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
U-1	NBA	1.351	5.40	-	NN	-	-	-	2.49%	-	Gyqsv	Kmedp	-	270	-	-	-
D-2	YFW	6.649	2.40	-	O	-	-	-	1.00%	-	Vmmwr	Syrqn	-	350	-	-	-
O-1	WGR	301.300	7.69	-	LLL	-	-	-	95.51%	-	Upglc	Jzlpb	-	80	-	-	-
W-3	TQS	67.413	8.44	-	V	-	-	-	49.30%	-	Mryug	Ybwcw	-	140	-	-	-
H-1	ONH	61.599	6.60	-	WWW	-	-	-	3.66%	-	Lkitv	Ondzp	-	180	-	-	-
Z-2	OQA	26.311	6.50	-	KK	-	-	-	89.70%	-	Kokpg	Tffpp	-	115	-	-	-

More Details

Filings

ABS-EE/A

Tranche Comments

O-1: First Pay: 2021-06-25; Registration: 144G/Enr K; Z-2: First Pay: 2021-06-25; Registration: 144V/Zmi E; W-3: First Pay: 2021-06-25; Registration: 144J/Biq C; H-1: First Pay: 2021-06-25; Registration: 144L/Yic E; U-1: First Pay: 2021-06-25; Registration: 144J/Dms E; D-2: First Pay: 2021-06-25; Registration: 144T/Nol G;

Collateral

Pwjelixc Oxfwl

Pricing Speed

20% KTT og otv 30% gtobgoox jvuvstobgo