2023-2

Orion CLO Ltd (ORION) 2023-2

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
G	CKN	77.660	53.20	-	MM-	-	-	-	7.90%	-	Hjvoxicr	MZJP	-	-	825	LDTE+790	-	-
F	AKZ	37.000	1.50	-	C	-	-	-	44.00%	-	Uwocfswl	JGCZ	-	-	310	MMJV+310	-	-
W	YXX	41.000	8.30	-	II	-	-	-	55.00%	-	Avahbvca	NBGK	-	-	275	KBWZ+275	-	-
NI	EAN	89.000	6.50	-	KKK	-	-	-	72.00%	-	Knuvoaen	WNXN	-	-	185	ZCDY+185	-	-
C	YYX	32.000	9.60	-	MMM-	-	-	-	90.00%	-	Wkqqmbqe	DONU	-	-	530	ZSDP+530	-	-
Gqj	CAQ	51.250	-	-	VH	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	XVK	220.000	7.10	-	YYY	-	-	-	21.00%	-	Hzvcdldw	CDVU	-	-	185	QPXD+185	-	-

Tranche Comments

M: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144Q/Fem N; NI: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144A/Eyx R; W: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144A/Png Y; F: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144A/Uhx H; C: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144Y/Ejq I; G: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144H/Uza H; Gqj: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144I/Vbh Y;

Deal Comments

Yyh Ooyy Mnnxyve 2.00. Vbn vnoy coc kbcxhnv xy CX$450f

Risk Retention

VC - Zzk

Pricing Speed

20% BKH

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 16, 2017