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
1B-1	TJY	910.448	7.48	Ba1	-	-	-	AA+	9.28%	-	Hhvxsjlw	IPPN	190-200	195	GNFV+195	-	373.00000
1Q-2	ONB	894.718	9.49	Raa3	-	-	-	ZZZ	3.70%	-	Xuyhrrwm	UBIT	155-165	160	TXDH+160	-	928.00000
1P-1	ATS	253.543	7.36	Ox3	-	-	-	I+	9.50%	-	Gqpmtsvs	BMVV	105-110	100	UCCX+100	-	754.00000
1U-1	GNL	131.591	7.37	J3	-	-	-	U-	9.86%	-	Mbhqsvpb	BJLL	115-120	115	DKAI+115	-	600.00000

Tranche Comments

1P-1: First Pay: 2025-03-25; Registration: 144T/Qhd N; 1U-1: First Pay: 2025-03-25; Registration: 144U/Ypq Y; 1Q-2: First Pay: 2025-03-25; Registration: 144N/Rpb E; 1B-1: First Pay: 2025-03-25; Registration: 144I/Xkz R;

Pricing Speed

10% WJJ

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-2	TAF	425.401	1.73	-	LLL-	-	-	AAA	9.10%	-	Mjowqysu	NVDX	140-150	150	QBFB+150	-	207.00000
1H-1	IYF	354.206	2.20	-	FFF+	-	-	DDD+	1.22%	-	Yumevxre	QZPE	110-120	110	IQBL+110	-	538.00000
1G-1	WFO	316.962	1.12	-	V+	-	-	U+	1.61%	-	Tdmjlwyx	VPIM	95-105	95	DXJK+95	-	660.00000
1U-1	JAF	885.857	1.42	-	EE-	-	-	TT+	8.91%	-	Hfpevfsu	UTUP	180-190	170	VKME+170	-	172.00000

Tranche Comments

1G-1: First Pay: 2025-02-25; Registration: 144D/Fcb B; 1H-1: First Pay: 2025-02-25; Registration: 144P/Czy I; 1U-2: First Pay: 2025-02-25; Registration: 144D/Ihg Z; 1U-1: First Pay: 2025-02-25; Registration: 144U/Hyq I;

Pricing Speed

10% WVG ghc qa Ugngj Gacamjqrah Egqa

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	XJG	700.172	4.79	-	III+	-	-	C-	9.60%	-	Zhlmsywz	GLDS	110-115	105	SHEQ+105	-	892.00000
1M-2	XSZ	341.196	3.30	-	WWW-	-	-	BBB	3.00%	-	Orecbymv	DMVW	165-170	160	TTUE+160	-	179.00000
1M-1	JOW	561.821	4.20	-	E+	-	-	T+	5.10%	-	Hxqmkjye	XNON	115-125	115	JLPY+115	-	938.00000
1J-1	WPU	279.990	2.00	-	GG-	-	-	SS+	6.47%	-	Rqbprtbt	DYNX	210-215	205	AGXJ+205	-	498.00000

Tranche Comments

1M-1: First Pay: 2024-10-25; Registration: 144P/Lst E; 1X-1: First Pay: 2024-10-25; Registration: 144V/Eiq D; 1M-2: First Pay: 2024-10-25; Registration: 144G/Bhb Q; 1J-1: First Pay: 2024-10-25; Registration: 144U/Yer I; Comments: Rlvasna yrqq RA$74.566q;

Pricing Speed

10% ATO

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
2U-1	TLE	511.712	2.37	M2	-	-	V (J)	-	7.30%	-	Dzhouoso	AUNS	110-120	100	QJJR+100	-	571.00000
2Q-2	CCE	402.188	1.67	Jaa1	-	-	VVV	-	7.80%	-	Drkacezk	ANML	180-190	170	IAYW+170	-	918.00000
2Z-1	LVQ	892.748	8.62	Hy3	-	-	Q (E)	-	6.60%	-	Fbkqtoev	WZFU	105-110	100	WYTM+100	-	868.00000
2L-1	RKO	77.127	1.00	Dqq3	-	-	DD (P)	-	8.68%	-	Amuddivf	UBBH	215-225	200	HTHI+200	-	157.00000

Tranche Comments

2Z-1: First Pay: 2024-08-26; Registration: 144U/Jak G; 2U-1: First Pay: 2024-08-26; Registration: 144K/Fxn Z; 2Q-2: First Pay: 2024-08-26; Registration: 144Q/Tdo T; 2L-1: First Pay: 2024-08-26; Registration: 144B/Bnv J;

Pricing Speed

10% WEC

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	BWY	488.726	6.76	-	E+	-	-	T+	2.29%	-	Izradphs	CEEO	105-110	100	CMMI+100	-	810.00000
1M-2	YLH	104.947	9.30	-	XXX	-	-	UUU	5.00%	-	Zsupwetf	INQS	175-180	165	JECW+165	-	623.00000
1F-1	ZJF	87.560	5.37	-	DD	-	-	FF+	3.12%	-	Rhwjcupq	AEIH	235-245	220	VXFR+220	-	850.00000
1Y-1	RCI	669.403	2.45	-	DDD+	-	-	V-	5.00%	-	Rxfbbsmo	HMJV	115-120	110	IAMM+110	-	368.00000

Tranche Comments

1F-1: First Pay: 2024-06-25; Registration: 144G/Ayg Y; 1Y-1: First Pay: 2024-06-25; Registration: 144K/Qez E; 1M-2: First Pay: 2024-06-25; Registration: 144G/Oiy Y; 1F-1: First Pay: 2024-06-25; Registration: 144U/Xqz J;

Pricing Speed

10% BJZ

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
2J-1	NYT	946.400	2.86	Z2	-	-	U (O)	-	1.80%	-	Czwumjao	YWDZ	120-125	115	IPNS+115	-	213.00000
2P-2	VWO	862.860	5.22	Ghh2	-	-	AAA (R)	-	3.57%	-	Beedlmsr	BDWQ	205-215	195	JTLJ+195	-	378.00000
2N-1	GHQ	780.470	2.27	Ho1	-	-	BB (I)	-	5.87%	-	Bfuupmoj	MZFZ	295-305	280	YAXN+280	-	956.00000

Tranche Comments

2J-1: First Pay: 2024-04-25; Registration: 144B/Yxw G; 2P-2: First Pay: 2024-04-25; Registration: 144U/Zvm Z; 2N-1: First Pay: 2024-04-25; Registration: 144V/Cjc Q;

Pricing Speed

10% VKD

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	MBF	831.944	1.93	-	U	-	Z (Z)	-	4.10%	-	Qjxmtjlv	YOXH	115-125	110	DQAJ+110	-	551.00000
1V-2	UAH	381.685	9.46	-	FFF+	-	SSS (L)	-	4.90%	-	Yuhorkef	MSTE	185a	180	AMKW+180	-	618.00000
1P-2	ZXD	53.100	8.80	-	M+	-	ZZ	-	2.00%	-	Xxzpyzuo	ESMB	380-390	370	GYEX+370	-	351.00000
1S-1	QTZ	311.682	2.42	-	VV+	-	OOO (V)	-	2.90%	-	Okezvxqq	XCQO	260-270	250	JCCV+250	-	573.00000

Tranche Comments

1G-1: First Pay: 2024-03-25; Registration: 144H/Qvt L; 1V-2: First Pay: 2024-03-25; Registration: 144B/Bow O; 1S-1: First Pay: 2024-03-25; Registration: 144O/Niz R; 1P-2: First Pay: 2024-03-25; Registration: 144T/Pbn A;

Pricing Speed

10% XOA

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	WQO	124.929	1.37	-	KKK	-	-	QQQ+	8.90%	-	Zrmzmddm	CMSF	195-205	180	PWGI+180	-	365.00000
1Y-1	MJT	859.627	1.35	-	UU	-	-	UUU-	7.40%	-	Ojwklbua	SIJG	285-295	270	EPNM+270	-	380.00000
1A-2	YKM	93.434	5.42	-	S+	-	-	SS	2.00%	-	Wbcslyaf	MPGR	420-430	400	VPJG+400	-	923.00000
1E-1	IBU	519.690	2.79	-	N-	-	-	R	8.50%	-	Uufeozao	ZHQW	115-125	105	JJLJ+105	-	103.00000

Tranche Comments

1E-1: First Pay: 2024-02-26; Registration: 144F/Bia D; 1U-2: First Pay: 2024-02-26; Registration: 144C/Wwg C; 1Y-1: First Pay: 2024-02-26; Registration: 144W/Dow V; 1A-2: First Pay: 2024-02-26; Registration: 144D/Msl K;

Pricing Speed

10% FKJ rzr vo Frqfv Jrrrufvioz Grvr

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
1Q-2	FIX	107.463	5.16	-	DDD	-	-	XXX+	4.90%	-	Lkxwekkz	FQUF	260-270	250	VVLF+250	-	284.00000
1C-1	WBT	329.100	5.59	-	L-	-	-	I-	6.30%	-	Uryokdcq	JMPY	160-170	150	CPAB+150	-	402.00000
1H-1	EVN	558.000	7.54	-	RR	-	-	FFF-	9.73%	-	Lhzhrxnd	HABR	370-380	355	SYMJ+355	-	644.00000

Tranche Comments

1C-1: First Pay: 2023-11-27; Registration: 144E/Dao B; 1Q-2: First Pay: 2023-11-27; Registration: 144B/Vet H; 1H-1: First Pay: 2023-11-27; Registration: 144W/Hty Q;

Pricing Speed

10% CNW

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
2H-1	QCG	632.641	8.00	A3	-	-	E (Y)	-	4.60%	-	Ckzbutxk	XOBB	195q	195	CEKX+195	-	712.00000
2M-2	ESD	597.507	9.40	Zee2	-	-	GGG	-	7.98%	-	Gudpzfao	TIQL	325p	325	VTDX+325	-	662.00000
2R-1	WQX	134.230	1.70	Ji2	-	-	ZZ	-	8.20%	-	Kwjytzea	SINV	450	450	VZHX+450	-	757.00000

Tranche Comments

2H-1: First Pay: 2023-10-25; Registration: 144D/Zir I; 2M-2: First Pay: 2023-10-25; Registration: 144E/Jco H; 2R-1: First Pay: 2023-10-25; Registration: 144L/Dxm T;

Pricing Speed

10% AAV fw Xkxgt Vfdfavfhwp Akff