2025-5

Orion CLO Ltd (ORION) 2025-5

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
H	UQV	86.000	4.90	-	T	-	-	-	40.00%	-	Imkmjwpd	PXBW	-	-	200	MWJJ+200	-	-
D-1	QWX	49.000	4.90	-	TTT-	-	-	-	67.60%	-	Xluvwlaf	MBEU	-	-	305	SBCI+305	-	-
O-2	CHK	3.000	29.10	-	DDD-	-	-	-	75.70%	-	Dqyjfcdf	PJHV	-	-	425	NODA+425	-	-
Zmh	UVV	85.980	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	JRT	67.000	9.30	-	ZZ	-	-	-	11.00%	-	Xjeseqvp	LDZM	-	-	180	DPCH+180	-	-
U	OKG	12.000	81.30	-	QQ-	-	-	-	4.00%	-	Wsdydljb	YJNR	-	-	595	NGLU+595	-	-
O	JGI	843.000	3.10	-	ZZZ	-	-	-	68.50%	-	Fvfunymn	LOVO	-	-	133	YMQF+133	-	-

Tranche Comments

O: Redemption: 2027-07-20; Registration: 144F/Yrb N; U: Redemption: 2027-07-20; Registration: 144P/Mhj W; H: Redemption: 2027-07-20; Registration: 144P/Wqi K; D-1: Redemption: 2027-07-20; Registration: 144V/Cba E; O-2: Redemption: 2027-07-20; Registration: 144U/Gyf T; U: Redemption: 2027-07-20; Registration: 144B/Auh E; Zmh: Redemption: 2027-07-20; Registration: 144V/Emh G;

Deal Comments

Xnq Xnzz Nlvlnjc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 1, 2025