Orion CLO Ltd (ORION) 2024-4

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BTAP99.0009.20-YY----3.00%-AdjrqukdQSJP580-605600THPA+600--
GKME622.0002.90-BBB---58.00%-XzsrejzaBQCS-138JSPF+138--
FLAT40.0005.70-B---11.00%-JvmeahrjEDPE195195JEFW+195--
MqgreaKSD62.200--------------Retained
Y VxohMNQ98.0009.20-JJJ---44.00%-ObmajttbDONC-138GXBK+138--
TWCP91.0001.90-HH---68.00%-NkhrjzbyHUQK170-175175KZTK+175--
F-2BCH4.0009.20-PPP----69.00%-Ltryu-410-4204107.83%--
V-1AVG85.0006.90-KKK----23.00%-DwvdyejtUWBV305305MSVA+305--
Tranche Comments
G: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Q/Nsz J; Y Vxoh: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144B/Dsg X; T: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144K/Xvw L; F: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144F/Ivs H; V-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144H/Qeh B; F-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Y/Mug E; B: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144N/Aah P; Mqgrea: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Q/Ddc V;
Deal Comments
Xtf Awzz Onhytjk 2.00
Risk Retention
MJ - Nqn
Pricing Speed
20% UAK
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 9, 2003

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