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 Rwpp KRI 97.560 - - BZ - - - BK - - - - - - - - - Retained Z QLG 88.700 5.60 4.90 FG - - - AA- 46.94% - - - - - - - - Retained T-X WTW 45.800 9.30 4.00 VC - - - CCC 22.87% - Pjkhthjx 1wJ - - 135 1tC+135 - 331.00000 N WJY 14.710 7.40 6.81 NF - - - EE- 31.24% - Lbkecelo 1iL - - 175 1cS+175 - 412.00000 P POM 54.280 9.10 3.10 UY - - - SSS 72.29% - Ouyoefkj 1xI - - 245 1yJ+245 - 725.00000 C WKI 214.000 9.40 6.57 Ibb - - - VVV 47.00% - Uzewslif 1pT - - 117 1cH+117 - 858.00000 C CFF 97.200 7.80 2.60 ZZ - - - OOO- 53.11% - Pewpryhq 1uE - - 295 1xH+295 - 681.00000 H JGJ 92.110 9.61 9.90 BX - - - P- 34.00% - Ydzbvass 1cI - - 195 1mO+195 - 986.00000 C XUL 63.400 3.39 2.20 VE - - - R- 1.71% - - - - - - - - Retained
Tranche Comments
C: Registration: 144Q/Lkk Z;
T-X: Registration: 144M/Apy T;
N: Registration: 144I/Fpl Z;
H: Registration: 144J/Rtp X;
P: Registration: 144N/Qpq Q;
C: Registration: 144X/Iju G;
Z: Registration: 144C/Yjo L;
C: Registration: 144K/Zmx G;
Rwpp: Registration: 144Z/Edv J;
WA U/W NOI Debt Yield
6.3%
Reinvestment Period (YRS)
7.1
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