2024-4

Orion CLO Ltd (ORION) 2024-4

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
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

Risk Retention

KX - Roh

Pricing Speed

20% VIN

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 18, 1999