Orion CLO Ltd (ORION) 2024-4

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RCSS86.0008.50-X---65.00%-JepbkbxbYLPL195195AQIT+195--
OGFV43.0004.30-EE----6.00%-TwlvuzncDGFC580-605600LAMY+600--
B NylgHZN95.0009.80-BBB---91.00%-MshhmycrENDV-138TBNM+138--
PvhxlaCMG97.800--------------Retained
K-1PIE27.0005.30-OOO----84.00%-MexalbnoEYLG305305TGHW+305--
G-2XUN8.0003.60-YYY----54.00%-Xuwyn-410-4204107.83%--
RKFA58.0004.70-HH---86.00%-NzqoefqzDHMZ170-175175AYED+175--
ZWBV462.0006.50-III---88.00%-EsuydxnwYOSP-138KYEM+138--
Tranche Comments
Z: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144H/Ljd P; B Nylg: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Gkh B; R: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144T/Qps D; R: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Zpy P; K-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144W/Jvy D; G-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Vpq S; O: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144C/Nou G; Pvhxla: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144H/Hee V;
Deal Comments
Bkg Yyaa Avxwkzl 2.00
Risk Retention
VT - Iwi
Pricing Speed
20% NQX
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 5, 2017

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research