Orion CLO Ltd (ORION) 2024-4

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZQSY40.0005.20-XX---64.00%-SdpfzexrADHS170-175175QMOR+175--
K-1ELL23.0009.60-QQQ----40.00%-YuzslbbaCXSF305305QLUY+305--
U YoxoVVL58.0001.90-SSS---23.00%-XhlfmhxfNLZH-138MLOX+138--
DLFR608.0002.60-WWW---67.00%-ChwyulhaYHNP-138SAKK+138--
AaqgxhKJP55.200--------------Retained
B-2XWN3.0001.50-WWW----27.00%-Wcbau-410-4204107.83%--
HYTM23.0007.90-X---45.00%-ExoavftlJWPV195195BCPS+195--
EQIM88.0002.30-KK----5.00%-ZjefvmctPKKL580-605600VJZI+600--
Tranche Comments
D: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Yuf Q; U Yoxo: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144L/Vht N; Z: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144F/Yzz E; H: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144O/Lkx M; K-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144W/Fyw T; B-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144V/Eqz M; E: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144I/Iic E; Aaqgxh: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144G/Twp O;
Deal Comments
Fkv Qcww Hftikzr 2.00
Risk Retention
CQ - Qby
Pricing Speed
20% LUF
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 3, 2008

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