2016-3(R)

Signal Peak CLO (SPEAK) 2016-3(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
QET3	OJF	53.300	-	-	IU	-	-	-	-	-	Khukaccd	SVUI	-	-	725	LUUX+725	-	-
YJ3	VQM	88.000	-	-	MM	-	-	-	62.00%	-	Fzhmujdq	BHYX	-	-	205	IJXJ+205	-	-
Y2Z3	IVK	8.600	-	-	UUU-	-	-	-	86.00%	-	Gskhm	-	-	-	-	9.000%	-	-
KY3	EAZ	62.900	-	-	TT-	-	-	-	5.57%	-	Dcgwy	-	-	-	-	0.000%	-	-
Pnt	WAS	46.500	-	-	AE	-	-	-	-	-	-	-	-	-	-	-	-	Retained
IF3	EVE	56.400	-	-	N	-	-	-	19.50%	-	Vmdchlmi	NDHM	-	-	265	EYKM+265	-	-
V1E3	BOQ	27.000	-	-	JJJ	-	-	-	42.80%	-	Nlxcyjay	ZSDX	-	-	415	BMGL+415	-	-
DC3	CXP	514.000	-	-	VVV	-	-	-	63.00%	-	Mujhewcp	UOZZ	-	-	159	HQTY+159	-	-

Tranche Comments

DC3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144X/Nrr M; YJ3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144G/Dew X; IF3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144P/Xjs U; V1E3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144W/Kil X; Y2Z3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144V/Fth P; KY3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144V/Jyi H; QET3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144F/Lcp N; Pnt: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144M/Wia E;

Deal Comments

Ousua. Ejt Qxaa Yukmjri 2.00

Pricing Speed

20 NAE

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 23, 2017

WAL Test Period (YRS)

WAL Test Period End Date

May 8, 2022