Orion CLO Ltd (ORION) 2023-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FBOS74.000--PPP------VcajsfalVUTB525-550515QBCD+515--
YKNH99.000--W-----YemokrveBHAN345-360325XPMS+325--
JVQA757.000--QQQ-----VsdwlsdsSWJR190-195190KQBV+190--
HVKF46.000--PP-----HkfpmhcxAWZH270-280260GYZT+260--
IISA13.700--QQ------XcueahttPLYD-790ICWK+790--
VsdECQ23.700--------------Retained
Tranche Comments
J: Redemption: 2025-10-12; Registration: 144U/Onb I; H: Redemption: 2025-10-12; Registration: 144K/Ehs W; Y: Redemption: 2025-10-12; Registration: 144O/Jvt A; F: Redemption: 2025-10-12; Registration: 144I/Uar C; I: Redemption: 2025-10-12; Registration: 144N/Pxw X; Vsd: Redemption: 2025-10-12; Registration: 144C/Iwg Q;
Deal Comments
Uxo Lcaa Lhecxhn 2.00. Ijh hhca xct aqtchhh
Risk Retention
MI - Oou, Zsfjpao 7
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 25, 2012

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