C/P Sector Status Deal Name Parent Leads Region Date
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 X Asdi UWQ 20.000 6.50 - HHH - - - 78.00% - Ckzrxyzv QNQO - - 138 TOYT+138 - - Z-1 TSS 84.000 9.90 - KKK- - - - 45.00% - Yqpduiyk ENDW - 305 305 KDAI+305 - - B EKT 40.000 1.70 - YY- - - - 3.00% - Vpkvaknv TBUF - 580-605 600 EKTX+600 - - N PVC 198.000 7.80 - FFF - - - 87.00% - Uvxbzbwg IWVS - - 138 WGTS+138 - - S ITL 12.000 3.70 - JJ - - - 42.00% - Zqydmfrq NEXZ - 170-175 175 DDVN+175 - - J JQU 13.000 5.50 - R - - - 46.00% - Xywkjfdt VOBC - 195 195 ZUMT+195 - - Ogpils MFT 75.800 - - - - - - - - - - - - - - - Retained F-2 UXN 8.000 7.40 - RRR- - - - 28.00% - Drfvc - - 410-420 410 7.83% - -
Tranche Comments
N: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144F/Rtu U;
X Asdi: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Z/Duy D;
S: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144E/Oxj Y;
J: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Rch K;
Z-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144F/Mau S;
F-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144K/Ilm B;
B: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Eym A;
Ogpils: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Y/Uvz P;
Deal Comments
Egx Jctt Qtrpgma 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 18, 1999
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