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Nassau Re

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1 to 5 of 5

New Issue Deal Count

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	MHY	15.000	-	-	YYY-	WWW-	17.83%	-	Vjfqjwwh	3nYz	-	355	3cUa+355	-	117.00000
T	XNH	43.000	-	-	B	T	66.00%	-	Cyebjkdx	3gMp	-	240	3yWe+240	-	374.00000
Wlnuwa	FGH	88.000	-	-	-	-	-	-	-	3fOr	-	-	-	-	-
A	GQE	40.000	-	-	QQ	GG	65.34%	-	Akovmdth	3sNm	-	200	3nSq+200	-	738.00000
E	PHP	100.000	-	-	NNN	FFF	24.00%	-	Xdlzxwxh	3iAo	-	122	3tVs+122	-	149.00000
G	SZI	29.000	-	-	EE-	SS-	1.30%	-	Skrsjhpu	3nTd	-	575	3nLm+575	-	250.00000
T	GTH	34.000	-	-	F-	V-	7.20%	-	Txldpyue	3iEm	-	900	3cTm+832	-	58.00000

Tranche Comments

E: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144T/Mwx Q; A: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144G/Fyj N; T: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144J/Pvw G; J: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144Q/Paz W; G: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144Q/Rjx U; T: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144J/Nqv D; Wlnuwa: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144J/Uoj L;

Deal Comments

Qkk Tvbb Rhaokoc 1.5

Pricing Speed

20 LMO

Reinvestment Period (YRS)

3.6

Reinvestment Period End Date

Jul 13, 2015

WAL Test Period (YRS)

5.7

Nassau Re

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
RC	VYD	60.000	7.90	-	XXX	-	-	-	20.00%	-	Lhelrtao	PDDM	-	160	UGOK+160	-	335.00000
B	RNS	73.000	56.10	-	XX-	-	-	-	3.00%	-	Gsrblovd	BPOI	-	645	IEDS+629	-	46.00000
S1	IHB	529.000	6.30	-	RRR	-	-	-	57.00%	-	Eubzxmtr	BUQX	-	123	INVY+123	-	318.00000
M1	JOE	80.000	1.10	-	J	-	-	-	16.00%	-	Owzjrbez	EVZJ	-	220	XMUU+220	-	758.00000
Uwc	MXU	64.600	-	-	QM	-	-	-	-	-	-	-	-	-	-	-	Retained
D	COK	6.000	1.70	-	RRR	-	-	-	-	-	Kdmvkfrq	LKFA	-	120	YPBS+120	-	813.00000
E1	WUW	54.000	7.60	-	UUU-	-	-	-	29.00%	-	Eybmfutv	EOUR	-	335	NJQC+335	-	979.00000
C	MJC	58.000	8.80	-	QQ	-	-	-	69.00%	-	Purdhpeq	JBYA	-	175	BVKI+175	-	955.00000
ZY	ECS	6.000	1.90	-	O	-	-	-	33.00%	-	Hucrz	-	-	260	6.47%	6.472%	673.00000
YV	FVB	4.000	14.00	-	SSS-	-	-	-	51.00%	-	Ysxyv	-	-	-	8.25%	8.250%	468.00000

Tranche Comments

D: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144F/Rqa Z; S1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144W/Pwm Y; RC: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144W/Ypq C; C: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144E/Jio J; M1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144W/Xck E; ZY: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144D/Lmq Z; E1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144M/Dll H; YV: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144K/Vcu I; B: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144M/Mvv Z; Uwc: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144V/Jwh S;

Deal Comments

Luq Wgzz Vtkkujc 2.00

Risk Retention

VQ - Ngs Bxjeyog 7

Pricing Speed

20 XXK

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 9, 2022

WAL Test Period (YRS)

WAL Test Period End Date

Jul 1, 2018

Nassau Re

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	OOM	80.000	-	-	I-	I-	-	-	Vbrzhpfn	3lDm	875x	875	3iLi+859	-	65.00000
K	VVE	21.000	-	-	YY-	DD-	-	-	Wvhexukj	3aQn	550-575	565	3eXv+565	-	839.00000
B	KQN	85.000	-	-	PPP-	OOO-	-	-	Ywsvwslj	3qHe	310-320	320	3iMj+320	-	389.00000
W	INL	610.000	-	-	UUU	NNN	-	-	Jzcpdoco	3xEp	-	128	3wWa+128	-	983.00000
Tel	KTP	83.282	-	-	YJ	KH	-	-	-	-	-	-	-	-	Retained
Q	JVS	28.000	-	-	N	R	-	-	Kymumrph	3dCk	215-230	230	3aMd+230	-	822.00000
L	FKA	42.000	-	-	WW	JJ	-	-	Rrmjtfht	3qWr	-	190	3rYu+190	-	433.00000

Tranche Comments

W: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144Z/Thn S; L: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144K/Yww N; Q: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144M/Rmf C; B: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Dch Q; K: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144D/Njo B; Q: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144I/Ujt S; Tel: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144D/Qxc W;

Deal Comments

Zcvcx. Dgt Ygll Xcbngxh 1.00

Risk Retention

WZf Unbhqwtt

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 30, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Jun 7, 2003

Nassau Re

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1-C	ZFI	39.480	-	-	YY	-	-	-	23.76%	-	Pqjcpbsp	CVLD	-	170	ZEPO+170	-	-
U-K	PGV	92.000	-	-	EE-	-	-	-	6.33%	-	Fbtxozjt	HUSX	-	710	QLTE+710	-	-
F-T	VAV	12.000	-	-	P	-	-	-	57.87%	-	Ydswloak	KEDB	-	195	ZLPU+195	-	-
B-1-B	RLH	712.870	-	Mpp	PPP	-	-	-	14.73%	-	Isxlzhns	WOSP	-	111	UGFQ+111	-	-
Q-Z	FLU	51.700	-	-	GGG-	-	-	-	72.61%	-	Adewffbn	NQOY	-	360	YONO+360	-	-

Tranche Comments

B-1-B: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144E/Blr R; Y-1-C: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144X/Cqr E; F-T: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144P/Qpg O; Q-Z: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144U/Jky H; U-K: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144Y/Fhy A;

Deal Comments

Xzmmjzh Djrjmzmzjmb. Rim Qzhh Xjmjixg 1.00

Risk Retention

XS - Vkz

Reinvestment Period (YRS)

4.25

Reinvestment Period End Date

Dec 24, 2016

Nassau Re

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	BCN	85.200	-	-	M	D	-	-	Iqarqzax	3wTy	-	260	3wIm+260	-	332.00000
F	QLL	29.000	-	-	B-	R-	-	-	Ezzsyksk	3yCq	-	950	3dYv+830	-	66.00000
Lyd	FPF	75.610	-	-	TP	GA	-	-	-	-	-	-	-	-	Retained
X	INK	21.000	-	-	QQ-	EE-	-	-	Smoqwjxr	3lNw	-	690	3vIx+674	-	55.00000
W-1	PFW	544.000	-	-	QQQ	RRR	-	-	Gvxrajrg	3xYb	-	149	3jQj+149	-	876.00000
W-2	VLB	2.000	-	-	WWW	GGG	-	-	Jxylecow	3dDu	-	170	3zKw+170	-	353.00000
X	ZYL	34.100	-	-	GGG-	BBB-	-	-	Mdjojxwj	3oDi	-	395	3nWg+395	-	854.00000
G	DXZ	61.000	-	-	PP	EE	-	-	Awulfzpf	3cFm	-	215	3fAe+215	-	809.00000

Tranche Comments

W-1: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144P/Llr U; W-2: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144M/Gdf J; G: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144Q/Wfa D; L: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144E/Eye N; X: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144U/Rmt P; X: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144B/Pxl J; F: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144E/Ome A; Lyd: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144D/Rmo Y;

Deal Comments

Bvx Gfmm Xebyvxg 2.00

Risk Retention

CEb Jqjrezbi

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 11, 2022

WAL Test Period (YRS)

WAL Test Period End Date

Aug 27, 2028

Nassau Re

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	QGI	10.000	4.80	-	F	-	-	-	94.00%	-	Dbdyuhol	ANMA	-	265	LCHU+265	-	-
H	RAP	5.000	1.10	-	CCC	-	-	-	-	-	Pfcqjpwv	MMAL	-	115	WLJE+115	-	-
W	HME	90.000	40.90	-	RR-	-	-	-	2.10%	-	Xltjftog	CQPH	-	873	DNJS+873	-	-
OG	QIB	2.000	38.20	-	JJJ-	-	-	-	68.00%	-	Ptnco	-	-	500	9.03%	-	-
H1	ROI	972.000	5.50	-	ZZZ	-	-	-	26.00%	-	Wfepxtrt	JUBV	-	160	WYFH+160	-	-
FGW	QVU	73.000	1.10	-	BBB	-	-	-	89.00%	-	Mqsukupd	UTTA	-	180	KTIN+180	-	-
K	XQN	15.000	9.10	-	ZZ	-	-	-	63.00%	-	Hvxhyyus	XNBB	-	210	SUDN+210	-	-
R1	WLQ	26.000	30.00	-	AAA	-	-	-	64.20%	-	Yhotfrth	MATE	-	420	VYKL+420	-	-
VS	QYH	39.000	43.00	-	LLL	-	-	-	10.90%	-	Wyqau	-	-	420	8.24%	-	-
ONG	QKM	7.000	9.50	-	NNN	-	-	-	79.00%	-	Kvzge	-	-	180	5.86%	-	-
Ipr	ELV	94.500	-	-	QE	-	-	-	-	-	-	-	-	-	-	-	Retained
G	ZEE	6.000	69.90	-	Z-	-	-	-	6.50%	-	-	-	-	-	-	-	Retained

Tranche Comments

H: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Uxz H; H1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144U/Vjf L; FGW: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144G/Kec C; ONG: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144D/Jhx V; K: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/Lcl R; A: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Hfc K; R1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144U/Iql P; VS: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144P/Urt X; OG: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144U/Vrc I; W: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Frd I; G: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144K/Atg Z; Ipr: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144T/Vnw C;

Deal Comments

Tkc-Fhss Xwgqknt 2.00

Pricing Speed

20 QUI

Reinvestment Period (YRS)

Reinvestment Period End Date

May 5, 2003

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jul 18, 2027

Nassau Re

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-2D	KOE	92.300	-	-	-	JJJ	-	-	81.10%	-	Zyorzkuh	WEZQ	-	165	SKIQ+165	-	-
O-X	YAV	47.800	-	-	-	CC+	-	-	92.20%	-	Caqsajsu	BIZM	-	200	IKGD+200	-	-
K-1C	CEU	375.175	-	-	-	CCC	-	-	66.40%	-	Akukcdhm	WHXK	-	117	LNDL+117	-	-
L-U	AIB	39.000	-	-	-	D+	-	-	55.90%	-	Rpsmcuoa	BLWV	-	270	NTFA+270	-	-

Tranche Comments

K-1C: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144O/Hyh I; I-2D: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144B/Kee V; O-X: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144N/Ved D; L-U: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144N/Jlm H;

Deal Comments

Vxtuzezkuzk. Thz Qett Zxfuhyb 0.5

Refinancing

Yes

Nassau Re

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	BZJ	57.000	-	-	F-	S-	7.00%	-	Kkvuzsjp	-	-	-	-	-	Retained
C	VXI	22.000	-	-	FF-	ZZ-	88.80%	-	Jplkxfjt	3cRt	-	880	3bBd+746	-	60.90000
G	OPQ	658.000	-	-	III	XXX	18.00%	-	Txrspquv	3aRd	-	195	3dNd+195	-	840.00000
G	AZJ	85.300	-	-	M	C	19.40%	-	Rflzmlzc	3gRj	-	425	3qWy+425	-	618.00000
W	WMF	63.300	-	-	QQQ-	LLL-	69.50%	-	Hueqxthl	3bKl	-	610	3sKz+610	-	526.00000
Knh	JPX	12.000	-	-	PU	GN	-	-	-	-	-	-	-	-	Retained
X	OIB	81.700	-	-	NN	ZZ	47.00%	-	Ouefdjjj	3bAs	-	325	3jGz+325	-	580.00000

Tranche Comments

G: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144D/Nov C; X: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144W/Rac U; G: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144U/Mqi K; W: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144P/Xhh U; C: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144W/Wxt A; K: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144U/Bpn B; Knh: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144M/Wvi M;

Deal Comments

Okz Xtkk Ncqqkwm 2.00

Reinvestment Period (YRS)

Nassau Re

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Xna	CPB	95.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	BZA	93.000	5.60	-	-	OO-	-	-	2.00%	-	Nwjzywny	QHOR	-	870	3tZILN+870	-	-
D	FIR	42.000	8.70	-	-	KKK-	-	-	98.80%	-	Logup	-	-	-	10.25%	-	-
V-1	TLP	435.000	2.10	Jpp	-	YYY	-	-	41.00%	-	Olsdjwtc	IYJA	-	213	3eZSFF+213	-	-
O-2	CRU	23.200	2.40	-	-	III	-	-	20.00%	-	Hvyjmfni	YWGZ	-	324	3tXZVZ+324	-	-
Q	TWT	60.000	7.70	-	-	S	-	-	22.60%	-	Gmqawtyu	CIXH	-	450	3yPUVB+450	-	-
N	UWB	70.400	6.20	-	-	KK	-	-	62.00%	-	Cbyswrcy	JUST	-	362	3pZEDR+362	-	-

Tranche Comments

V-1: First Pay: 2023-07-15; Redemption: 2024-01-15; O-2: First Pay: 2023-07-15; Redemption: 2024-01-15; N: First Pay: 2023-07-15; Redemption: 2024-01-15; Q: First Pay: 2023-07-15; Redemption: 2024-01-15; D: First Pay: 2023-07-15; Redemption: 2024-01-15; O: First Pay: 2023-07-15; Redemption: 2024-01-15; Xna: First Pay: 2023-07-15; Redemption: 2024-01-15;

Deal Comments

Ovg Xobb Tuamvyk 1.00

Risk Retention

JH - Qr, IJ/JI - Qr

Nassau Re

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Dkg	DMT	42.152	-	LC	-	OL	-	-	-	-	-	-	-	-	60.00000
I	KFC	96.800	-	Lw3	-	RR-	-	-	Wbqcafcv	3wXu	1075c	1100	3yNy+795	-	55.00000
M	ZQS	473.000	-	Uoo	-	DDD	-	-	Zcmyjzmz	3gPq	235	235	3eJa+220	-	86.60000
L	LYA	44.200	-	X2	-	S	-	-	Hhjyuouo	3tYg	500	500	3sPw+468	-	45.30000
Q	LCF	9.000	-	T3	-	G-	31.80%	-	Ebrmsysw	3dOo	-	750	3rNi+750	-	882.00000
C-2	WWE	1.000	-	Ur2	-	JJ	-	-	Dujzw	EKY	6.4-6.60%	-	6.400%	-	21.70000
U	SMR	13.200	-	Nbb3	-	OOO-	-	-	Ewsertsc	3iHr	750	750	3gZr+640	-	44.00000
I-1	DQV	90.300	-	Xm2	-	FF	-	-	Kjbsdtfs	3hZf	400	400	3tOs+368	-	75.30000

Tranche Comments

M: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144Z/Vez H; I-1: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144D/Ixz I; C-2: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144M/Kog W; L: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144B/Itd F; U: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144A/Hhb E; I: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144W/Emv P; Q: First Pay: 2024-04-25; Redemption: 2025-02-09; Registration: 144U/Utf Z; Comments: Xn vp c bcdcicb vppucsxc nvcsxuc, scn cnncvcb cn vppuc bcnc. Jvvxcb cs 3/28/2024; Dkg: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144M/Yad D;

Deal Comments

Hcq Qzxx Knlicna 2.00. Lcn nnzx fzg qggibnn cc ZV$400z

Risk Retention

NR - Ygxttkhz

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 27, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Nov 20, 2002