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-R	MKN	47.000	1.62	-	II	-	-	-	76.00%	-	Zxpudupk	3qWXKI	170-175	-	180	3yCMQY+180	-	213.00000
Yzk	QVW	80.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	BQA	5.700	7.24	-	TTT	-	-	-	-	-	Xvsyusda	3xKXAB	115-120	-	130	3rJDCZ+130	-	312.00000
V-K	HXL	94.000	3.46	-	I	-	-	-	32.00%	-	Ldffdyjo	3dYVPD	200-210	-	215	3xLTUO+215	-	942.00000
C-1-K	BBH	80.000	4.85	-	RRR-	-	-	-	19.00%	-	Xtewsavt	3uQYDX	-	-	305	3dVEJI+305	-	522.00000
V-2-Q	EHI	7.000	7.30	-	AAA	-	-	-	95.00%	-	Fjozarxy	3wUIZS	-	-	160	3iGIWK+160	-	844.00000
S-1-G	KHW	341.000	4.41	-	VVV	-	-	-	17.00%	-	Wydsqpqk	3fTNNH	-	-	140	3lVJZP+140	-	651.00000
D-T	KYJ	45.000	72.39	-	DD-	-	-	-	2.00%	-	Oqycrjxt	3eMLYT	550-570	-	570	3bQYNM+570	-	304.00000
X-2-C	NRI	8.000	65.14	-	III-	-	-	-	76.45%	-	Xzumtyir	3bJYVU	-	-	425	3xNYLC+425	-	258.00000

Tranche Comments

U: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144C/Vhw S; S-1-G: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144M/Gvc R; V-2-Q: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144D/Lmf Z; Q-R: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144U/Qle H; V-K: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144P/Uow S; C-1-K: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144U/Buo W; X-2-C: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144Z/Mxw H; D-T: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144G/Cjm E; Yzk: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144K/Yjd E;

Deal Comments

Aqvqs. Ioo Wegg Fqpkozd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 19, 2011