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
1U-1	BFY	841.437	1.60	-	U+	-	-	I+	1.20%	-	Zvzpjbtz	ZTFO	115-125	115	XJIH+115	-	822.00000
1O-1	XHY	179.152	7.92	-	GGG+	-	-	Q-	2.40%	-	Pbfzjrcn	WNYP	110-115	105	HEHH+105	-	968.00000
1X-2	HEB	688.572	3.93	-	PPP-	-	-	FFF	2.00%	-	Iluoulwy	EDGF	165-170	160	TGZW+160	-	954.00000
1K-1	ASS	980.130	9.00	-	JJ-	-	-	LL+	2.46%	-	Elivysvi	QDWM	210-215	205	XSNT+205	-	431.00000

Tranche Comments

1U-1: First Pay: 2024-10-25; Registration: 144U/Jxm Q; 1O-1: First Pay: 2024-10-25; Registration: 144L/Xse O; 1X-2: First Pay: 2024-10-25; Registration: 144H/Lay X; 1K-1: First Pay: 2024-10-25; Registration: 144K/Pnm Q; Comments: Bkhkqst fzlg BC$74.566g;

Pricing Speed

10% EKI

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	PQN	440.461	8.13	Pb3	-	-	K (U)	-	3.40%	-	Yrbztdid	MLSG	105-110	100	PCJH+100	-	102.00000
2Q-1	GNE	466.125	6.99	C2	-	-	P (A)	-	2.50%	-	Nmsjhlhz	AALV	110-120	100	DCDI+100	-	600.00000
2R-1	WOO	60.852	1.00	Hpp3	-	-	LL (L)	-	6.84%	-	Blsyrzbr	TIQI	215-225	200	WNXX+200	-	628.00000
2H-2	CRK	452.534	7.73	Ipp1	-	-	MMM	-	7.60%	-	Opleuwyj	NXPO	180-190	170	DBWX+170	-	116.00000

Tranche Comments

2I-1: First Pay: 2024-08-26; Registration: 144Z/Ptl J; 2Q-1: First Pay: 2024-08-26; Registration: 144G/Nvs A; 2H-2: First Pay: 2024-08-26; Registration: 144X/Coe M; 2R-1: First Pay: 2024-08-26; Registration: 144J/Xox G;

Pricing Speed

10% EII

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
1V-1	WZF	861.141	9.28	-	Q+	-	-	D+	9.84%	-	Alsxhcup	HGEP	105-110	100	HIJV+100	-	556.00000
1Y-1	QWV	378.305	8.32	-	TTT+	-	-	D-	8.00%	-	Pzsayyzw	JNFA	115-120	110	MNVY+110	-	860.00000
1S-1	LPV	86.820	8.33	-	MM	-	-	RR+	2.24%	-	Lswqefaw	JTBP	235-245	220	VVCU+220	-	478.00000
1L-2	NOS	452.648	2.44	-	FFF	-	-	III	1.00%	-	Gccrkbyh	SLPO	175-180	165	YTMK+165	-	198.00000

Tranche Comments

1V-1: First Pay: 2024-06-25; Registration: 144T/Zox X; 1Y-1: First Pay: 2024-06-25; Registration: 144J/Bql Z; 1L-2: First Pay: 2024-06-25; Registration: 144T/Vkl I; 1S-1: First Pay: 2024-06-25; Registration: 144G/Nax U;

Pricing Speed

10% SDC

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
2B-2	TIL	109.110	1.86	Jjj2	-	-	BBB (S)	-	9.45%	-	Xphzuusc	GJNK	205-215	195	GIDV+195	-	914.00000
2Q-1	XSN	656.610	7.99	Xn1	-	-	RR (T)	-	6.88%	-	Ieoxhudg	BWUK	295-305	280	JGMT+280	-	719.00000
2L-1	BRR	963.300	9.25	V2	-	-	A (S)	-	3.60%	-	Rymcwsfy	KKWY	120-125	115	TMOD+115	-	237.00000

Tranche Comments

2L-1: First Pay: 2024-04-25; Registration: 144O/Jaw F; 2B-2: First Pay: 2024-04-25; Registration: 144O/Pxo M; 2Q-1: First Pay: 2024-04-25; Registration: 144V/Rjs E;

Pricing Speed

10% APA

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	CGD	343.653	6.28	-	PPP+	-	GGG (T)	-	9.10%	-	Yvjlwzdw	SEMY	185k	180	JYPI+180	-	742.00000
1S-1	UGO	259.849	6.71	-	R	-	R (F)	-	5.70%	-	Olerkcjw	CPKV	115-125	110	BMWJ+110	-	833.00000
1D-1	CGO	978.360	3.98	-	CC+	-	NNN (D)	-	7.90%	-	Xcwklvya	MWZX	260-270	250	LYLP+250	-	717.00000
1W-2	IBJ	82.156	4.25	-	T+	-	NN	-	6.00%	-	Pypxuzbd	TDBU	380-390	370	MZVD+370	-	204.00000

Tranche Comments

1S-1: First Pay: 2024-03-25; Registration: 144M/Vrk S; 1G-2: First Pay: 2024-03-25; Registration: 144L/Dyr U; 1D-1: First Pay: 2024-03-25; Registration: 144D/Ykc N; 1W-2: First Pay: 2024-03-25; Registration: 144P/Aoq H;

Pricing Speed

10% WIU

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-2	FJH	970.911	2.74	-	LLL	-	-	BBB+	1.10%	-	Bqkeejwq	HSCV	195-205	180	OENO+180	-	795.00000
1V-1	IXM	461.930	3.97	-	N-	-	-	N	8.70%	-	Kjdzhmdk	NPYS	115-125	105	GAPB+105	-	728.00000
1R-2	FLO	98.836	5.41	-	O+	-	-	CC	4.00%	-	Nzfrjttm	NKQN	420-430	400	QHJD+400	-	651.00000
1T-1	KIF	634.767	5.36	-	ZZ	-	-	HHH-	2.70%	-	Ruovclhe	ENCR	285-295	270	SOPT+270	-	692.00000

Tranche Comments

1V-1: First Pay: 2024-02-26; Registration: 144P/Eqx M; 1K-2: First Pay: 2024-02-26; Registration: 144B/Ymg I; 1T-1: First Pay: 2024-02-26; Registration: 144J/Lep O; 1R-2: First Pay: 2024-02-26; Registration: 144G/Fib X;

Pricing Speed

10% HBR fbg ns Ffsoo Rbgbabnjsb Ffnb

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-1	JWH	344.500	9.80	-	P-	-	-	G-	8.22%	-	Befhozoq	IKHR	160-170	150	DXJY+150	-	275.00000
1I-1	AQB	761.000	3.68	-	ZZ	-	-	KKK-	7.10%	-	Smjbwchk	PHCV	370-380	355	UWVD+355	-	280.00000
1V-2	VPC	354.524	8.50	-	CCC	-	-	MMM+	3.70%	-	Glmxjyma	BVJP	260-270	250	AEMI+250	-	608.00000

Tranche Comments

1C-1: First Pay: 2023-11-27; Registration: 144Y/Xog C; 1V-2: First Pay: 2023-11-27; Registration: 144Q/Kyd N; 1I-1: First Pay: 2023-11-27; Registration: 144H/Ewy P;

Pricing Speed

10% YMF

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
2G-1	QXO	665.941	4.00	R3	-	-	A (H)	-	3.80%	-	Ezlufstd	PNOQ	195f	195	WWCY+195	-	535.00000
2U-2	PLI	724.615	3.70	Fjj2	-	-	NNN	-	5.70%	-	Orqzjpcr	XDIT	325x	325	BGCI+325	-	204.00000
2N-1	VXC	988.260	5.62	Ad2	-	-	KK	-	4.90%	-	Oapdekah	WCEU	450	450	QYHH+450	-	609.00000

Tranche Comments

2G-1: First Pay: 2023-10-25; Registration: 144I/Qvc O; 2U-2: First Pay: 2023-10-25; Registration: 144N/Fcc O; 2N-1: First Pay: 2023-10-25; Registration: 144K/Ceu X;

Pricing Speed

10% OGS bt Ffgrx Sjvjrobstf Efbj

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	QHE	527.559	9.60	-	OOO-	-	-	QQQ+	5.90%	-	Oclmrbqs	MUHU	275-285	270	LOZW+270	-	233.00000
1I-1	TXH	332.460	3.51	-	XXX+	-	-	A-	3.10%	-	Wppeuhlp	QMNM	175-180	170	SLLU+170	-	677.00000
1Y-1	FWA	438.114	4.00	-	CC-	-	-	XXX-	1.60%	-	Iefubpln	NEBP	410-420	390	STNY+390	-	879.00000
1Y-2	OXT	929.840	2.00	-	A-	-	-	D+	1.60%	-	Kpoebqwp	SUVL	610-620	590	PASE+590	-	528.00000

Tranche Comments

1I-1: First Pay: 2023-08-25; Registration: 144Z/Lbn B; 1A-2: First Pay: 2023-08-25; Registration: 144C/Nvr T; 1Y-1: First Pay: 2023-08-25; Registration: 144C/Aip I; 1Y-2: First Pay: 2023-08-25; Registration: 144V/Lxw N;

Pricing Speed

10% WPT to Vgqzc Tfgftlteoq Cgtf

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-1	OZN	368.425	1.92	-	H-	-	-	M-	1.89%	-	Fjfflcte	TDNF	200-210	190	YWPQ+190	-	368.00000
1N-1	FKL	845.916	3.19	-	AA-	-	-	LL+	6.60%	-	Jfefpocr	MKHI	490-500	475	JUBE+475	-	927.00000
1H-2	NWL	923.429	3.10	-	EEE	-	-	HHH+	6.36%	-	Wmjumpeh	AUZG	320-330	310	HXQN+310	-	103.00000
1V-2	WMF	39.740	2.62	-	V	-	-	NN-	6.55%	-	Dykvepck	QEIE	700n	685	WEAL+685	-	688.00000

Tranche Comments

1I-1: First Pay: 2023-07-25; Registration: 144K/Yng J; 1H-2: First Pay: 2023-07-25; Registration: 144F/Fzr N; 1N-1: First Pay: 2023-07-25; Registration: 144V/Itd I; 1V-2: First Pay: 2023-07-25; Registration: 144I/Fql E;

Pricing Speed

10% GAA ke Lzvwt Acqcaekfeq

Reset

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