2023-1

Orion CLO Ltd (ORION) 2023-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Canada Pension Plan Investment Board (CPPIB)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
K	VKF	303.000	-	-	SSS	-	-	-	-	-	Cllvetmr	TCNP	-	190-195	190	YWMB+190	-	-
M	MMZ	54.800	-	-	KK-	-	-	-	-	-	Btwylset	HUAT	-	-	790	JKNA+790	-	-
Wvl	RAP	61.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	IYT	98.000	-	-	YY	-	-	-	-	-	Isdsrqum	KVQD	-	270-280	260	DUJP+260	-	-
Z	RFM	19.000	-	-	R	-	-	-	-	-	Zxeyjmac	TNYJ	-	345-360	325	KOUC+325	-	-
H	ZZZ	70.000	-	-	VVV-	-	-	-	-	-	Mfpchkzu	UGVV	-	525-550	515	BQMQ+515	-	-

Tranche Comments

K: Redemption: 2025-10-12; Registration: 144B/Kra V; U: Redemption: 2025-10-12; Registration: 144U/Zzt H; Z: Redemption: 2025-10-12; Registration: 144Y/Isv R; H: Redemption: 2025-10-12; Registration: 144X/Uhc O; M: Redemption: 2025-10-12; Registration: 144W/Clv N; Wvl: Redemption: 2025-10-12; Registration: 144V/Gte H;

Deal Comments

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Risk Retention

OW - Bvm, Rohndvv 7

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 29, 2002