FINSIGHT

Orion CLO Ltd

Deals

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
N-1	CCO	61.000	9.20	-	ZZZ-	-	-	-	58.00%	-	Mckwcxfi	3xAXLG	-	295	-	-	-	-
T	HKS	90.000	9.30	-	XX	-	-	-	83.00%	-	Qjslrdsv	3iLDHB	-	160-165	-	-	-	-
P-2	NUZ	50.000	9.10	-	-	MMM	-	-	94.00%	-	Lvuvsvwh	3oBUAX	-	155	-	-	-	-
U	KUY	31.000	1.10	-	R	-	-	-	26.00%	-	Omxqpqsk	3oJKAL	-	-	-	-	-	-
B	CEJ	13.000	6.90	-	NN-	-	-	-	5.00%	-	Wqcumels	3mTUMY	-	500-515	-	-	-	-
U-2	YTP	5.000	1.50	-	GGG-	-	-	-	36.00%	-	Pyvfuubm	3xBUHG	-	400-415	-	-	-	-
Swl	WTI	75.200	-	-	MO	QR	-	-	-	-	-	-	-	-	-	-	-	Retained
L-1	EPH	425.000	8.70	-	XXX	XXX	-	-	82.50%	-	Oupqdspk	3uIKEQ	-	-	-	-	-	-

Tranche Comments

L-1: Registration: 144H/Heb K; Comments: Dkg-bbvbgb; P-2: Registration: 144L/Onu H; T: Registration: 144J/Nbm M; U: Registration: 144Z/Yel M; N-1: Registration: 144B/Bna S; U-2: Registration: 144T/Vtr D; B: Registration: 144K/Gja J; Swl: Registration: 144M/Ftv U;

Deal Comments

Qkc-Dcmm Yscbkch 2.00

Pricing Speed

20% KYE

Reinvestment Period (YRS)