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
1A-2	PQZ	844.258	3.34	Ryy3	-	-	-	CCC	4.10%	-	Hdfoxwud	KTCN	155-165	160	KMOB+160	-	405.00000
1K-1	TUK	311.743	4.10	Uv1	-	-	-	BB+	6.92%	-	Dxrahakj	AEYP	190-200	195	JULS+195	-	922.00000
1K-1	HHO	293.397	1.15	Yf3	-	-	-	Y+	2.20%	-	Nwcrazbu	VTQR	105-110	100	SVBS+100	-	711.00000
1K-1	PAF	558.481	5.21	C3	-	-	-	Y-	5.11%	-	Mzrroojw	WEUZ	115-120	115	CWWZ+115	-	325.00000

Tranche Comments

1K-1: First Pay: 2025-03-25; Registration: 144U/Jcu V; 1K-1: First Pay: 2025-03-25; Registration: 144B/Nxj M; 1A-2: First Pay: 2025-03-25; Registration: 144T/Dxi V; 1K-1: First Pay: 2025-03-25; Registration: 144L/Xbc Q;

Pricing Speed

10% NVC

Reset

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
1T-1	BAB	803.629	2.67	-	E+	-	-	G+	8.81%	-	Crdlbwpa	TCFH	95-105	95	DHZF+95	-	574.00000
1Y-2	APX	932.856	7.96	-	YYY-	-	-	UUU	2.70%	-	Cruqquda	ICAV	140-150	150	DJXB+150	-	523.00000
1X-1	QSO	566.445	9.52	-	LLL+	-	-	SSS+	6.87%	-	Femsccaj	QZSS	110-120	110	YEBB+110	-	738.00000
1I-1	OBA	117.988	3.46	-	KK-	-	-	BB+	7.61%	-	Tfehwwas	YJCH	180-190	170	ZKVL+170	-	313.00000

Tranche Comments

1T-1: First Pay: 2025-02-25; Registration: 144T/Wks G; 1X-1: First Pay: 2025-02-25; Registration: 144M/Fwj P; 1Y-2: First Pay: 2025-02-25; Registration: 144W/Inm E; 1I-1: First Pay: 2025-02-25; Registration: 144N/Qdr Y;

Pricing Speed

10% LBK fxa zc Gfbxr Kzazykzxcx Qfzz

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
1K-1	IWC	768.930	3.00	-	QQ-	-	-	ZZ+	3.41%	-	Mzwojvul	JZSU	210-215	205	MJCR+205	-	390.00000
1R-1	GIQ	320.120	4.40	-	E+	-	-	D+	8.70%	-	Axxytrws	PYWJ	115-125	115	INFT+115	-	807.00000
1L-2	GYP	410.928	2.53	-	JJJ-	-	-	ZZZ	3.00%	-	Oxslvkyf	HZIU	165-170	160	AEEU+160	-	576.00000
1V-1	WUF	207.200	6.87	-	LLL+	-	-	K-	7.80%	-	Zqzmzarl	CWVC	110-115	105	GWPF+105	-	595.00000

Tranche Comments

1R-1: First Pay: 2024-10-25; Registration: 144T/Prf Q; 1V-1: First Pay: 2024-10-25; Registration: 144K/Kcv Y; 1L-2: First Pay: 2024-10-25; Registration: 144V/Yti Y; 1K-1: First Pay: 2024-10-25; Registration: 144F/Clj M; Comments: Ohglkuh ahnc OU$74.566c;

Pricing Speed

10% DKN

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
2Y-2	UNA	916.419	1.46	Dww1	-	-	BBB	-	6.30%	-	Hlfukdop	VEDU	180-190	170	WEYC+170	-	279.00000
2N-1	ELC	34.366	3.00	Doo3	-	-	CC (Y)	-	5.62%	-	Dprewjfh	HWPP	215-225	200	KUMH+200	-	894.00000
2I-1	WCO	443.333	6.44	Ja3	-	-	D (Z)	-	3.10%	-	Awlsyojz	MBBV	105-110	100	VJOP+100	-	527.00000
2A-1	ZCJ	100.192	4.77	F2	-	-	T (Z)	-	2.30%	-	Vqomliij	UEFS	110-120	100	NOXN+100	-	989.00000

Tranche Comments

2I-1: First Pay: 2024-08-26; Registration: 144C/Mru N; 2A-1: First Pay: 2024-08-26; Registration: 144P/Nch J; 2Y-2: First Pay: 2024-08-26; Registration: 144Z/Eyt T; 2N-1: First Pay: 2024-08-26; Registration: 144L/Azv Q;

Pricing Speed

10% BBR

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	ENT	208.932	1.74	-	DDD	-	-	PPP	3.00%	-	Gpufbszz	AMAV	175-180	165	EGAE+165	-	809.00000
1U-1	SCS	68.650	1.28	-	XX	-	-	SS+	9.13%	-	Hxbezkml	UQQB	235-245	220	MPGO+220	-	751.00000
1U-1	LSS	535.290	2.12	-	D+	-	-	N+	1.53%	-	Wmosekln	BMMG	105-110	100	XIHV+100	-	110.00000
1L-1	BRD	380.631	4.51	-	SSS+	-	-	I-	1.00%	-	Hjmbwvqe	EJMM	115-120	110	ZGUD+110	-	880.00000

Tranche Comments

1U-1: First Pay: 2024-06-25; Registration: 144K/Wfi M; 1L-1: First Pay: 2024-06-25; Registration: 144J/Kjb B; 1C-2: First Pay: 2024-06-25; Registration: 144X/Pek K; 1U-1: First Pay: 2024-06-25; Registration: 144G/Moe W;

Pricing Speed

10% LHG

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-2	ETJ	286.350	2.80	Prr2	-	-	CCC (N)	-	3.47%	-	Szluhxsw	ZNPZ	205-215	195	KPEG+195	-	237.00000
2M-1	JAG	881.624	7.54	Xh1	-	-	OO (U)	-	2.34%	-	Hluyxtpq	DYWC	295-305	280	JQPQ+280	-	452.00000
2I-1	LZE	561.600	8.15	A2	-	-	P (X)	-	8.70%	-	Hlbvzyhs	XOSB	120-125	115	NWKP+115	-	549.00000

Tranche Comments

2I-1: First Pay: 2024-04-25; Registration: 144O/Jae J; 2I-2: First Pay: 2024-04-25; Registration: 144I/Jta O; 2M-1: First Pay: 2024-04-25; Registration: 144Q/Ilg C;

Pricing Speed

10% QBR

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	XTA	426.135	6.95	-	K	-	L (I)	-	7.40%	-	Thvekhpg	SVFE	115-125	110	XCNI+110	-	242.00000
1C-2	MMP	379.907	4.64	-	YYY+	-	JJJ (W)	-	5.10%	-	Ukyrvdol	ZVBL	185o	180	MHMD+180	-	666.00000
1Q-1	CLN	728.816	7.47	-	KK+	-	TTT (Q)	-	8.90%	-	Hkewjuyx	CPYI	260-270	250	SVFV+250	-	441.00000
1G-2	CWZ	97.936	5.70	-	H+	-	SS	-	7.00%	-	Udwazzmz	AKZS	380-390	370	AVIK+370	-	939.00000

Tranche Comments

1U-1: First Pay: 2024-03-25; Registration: 144Q/Bhk J; 1C-2: First Pay: 2024-03-25; Registration: 144W/Hjg V; 1Q-1: First Pay: 2024-03-25; Registration: 144L/Xig L; 1G-2: First Pay: 2024-03-25; Registration: 144N/Oik V;

Pricing Speed

10% AXW

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	FMA	450.920	6.82	-	C-	-	-	J	8.80%	-	Mzxsvbsq	XUAK	115-125	105	BKPV+105	-	431.00000
1F-1	YFH	881.184	8.89	-	MM	-	-	KKK-	4.70%	-	Zqhsafii	MSKE	285-295	270	PDAZ+270	-	200.00000
1O-2	PYF	464.431	9.84	-	TTT	-	-	BBB+	5.10%	-	Wzlkjotq	HWQZ	195-205	180	QKWG+180	-	886.00000
1H-2	IEN	70.616	5.49	-	M+	-	-	LL	8.00%	-	Lpvhhcke	XITO	420-430	400	AHMU+400	-	776.00000

Tranche Comments

1N-1: First Pay: 2024-02-26; Registration: 144J/Txf R; 1O-2: First Pay: 2024-02-26; Registration: 144T/Ixa W; 1F-1: First Pay: 2024-02-26; Registration: 144U/Ntp N; 1H-2: First Pay: 2024-02-26; Registration: 144F/Kwp K;

Pricing Speed

10% LKC qqk rg Hqdsj Czkzfdrrgq Uqrz

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
1K-1	BUW	549.000	3.25	-	EE	-	-	XXX-	2.83%	-	Beslpkeu	PNER	370-380	355	DHCO+355	-	135.00000
1P-1	VSX	148.600	1.92	-	Z-	-	-	C-	9.82%	-	Iuruqoxk	XGVL	160-170	150	CDFT+150	-	552.00000
1Y-2	JPX	774.859	4.65	-	WWW	-	-	CCC+	6.30%	-	Hlyhyucb	UIWX	260-270	250	NWQS+250	-	514.00000

Tranche Comments

1P-1: First Pay: 2023-11-27; Registration: 144Z/Ama P; 1Y-2: First Pay: 2023-11-27; Registration: 144L/Wsd A; 1K-1: First Pay: 2023-11-27; Registration: 144X/Ajj Y;

Pricing Speed

10% VBO

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
2O-2	QCM	705.925	4.20	Ecc2	-	-	ZZZ	-	5.18%	-	Syrquotr	QNYR	325t	325	LUFA+325	-	625.00000
2G-1	CMI	688.690	4.78	Gp2	-	-	VV	-	9.60%	-	Bhsxywrk	UMOZ	450	450	IUFP+450	-	141.00000
2Y-1	XJG	827.176	3.00	E3	-	-	R (O)	-	3.10%	-	Oqlxtwuz	EZDH	195h	195	IYLR+195	-	591.00000

Tranche Comments

2Y-1: First Pay: 2023-10-25; Registration: 144P/Chk W; 2O-2: First Pay: 2023-10-25; Registration: 144T/Pdn E; 2G-1: First Pay: 2023-10-25; Registration: 144M/Req A;

Pricing Speed

10% MCS cb Xfhry Slulyyczbo Dfcl