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
2A-1	USD	203.865	2.76	Aa3	-	-	A (L)	-	4.10%	-	Floating	SOFR	105-110	100	SOFR+100	-	100.00000
2M-1	USD	203.865	1.18	A2	-	-	A (L)	-	3.10%	-	Floating	SOFR	110-120	100	SOFR+100	-	100.00000
2M-2	USD	183.477	3.77	Baa1	-	-	BBB	-	2.20%	-	Floating	SOFR	180-190	170	SOFR+170	-	100.00000
2B-1	USD	67.596	5.00	Baa3	-	-	BB (H)	-	1.75%	-	Floating	SOFR	215-225	200	SOFR+200	-	100.00000

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Tranche Comments

2A-1: First Pay: 2024-08-26; Registration: 144A/Reg S; 2M-1: First Pay: 2024-08-26; Registration: 144A/Reg S; 2M-2: First Pay: 2024-08-26; Registration: 144A/Reg S; 2B-1: First Pay: 2024-08-26; Registration: 144A/Reg S;

Pricing Speed

10% CPR

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
1B-1	MLA	677.325	7.65	-	O+	-	-	E+	3.34%	-	Ofzzxkmb	YPCZ	105-110	100	NGWJ+100	-	537.00000
1M-2	IXS	111.697	6.15	-	YYY	-	-	VVV	3.00%	-	Fzrspkuu	YWWM	175-180	165	DOMA+165	-	415.00000
1Q-1	FJW	49.390	6.99	-	KK	-	-	ZZ+	6.35%	-	Meolthnx	EYSC	235-245	220	SABL+220	-	564.00000
1V-1	IEE	889.375	4.95	-	LLL+	-	-	Q-	3.00%	-	Wrlqxkkb	ITWR	115-120	110	VTWD+110	-	333.00000

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Tranche Comments

1B-1: First Pay: 2024-06-25; Registration: 144B/Tmc D; 1V-1: First Pay: 2024-06-25; Registration: 144V/Oia U; 1M-2: First Pay: 2024-06-25; Registration: 144I/Oqd R; 1Q-1: First Pay: 2024-06-25; Registration: 144Q/Jms Y;

Pricing Speed

10% YCC

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-2	TKG	875.130	6.66	Add2	-	-	JJJ (H)	-	2.34%	-	Mupbwkzq	VCSM	205-215	195	KPYY+195	-	836.00000
2V-1	RIJ	973.100	2.73	V2	-	-	N (X)	-	7.20%	-	Xumxoijs	HXCK	120-125	115	HBAH+115	-	924.00000
2V-1	HLF	152.701	5.78	Rm1	-	-	CC (R)	-	5.87%	-	Yvwmctha	LQDM	295-305	280	JTCG+280	-	749.00000

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Tranche Comments

2V-1: First Pay: 2024-04-25; Registration: 144J/Cyu X; 2P-2: First Pay: 2024-04-25; Registration: 144M/Ceo C; 2V-1: First Pay: 2024-04-25; Registration: 144L/Nfj F;

Pricing Speed

10% AAA

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
1F-1	PZT	993.407	1.50	-	X	-	M (I)	-	2.80%	-	Fzsmfhwt	JXTZ	115-125	110	SNWS+110	-	607.00000
1Y-2	THR	639.818	6.31	-	YYY+	-	QQQ (I)	-	5.80%	-	Mjdocrto	IEMY	185g	180	JOAQ+180	-	874.00000
1H-2	WJX	58.327	5.81	-	M+	-	AA	-	6.00%	-	Ofdwphib	XBGA	380-390	370	BTHA+370	-	329.00000
1S-1	OSG	231.694	4.14	-	DD+	-	FFF (W)	-	2.80%	-	Blmkytxi	KJBB	260-270	250	KTJX+250	-	895.00000

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Tranche Comments

1F-1: First Pay: 2024-03-25; Registration: 144X/Exl A; 1Y-2: First Pay: 2024-03-25; Registration: 144O/Wre N; 1S-1: First Pay: 2024-03-25; Registration: 144B/Aas L; 1H-2: First Pay: 2024-03-25; Registration: 144Y/Rjs S;

Pricing Speed

10% OMF

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
1X-2	MBA	849.596	3.40	-	HHH	-	-	RRR+	2.10%	-	Zxujulsj	DOFF	195-205	180	LZDH+180	-	701.00000
1F-1	PEZ	916.590	4.63	-	O-	-	-	G	2.40%	-	Iqysrwaa	LADY	115-125	105	PUGS+105	-	468.00000
1Y-1	IOP	106.358	1.51	-	EE	-	-	KKK-	9.90%	-	Rzwzpoie	EPFW	285-295	270	BMZT+270	-	517.00000
1C-2	WIS	21.502	7.92	-	D+	-	-	FF	8.00%	-	Lvklwlcr	BMPT	420-430	400	ZOUQ+400	-	148.00000

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Tranche Comments

1F-1: First Pay: 2024-02-26; Registration: 144C/Kzj A; 1X-2: First Pay: 2024-02-26; Registration: 144X/Wzl V; 1Y-1: First Pay: 2024-02-26; Registration: 144Q/Voq Y; 1C-2: First Pay: 2024-02-26; Registration: 144X/Pfc R;

Pricing Speed

10% JMV suc bx Xsrou Vscsbrbjxu Dsbs

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
1R-1	BUK	411.700	4.48	-	Z-	-	-	O-	7.90%	-	Mpkzoalp	PXHY	160-170	150	USXO+150	-	678.00000
1L-2	QAB	743.995	9.73	-	LLL	-	-	YYY+	8.80%	-	Qfjskxko	QBAQ	260-270	250	AJHQ+250	-	967.00000
1O-1	BBN	116.000	1.20	-	ZZ	-	-	WWW-	3.68%	-	Tpjktuen	LEWJ	370-380	355	JSQT+355	-	234.00000

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Tranche Comments

1R-1: First Pay: 2023-11-27; Registration: 144G/Tmi B; 1L-2: First Pay: 2023-11-27; Registration: 144B/Jcc J; 1O-1: First Pay: 2023-11-27; Registration: 144E/Pbd L;

Pricing Speed

10% EPC

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
2V-1	TWP	944.640	4.00	B3	-	-	V (V)	-	8.20%	-	Lqrmzxrj	SZMK	195q	195	JXPQ+195	-	241.00000
2J-1	NOA	700.460	3.77	Me2	-	-	MM	-	2.30%	-	Uvewtlci	SUWO	450	450	CLKO+450	-	300.00000
2Z-2	IES	878.171	7.70	Znn2	-	-	VVV	-	8.93%	-	Zhrzkyub	XCLE	325c	325	SYCQ+325	-	712.00000

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Tranche Comments

2V-1: First Pay: 2023-10-25; Registration: 144G/Veb A; 2Z-2: First Pay: 2023-10-25; Registration: 144D/Fdv G; 2J-1: First Pay: 2023-10-25; Registration: 144Q/Jbr R;

Pricing Speed

10% TBW qf Maglz Wszsbvqkfp Saqs

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
1C-2	THH	901.841	1.60	-	YYY-	-	-	TTT+	2.40%	-	Odvxxjcr	TJNX	275-285	270	IMIN+270	-	457.00000
1Y-2	IUD	684.318	1.00	-	T-	-	-	G+	4.91%	-	Vfupvukc	JIWL	610-620	590	BLNM+590	-	618.00000
1P-1	VPK	990.476	8.00	-	II-	-	-	CCC-	5.99%	-	Ljxjbube	LQTC	410-420	390	IGSX+390	-	724.00000
1J-1	OGL	504.344	2.18	-	LLL+	-	-	P-	9.20%	-	Jjxfolsn	VBTS	175-180	170	HATR+170	-	742.00000

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Tranche Comments

1J-1: First Pay: 2023-08-25; Registration: 144B/Xns E; 1C-2: First Pay: 2023-08-25; Registration: 144V/Lzt Q; 1P-1: First Pay: 2023-08-25; Registration: 144C/Pjs P; 1Y-2: First Pay: 2023-08-25; Registration: 144N/Jav Q;

Pricing Speed

10% OBP ku Subdc Pdldkxkkud Cukd

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
1Z-2	CXU	14.290	4.12	-	W	-	-	DD-	6.28%	-	Gjpaobde	KJTS	700z	685	ULPF+685	-	769.00000
1D-2	EAJ	158.622	6.44	-	JJJ	-	-	HHH+	9.24%	-	Mvmdorkj	ADWH	320-330	310	DZWD+310	-	476.00000
1J-1	ILM	339.340	7.57	-	EE-	-	-	XX+	8.50%	-	Pbddsiyz	JGGP	490-500	475	WOSR+475	-	547.00000
1P-1	JFX	178.525	9.20	-	K-	-	-	X-	6.97%	-	Qxcrpmoy	DHGA	200-210	190	GKQH+190	-	831.00000

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Tranche Comments

1P-1: First Pay: 2023-07-25; Registration: 144U/Bqt D; 1D-2: First Pay: 2023-07-25; Registration: 144N/Hcz I; 1J-1: First Pay: 2023-07-25; Registration: 144L/Dlt Q; 1Z-2: First Pay: 2023-07-25; Registration: 144V/Ipd A;

Pricing Speed

10% FCG qx Czoyl Gcbcywqaxh

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
1M-2	HKT	43.971	4.47	-	Z-	-	-	V+	3.30%	-	Fhzlrjll	BOMI	825-850	825	BLDR+825	-	181.00000
1N-1	FPQ	251.720	9.30	-	HH-	-	-	JJ+	4.83%	-	Pqlhakne	JMUH	535-560	535	LZJA+535	-	700.00000
1L-1	KKA	853.100	9.31	-	TTT+	-	-	B-	9.33%	-	Fhcutdeg	SQPS	225-235	230	JJQV+230	-	895.00000
1V-2	CNW	684.640	2.17	-	ZZZ	-	-	NNN	8.70%	-	Fkxwokxc	ZGFS	350-365	355	JDNC+355	-	966.00000

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Tranche Comments

1L-1: First Pay: 2023-06-26; Registration: 144J/Asy Q; 1V-2: First Pay: 2023-06-26; Registration: 144G/Pyw Q; 1N-1: First Pay: 2023-06-26; Registration: 144D/Fjb Z; 1M-2: First Pay: 2023-06-26; Registration: 144M/Kcy S;

Pricing Speed

10% NIY cg Oxzlc Yrjrsecrgv Sxcr