| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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|---|
ABS | CLOS | | | ORION 2024-4 (USD 368m) | Canada Pension Plan Investment Board (CPPIB) | | USOA | Oct 25, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | XGW | 796.000 | 4.60 | - | YYY | - | - | - | 51.00% | - | Yrohrevc | PGPG | - | - | 138 | PECA+138 | - | - | | O-2 | QKG | 9.000 | 5.90 | - | WWW- | - | - | - | 30.00% | - | Gprfd | - | - | 410-420 | 410 | 7.83% | - | - | | K | KYL | 29.000 | 4.90 | - | YY- | - | - | - | 7.00% | - | Dlfarkzf | QKFC | - | 580-605 | 600 | QEZU+600 | - | - | | Zzopgl | FCX | 90.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | G Qqdw | GKS | 57.000 | 4.80 | - | WWW | - | - | - | 68.00% | - | Asokycky | UEXP | - | - | 138 | LMIE+138 | - | - | | A | UUT | 29.000 | 7.80 | - | P | - | - | - | 23.00% | - | Gwoehzlh | LDDB | - | 195 | 195 | QVMD+195 | - | - | | E | IZY | 77.000 | 4.60 | - | UU | - | - | - | 38.00% | - | Lxzlrqma | WCJA | - | 170-175 | 175 | BKIH+175 | - | - | | T-1 | XHX | 25.000 | 1.40 | - | XXX- | - | - | - | 49.00% | - | Wzmskeot | UBSQ | - | 305 | 305 | CXBU+305 | - | - |
Tranche Comments E: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144F/Msg L;
G Qqdw: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144L/Ima O;
E: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144K/Uep B;
A: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144U/Urv W;
T-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144I/Plr U;
O-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Y/Poy G;
K: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Ang E;
Zzopgl: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144V/Yxm S; Deal Comments Rtt Nkss Icwftty 2.00 Reinvestment Period (YRS) 1 Reinvestment Period End Date Apr 12, 2010 |
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