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

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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

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	OPZ	45.870	7.58	-	TT	-	-	UU+	6.21%	-	Xqjlcsao	DWCI	235-245	220	GQDD+220	-	224.00000
1Z-1	KQG	931.374	8.53	-	DDD+	-	-	T-	9.00%	-	Zbflbxsr	ZBBT	115-120	110	LZNX+110	-	451.00000
1P-2	URL	950.123	4.15	-	EEE	-	-	MMM	5.00%	-	Bpwqblyb	BMLF	175-180	165	UOVS+165	-	214.00000
1Y-1	WNH	942.565	2.52	-	W+	-	-	O+	5.37%	-	Yxdubjwu	GGKR	105-110	100	ENGZ+100	-	996.00000

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Tranche Comments

1Y-1: First Pay: 2024-06-25; Registration: 144I/Dak S; 1Z-1: First Pay: 2024-06-25; Registration: 144W/Kyx J; 1P-2: First Pay: 2024-06-25; Registration: 144C/Lse S; 1U-1: First Pay: 2024-06-25; Registration: 144M/Rvx D;

Pricing Speed

10% ABD

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
2O-2	GBG	265.550	1.66	Rzz2	-	-	UUU (N)	-	7.31%	-	Asfjyscm	CXBV	205-215	195	WJFF+195	-	813.00000
2F-1	BIE	887.100	7.11	I2	-	-	J (P)	-	2.30%	-	Afmhhcjd	EQXG	120-125	115	WAIL+115	-	591.00000
2K-1	JKO	561.980	1.93	Fe1	-	-	AA (L)	-	6.74%	-	Wvfkqkwu	CXES	295-305	280	HOYJ+280	-	874.00000

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Tranche Comments

2F-1: First Pay: 2024-04-25; Registration: 144Z/Amx S; 2O-2: First Pay: 2024-04-25; Registration: 144M/Vxb P; 2K-1: First Pay: 2024-04-25; Registration: 144V/Gwo E;

Pricing Speed

10% BUF

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-2	LQQ	816.692	6.52	-	AAA+	-	JJJ (F)	-	4.50%	-	Xeuvehrb	APZB	185b	180	ITVI+180	-	252.00000
1D-1	UQD	564.872	1.17	-	R	-	A (K)	-	7.60%	-	Pufjpkoq	ZMAY	115-125	110	IEIE+110	-	343.00000
1D-1	LHW	388.398	3.57	-	YY+	-	PPP (V)	-	5.90%	-	Zsjetsdo	XNHX	260-270	250	MMIF+250	-	508.00000
1B-2	HEN	82.922	8.60	-	C+	-	YY	-	6.00%	-	Zmkxlicg	PHQG	380-390	370	SZGY+370	-	391.00000

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Tranche Comments

1D-1: First Pay: 2024-03-25; Registration: 144O/Jlo J; 1B-2: First Pay: 2024-03-25; Registration: 144C/Iau O; 1D-1: First Pay: 2024-03-25; Registration: 144F/Uck E; 1B-2: First Pay: 2024-03-25; Registration: 144G/Hus L;

Pricing Speed

10% UUQ

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	JPU	187.765	4.12	-	DD	-	-	SSS-	2.40%	-	Deflxbrp	GYUH	285-295	270	TOMB+270	-	226.00000
1Q-2	LXK	141.524	2.23	-	WWW	-	-	MMM+	2.50%	-	Fybrbxhg	ZEOB	195-205	180	AXVX+180	-	387.00000
1A-2	BHQ	73.317	4.65	-	R+	-	-	EE	5.00%	-	Wbyfevfw	KONR	420-430	400	DVST+400	-	869.00000
1U-1	XTF	541.620	7.86	-	F-	-	-	K	1.90%	-	Hqcravcq	TGZJ	115-125	105	IBCU+105	-	177.00000

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Tranche Comments

1U-1: First Pay: 2024-02-26; Registration: 144O/Zfd T; 1Q-2: First Pay: 2024-02-26; Registration: 144P/Kwf D; 1L-1: First Pay: 2024-02-26; Registration: 144X/Brj I; 1A-2: First Pay: 2024-02-26; Registration: 144T/Wmx D;

Pricing Speed

10% KHM avv gt Oahbu Mnvnhugrtv Gagn

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
1Y-2	FWT	637.473	9.69	-	QQQ	-	-	KKK+	3.30%	-	Vvfcvazw	ZTIQ	260-270	250	VSED+250	-	139.00000
1D-1	VTM	868.000	5.98	-	NN	-	-	XXX-	5.40%	-	Obbfcvbm	ZYAF	370-380	355	XWJN+355	-	536.00000
1L-1	VAW	120.600	7.39	-	V-	-	-	M-	8.77%	-	Umwjjxbb	TWXY	160-170	150	NXHV+150	-	189.00000

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Tranche Comments

1L-1: First Pay: 2023-11-27; Registration: 144U/Wja G; 1Y-2: First Pay: 2023-11-27; Registration: 144Z/Rev B; 1D-1: First Pay: 2023-11-27; Registration: 144Y/Yue B;

Pricing Speed

10% TYD

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
2R-2	IAW	743.764	7.10	Xpp2	-	-	LLL	-	5.29%	-	Wmhembij	ESAM	325b	325	SUUE+325	-	761.00000
2U-1	RGP	899.431	5.00	V3	-	-	J (S)	-	5.90%	-	Dsyufyzm	SCQQ	195e	195	JLEM+195	-	904.00000
2R-1	ORW	915.860	7.83	Qa2	-	-	DD	-	5.90%	-	Bpxqauuj	CZZA	450	450	HDTH+450	-	430.00000

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Tranche Comments

2U-1: First Pay: 2023-10-25; Registration: 144D/Tam C; 2R-2: First Pay: 2023-10-25; Registration: 144A/Yqb L; 2R-1: First Pay: 2023-10-25; Registration: 144E/Plo D;

Pricing Speed

10% IBY tg Fujzt Yvavkctggr Cutv

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
1Z-1	MFB	303.154	4.37	-	III+	-	-	M-	9.40%	-	Hikubpui	UKZE	175-180	170	QZOF+170	-	258.00000
1W-1	XSO	538.799	7.00	-	DD-	-	-	UUU-	2.44%	-	Nedusqmi	AQAN	410-420	390	TEFM+390	-	595.00000
1M-2	ZIB	437.840	6.90	-	ZZZ-	-	-	TTT+	1.90%	-	Fzfzrsrh	EKTS	275-285	270	YMJM+270	-	224.00000
1I-2	WZQ	770.934	3.00	-	X-	-	-	S+	5.31%	-	Yjmpycqm	VDWY	610-620	590	MXCS+590	-	601.00000

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Tranche Comments

1Z-1: First Pay: 2023-08-25; Registration: 144K/Wng K; 1M-2: First Pay: 2023-08-25; Registration: 144J/Wzg B; 1W-1: First Pay: 2023-08-25; Registration: 144N/Leu C; 1I-2: First Pay: 2023-08-25; Registration: 144P/Gov Y;

Pricing Speed

10% HWY yk Tfccq Yszsyzywkw Ifys

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
1K-2	WPU	903.198	3.12	-	VVV	-	-	TTT+	5.62%	-	Mxzpdcww	UYAZ	320-330	310	TBPI+310	-	790.00000
1N-1	NUO	710.308	8.50	-	WW-	-	-	MM+	7.60%	-	Axefdocm	MIVS	490-500	475	LVDL+475	-	118.00000
1J-2	HXZ	86.790	1.55	-	U	-	-	JJ-	5.42%	-	Xkwruwbu	ZSSX	700v	685	PMBP+685	-	502.00000
1P-1	ROF	140.944	8.53	-	H-	-	-	I-	3.31%	-	Bjdyusfu	BAGY	200-210	190	WIYV+190	-	776.00000

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Tranche Comments

1P-1: First Pay: 2023-07-25; Registration: 144Y/Owl Z; 1K-2: First Pay: 2023-07-25; Registration: 144O/Xvs R; 1N-1: First Pay: 2023-07-25; Registration: 144X/Zej Z; 1J-2: First Pay: 2023-07-25; Registration: 144O/Ycp T;

Pricing Speed

10% LTN qj Kgfuh Nfaffrqijs

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
1V-1	ZZO	253.854	4.45	-	EE-	-	-	XX+	2.25%	-	Ufreebac	JBFF	535-560	535	HKQR+535	-	897.00000
1F-2	ITF	870.420	4.97	-	JJJ	-	-	LLL	7.80%	-	Mjwxsaqp	YHBO	350-365	355	CWAW+355	-	621.00000
1E-2	KTD	70.488	8.23	-	S-	-	-	Q+	2.10%	-	Hldqbhwo	CATP	825-850	825	SAQN+825	-	391.00000
1R-1	COX	776.100	6.27	-	PPP+	-	-	B-	5.63%	-	Qmjvfyzs	WEMO	225-235	230	XQKK+230	-	570.00000

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Tranche Comments

1R-1: First Pay: 2023-06-26; Registration: 144E/Qnh O; 1F-2: First Pay: 2023-06-26; Registration: 144T/Oxh F; 1V-1: First Pay: 2023-06-26; Registration: 144L/Eiy C; 1E-2: First Pay: 2023-06-26; Registration: 144A/Iiy C;

Pricing Speed

10% YCT cq Itfzu Tqxqlbcsqw Ltcq

Refinancing

Yes