| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS |
| | ORION 2023-1 (USD 461m) | Canada Pension Plan Investment Board (CPPIB) | | USOA | Aug 24, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | HCC | 608.000 | - | - | LLL | - | - | - | - | - | Umcfrcug | PSMY | - | 190-195 | 190 | VJWN+190 | - | - | | E | NXZ | 88.000 | - | - | J | - | - | - | - | - | Azkwfaxh | WXCA | - | 345-360 | 325 | WPYQ+325 | - | - | | X | JJB | 39.000 | - | - | KKK- | - | - | - | - | - | Zcqsmisd | VHNY | - | 525-550 | 515 | IXJK+515 | - | - | | T | YTA | 63.800 | - | - | TT- | - | - | - | - | - | Lladaqhi | MQMI | - | - | 790 | TWVS+790 | - | - | | Yrg | UNC | 62.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | T | LUB | 44.000 | - | - | WW | - | - | - | - | - | Clkmmmel | GGQA | - | 270-280 | 260 | JUKW+260 | - | - |
Tranche Comments J: Redemption: 2025-10-12; Registration: 144W/Orc R;
T: Redemption: 2025-10-12; Registration: 144O/Nmn N;
E: Redemption: 2025-10-12; Registration: 144Y/Xnd Q;
X: Redemption: 2025-10-12; Registration: 144H/Whp I;
T: Redemption: 2025-10-12; Registration: 144H/Ook S;
Yrg: Redemption: 2025-10-12; Registration: 144L/Vks O; Deal Comments Ixf Nxjj Hvyvxvt 2.00. Sgv vvxj jxo vyovkvv Risk Retention VN - Oon, Tbvokbo 7 Reinvestment Period (YRS) 8 Reinvestment Period End Date Sep 18, 2008 |
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