12(R)

Signal Peak CLO (SPEAK) 12(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
A	QJM	2.200	2.58	-	ZZZ	-	-	-	-	-	Bjkbhhld	3pWSZT	115-120	-	130	3vWMAD+130	-	846.00000
E-2-R	FVW	4.000	1.90	-	YYY	-	-	-	96.00%	-	Dvcsppcf	3uBNOO	-	-	160	3uDHMH+160	-	306.00000
C-X	XHE	60.000	27.47	-	II-	-	-	-	1.00%	-	Sloqdazj	3rAVCZ	550-570	-	570	3lPASM+570	-	466.00000
V-S	VJK	46.000	3.41	-	NN	-	-	-	22.00%	-	Pzedvumi	3rCGHH	170-175	-	180	3qZMNU+180	-	696.00000
S-1-U	LBY	59.000	4.46	-	HHH-	-	-	-	60.00%	-	Gcdevftu	3uJDMW	-	-	305	3rLMEW+305	-	609.00000
P-2-N	FUC	2.000	33.73	-	EEE-	-	-	-	56.42%	-	Vhyxccjf	3vEXOH	-	-	425	3rWQFK+425	-	215.00000
D-1-L	CGZ	600.000	6.12	-	RRR	-	-	-	12.00%	-	Fusmhbbc	3jJPOF	-	-	140	3fZICL+140	-	621.00000
B-H	WKX	50.000	9.65	-	U	-	-	-	52.00%	-	Vlbcdhtq	3rFIZF	200-210	-	215	3pINTA+215	-	865.00000
Gxl	FQE	66.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144P/Rsg K; D-1-L: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144W/Ian O; E-2-R: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144Y/Tuf A; V-S: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144T/Bsi X; B-H: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144V/Gww A; S-1-U: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144H/Xbh U; P-2-N: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144V/Peo C; C-X: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144I/Adr W; Gxl: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144F/Jhc P;

Deal Comments

Rwvwu. Eyn Jttt Uwwvykf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 8, 2020