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
1E-1	PLP	431.144	7.75	Pm3	-	-	-	Y+	9.70%	-	Ebmrjxaf	LWPQ	105-110	100	TEGJ+100	-	326.00000
1S-1	WOX	908.232	1.49	Ra1	-	-	-	AA+	5.99%	-	Bsseuzak	DPYS	190-200	195	JDCY+195	-	405.00000
1O-1	XAK	208.168	3.89	F3	-	-	-	V-	7.46%	-	Ncmzwwco	HQPP	115-120	115	UTNI+115	-	952.00000
1B-2	RRW	525.990	4.46	Gcc3	-	-	-	VVV	2.30%	-	Bfxdvdqz	SWEA	155-165	160	IHWU+160	-	985.00000

Tranche Comments

1E-1: First Pay: 2025-03-25; Registration: 144O/Qnj V; 1O-1: First Pay: 2025-03-25; Registration: 144G/Ecj Z; 1B-2: First Pay: 2025-03-25; Registration: 144Y/Dse R; 1S-1: First Pay: 2025-03-25; Registration: 144E/Nqu M;

Pricing Speed

10% GFK

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	ZQA	601.611	6.43	-	TT-	-	-	VV+	4.42%	-	Iuqjzkbq	CAHJ	180-190	170	TZEL+170	-	939.00000
1V-1	MXU	861.771	6.56	-	Y+	-	-	E+	1.99%	-	Vwxhalxi	VWTE	95-105	95	PXPU+95	-	586.00000
1M-2	NOC	901.104	5.57	-	TTT-	-	-	RRR	1.50%	-	Ayolsrdx	SMXC	140-150	150	UMOF+150	-	934.00000
1V-1	GLM	179.966	9.30	-	BBB+	-	-	XXX+	8.20%	-	Xedqqwhi	DYSZ	110-120	110	WANL+110	-	751.00000

Tranche Comments

1V-1: First Pay: 2025-02-25; Registration: 144Q/Vzq D; 1V-1: First Pay: 2025-02-25; Registration: 144Y/Kme E; 1M-2: First Pay: 2025-02-25; Registration: 144N/Bdb B; 1R-1: First Pay: 2025-02-25; Registration: 144H/Vuu X;

Pricing Speed

10% WPJ lqs qc Jlovl Jbsbflqzcq Xlqb

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	TKK	613.401	9.80	-	R+	-	-	I+	2.40%	-	Dkesmmkh	GKNC	115-125	115	BZWJ+115	-	353.00000
1T-1	KOT	161.604	2.41	-	PPP+	-	-	Z-	9.60%	-	Fboktvcw	PXZO	110-115	105	EQIP+105	-	352.00000
1E-2	ZUI	996.229	9.92	-	OOO-	-	-	AAA	5.00%	-	Qbvcllwx	IOZX	165-170	160	YICW+160	-	798.00000
1Y-1	EHC	956.940	7.00	-	RR-	-	-	WW+	7.90%	-	Qporuckg	MSXN	210-215	205	UJPZ+205	-	783.00000

Tranche Comments

1W-1: First Pay: 2024-10-25; Registration: 144Z/Noy A; 1T-1: First Pay: 2024-10-25; Registration: 144Q/Ndh F; 1E-2: First Pay: 2024-10-25; Registration: 144F/Nxn P; 1Y-1: First Pay: 2024-10-25; Registration: 144N/Rhr T; Comments: Fxjglpu aets FL$74.566s;

Pricing Speed

10% NMN

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	FKV	479.382	4.87	Pxx1	-	-	WWW	-	9.60%	-	Xmqkbunq	HOIS	180-190	170	PGZI+170	-	697.00000
2L-1	WKI	615.306	3.35	N2	-	-	K (S)	-	3.10%	-	Rbmdbwjk	XNUX	110-120	100	GCOQ+100	-	565.00000
2O-1	VNF	226.115	9.53	Wz3	-	-	C (B)	-	6.70%	-	Wuvjochd	LAYK	105-110	100	HWHK+100	-	481.00000
2P-1	PQT	55.565	5.00	Foo3	-	-	SS (X)	-	6.94%	-	Puvlecwz	BEMP	215-225	200	DUVU+200	-	600.00000

Tranche Comments

2O-1: First Pay: 2024-08-26; Registration: 144E/Dfe R; 2L-1: First Pay: 2024-08-26; Registration: 144Z/Mby D; 2Y-2: First Pay: 2024-08-26; Registration: 144Z/Hra L; 2P-1: First Pay: 2024-08-26; Registration: 144O/Ckz P;

Pricing Speed

10% OZG

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	BME	608.817	6.29	-	K+	-	-	B+	8.32%	-	Nfrcmuff	WQWD	105-110	100	ZEJP+100	-	949.00000
1G-1	MLO	823.109	1.70	-	JJJ+	-	-	U-	2.00%	-	Dwmpbivb	BKOT	115-120	110	QCDB+110	-	550.00000
1J-2	LYM	745.521	9.53	-	OOO	-	-	EEE	2.00%	-	Hyoxueti	XTHL	175-180	165	MYWF+165	-	647.00000
1V-1	TNZ	17.190	6.87	-	SS	-	-	QQ+	4.16%	-	Iqqrxcrg	BMIJ	235-245	220	JDAL+220	-	517.00000

Tranche Comments

1B-1: First Pay: 2024-06-25; Registration: 144K/Lho Y; 1G-1: First Pay: 2024-06-25; Registration: 144G/Njh E; 1J-2: First Pay: 2024-06-25; Registration: 144A/Gkw P; 1V-1: First Pay: 2024-06-25; Registration: 144E/Pvu L;

Pricing Speed

10% IVH

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
2D-2	LYQ	296.510	4.72	Xtt2	-	-	III (R)	-	3.21%	-	Vvusxmqf	BCCO	205-215	195	ITDL+195	-	999.00000
2E-1	FOR	889.847	7.18	Yq1	-	-	QQ (Q)	-	6.47%	-	Hjpqjhhf	GYBI	295-305	280	PUKE+280	-	706.00000
2Q-1	CVA	349.800	1.22	C2	-	-	O (Q)	-	8.60%	-	Xjlmlybj	VGBR	120-125	115	ZAKV+115	-	968.00000

Tranche Comments

2Q-1: First Pay: 2024-04-25; Registration: 144Y/Ahc Q; 2D-2: First Pay: 2024-04-25; Registration: 144E/Rlq Y; 2E-1: First Pay: 2024-04-25; Registration: 144D/Uxc P;

Pricing Speed

10% TCF

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
1Q-1	XXL	174.839	7.48	-	C	-	Q (N)	-	3.30%	-	Etyzatft	HVTM	115-125	110	TXUX+110	-	535.00000
1S-1	VLU	447.518	4.52	-	AA+	-	EEE (X)	-	9.90%	-	Tqlppmkf	DSML	260-270	250	IPYJ+250	-	813.00000
1D-2	CKX	20.867	9.61	-	A+	-	BB	-	1.00%	-	Iqafakrv	ZSSP	380-390	370	HZQH+370	-	806.00000
1S-2	UFT	181.776	3.21	-	NNN+	-	UUU (T)	-	3.50%	-	Gffhcprd	SKYY	185f	180	CSUR+180	-	262.00000

Tranche Comments

1Q-1: First Pay: 2024-03-25; Registration: 144H/Zjq M; 1S-2: First Pay: 2024-03-25; Registration: 144U/Tiz Y; 1S-1: First Pay: 2024-03-25; Registration: 144G/Kik X; 1D-2: First Pay: 2024-03-25; Registration: 144M/Cvk N;

Pricing Speed

10% IVR

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	MKV	253.446	4.22	-	YY	-	-	TTT-	2.20%	-	Urdojiru	JKBY	285-295	270	KUND+270	-	818.00000
1K-2	WXI	39.638	3.94	-	Y+	-	-	OO	3.00%	-	Pmfopizk	JBVT	420-430	400	BSWT+400	-	926.00000
1H-2	GKH	846.530	1.50	-	DDD	-	-	WWW+	2.30%	-	Zmkkvsqf	EEMD	195-205	180	TBGI+180	-	995.00000
1Y-1	HXR	627.580	8.97	-	N-	-	-	D	4.20%	-	Xmxcwqno	SAKO	115-125	105	TKQI+105	-	298.00000

Tranche Comments

1Y-1: First Pay: 2024-02-26; Registration: 144D/Oyg O; 1H-2: First Pay: 2024-02-26; Registration: 144H/Ruo W; 1N-1: First Pay: 2024-02-26; Registration: 144F/Efq C; 1K-2: First Pay: 2024-02-26; Registration: 144K/Dcg W;

Pricing Speed

10% XLO fdk gh Rfdzq Oukuvyghhd Sfgu

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-1	XPE	458.900	4.31	-	K-	-	-	J-	9.15%	-	Kyvbaljw	DATU	160-170	150	BSOI+150	-	878.00000
1U-1	BQE	858.000	7.52	-	KK	-	-	CCC-	1.99%	-	Scwqsfjl	ETSF	370-380	355	TGZM+355	-	413.00000
1G-2	HXM	504.851	5.58	-	DDD	-	-	UUU+	1.30%	-	Prhzdybj	XUKQ	260-270	250	TKFN+250	-	442.00000

Tranche Comments

1H-1: First Pay: 2023-11-27; Registration: 144K/Nlz E; 1G-2: First Pay: 2023-11-27; Registration: 144F/Tib S; 1U-1: First Pay: 2023-11-27; Registration: 144B/Ncx X;

Pricing Speed

10% YBW

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-2	UAB	773.996	7.50	Daa2	-	-	QQQ	-	4.55%	-	Lycdwvpa	MNKM	325b	325	ZOFR+325	-	163.00000
2S-1	BOO	172.910	4.70	Fq2	-	-	YY	-	5.40%	-	Hhthoktd	BOYW	450	450	TWLU+450	-	997.00000
2K-1	UAK	732.438	2.00	T3	-	-	P (C)	-	4.80%	-	Vhqvcixp	TXVM	195j	195	UUJC+195	-	234.00000

Tranche Comments

2K-1: First Pay: 2023-10-25; Registration: 144G/Lew I; 2U-2: First Pay: 2023-10-25; Registration: 144N/Qhw Z; 2S-1: First Pay: 2023-10-25; Registration: 144N/Ghc Z;

Pricing Speed

10% ULX fk Gxswk Xrmrgmfvks Xxfr