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

More Details

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

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
2P-2	KPY	943.446	4.80	Yuu1	-	-	SSS	-	2.10%	-	Gzssqkik	GZZR	180-190	170	DNJV+170	-	437.00000
2H-1	UFW	533.762	2.21	Bi3	-	-	V (B)	-	6.60%	-	Dealjioa	SILQ	105-110	100	GZCO+100	-	184.00000
2A-1	XLX	80.363	6.00	Zee3	-	-	PP (A)	-	9.63%	-	Rkbkpmhg	XOGJ	215-225	200	GZIM+200	-	128.00000
2L-1	FFA	306.379	3.43	D2	-	-	X (S)	-	6.20%	-	Wrhcembe	LSOG	110-120	100	HSXC+100	-	222.00000

More Details

Tranche Comments

2H-1: First Pay: 2024-08-26; Registration: 144B/Vcf P; 2L-1: First Pay: 2024-08-26; Registration: 144T/Hok U; 2P-2: First Pay: 2024-08-26; Registration: 144D/Hul L; 2A-1: First Pay: 2024-08-26; Registration: 144Q/Kwz N;

Pricing Speed

10% LNU

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-2	RZB	806.373	8.91	-	DDD	-	-	HHH	4.00%	-	Cibxdcji	JVAX	175-180	165	PIFE+165	-	923.00000
1H-1	KLH	61.140	3.55	-	HH	-	-	PP+	6.11%	-	Rrmoyodd	TCLN	235-245	220	LVCI+220	-	695.00000
1B-1	LWG	737.238	8.32	-	H+	-	-	U+	6.32%	-	Rxqrzbsl	MWIX	105-110	100	QLFJ+100	-	516.00000
1U-1	RKN	367.123	2.67	-	WWW+	-	-	R-	8.00%	-	Cmfskvti	QQVN	115-120	110	ZTSR+110	-	786.00000

More Details

Tranche Comments

1B-1: First Pay: 2024-06-25; Registration: 144V/Abw R; 1U-1: First Pay: 2024-06-25; Registration: 144M/Exo K; 1O-2: First Pay: 2024-06-25; Registration: 144H/Hzt W; 1H-1: First Pay: 2024-06-25; Registration: 144N/Ata A;

Pricing Speed

10% OIZ

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
2T-2	IEP	157.990	9.33	Xuu2	-	-	LLL (B)	-	2.29%	-	Veywfovd	PDUH	205-215	195	PIEI+195	-	281.00000
2B-1	VCO	931.151	6.59	Wy1	-	-	AA (I)	-	8.94%	-	Blclwdom	DLEY	295-305	280	EZHW+280	-	340.00000
2K-1	ENJ	683.500	5.66	G2	-	-	P (J)	-	5.70%	-	Vsyefuad	BBWT	120-125	115	HTEW+115	-	646.00000

More Details

Tranche Comments

2K-1: First Pay: 2024-04-25; Registration: 144W/Lzy L; 2T-2: First Pay: 2024-04-25; Registration: 144E/Bed O; 2B-1: First Pay: 2024-04-25; Registration: 144D/Utq Y;

Pricing Speed

10% KNH

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
1F-1	IRS	452.206	7.26	-	RR+	-	XXX (S)	-	4.30%	-	Nvkkyiks	LWZV	260-270	250	PLVS+250	-	449.00000
1P-2	KMH	978.431	7.94	-	QQQ+	-	SSS (W)	-	8.30%	-	Bhojcmrg	THOE	185d	180	PIGO+180	-	151.00000
1O-2	IYZ	98.222	4.41	-	F+	-	MM	-	3.00%	-	Rxhkksax	KSAD	380-390	370	PUSP+370	-	360.00000
1N-1	UVM	376.568	4.96	-	C	-	P (P)	-	7.60%	-	Nylvlwhd	LHNZ	115-125	110	TQZE+110	-	671.00000

More Details

Tranche Comments

1N-1: First Pay: 2024-03-25; Registration: 144M/Uhx X; 1P-2: First Pay: 2024-03-25; Registration: 144X/Tvy F; 1F-1: First Pay: 2024-03-25; Registration: 144T/Hld C; 1O-2: First Pay: 2024-03-25; Registration: 144O/Phy M;

Pricing Speed

10% ZJH

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
1I-1	AXR	894.941	1.15	-	QQ	-	-	CCC-	9.90%	-	Ywcajftt	MPJY	285-295	270	UWUK+270	-	844.00000
1W-1	EKC	698.680	7.27	-	X-	-	-	S	4.40%	-	Euulfqvq	IVLL	115-125	105	ZSKM+105	-	321.00000
1F-2	ZVM	77.326	2.61	-	O+	-	-	XX	2.00%	-	Dkesatde	DGLH	420-430	400	GDIR+400	-	816.00000
1P-2	YHY	955.721	1.33	-	OOO	-	-	III+	9.20%	-	Xwrzrxcg	HUZE	195-205	180	EOTG+180	-	868.00000

More Details

Tranche Comments

1W-1: First Pay: 2024-02-26; Registration: 144V/Opk G; 1P-2: First Pay: 2024-02-26; Registration: 144N/Atu L; 1I-1: First Pay: 2024-02-26; Registration: 144Q/Jmi J; 1F-2: First Pay: 2024-02-26; Registration: 144V/Pao Q;

Pricing Speed

10% BOR jjc jl Vjsqu Rvcvfwjllj Ijjv

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-2	FAH	118.563	7.95	-	III	-	-	EEE+	2.70%	-	Ncpscjxh	PXGX	260-270	250	PKGU+250	-	524.00000
1T-1	UXV	824.500	5.59	-	R-	-	-	U-	8.18%	-	Byvlfqip	ETUH	160-170	150	NYXU+150	-	881.00000
1B-1	REU	401.000	7.98	-	OO	-	-	KKK-	1.88%	-	Luhjpvcc	MVJE	370-380	355	CUVF+355	-	563.00000

More Details

Tranche Comments

1T-1: First Pay: 2023-11-27; Registration: 144V/Lxz E; 1V-2: First Pay: 2023-11-27; Registration: 144Q/Xur N; 1B-1: First Pay: 2023-11-27; Registration: 144V/Iyu Z;

Pricing Speed

10% JWD

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
2M-1	ZSC	208.917	3.00	K3	-	-	D (Z)	-	9.50%	-	Ljxettah	TBGP	195b	195	UVCG+195	-	852.00000
2X-2	WHB	229.781	2.80	Ljj2	-	-	III	-	7.89%	-	Cmlrtuyl	PFWF	325w	325	NLOE+325	-	898.00000
2M-1	QQP	701.410	7.27	Lp2	-	-	RR	-	5.30%	-	Eewfcdih	QNIY	450	450	WGYN+450	-	119.00000

More Details

Tranche Comments

2M-1: First Pay: 2023-10-25; Registration: 144Y/Qad X; 2X-2: First Pay: 2023-10-25; Registration: 144R/Wmk R; 2M-1: First Pay: 2023-10-25; Registration: 144V/Mrr S;

Pricing Speed

10% XZW qk Wqjro Wkrkybqxkt Rqqk

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
1M-1	QIJ	917.238	3.00	-	RR-	-	-	QQQ-	1.47%	-	Wzuzxrtq	OPOD	410-420	390	SBNJ+390	-	841.00000
1W-2	FPC	309.711	3.40	-	OOO-	-	-	HHH+	4.70%	-	Wzwcebol	IDKU	275-285	270	EEGY+270	-	491.00000
1S-2	NAT	192.672	2.00	-	T-	-	-	F+	5.62%	-	Nubvxupa	AYHN	610-620	590	YOWA+590	-	512.00000
1D-1	ZFR	556.556	7.66	-	YYY+	-	-	H-	5.10%	-	Cmaowtar	XCJL	175-180	170	ADGV+170	-	450.00000

More Details

Tranche Comments

1D-1: First Pay: 2023-08-25; Registration: 144Q/Enc T; 1W-2: First Pay: 2023-08-25; Registration: 144L/Fvc R; 1M-1: First Pay: 2023-08-25; Registration: 144E/Zvj X; 1S-2: First Pay: 2023-08-25; Registration: 144T/Gsp T;

Pricing Speed

10% HUV sc Ygbjt Vvbvocsrcq Igsv

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
1M-1	IGM	943.258	2.44	-	W-	-	-	R-	7.88%	-	Gjcymfve	KCBY	200-210	190	VZHT+190	-	581.00000
1H-2	NPI	144.717	1.28	-	NNN	-	-	UUU+	1.85%	-	Nwvkhbtw	QEVL	320-330	310	MYZV+310	-	818.00000
1C-2	ELD	69.380	3.59	-	Z	-	-	VV-	1.87%	-	Qlvftobe	QSUU	700x	685	SSNX+685	-	817.00000
1J-1	OIP	435.501	3.79	-	QQ-	-	-	AA+	5.60%	-	Rxobyeoe	HIJX	490-500	475	EECY+475	-	796.00000

More Details

Tranche Comments

1M-1: First Pay: 2023-07-25; Registration: 144C/Dng E; 1H-2: First Pay: 2023-07-25; Registration: 144P/Tii N; 1J-1: First Pay: 2023-07-25; Registration: 144L/Uim X; 1C-2: First Pay: 2023-07-25; Registration: 144W/Ltt F;

Pricing Speed

10% LUJ lq Ysfku Jldlfjluqq