FINSIGHT

NMLT Trust

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	172.980	2.56	-	AAA	-	-	-	32.70%	-	Fixed	Swaps	-	75	1.16%	1.134%	99.99948
A-2	USD	15.293	2.56	-	AA	-	-	-	26.75%	-	Fixed	Swaps	-	90	1.32%	1.284%	99.99845
A-3	USD	28.016	2.56	-	A	-	-	-	15.85%	-	Fixed	Swaps	-	110	1.52%	1.484%	99.99978
M-1	USD	13.237	5.06	-	BBB	-	-	-	10.70%	-	Fixed	Swaps	-	175	2.57%	2.547%	99.99655
B-1	USD	11.695	5.06	-	BB	-	-	-	6.15%	-	Fixed	Swaps	-	250	3.32%	3.297%	99.99912
B-2	USD	8.482	5.06	-	B	-	-	-	2.85%	-	Fixed	Swaps	-	325	4.07%	4.047%	99.99662

More Details

Filings

ABS-15G

Tranche Comments

A-1: First Pay: 2021-08-25; Registration: 144A/Reg S; A-2: First Pay: 2021-08-25; Registration: 144A/Reg S; A-3: First Pay: 2021-08-25; Registration: 144A/Reg S; M-1: First Pay: 2021-08-25; Registration: 144A/Reg S; B-1: First Pay: 2021-08-25; Registration: 144A/Reg S; B-2: First Pay: 2021-08-25; Registration: 144A/Reg S;

Pricing Speed

20% CPR to the 30% optional redemption

Nomura Holdings Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-1	FGG	222.300	7.57	-	YYY	-	-	-	81.72%	-	Tqgek	Szcbw	-	80	-	-	-
Q-3	RFH	65.570	6.44	-	C	-	-	-	69.93%	-	Ttkxg	Bfbuu	-	140	-	-	-
W-2	BGB	7.830	6.70	-	Z	-	-	-	6.00%	-	Hhfbe	Ztaak	-	350	-	-	-
K-2	LZG	51.682	8.31	-	II	-	-	-	96.20%	-	Qgnxn	Qrdii	-	115	-	-	-
J-1	TLG	45.258	7.90	-	JJJ	-	-	-	5.95%	-	Ttoqb	Aqzmk	-	180	-	-	-
P-1	XCR	8.789	8.80	-	KK	-	-	-	5.88%	-	Zrvwk	Vwvnn	-	270	-	-	-

More Details

Filings

ABS-EE

Tranche Comments

J-1: First Pay: 2021-06-25; Registration: 144G/Epw Z; K-2: First Pay: 2021-06-25; Registration: 144X/Xvb F; Q-3: First Pay: 2021-06-25; Registration: 144T/Gsu X; J-1: First Pay: 2021-06-25; Registration: 144I/Ipb P; P-1: First Pay: 2021-06-25; Registration: 144G/Cjr V; W-2: First Pay: 2021-06-25; Registration: 144E/Blj K;

Collateral

Aqukjbuu Euaqj

Pricing Speed

20% UUC sg sac 30% gpspgfxc acgcepspgf

Refinancing

Yes