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
H-K	TEF	45.400	-	-	WWW-	-	-	-	56.25%	-	Yfszudea	AIOO	-	-	360	BTHV+360	-	-
P-B	CIN	35.000	-	-	P	-	-	-	88.81%	-	Zruvxluv	KJME	-	-	195	AEKN+195	-	-
N-M	FSE	84.000	-	-	II-	-	-	-	5.69%	-	Apbskasb	YCLP	-	-	710	ZACP+710	-	-
K-1-W	MTD	270.219	-	Rzz	XXX	-	-	-	21.66%	-	Irovrzji	GKEE	-	-	111	YHTE+111	-	-
Y-1-W	ISX	52.980	-	-	QQ	-	-	-	43.97%	-	Jxupqzws	TETT	-	-	170	XNLQ+170	-	-

Tranche Comments

K-1-W: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144D/Qsd D; Y-1-W: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144I/Gah N; P-B: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144L/Lcm N; H-K: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144T/Tsw O; N-M: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144K/Kmi W;

Deal Comments

Ajyyjjm Ykrjajaxjaf. Fra Ojmm Akyjrzs 1.00

Risk Retention

TN - Bhp

Reinvestment Period (YRS)

8.73

Reinvestment Period End Date

May 18, 2016