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
2G-1	GFD	449.910	4.40	Qy2	-	-	-	I-	5.30%	-	Zfuqxidt	LJPT	145-150	145	PHFT+145	-	454.00000
2S-1	EFM	812.312	4.59	Q2	-	-	-	TTT	3.10%	-	Pzfkjykb	AMLZ	160-165	160	XAHW+160	-	605.00000
2I-2	JRA	661.720	4.95	Cyy1	-	-	-	BBB-	7.76%	-	Brslrixk	VOHB	225-235	225	ELSZ+225	-	713.00000

Tranche Comments

2G-1: First Pay: 2025-04-25; Redemption: 2030-03-25; Registration: 144M/Cdx E; 2S-1: First Pay: 2025-04-25; Redemption: 2030-03-25; Registration: 144T/Opx R; 2I-2: First Pay: 2025-04-25; Redemption: 2030-03-25; Registration: 144D/Oks Y;

Deal Comments

Wzw Chvv Qaytzyc 5.00

Pricing Speed

10% IQM

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
1C-1	UNL	800.148	7.60	Ki3	-	-	-	C+	6.70%	-	Acrwrmjv	JSAL	105-110	100	TGCW+100	-	698.00000
1J-1	RVU	395.615	7.19	X3	-	-	-	S-	5.27%	-	Dpzxtfzy	GNPQ	115-120	115	GXVZ+115	-	233.00000
1O-2	KJA	594.886	2.80	Hnn3	-	-	-	XXX	2.40%	-	Lwyujxtb	LYWR	155-165	160	YWHA+160	-	910.00000
1R-1	MZE	936.632	9.16	Ok1	-	-	-	PP+	3.54%	-	Xsyqoalv	NBYU	190-200	195	BMJI+195	-	220.00000

Tranche Comments

1C-1: First Pay: 2025-03-25; Registration: 144J/Njv L; 1J-1: First Pay: 2025-03-25; Registration: 144J/Lxz L; 1O-2: First Pay: 2025-03-25; Registration: 144W/Nwh T; 1R-1: First Pay: 2025-03-25; Registration: 144F/Vfv Q;

Pricing Speed

10% VBK

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
1E-2	XLI	606.264	3.23	-	UUU-	-	-	XXX	7.70%	-	Gxydpykx	LKYG	140-150	150	XDBK+150	-	803.00000
1C-1	EXT	228.828	6.72	-	V+	-	-	K+	8.13%	-	Tmbpzfhv	UELV	95-105	95	CHPP+95	-	456.00000
1F-1	CRE	942.910	7.11	-	DD-	-	-	CC+	8.67%	-	Zkvesbln	YEXN	180-190	170	CTGZ+170	-	901.00000
1H-1	ZOU	780.668	5.30	-	UUU+	-	-	BBB+	9.59%	-	Tfrjdqkb	YPDU	110-120	110	WHLY+110	-	376.00000

Tranche Comments

1C-1: First Pay: 2025-02-25; Registration: 144U/Jwe J; 1H-1: First Pay: 2025-02-25; Registration: 144A/Pij O; 1E-2: First Pay: 2025-02-25; Registration: 144J/Epg F; 1F-1: First Pay: 2025-02-25; Registration: 144O/Ytc A;

Pricing Speed

10% QHV hfg zn Nhxbj Vtgtkkzonf Lhzt

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
1J-2	KFP	299.370	7.25	-	CCC-	-	-	VVV	9.00%	-	Pzpqyrcs	BCAL	165-170	160	LPES+160	-	536.00000
1L-1	GBW	674.456	5.70	-	K+	-	-	D+	2.50%	-	Whkkdfex	BSDI	115-125	115	WVKM+115	-	290.00000
1M-1	OUZ	942.979	1.20	-	CCC+	-	-	X-	7.60%	-	Bivkojli	YPBC	110-115	105	BAOV+105	-	877.00000
1X-1	ZHW	215.450	8.00	-	OO-	-	-	KK+	3.32%	-	Ujlaobeb	VMLB	210-215	205	ZZEW+205	-	483.00000

Tranche Comments

1L-1: First Pay: 2024-10-25; Registration: 144P/Csh F; 1M-1: First Pay: 2024-10-25; Registration: 144Y/Dad C; 1J-2: First Pay: 2024-10-25; Registration: 144G/Wmk N; 1X-1: First Pay: 2024-10-25; Registration: 144Q/Qxh H; Comments: Vcwijjt dfry VR$74.566y;

Pricing Speed

10% QZN

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
2X-1	JZV	21.751	6.00	Xhh3	-	-	MM (G)	-	8.24%	-	Yefrvifq	GQZO	215-225	200	NXNH+200	-	585.00000
2P-1	BWW	391.670	1.16	Zt3	-	-	N (R)	-	8.80%	-	Kpmfrzoj	ACTT	105-110	100	VWXP+100	-	120.00000
2M-2	CCI	754.511	7.15	Bdd1	-	-	KKK	-	9.40%	-	Mxfoopuz	BTBK	180-190	170	SNCS+170	-	481.00000
2R-1	BNY	406.805	6.43	H2	-	-	T (K)	-	5.30%	-	Zmwryxxd	SIYC	110-120	100	ZYAL+100	-	410.00000

Tranche Comments

2P-1: First Pay: 2024-08-26; Registration: 144A/Vuu V; 2R-1: First Pay: 2024-08-26; Registration: 144J/Oyv T; 2M-2: First Pay: 2024-08-26; Registration: 144F/Gjn E; 2X-1: First Pay: 2024-08-26; Registration: 144K/Zsg D;

Pricing Speed

10% QTL

Refinancing

Yes

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
1Z-1	UJD	252.149	3.18	-	III+	-	-	M-	1.00%	-	Hpoknudn	IAXX	115-120	110	SPAH+110	-	946.00000
1S-1	AJU	824.854	8.41	-	P+	-	-	P+	8.32%	-	Ifspmacm	WXBZ	105-110	100	VYMW+100	-	644.00000
1W-1	RHR	19.180	1.15	-	UU	-	-	ZZ+	8.72%	-	Vcjhvomt	SZZV	235-245	220	ZWIT+220	-	453.00000
1M-2	ERW	936.487	6.64	-	RRR	-	-	RRR	3.00%	-	Gkrxskyo	MTAO	175-180	165	TMBN+165	-	620.00000

Tranche Comments

1S-1: First Pay: 2024-06-25; Registration: 144U/Wke B; 1Z-1: First Pay: 2024-06-25; Registration: 144T/Doo E; 1M-2: First Pay: 2024-06-25; Registration: 144W/Acm Q; 1W-1: First Pay: 2024-06-25; Registration: 144X/Ooi G;

Pricing Speed

10% QZF

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-2	MGU	717.730	2.77	Sff2	-	-	RRR (H)	-	2.20%	-	Sducofjf	ZZIJ	205-215	195	IPZY+195	-	190.00000
2G-1	WXX	465.300	7.48	Y2	-	-	V (U)	-	5.40%	-	Ycrhbyxc	NJTF	120-125	115	KKSM+115	-	209.00000
2V-1	BWF	633.734	4.83	Rj1	-	-	YY (H)	-	7.20%	-	Yhmyawde	GXOE	295-305	280	AZXH+280	-	500.00000

Tranche Comments

2G-1: First Pay: 2024-04-25; Registration: 144O/Afl Q; 2P-2: First Pay: 2024-04-25; Registration: 144K/Pbd B; 2V-1: First Pay: 2024-04-25; Registration: 144J/Cvy R;

Pricing Speed

10% CZA

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
1C-2	XWS	416.610	7.99	-	FFF+	-	PPP (L)	-	2.50%	-	Jbrmpaio	CZNT	185k	180	HOUD+180	-	972.00000
1F-2	ZMY	34.326	2.33	-	I+	-	FF	-	2.00%	-	Ulckqzum	OLBO	380-390	370	DYUK+370	-	404.00000
1S-1	EXP	220.478	5.13	-	II+	-	RRR (J)	-	1.20%	-	Whdomilw	WMGQ	260-270	250	ZCFK+250	-	443.00000
1K-1	VLT	981.587	6.25	-	T	-	N (I)	-	3.20%	-	Upbetfkm	WAAZ	115-125	110	ENWJ+110	-	309.00000

Tranche Comments

1K-1: First Pay: 2024-03-25; Registration: 144O/Dcb L; 1C-2: First Pay: 2024-03-25; Registration: 144O/Laj M; 1S-1: First Pay: 2024-03-25; Registration: 144O/Usk M; 1F-2: First Pay: 2024-03-25; Registration: 144I/Mkw F;

Pricing Speed

10% CVB

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-2	BGU	558.401	6.12	-	UUU	-	-	ZZZ+	1.60%	-	Bcwqztmo	HNFC	195-205	180	GCMF+180	-	760.00000
1Q-1	MVM	777.259	2.98	-	VV	-	-	GGG-	8.80%	-	Hcppxzem	PWXM	285-295	270	ZCBE+270	-	109.00000
1A-1	BOB	146.710	7.86	-	F-	-	-	L	8.80%	-	Cwoxxpao	LOAK	115-125	105	YUHT+105	-	373.00000
1I-2	UED	40.200	1.47	-	S+	-	-	SS	5.00%	-	Nrseufnz	ZUUL	420-430	400	BCAB+400	-	197.00000

Tranche Comments

1A-1: First Pay: 2024-02-26; Registration: 144C/Ycq I; 1U-2: First Pay: 2024-02-26; Registration: 144C/Byn M; 1Q-1: First Pay: 2024-02-26; Registration: 144N/Mjy R; 1I-2: First Pay: 2024-02-26; Registration: 144N/Zhg L;

Pricing Speed

10% IZN bkf tn Jbvql Nfffcnttnk Pbtf

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-1	PFZ	988.400	6.10	-	N-	-	-	C-	9.96%	-	Aqrxbeuf	LKFP	160-170	150	VYMI+150	-	641.00000
1Q-1	ZNV	395.000	7.36	-	AA	-	-	DDD-	8.78%	-	Spzrejcs	JGNS	370-380	355	NDIH+355	-	323.00000
1T-2	EEC	804.949	4.11	-	TTT	-	-	YYY+	8.90%	-	Ssrzwdlp	ZWXS	260-270	250	JNKF+250	-	618.00000

Tranche Comments

1Y-1: First Pay: 2023-11-27; Registration: 144E/Yki Z; 1T-2: First Pay: 2023-11-27; Registration: 144U/Bqx X; 1Q-1: First Pay: 2023-11-27; Registration: 144J/Psn Q;

Pricing Speed

10% UWC