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
2M-1	ZID	290.930	5.64	U2	-	-	-	RRR	9.30%	-	Okdtsutr	DOHO	160-165	160	UJGK+160	-	693.00000
2Z-1	PXJ	484.866	4.52	To2	-	-	-	W-	3.80%	-	Iwkaswsr	UZPS	145-150	145	IHOM+145	-	493.00000
2Z-2	WPO	442.540	6.16	Hdd1	-	-	-	HHH-	9.21%	-	Evsymkqg	CGHY	225-235	225	ELEP+225	-	274.00000

Tranche Comments

2Z-1: First Pay: 2025-04-25; Redemption: 2030-03-25; Registration: 144P/Vkj P; 2M-1: First Pay: 2025-04-25; Redemption: 2030-03-25; Registration: 144Y/Nob H; 2Z-2: First Pay: 2025-04-25; Redemption: 2030-03-25; Registration: 144C/Gqn V;

Deal Comments

Tsg Amyy Gjhbsjl 5.00

Pricing Speed

10% WTS

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
1E-1	BYH	748.834	7.23	J3	-	-	-	E-	9.18%	-	Tkspzbzp	UAVS	115-120	115	ISXC+115	-	237.00000
1O-2	WOB	822.894	3.66	Xaa3	-	-	-	QQQ	9.40%	-	Qfymojlh	NZBS	155-165	160	JYLM+160	-	531.00000
1G-1	OZI	660.678	1.25	Mm1	-	-	-	HH+	6.81%	-	Slhfeqhr	QTKO	190-200	195	SVBM+195	-	420.00000
1C-1	QGQ	361.471	8.86	Yz3	-	-	-	Z+	6.30%	-	Lleautof	INUN	105-110	100	KNFX+100	-	809.00000

Tranche Comments

1C-1: First Pay: 2025-03-25; Registration: 144F/Nps S; 1E-1: First Pay: 2025-03-25; Registration: 144P/Adr C; 1O-2: First Pay: 2025-03-25; Registration: 144K/Eak W; 1G-1: First Pay: 2025-03-25; Registration: 144Z/Lyt U;

Pricing Speed

10% JHK

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-2	FXG	598.178	8.48	-	JJJ-	-	-	PPP	5.80%	-	Djrryxrz	ZLAS	140-150	150	ZNZV+150	-	123.00000
1Z-1	QPB	818.316	9.57	-	Q+	-	-	S+	8.91%	-	Dzwjswha	GSGU	95-105	95	THYM+95	-	422.00000
1H-1	VIJ	105.430	7.17	-	TTT+	-	-	III+	5.25%	-	Gpxottnr	VGBJ	110-120	110	AVFG+110	-	890.00000
1D-1	NAP	450.907	9.36	-	FF-	-	-	AA+	6.73%	-	Kvzaplzi	TPHT	180-190	170	ZJAK+170	-	608.00000

Tranche Comments

1Z-1: First Pay: 2025-02-25; Registration: 144J/Hbj Z; 1H-1: First Pay: 2025-02-25; Registration: 144I/Zra P; 1K-2: First Pay: 2025-02-25; Registration: 144D/Gcx I; 1D-1: First Pay: 2025-02-25; Registration: 144Y/Rqs K;

Pricing Speed

10% UFM auw gz Jaqat Mkwkfkgozu Hagk

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	TNK	814.425	3.40	-	Z+	-	-	F+	7.70%	-	Gxsqubyh	TAIY	115-125	115	GSFT+115	-	636.00000
1R-1	AHS	566.700	2.00	-	AA-	-	-	GG+	8.62%	-	Ismlsblg	QLBV	210-215	205	SEUS+205	-	289.00000
1K-2	QFQ	357.741	7.47	-	KKK-	-	-	VVV	9.00%	-	Lxxrjtwb	QMWY	165-170	160	TGSR+160	-	858.00000
1T-1	NCS	135.611	4.79	-	EEE+	-	-	S-	3.70%	-	Dhqyaoqs	YCIW	110-115	105	YOVE+105	-	900.00000

Tranche Comments

1V-1: First Pay: 2024-10-25; Registration: 144Z/Tar Q; 1T-1: First Pay: 2024-10-25; Registration: 144Z/Rid I; 1K-2: First Pay: 2024-10-25; Registration: 144A/Xhs V; 1R-1: First Pay: 2024-10-25; Registration: 144T/Rnl F; Comments: Fhutspq text FR$74.566t;

Pricing Speed

10% EHS

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
2L-1	GGY	493.792	8.15	Sq3	-	-	P (V)	-	8.60%	-	Ijdjdeej	CQVE	105-110	100	BHPL+100	-	469.00000
2A-1	UUZ	565.392	9.48	A2	-	-	P (L)	-	3.30%	-	Nuylvbyj	YJZV	110-120	100	EOFK+100	-	577.00000
2T-2	HUA	906.347	5.93	Pii1	-	-	HHH	-	3.50%	-	Bfdolvvm	JPQN	180-190	170	GSBJ+170	-	237.00000
2Z-1	KIM	89.498	6.00	Vff3	-	-	FF (W)	-	2.88%	-	Escrrwks	SUOE	215-225	200	AXJL+200	-	559.00000

Tranche Comments

2L-1: First Pay: 2024-08-26; Registration: 144D/Bxz J; 2A-1: First Pay: 2024-08-26; Registration: 144K/Ptr F; 2T-2: First Pay: 2024-08-26; Registration: 144P/Vvs I; 2Z-1: First Pay: 2024-08-26; Registration: 144X/Pll D;

Pricing Speed

10% LPX

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	VPG	997.484	3.94	-	KKK	-	-	JJJ	2.00%	-	Nljaqyqo	DAFR	175-180	165	ICDT+165	-	221.00000
1O-1	UVB	268.753	4.50	-	B+	-	-	V+	3.56%	-	Fezbvpji	AMDA	105-110	100	GDND+100	-	115.00000
1U-1	BVC	538.789	5.50	-	III+	-	-	U-	8.00%	-	Lblpowcz	ZPKF	115-120	110	SIMT+110	-	652.00000
1N-1	ZFO	69.970	6.85	-	NN	-	-	CC+	9.26%	-	Iwybtdax	EFOF	235-245	220	YGOK+220	-	505.00000

Tranche Comments

1O-1: First Pay: 2024-06-25; Registration: 144T/Zyf Z; 1U-1: First Pay: 2024-06-25; Registration: 144U/Bxf M; 1A-2: First Pay: 2024-06-25; Registration: 144A/Eky X; 1N-1: First Pay: 2024-06-25; Registration: 144B/Cvi J;

Pricing Speed

10% EJV

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
2N-1	OGU	667.400	9.38	W2	-	-	M (T)	-	9.40%	-	Tefeycci	CIWF	120-125	115	BGQJ+115	-	650.00000
2O-1	AFJ	946.633	9.18	Gf1	-	-	AA (U)	-	4.82%	-	Gypxjxjb	ZQWC	295-305	280	HDYO+280	-	382.00000
2K-2	VZQ	133.330	7.70	Tmm2	-	-	PPP (L)	-	8.94%	-	Xyybpfyb	YQFB	205-215	195	JWUK+195	-	888.00000

Tranche Comments

2N-1: First Pay: 2024-04-25; Registration: 144X/Rrp P; 2K-2: First Pay: 2024-04-25; Registration: 144C/Qkt G; 2O-1: First Pay: 2024-04-25; Registration: 144Q/Wvo H;

Pricing Speed

10% GIU

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
1D-2	OVM	877.282	5.39	-	VVV+	-	ZZZ (O)	-	5.30%	-	Nzkfemik	MGDA	185x	180	ZEPK+180	-	407.00000
1I-1	LTT	746.607	7.80	-	BB+	-	NNN (M)	-	7.10%	-	Udkudebl	NMXR	260-270	250	PNVV+250	-	839.00000
1K-2	BML	77.500	2.52	-	A+	-	GG	-	6.00%	-	Smesbvey	YJKV	380-390	370	BGQD+370	-	849.00000
1W-1	THH	119.506	9.11	-	U	-	J (W)	-	1.80%	-	Fdokhxjy	ITQI	115-125	110	MSGE+110	-	688.00000

Tranche Comments

1W-1: First Pay: 2024-03-25; Registration: 144P/Uhz P; 1D-2: First Pay: 2024-03-25; Registration: 144Z/Asn I; 1I-1: First Pay: 2024-03-25; Registration: 144F/Zjl J; 1K-2: First Pay: 2024-03-25; Registration: 144D/Cxx S;

Pricing Speed

10% YWE

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-1	PRN	285.960	1.11	-	C-	-	-	Q	8.40%	-	Kljdotuw	NMCO	115-125	105	NLYD+105	-	714.00000
1U-2	JRD	87.245	1.40	-	U+	-	-	AA	9.00%	-	Ypmvqaax	UXDR	420-430	400	WMIB+400	-	214.00000
1T-1	CGK	867.968	7.35	-	DD	-	-	LLL-	4.20%	-	Ldplzain	WUUW	285-295	270	UXHT+270	-	675.00000
1I-2	NNK	731.492	3.25	-	JJJ	-	-	FFF+	9.50%	-	Mmshkroe	ZOIR	195-205	180	USLP+180	-	708.00000

Tranche Comments

1Z-1: First Pay: 2024-02-26; Registration: 144W/Amf Z; 1I-2: First Pay: 2024-02-26; Registration: 144K/Cnh M; 1T-1: First Pay: 2024-02-26; Registration: 144Q/Nbp B; 1U-2: First Pay: 2024-02-26; Registration: 144Y/Tlc V;

Pricing Speed

10% GJQ vjh le Nvzat Qchcejllej Cvlc

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
1J-1	FUA	952.000	5.40	-	BB	-	-	JJJ-	6.32%	-	Zytletmr	GTMQ	370-380	355	HDDK+355	-	195.00000
1W-2	PUN	116.381	1.68	-	WWW	-	-	WWW+	6.30%	-	Zkdwuyvs	UKCZ	260-270	250	ALQK+250	-	925.00000
1U-1	XMD	547.800	1.21	-	V-	-	-	G-	2.51%	-	Nuedczwb	UGJX	160-170	150	QGJN+150	-	204.00000

Tranche Comments

1U-1: First Pay: 2023-11-27; Registration: 144J/Kzl E; 1W-2: First Pay: 2023-11-27; Registration: 144X/Duf N; 1J-1: First Pay: 2023-11-27; Registration: 144U/Ine I;

Pricing Speed

10% DFK