4(R)

Signal Peak-Static CLO (SPSTC) 4(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

ORIX Corp

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
P-W	MTG	2.000	-	-	AAA	-	-	-	-	-	Fdocozmn	3kG	-	70v	95	3iY+95	-	-
P-R	ABV	25.400	-	-	O-	-	-	-	-	-	Gmjowkwj	3dS	-	-	853	3oN+853	-	-
E-G	IQU	57.000	-	-	LLL-	-	-	-	-	-	Pmvscqjh	3tE	-	310-320	320	3lT+320	-	-
W-T	ZNK	16.300	-	-	RR-	-	-	-	-	-	Yuvoxtdf	3gL	-	-	675	3mW+675	-	-
O-U	CZC	371.000	-	-	WWW	-	-	-	-	-	Jxbcjvan	3sV	-	118	118	3oP+118	-	-
W-X	KQS	63.000	-	-	HH	-	-	-	-	-	Ocmebvxx	3hE	-	165-170	175	3eG+175	-	-
C-F	NIT	59.000	-	-	I	-	-	-	-	-	Oawrvaue	3zX	-	205-215	215	3xR+215	-	-
Dyw	CXB	86.510	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P-W: Redemption: 2023-10-26; O-U: Redemption: 2023-10-26; W-X: Redemption: 2023-10-26; C-F: Redemption: 2023-10-26; E-G: Redemption: 2023-10-26; W-T: Redemption: 2023-10-26; P-R: Redemption: 2023-10-26; Dyw: Redemption: 2023-10-26;

Deal Comments

Dmemq. Vak Vcoo Hmamabt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 12, 2011