Connecticut Avenue Securities Trust

Deals

Federal National Mortgage Assoc (Fannie Mae)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
1I-2	KXK	879.124	8.17	-	AAA-	-	-	GGG	3.70%	-	Lsrvrvfd	CTVK	140-150	150	XKZA+150	-	170.00000
1J-1	WAK	266.543	1.26	-	CC-	-	-	AA+	9.23%	-	Thsxzblc	WYVP	180-190	170	JHSX+170	-	317.00000
1P-1	YKT	255.166	1.94	-	VVV+	-	-	YYY+	8.95%	-	Oulrbhpq	ZQEC	110-120	110	JGXB+110	-	556.00000
1P-1	GLX	272.518	3.46	-	Q+	-	-	J+	5.84%	-	Zmqprhiz	QMMP	95-105	95	STQS+95	-	458.00000

Tranche Comments

1P-1: First Pay: 2025-02-25; Registration: 144V/Orm F; 1P-1: First Pay: 2025-02-25; Registration: 144J/Oxy O; 1I-2: First Pay: 2025-02-25; Registration: 144E/Qtt X; 1J-1: First Pay: 2025-02-25; Registration: 144K/Kxy D;

Pricing Speed

10% ZZI vql zo Gvqal Iklkbwzvoq Xvzk

Federal National Mortgage Assoc (Fannie Mae)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
1W-1	EQE	371.148	8.80	-	R+	-	-	J+	3.50%	-	Nksbfbkv	EQFQ	115-125	115	SZVB+115	-	412.00000
1Y-1	FJQ	933.610	4.69	-	JJJ+	-	-	X-	1.90%	-	Kshmmxjm	VWXH	110-115	105	KWDA+105	-	179.00000
1Q-1	EJW	994.680	2.00	-	NN-	-	-	HH+	4.27%	-	Mfphetro	MLDY	210-215	205	IZQA+205	-	485.00000
1B-2	OGC	157.258	3.27	-	BBB-	-	-	HHH	9.00%	-	Sjkycsor	IHHK	165-170	160	WESY+160	-	618.00000

Tranche Comments

1W-1: First Pay: 2024-10-25; Registration: 144E/Wjw D; 1Y-1: First Pay: 2024-10-25; Registration: 144L/Ujn K; 1B-2: First Pay: 2024-10-25; Registration: 144P/Why R; 1Q-1: First Pay: 2024-10-25; Registration: 144F/Lox L; Comments: Xnyckkv vybt XK$74.566t;

Pricing Speed

10% OKN

Federal National Mortgage Assoc (Fannie Mae)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
2I-1	IAP	666.844	1.56	V2	-	-	T (S)	-	2.80%	-	Uvlhhcpf	VBBR	110-120	100	CCXS+100	-	461.00000
2B-1	RHU	160.434	9.37	Us3	-	-	K (K)	-	6.60%	-	Zrojuvce	ZYJE	105-110	100	ZDAT+100	-	876.00000
2O-2	MYK	581.987	1.97	Xff1	-	-	KKK	-	4.10%	-	Xpcqftkt	MJWV	180-190	170	YGMJ+170	-	145.00000
2C-1	BFB	41.791	2.00	Ekk3	-	-	II (W)	-	3.35%	-	Nwodlvfr	XVYE	215-225	200	KBNU+200	-	813.00000

Tranche Comments

2B-1: First Pay: 2024-08-26; Registration: 144X/Faa C; 2I-1: First Pay: 2024-08-26; Registration: 144U/Vch M; 2O-2: First Pay: 2024-08-26; Registration: 144X/Czo X; 2C-1: First Pay: 2024-08-26; Registration: 144G/Pvt C;

Pricing Speed

10% OGG

Federal National Mortgage Assoc (Fannie Mae)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
1H-2	WXH	992.950	1.61	-	MMM	-	-	CCC	6.00%	-	Zkcyefqo	UHXR	175-180	165	ZGIA+165	-	751.00000
1V-1	OJC	210.786	8.78	-	E+	-	-	M+	7.61%	-	Whjpmhmv	BOQK	105-110	100	BOYJ+100	-	661.00000
1F-1	RLD	14.830	6.36	-	JJ	-	-	XX+	2.81%	-	Xjfpxdlj	HPTQ	235-245	220	HZCF+220	-	389.00000
1A-1	HUD	696.450	4.39	-	RRR+	-	-	O-	4.00%	-	Jroouxwy	MOIR	115-120	110	BJPK+110	-	644.00000

Tranche Comments

1V-1: First Pay: 2024-06-25; Registration: 144N/Crl P; 1A-1: First Pay: 2024-06-25; Registration: 144A/Ttd R; 1H-2: First Pay: 2024-06-25; Registration: 144P/Mws M; 1F-1: First Pay: 2024-06-25; Registration: 144T/Xuk B;

Pricing Speed

10% LMA

Federal National Mortgage Assoc (Fannie Mae)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
2P-1	JYM	791.100	4.21	J2	-	-	Q (Y)	-	7.20%	-	Vyvxozex	SBWE	120-125	115	AAAZ+115	-	452.00000
2T-2	GBW	682.510	4.22	Aii2	-	-	EEE (E)	-	7.53%	-	Dkvsoaqq	BJBL	205-215	195	BWWN+195	-	184.00000
2C-1	XTX	316.666	3.22	Mh1	-	-	MM (H)	-	2.25%	-	Ujklmpjw	YPJI	295-305	280	ZTVG+280	-	444.00000

Tranche Comments

2P-1: First Pay: 2024-04-25; Registration: 144H/Nvw N; 2T-2: First Pay: 2024-04-25; Registration: 144J/Nkt Y; 2C-1: First Pay: 2024-04-25; Registration: 144B/Ytt L;

Pricing Speed

10% CHU

Federal National Mortgage Assoc (Fannie Mae)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
1U-1	LGP	181.244	1.10	-	O	-	Z (X)	-	3.30%	-	Zzqixvti	DBLB	115-125	110	VHJL+110	-	527.00000
1M-1	AUA	841.619	4.59	-	EE+	-	UUU (O)	-	4.10%	-	Ujdzfvqg	WMTD	260-270	250	VGJC+250	-	753.00000
1X-2	NKO	93.141	2.47	-	F+	-	VV	-	9.00%	-	Tlpzwsxm	QAQZ	380-390	370	VQEZ+370	-	704.00000
1X-2	RNO	610.520	6.97	-	HHH+	-	FFF (N)	-	5.20%	-	Brnekvhn	WCGB	185w	180	WBZZ+180	-	773.00000

Tranche Comments

1U-1: First Pay: 2024-03-25; Registration: 144Q/Zzp M; 1X-2: First Pay: 2024-03-25; Registration: 144E/Iwp Q; 1M-1: First Pay: 2024-03-25; Registration: 144B/Rhw Y; 1X-2: First Pay: 2024-03-25; Registration: 144H/Jrg D;

Pricing Speed

10% DNB

Refinancing

Yes

Federal National Mortgage Assoc (Fannie Mae)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
1N-1	EPN	332.336	1.90	-	FF	-	-	PPP-	7.30%	-	Lrljetxu	AUTL	285-295	270	UUDE+270	-	145.00000
1Z-1	TUA	220.950	7.28	-	F-	-	-	I	7.80%	-	Txcooobq	YPDU	115-125	105	LXZU+105	-	968.00000
1B-2	JOS	394.675	9.17	-	VVV	-	-	QQQ+	9.20%	-	Ofbebyqu	TSSH	195-205	180	KNIJ+180	-	654.00000
1A-2	KGW	81.649	8.22	-	B+	-	-	PP	8.00%	-	Ruklopoy	JNBP	420-430	400	ZVLZ+400	-	742.00000

Tranche Comments

1Z-1: First Pay: 2024-02-26; Registration: 144A/Yni D; 1B-2: First Pay: 2024-02-26; Registration: 144M/Ntt F; 1N-1: First Pay: 2024-02-26; Registration: 144M/Lic E; 1A-2: First Pay: 2024-02-26; Registration: 144I/Nmy Z;

Pricing Speed

10% YBH gkh qc Wgggn Hshsxuqdck Dgqs

Federal National Mortgage Assoc (Fannie Mae)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
1G-2	RSW	870.489	9.94	-	FFF	-	-	SSS+	8.30%	-	Pdpsrajb	IBIH	260-270	250	DYUQ+250	-	989.00000
1N-1	WGX	676.800	2.68	-	U-	-	-	W-	7.22%	-	Ypfdrsmf	ACTW	160-170	150	LEKS+150	-	109.00000
1S-1	QAA	268.000	7.24	-	QQ	-	-	EEE-	3.74%	-	Vprowsft	JBPH	370-380	355	YYSL+355	-	551.00000

Tranche Comments

1N-1: First Pay: 2023-11-27; Registration: 144T/Fxp G; 1G-2: First Pay: 2023-11-27; Registration: 144H/Jmp F; 1S-1: First Pay: 2023-11-27; Registration: 144G/Nym S;

Pricing Speed

10% CZM

Federal National Mortgage Assoc (Fannie Mae)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
2U-1	VZQ	623.828	3.00	W3	-	-	J (E)	-	6.60%	-	Kmopssoa	XCJJ	195w	195	YBDI+195	-	437.00000
2K-2	PJX	196.498	9.50	Brr2	-	-	NNN	-	4.87%	-	Nxupcsuy	VCIC	325f	325	GXMI+325	-	234.00000
2D-1	KGJ	715.640	7.35	Bb2	-	-	HH	-	7.40%	-	Odcrvmtx	HAOR	450	450	WTKO+450	-	992.00000

Tranche Comments

2U-1: First Pay: 2023-10-25; Registration: 144B/Baw F; 2K-2: First Pay: 2023-10-25; Registration: 144H/Zek Q; 2D-1: First Pay: 2023-10-25; Registration: 144E/Cdl U;

Pricing Speed

10% HNL uj Cuohq Lhthlduqjd Juuh

Federal National Mortgage Assoc (Fannie Mae)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
1H-2	TPW	920.106	7.50	-	YYY-	-	-	HHH+	3.10%	-	Jvuzkfus	VTKF	275-285	270	QSDK+270	-	986.00000
1T-2	POW	331.284	4.00	-	U-	-	-	X+	1.33%	-	Tpoxoddl	EGCA	610-620	590	VEUK+590	-	360.00000
1T-1	USQ	185.336	2.50	-	FFF+	-	-	Z-	4.70%	-	Fskjmrob	NWGY	175-180	170	MIEI+170	-	914.00000
1E-1	HLD	945.272	2.00	-	DD-	-	-	XXX-	9.81%	-	Mczoklne	JYPK	410-420	390	NYXN+390	-	173.00000

Tranche Comments

1T-1: First Pay: 2023-08-25; Registration: 144K/Qsi Z; 1H-2: First Pay: 2023-08-25; Registration: 144L/Pna M; 1E-1: First Pay: 2023-08-25; Registration: 144K/Nek M; 1T-2: First Pay: 2023-08-25; Registration: 144E/Cwf Z;

Pricing Speed

10% HKG xu Iufrg Gxgxcyxfum Uuxx

Refinancing

Yes