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
Q-X	TJG	68.000	23.70	-	XX-	-	-	-	2.00%	-	Nyudqfiu	3qLEPP	550-570	-	570	3tDMSH+570	-	176.00000
V-2-Q	NIW	5.000	2.70	-	SSS	-	-	-	42.00%	-	Qjwxwlog	3eCJOE	-	-	160	3mWHBZ+160	-	267.00000
Z-1-J	PLI	656.000	4.34	-	MMM	-	-	-	88.00%	-	Jxwjhhnz	3oNTNG	-	-	140	3bUVKL+140	-	727.00000
N-2-I	MLT	6.000	44.89	-	QQQ-	-	-	-	41.36%	-	Fbrkmica	3sQBPY	-	-	425	3iGLON+425	-	707.00000
S-G	VPY	36.000	4.71	-	YY	-	-	-	12.00%	-	Vpmvpify	3eJKSM	170-175	-	180	3nAUZR+180	-	809.00000
N-G	BCS	78.000	5.13	-	U	-	-	-	35.00%	-	Vcdamtcz	3kCMOR	200-210	-	215	3oANPA+215	-	662.00000
B-1-J	WAM	25.000	2.94	-	ZZZ-	-	-	-	19.00%	-	Ulubmqlr	3eNGXC	-	-	305	3pLBSG+305	-	951.00000
Pmb	WVQ	66.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	BRD	5.200	9.42	-	HHH	-	-	-	-	-	Dsjekonr	3oDHNQ	115-120	-	130	3cHQLH+130	-	251.00000

Tranche Comments

N: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144U/Dur Z; Z-1-J: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144Z/Rzp E; V-2-Q: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144U/Nfz G; S-G: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144K/Hlm Y; N-G: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144V/Tuo F; B-1-J: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144L/Gbj M; N-2-I: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144B/Kek F; Q-X: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144G/Wyt F; Pmb: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144I/Frm S;

Deal Comments

Ysusv. Fuz Kncc Pslsuuq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 8, 2006

Refinancing

Yes

Reset

Yes