C/P Sector Status Deal Name Parent Leads Region Date
ABS
CMBS
LMNT 2021-FL1 (USD 834m) ORIX Corp USOA May 26, 2021
Class CCY SIZE (M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH IPT GDNC SPRD CPN YLD PRICE S XLQ 36.690 1.35 1.30 EN - - - K- 65.00% - Nbyzrtln 1rO - - 195 1rL+195 - 639.00000 Xayd WOK 43.770 - - AU - - - BF - - - - - - - - - Retained B JYU 154.000 9.90 3.42 Yzz - - - RRR 30.00% - Uzsateqj 1rD - - 117 1qW+117 - 502.00000 Z-Q QIR 85.600 9.75 7.00 PK - - - III 55.38% - Alumstqx 1bF - - 135 1uW+135 - 383.00000 X ZSA 32.300 7.28 4.70 VW - - - V- 5.57% - - - - - - - - Retained O XAZ 15.310 7.60 3.41 BL - - - HH- 40.87% - Ucqhvjdh 1tW - - 175 1hH+175 - 810.00000 B AGV 50.470 9.30 8.70 YP - - - VVV 39.25% - Ksqzhipw 1oU - - 245 1nS+245 - 902.00000 X BPP 91.700 4.80 5.30 XV - - - TT- 79.65% - - - - - - - - Retained M IYM 29.800 3.90 1.10 QP - - - YYY- 63.84% - Srfyuqws 1kE - - 295 1sT+295 - 311.00000
Tranche Comments
B: Registration: 144Z/Zkp M;
Z-Q: Registration: 144E/Zkr O;
O: Registration: 144K/Moi H;
S: Registration: 144V/Hbk A;
B: Registration: 144N/Bhy Q;
M: Registration: 144L/Dqr Q;
X: Registration: 144J/Xdu B;
X: Registration: 144D/Vxi B;
Xayd: Registration: 144Q/Ecm A;
WA U/W NOI Debt Yield
6.3%
Reinvestment Period (YRS)
2.5
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