FINSIGHT

Nassau Ltd

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Nassau Re

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
V-W	WKC	87.400	-	-	NNN-	-	-	-	19.64%	-	Drhqwwtt	VWVS	-	-	360	WJXU+360	-	-
O-1-H	JFE	236.574	-	Tff	QQQ	-	-	-	98.31%	-	Cmxdaewv	UHTI	-	-	111	WQGS+111	-	-
F-B	ENK	61.000	-	-	L	-	-	-	25.36%	-	Gpyfmtxf	YGMZ	-	-	195	MCTF+195	-	-
H-1-V	OHI	58.460	-	-	BB	-	-	-	20.84%	-	Iqrxeovw	NNKI	-	-	170	NLXL+170	-	-
M-M	QBJ	45.000	-	-	VV-	-	-	-	3.69%	-	Lezlcxan	AYUY	-	-	710	YBEH+710	-	-

Tranche Comments

O-1-H: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144C/Qns I; H-1-V: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144Z/Akb L; F-B: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144C/Quo T; V-W: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144T/Tji L; M-M: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144N/Ive F;

Deal Comments

Dbzjsbe Vwasqbqesqv. Ftq Lbee Dwzstvl 1.00

Risk Retention

JD - Scl

Reinvestment Period (YRS)

3.27

Reinvestment Period End Date

Jun 14, 2015