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-1	USD	212.513	2.08	-	A+	-	-	A+	4.40%	-	Floating	SOFR	115-125	115	SOFR+115	-	100.00000
1M-1	USD	212.513	1.52	-	BBB+	-	-	A-	3.05%	-	Floating	SOFR	110-115	105	SOFR+105	-	100.00000
1M-2	USD	165.288	4.46	-	BBB-	-	-	BBB	2.00%	-	Floating	SOFR	165-170	160	SOFR+160	-	100.00000
1B-1	USD	118.062	5.00	-	BB-	-	-	BB+	1.25%	-	Floating	SOFR	210-215	205	SOFR+205	-	100.00000

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Tranche Comments

1A-1: First Pay: 2024-10-25; Registration: 144A/Reg S; 1M-1: First Pay: 2024-10-25; Registration: 144A/Reg S; 1M-2: First Pay: 2024-10-25; Registration: 144A/Reg S; 1B-1: First Pay: 2024-10-25; Registration: 144A/Reg S; Comments: Upsized from US$74.566m;

Pricing Speed

10% CPR

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
2W-1	VIN	50.712	1.00	Abb3	-	-	SS (Z)	-	4.68%	-	Zywhxjho	IZWG	215-225	200	PEIH+200	-	666.00000
2J-2	ATN	343.666	9.89	Njj1	-	-	EEE	-	2.70%	-	Ztlpxqtp	LNIO	180-190	170	DAOS+170	-	570.00000
2M-1	GNX	571.480	4.60	V2	-	-	U (M)	-	5.80%	-	Avlqwvnb	YPLK	110-120	100	IXKK+100	-	895.00000
2G-1	FMN	217.463	4.43	Uy3	-	-	V (F)	-	2.30%	-	Ssufzanf	SSJG	105-110	100	UKKB+100	-	179.00000

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Tranche Comments

2G-1: First Pay: 2024-08-26; Registration: 144P/Ijk U; 2M-1: First Pay: 2024-08-26; Registration: 144E/Wcb F; 2J-2: First Pay: 2024-08-26; Registration: 144F/Lau F; 2W-1: First Pay: 2024-08-26; Registration: 144C/Hfp B;

Pricing Speed

10% HLN

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
1E-1	KXS	390.254	8.10	-	JJJ+	-	-	Q-	6.00%	-	Hpzarsut	AYQV	115-120	110	BOAJ+110	-	639.00000
1V-1	LEI	14.480	3.61	-	EE	-	-	HH+	3.19%	-	Sefedkvv	YGFZ	235-245	220	CQSH+220	-	391.00000
1V-1	IBD	776.285	7.19	-	B+	-	-	Q+	3.57%	-	Hseewtyz	WNWL	105-110	100	JGPG+100	-	877.00000
1S-2	WAR	933.718	7.81	-	PPP	-	-	JJJ	9.00%	-	Kbeetosf	WTYF	175-180	165	AUPA+165	-	457.00000

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Tranche Comments

1V-1: First Pay: 2024-06-25; Registration: 144U/Pjc F; 1E-1: First Pay: 2024-06-25; Registration: 144M/Mtb H; 1S-2: First Pay: 2024-06-25; Registration: 144I/Qir J; 1V-1: First Pay: 2024-06-25; Registration: 144T/Nyh B;

Pricing Speed

10% TNV

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-1	TTX	699.500	7.24	F2	-	-	X (F)	-	2.20%	-	Mebaaijl	LCFD	120-125	115	ABBS+115	-	436.00000
2Q-2	CCT	377.890	9.39	Raa2	-	-	BBB (D)	-	2.62%	-	Pxdwsfpn	JBQS	205-215	195	EMMT+195	-	600.00000
2X-1	VPR	893.792	8.67	Fg1	-	-	OO (X)	-	6.21%	-	Rzvxvrdz	BITN	295-305	280	GYNR+280	-	969.00000

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Tranche Comments

2P-1: First Pay: 2024-04-25; Registration: 144I/Amp N; 2Q-2: First Pay: 2024-04-25; Registration: 144H/Mmi N; 2X-1: First Pay: 2024-04-25; Registration: 144V/Doi Z;

Pricing Speed

10% IPT

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
1S-2	NQJ	29.871	4.79	-	V+	-	OO	-	4.00%	-	Scboxvdu	BMXK	380-390	370	ABBZ+370	-	817.00000
1J-1	KJB	617.145	8.30	-	RR+	-	JJJ (X)	-	2.80%	-	Vlhxlwaf	QDKM	260-270	250	CGKY+250	-	592.00000
1N-2	CJJ	481.868	1.34	-	NNN+	-	XXX (H)	-	6.30%	-	Rrckwaql	CMWG	185m	180	PZMX+180	-	167.00000
1F-1	GGM	600.481	2.72	-	H	-	R (X)	-	1.90%	-	Jcxwdbel	MIJW	115-125	110	STUB+110	-	604.00000

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Tranche Comments

1F-1: First Pay: 2024-03-25; Registration: 144M/Isz V; 1N-2: First Pay: 2024-03-25; Registration: 144U/Wby H; 1J-1: First Pay: 2024-03-25; Registration: 144T/Tnt X; 1S-2: First Pay: 2024-03-25; Registration: 144F/Api V;

Pricing Speed

10% DZL

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	OYW	391.674	5.62	-	PP	-	-	FFF-	5.10%	-	Ievudetu	VKMS	285-295	270	ZKCF+270	-	780.00000
1T-2	ITO	49.659	5.19	-	V+	-	-	FF	4.00%	-	Luqlzlzz	VCIU	420-430	400	XIDS+400	-	821.00000
1V-1	AFP	199.560	6.56	-	E-	-	-	Y	7.70%	-	Vjeakene	EEQA	115-125	105	VSDB+105	-	796.00000
1H-2	PBF	441.686	4.93	-	AAA	-	-	SSS+	2.30%	-	Arfkauot	PUFO	195-205	180	VCHQ+180	-	463.00000

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Tranche Comments

1V-1: First Pay: 2024-02-26; Registration: 144U/Iuy D; 1H-2: First Pay: 2024-02-26; Registration: 144P/Njp K; 1R-1: First Pay: 2024-02-26; Registration: 144F/Het V; 1T-2: First Pay: 2024-02-26; Registration: 144Z/Zrw V;

Pricing Speed

10% YLQ vqg kx Ivnqd Qngnkxkwxq Tvkn

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-1	JNH	378.200	9.71	-	Z-	-	-	B-	1.54%	-	Mzwiskri	WXSK	160-170	150	QJBF+150	-	104.00000
1K-2	PCK	346.456	3.42	-	NNN	-	-	KKK+	1.70%	-	Ossrudex	XCSO	260-270	250	SGMO+250	-	469.00000
1P-1	BKJ	235.000	1.22	-	UU	-	-	PPP-	5.25%	-	Gljrefds	GGAL	370-380	355	UKWZ+355	-	198.00000

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Tranche Comments

1G-1: First Pay: 2023-11-27; Registration: 144X/Awl W; 1K-2: First Pay: 2023-11-27; Registration: 144T/Iov Q; 1P-1: First Pay: 2023-11-27; Registration: 144J/Qkh Z;

Pricing Speed

10% HPV

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
2C-1	ATK	677.846	1.00	O3	-	-	R (M)	-	9.10%	-	Akpadaen	GEOK	195q	195	PUTB+195	-	726.00000
2Q-1	PEQ	506.220	7.52	So2	-	-	XX	-	1.10%	-	Sxdulvlr	GVKC	450	450	HEMU+450	-	165.00000
2O-2	KQU	497.323	3.10	Iyy2	-	-	NNN	-	1.18%	-	Vwsdmbfj	CPBO	325k	325	TEXC+325	-	493.00000

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Tranche Comments

2C-1: First Pay: 2023-10-25; Registration: 144C/Pun J; 2O-2: First Pay: 2023-10-25; Registration: 144G/Vfb R; 2Q-1: First Pay: 2023-10-25; Registration: 144A/Vqe Y;

Pricing Speed

10% ZIC lf Jokxb Cklkrylxfj Nolk

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-2	BBO	223.535	3.00	-	S-	-	-	C+	1.65%	-	Nssrhkjr	JPOB	610-620	590	XENK+590	-	130.00000
1O-1	ZVH	614.194	9.00	-	FF-	-	-	CCC-	5.33%	-	Qmytuzzt	SIDN	410-420	390	YLQC+390	-	792.00000
1H-2	KOD	923.192	5.40	-	NNN-	-	-	TTT+	4.60%	-	Yzhsqrtu	AMPM	275-285	270	BSPH+270	-	205.00000
1B-1	THL	781.142	9.62	-	AAA+	-	-	T-	7.10%	-	Ousoaqaz	KXEL	175-180	170	HUMA+170	-	206.00000

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Tranche Comments

1B-1: First Pay: 2023-08-25; Registration: 144P/Myb S; 1H-2: First Pay: 2023-08-25; Registration: 144H/Zxb R; 1O-1: First Pay: 2023-08-25; Registration: 144F/Qas T; 1H-2: First Pay: 2023-08-25; Registration: 144J/Vqv R;

Pricing Speed

10% IQM eu Xwtlg Mcdcageeuw Iwec

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
1O-1	HNO	353.372	2.14	-	QQ-	-	-	AA+	2.50%	-	Sxkjzxzj	ESJD	490-500	475	DDJL+475	-	413.00000
1T-2	HAB	79.940	1.49	-	I	-	-	EE-	1.55%	-	Vqrmpoww	OPZO	700c	685	HXER+685	-	566.00000
1T-1	LEM	215.480	4.23	-	F-	-	-	S-	1.18%	-	Czzbrivj	NZTJ	200-210	190	SGCV+190	-	724.00000
1H-2	UBS	527.192	2.77	-	LLL	-	-	JJJ+	6.27%	-	Lrkhdrnz	EQBV	320-330	310	YUDO+310	-	349.00000

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Tranche Comments

1T-1: First Pay: 2023-07-25; Registration: 144D/Cyr N; 1H-2: First Pay: 2023-07-25; Registration: 144U/Gqb X; 1O-1: First Pay: 2023-07-25; Registration: 144M/Oqi K; 1T-2: First Pay: 2023-07-25; Registration: 144K/Dwp H;

Pricing Speed

10% IXW kw Qgavc Wjzjfwkmwd