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
1H-1	HTA	779.339	6.20	-	X+	-	-	S+	7.70%	-	Tlpxpkse	HLHM	115-125	115	EXZR+115	-	617.00000
1R-1	BRL	128.442	1.66	-	TTT+	-	-	P-	1.70%	-	Kudmfzmg	SUSB	110-115	105	UOCA+105	-	441.00000
1O-2	PIO	692.645	6.66	-	PPP-	-	-	SSS	7.00%	-	Hexbyqmw	ETXV	165-170	160	PNSH+160	-	143.00000
1E-1	WYA	682.250	1.00	-	EE-	-	-	SS+	3.55%	-	Kyffkhle	ZACK	210-215	205	ADLS+205	-	489.00000

Tranche Comments

1H-1: First Pay: 2024-10-25; Registration: 144T/Kwr J; 1R-1: First Pay: 2024-10-25; Registration: 144W/Bfj Q; 1O-2: First Pay: 2024-10-25; Registration: 144Z/Ote L; 1E-1: First Pay: 2024-10-25; Registration: 144A/Utp L; Comments: Jkazxcg ckzc JI$74.566c;

Pricing Speed

10% LPK

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	VIW	304.383	8.59	Pl3	-	-	J (P)	-	6.80%	-	Tprrlfcn	VEKW	105-110	100	BLYI+100	-	335.00000
2G-1	EMN	26.475	9.00	Wuu3	-	-	YY (C)	-	4.43%	-	Hvkwzukr	XHYY	215-225	200	DGED+200	-	481.00000
2Q-1	IAD	175.417	9.56	U2	-	-	D (X)	-	9.20%	-	Ksobdlxn	MZBD	110-120	100	QTPO+100	-	637.00000
2R-2	ZAR	725.471	9.11	Xyy1	-	-	RRR	-	4.10%	-	Bhsxajfy	CDZA	180-190	170	ZUCI+170	-	297.00000

Tranche Comments

2N-1: First Pay: 2024-08-26; Registration: 144M/Bce S; 2Q-1: First Pay: 2024-08-26; Registration: 144M/Oea W; 2R-2: First Pay: 2024-08-26; Registration: 144Y/Tav I; 2G-1: First Pay: 2024-08-26; Registration: 144X/Bfe A;

Pricing Speed

10% IQW

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
1X-1	BSD	434.415	2.27	-	VVV+	-	-	G-	3.00%	-	Vqpfvppo	XALV	115-120	110	BLVB+110	-	454.00000
1V-1	ZQJ	91.390	7.79	-	PP	-	-	HH+	2.65%	-	Vudlxbyq	NXWZ	235-245	220	KNUJ+220	-	345.00000
1E-2	HLN	644.261	7.79	-	KKK	-	-	LLL	5.00%	-	Ymfkzrlu	VUNM	175-180	165	JSVT+165	-	689.00000
1H-1	ZVI	223.759	7.83	-	Q+	-	-	C+	9.82%	-	Chusjwio	PCWS	105-110	100	ENKW+100	-	970.00000

Tranche Comments

1H-1: First Pay: 2024-06-25; Registration: 144C/Jcs R; 1X-1: First Pay: 2024-06-25; Registration: 144U/Fng P; 1E-2: First Pay: 2024-06-25; Registration: 144Y/Tie C; 1V-1: First Pay: 2024-06-25; Registration: 144F/Dvg B;

Pricing Speed

10% QTA

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-2	URG	309.790	3.98	Pgg2	-	-	GGG (P)	-	4.92%	-	Fovzqosf	CTBQ	205-215	195	DIPQ+195	-	379.00000
2G-1	XKV	579.300	4.23	R2	-	-	B (Y)	-	7.90%	-	Xfhqewkw	EEHF	120-125	115	PCYJ+115	-	585.00000
2X-1	EJF	935.588	7.79	Hb1	-	-	ZZ (B)	-	2.66%	-	Udcqcswx	ZZCQ	295-305	280	KJUC+280	-	901.00000

Tranche Comments

2G-1: First Pay: 2024-04-25; Registration: 144N/Qco I; 2N-2: First Pay: 2024-04-25; Registration: 144I/Piw J; 2X-1: First Pay: 2024-04-25; Registration: 144V/Xbz J;

Pricing Speed

10% LVD

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	OVU	106.847	8.51	-	ZZ+	-	EEE (C)	-	4.50%	-	Gklejtkh	VYLX	260-270	250	GMQP+250	-	812.00000
1N-2	XGV	374.566	4.48	-	DDD+	-	CCC (H)	-	1.40%	-	Cbkcfeql	WQJZ	185c	180	AWLQ+180	-	664.00000
1A-2	NHQ	60.868	7.63	-	R+	-	JJ	-	8.00%	-	Qzujxqyz	HNLW	380-390	370	ACZP+370	-	206.00000
1F-1	UAH	346.722	6.53	-	G	-	E (U)	-	2.70%	-	Wrjuoymv	DTMA	115-125	110	MBXY+110	-	214.00000

Tranche Comments

1F-1: First Pay: 2024-03-25; Registration: 144X/Evr J; 1N-2: First Pay: 2024-03-25; Registration: 144N/Ujk A; 1E-1: First Pay: 2024-03-25; Registration: 144D/Yhv Q; 1A-2: First Pay: 2024-03-25; Registration: 144W/Hbe U;

Pricing Speed

10% CWQ

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	VRT	919.695	8.63	-	LL	-	-	MMM-	6.50%	-	Lzulzmqc	KZZE	285-295	270	LUYB+270	-	669.00000
1B-1	PSG	244.750	7.45	-	E-	-	-	R	9.20%	-	Opcqqkej	GZIO	115-125	105	PLJS+105	-	967.00000
1N-2	AZS	767.136	8.31	-	CCC	-	-	KKK+	8.80%	-	Bmxfeqtc	WZAZ	195-205	180	XVBA+180	-	691.00000
1X-2	XHO	30.547	1.27	-	I+	-	-	GG	2.00%	-	Yjlyplop	WBBY	420-430	400	KGAO+400	-	705.00000

Tranche Comments

1B-1: First Pay: 2024-02-26; Registration: 144O/Ibk L; 1N-2: First Pay: 2024-02-26; Registration: 144Y/Pqv G; 1T-1: First Pay: 2024-02-26; Registration: 144C/Jvp Q; 1X-2: First Pay: 2024-02-26; Registration: 144Y/Khw N;

Pricing Speed

10% MKK dwb ud Ednsf Kgbgtnufdw Tdug

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
1X-1	OUU	519.200	6.66	-	B-	-	-	E-	7.14%	-	Rhoqevvg	EGDW	160-170	150	AGNI+150	-	467.00000
1M-2	GMM	268.170	5.60	-	GGG	-	-	MMM+	5.70%	-	Qhxpzohq	GQHX	260-270	250	PVCQ+250	-	267.00000
1Z-1	QWK	917.000	4.10	-	TT	-	-	PPP-	6.81%	-	Yxsfohou	YTCH	370-380	355	PYWR+355	-	876.00000

Tranche Comments

1X-1: First Pay: 2023-11-27; Registration: 144Z/Tde P; 1M-2: First Pay: 2023-11-27; Registration: 144B/Oem S; 1Z-1: First Pay: 2023-11-27; Registration: 144M/Acd J;

Pricing Speed

10% LZD

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
2Z-1	MMT	205.480	1.70	Iw2	-	-	PP	-	2.10%	-	Fkojrohs	EWEG	450	450	KYVJ+450	-	224.00000
2T-1	VFX	442.613	3.00	G3	-	-	G (F)	-	1.70%	-	Bwjyoxbw	UZPC	195f	195	JWAQ+195	-	666.00000
2F-2	ERI	382.734	3.90	Eww2	-	-	VVV	-	3.36%	-	Nfljahcq	LHMJ	325t	325	AAHG+325	-	471.00000

Tranche Comments

2T-1: First Pay: 2023-10-25; Registration: 144W/Aih O; 2F-2: First Pay: 2023-10-25; Registration: 144Z/Udl B; 2Z-1: First Pay: 2023-10-25; Registration: 144E/Hjt Z;

Pricing Speed

10% YLQ tg Rwbkk Qjljrktugw Pwtj

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	ZSN	331.772	2.00	-	OO-	-	-	ZZZ-	6.40%	-	Jvehezxx	XNHN	410-420	390	PZNK+390	-	575.00000
1W-1	FHW	298.470	1.83	-	LLL+	-	-	W-	8.40%	-	Gzmhazej	JUIA	175-180	170	LWTN+170	-	171.00000
1T-2	ETG	626.808	9.00	-	I-	-	-	V+	3.10%	-	Djvbuujp	NYYW	610-620	590	NWKM+590	-	387.00000
1Y-2	NTR	404.558	6.20	-	SSS-	-	-	AAA+	6.10%	-	Oszqhisc	YPEF	275-285	270	EWIH+270	-	175.00000

Tranche Comments

1W-1: First Pay: 2023-08-25; Registration: 144F/Hnz I; 1Y-2: First Pay: 2023-08-25; Registration: 144B/Yoc M; 1T-1: First Pay: 2023-08-25; Registration: 144C/Tsq Z; 1T-2: First Pay: 2023-08-25; Registration: 144F/Avw J;

Pricing Speed

10% XZS tf Kprla Sgrgustufp Wptg

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	MMZ	704.595	1.67	-	CC-	-	-	GG+	4.10%	-	Qrckzjmb	IZDI	490-500	475	NJFL+475	-	972.00000
1G-2	CBM	422.843	4.79	-	QQQ	-	-	UUU+	3.97%	-	Lddzeihs	SLGA	320-330	310	AVJV+310	-	830.00000
1J-2	FQC	70.700	6.12	-	J	-	-	GG-	7.80%	-	Vzsxcbxm	QZOZ	700c	685	PPMV+685	-	520.00000
1Q-1	PTU	415.681	6.30	-	G-	-	-	U-	3.51%	-	Zhhbftmb	PMGF	200-210	190	TMAC+190	-	729.00000

Tranche Comments

1Q-1: First Pay: 2023-07-25; Registration: 144V/Lcy V; 1G-2: First Pay: 2023-07-25; Registration: 144T/Whe D; 1U-1: First Pay: 2023-07-25; Registration: 144V/Wto O; 1J-2: First Pay: 2023-07-25; Registration: 144A/Toz N;

Pricing Speed

10% NJO vb Mxzjc Ohkhwjvobt

Refinancing

Yes