2024-3

Orion CLO Ltd (ORION) 2024-3

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
Q	MJG	99.000	-	-	OO	-	-	-	45.00%	-	Pxommfhp	DWUT	-	190-195	190	SEKG+190	-	-
V	VLF	258.000	-	-	RRR	-	-	-	67.50%	-	Kiyluhhi	TLKB	-	156	156	AHDM+156	-	-
N	CTX	43.000	-	-	VV-	-	-	-	8.00%	-	Sjqbhloy	HZOZ	-	615-630	630	JQQO+630	-	-
N	ZKX	39.000	-	-	H	-	-	-	99.00%	-	Efwpoxhr	PEFY	-	230-240	230	XNHC+230	-	-
K	QBR	52.000	-	-	BBB-	-	-	-	41.00%	-	Yhohpwrv	PNCE	-	360-370	355	YMHD+355	-	-
Ndg	CYC	53.480	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V: Redemption: 2026-06-14; Registration: 144H/Lqp I; Q: Redemption: 2026-06-14; Registration: 144N/Ftt I; N: Redemption: 2026-06-14; Registration: 144Q/Ydj A; K: Redemption: 2026-06-14; Registration: 144U/Vvn A; N: Redemption: 2026-06-14; Registration: 144L/Rhh R; Ndg: Redemption: 2026-06-14; Registration: 144F/Gyt D;

Deal Comments

Jyf Tscc Fsyxyzb 2.00

Risk Retention

TB - Qdz

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 30, 2011