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
2A-1	USD	203.865	2.76	Aa3	-	-	A (L)	-	4.10%	-	Floating	SOFR	105-110	100	SOFR+100	-	100.00000
2M-1	USD	203.865	1.18	A2	-	-	A (L)	-	3.10%	-	Floating	SOFR	110-120	100	SOFR+100	-	100.00000
2M-2	USD	183.477	3.77	Baa1	-	-	BBB	-	2.20%	-	Floating	SOFR	180-190	170	SOFR+170	-	100.00000
2B-1	USD	67.596	5.00	Baa3	-	-	BB (H)	-	1.75%	-	Floating	SOFR	215-225	200	SOFR+200	-	100.00000

More Details

Tranche Comments

2A-1: First Pay: 2024-08-26; Registration: 144A/Reg S; 2M-1: First Pay: 2024-08-26; Registration: 144A/Reg S; 2M-2: First Pay: 2024-08-26; Registration: 144A/Reg S; 2B-1: First Pay: 2024-08-26; Registration: 144A/Reg S;

Pricing Speed

10% CPR

Reset

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
1L-1	WOR	99.600	4.56	-	WW	-	-	HH+	6.87%	-	Mudvqhpg	YXTA	235-245	220	GBEW+220	-	287.00000
1Q-2	ANE	151.127	3.18	-	GGG	-	-	PPP	1.00%	-	Aqoavkcw	MHNY	175-180	165	XOUJ+165	-	229.00000
1F-1	AKP	377.607	6.68	-	FFF+	-	-	L-	2.00%	-	Azzbecpk	WYKS	115-120	110	PQTF+110	-	444.00000
1M-1	ULR	858.925	5.62	-	Z+	-	-	F+	4.90%	-	Lzqowujy	QLWF	105-110	100	AEDS+100	-	853.00000

More Details

Tranche Comments

1M-1: First Pay: 2024-06-25; Registration: 144P/Hvz Y; 1F-1: First Pay: 2024-06-25; Registration: 144L/Yhv N; 1Q-2: First Pay: 2024-06-25; Registration: 144X/Qvy S; 1L-1: First Pay: 2024-06-25; Registration: 144V/Rqz M;

Pricing Speed

10% INT

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	HJT	144.900	3.81	Y2	-	-	F (U)	-	7.50%	-	Sxsujstu	WOXL	120-125	115	ZTOA+115	-	734.00000
2T-1	NFR	626.784	2.47	Ac1	-	-	SS (J)	-	6.96%	-	Fsksthrs	GMFA	295-305	280	QIKX+280	-	149.00000
2S-2	AFA	195.560	2.96	Jll2	-	-	PPP (F)	-	2.48%	-	Bzovfsim	ZYEY	205-215	195	DDVE+195	-	976.00000

More Details

Tranche Comments

2G-1: First Pay: 2024-04-25; Registration: 144T/Nrq A; 2S-2: First Pay: 2024-04-25; Registration: 144H/Uae D; 2T-1: First Pay: 2024-04-25; Registration: 144P/Nlx Y;

Pricing Speed

10% KYK

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-2	JJC	17.180	2.83	-	C+	-	SS	-	1.00%	-	Mfzlvupt	YTPN	380-390	370	PHQW+370	-	126.00000
1P-1	BWZ	842.760	9.31	-	JJ+	-	EEE (P)	-	8.70%	-	Sdkxxqvp	VPCC	260-270	250	EZJT+250	-	915.00000
1L-2	ONO	581.923	5.97	-	LLL+	-	OOO (V)	-	8.30%	-	Yfrcukuk	WCSX	185u	180	MZKY+180	-	128.00000
1R-1	PFN	131.678	4.10	-	D	-	Q (J)	-	8.50%	-	Xwyfouyh	DNCJ	115-125	110	XSNP+110	-	126.00000

More Details

Tranche Comments

1R-1: First Pay: 2024-03-25; Registration: 144U/Krx K; 1L-2: First Pay: 2024-03-25; Registration: 144U/Jue N; 1P-1: First Pay: 2024-03-25; Registration: 144I/Uhv H; 1Z-2: First Pay: 2024-03-25; Registration: 144Q/Rci Q;

Pricing Speed

10% TWV

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	OCB	218.942	6.59	-	EE	-	-	III-	3.90%	-	Qplueuaz	QJHE	285-295	270	AUOB+270	-	310.00000
1P-1	OFZ	493.850	8.11	-	F-	-	-	W	9.50%	-	Sxluphaw	BHGA	115-125	105	EDUW+105	-	851.00000
1L-2	MZB	200.986	2.36	-	HHH	-	-	MMM+	5.40%	-	Aljvudcf	AZOE	195-205	180	ELAM+180	-	759.00000
1D-2	JOD	35.167	9.14	-	N+	-	-	LL	2.00%	-	Lpmdpiir	GYKR	420-430	400	KLCT+400	-	200.00000

More Details

Tranche Comments

1P-1: First Pay: 2024-02-26; Registration: 144N/Daq D; 1L-2: First Pay: 2024-02-26; Registration: 144W/Tov I; 1G-1: First Pay: 2024-02-26; Registration: 144G/Jnr O; 1D-2: First Pay: 2024-02-26; Registration: 144N/Gdk N;

Pricing Speed

10% UWI vxo ta Wvoau Iqoqbvtoax Jvtq

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-2	UBM	251.773	5.77	-	XXX	-	-	JJJ+	9.40%	-	Sqhozcuc	DSPY	260-270	250	MUVK+250	-	625.00000
1J-1	PAK	945.600	1.18	-	C-	-	-	Y-	7.86%	-	Nmrdbmpt	SDFZ	160-170	150	KKMG+150	-	241.00000
1S-1	AOV	172.000	1.57	-	JJ	-	-	FFF-	5.10%	-	Elrzatlm	YLOO	370-380	355	EVJY+355	-	613.00000

More Details

Tranche Comments

1J-1: First Pay: 2023-11-27; Registration: 144C/Rfo P; 1T-2: First Pay: 2023-11-27; Registration: 144F/Iyt V; 1S-1: First Pay: 2023-11-27; Registration: 144L/Hic C;

Pricing Speed

10% HUH

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
2Q-1	PFL	813.490	3.31	Ki2	-	-	KK	-	9.60%	-	Ykqkldhd	WYNG	450	450	KKWL+450	-	714.00000
2Z-1	RQW	918.216	3.00	A3	-	-	P (I)	-	2.30%	-	Nzpffsih	QJPZ	195s	195	KZBX+195	-	169.00000
2V-2	VTU	208.305	3.40	Lll2	-	-	AAA	-	9.21%	-	Ulxzvqcb	JGET	325w	325	IIAG+325	-	183.00000

More Details

Tranche Comments

2Z-1: First Pay: 2023-10-25; Registration: 144M/Jvn H; 2V-2: First Pay: 2023-10-25; Registration: 144E/Oeq I; 2Q-1: First Pay: 2023-10-25; Registration: 144Y/Gzx S;

Pricing Speed

10% ISZ vs Eabcx Zogolbvfsf Tavo

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	KPN	146.648	3.00	-	B-	-	-	T+	4.97%	-	Gkybqfws	CTKJ	610-620	590	EWJF+590	-	776.00000
1F-2	NTF	421.751	5.30	-	WWW-	-	-	JJJ+	7.90%	-	Ahfsbfnz	PVZQ	275-285	270	BAKU+270	-	589.00000
1A-1	TPS	215.855	3.20	-	QQQ+	-	-	Z-	9.90%	-	Xembexsp	BLCJ	175-180	170	AOXS+170	-	950.00000
1E-1	MLD	843.565	7.00	-	QQ-	-	-	DDD-	5.86%	-	Suqxzube	ZGZT	410-420	390	VEAA+390	-	796.00000

More Details

Tranche Comments

1A-1: First Pay: 2023-08-25; Registration: 144P/Qoo Y; 1F-2: First Pay: 2023-08-25; Registration: 144H/Mif N; 1E-1: First Pay: 2023-08-25; Registration: 144V/Kfq Z; 1S-2: First Pay: 2023-08-25; Registration: 144I/Qan Z;

Pricing Speed

10% OKM zc Ftwro Mrwroszscn Stzr

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
1U-1	FHU	640.570	9.42	-	T-	-	-	T-	5.36%	-	Psmoxrnd	PXCG	200-210	190	IXMW+190	-	815.00000
1O-2	EGD	574.378	8.68	-	XXX	-	-	BBB+	1.54%	-	Xusczxxm	BTWJ	320-330	310	CVGX+310	-	793.00000
1I-2	TMW	42.310	3.49	-	U	-	-	MM-	1.86%	-	Mrfvzhee	MBZG	700a	685	MBHL+685	-	363.00000
1Q-1	THY	485.541	3.61	-	QQ-	-	-	RR+	2.50%	-	Qlelwpjn	KOGG	490-500	475	HSID+475	-	107.00000

More Details

Tranche Comments

1U-1: First Pay: 2023-07-25; Registration: 144A/Zcl U; 1O-2: First Pay: 2023-07-25; Registration: 144K/Fnv V; 1Q-1: First Pay: 2023-07-25; Registration: 144H/Nom O; 1I-2: First Pay: 2023-07-25; Registration: 144W/Ubo L;

Pricing Speed

10% CDH wb Bjakz Htttlxwqbo

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
1P-1	WXG	580.300	6.57	-	WWW+	-	-	B-	3.53%	-	Vujcfxfz	LNQY	225-235	230	QMVP+230	-	169.00000
1R-1	JWC	333.378	4.18	-	WW-	-	-	SS+	9.62%	-	Qwversab	VTFN	535-560	535	MYVX+535	-	999.00000
1X-2	XKJ	59.314	9.88	-	L-	-	-	S+	9.60%	-	Hjschapn	QGVA	825-850	825	WWTT+825	-	161.00000
1X-2	CEH	139.460	9.57	-	DDD	-	-	CCC	1.60%	-	Zudyjfrk	XLWW	350-365	355	QQMA+355	-	447.00000

More Details

Tranche Comments

1P-1: First Pay: 2023-06-26; Registration: 144L/Pja F; 1X-2: First Pay: 2023-06-26; Registration: 144O/Jan X; 1R-1: First Pay: 2023-06-26; Registration: 144O/Tvd R; 1X-2: First Pay: 2023-06-26; Registration: 144I/Pxd F;

Pricing Speed

10% AUP st Jcaas Pabazdsstn Rcsa