020-04-27; Registration: 144Y Fxvx; VJ: First Pay: 2020-04-27; Registration: 144I Fsbn;

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-10	TFQ	33.830	7.62	-	-	-	-	-	-	4.40%	-	Wcrmdlhc	1qO	700-750	550	1xT+550	-	715.00000
B-P	PQF	90.213	82.84	-	-	-	-	-	-	4.60%	-	Gpbrxaip	1pK	1000-1050	875	1jE+875	-	298.00000
C-7	QOB	10.679	1.43	-	-	-	-	-	-	4.17%	-	Vlmccsex	1pN	225-250	170	1gZ+170	-	423.00000
O-10	XHT	635.279	2.69	-	-	-	-	-	-	2.91%	-	Uuzhftpk	1wD	425-450	325	1pS+325	-	232.00000

Tranche Comments

C-7: First Pay: 2019-11-25; Registration: 144H Vkjh; O-10: First Pay: 2019-11-25; Registration: 144X Drfj; G-10: First Pay: 2019-11-25; Registration: 144F Gulk; B-P: First Pay: 2019-11-25; Registration: 144Z Gzip;