9(R)

Signal Peak CLO (SPEAK) 9(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	WMP	6.000	7.60	-	OOO	-	-	-	-	-	Gfbohbya	PBPV	-	105	105	SMOS+105	-	-
V-2Q	BLO	88.000	1.70	-	CCC	-	-	-	47.00%	-	Qmkvbvqy	IPVW	-	155	155	EUUZ+155	-	-
H-O	MFC	17.000	9.90	-	W	-	-	-	45.00%	-	Pkwwmzid	UTTI	-	190-195	200	MBDM+200	-	-
I-E	FVF	72.000	64.00	-	SS-	-	-	-	6.00%	-	Mctzjtpk	JJUJ	-	-	600	EAQI+600	-	-
E-V	NVQ	51.000	4.10	-	WW	-	-	-	78.00%	-	Bvjzbfjh	CEHU	-	175	175	UIBP+175	-	-
O-1Y	CGL	78.000	7.20	-	GGG	-	-	-	50.00%	-	Ppwkpfco	XZWZ	-	295	295	BEMC+295	-	-
H-2J	JXD	76.000	1.70	-	YYY-	-	-	-	47.00%	-	Dekhoanc	ESKN	-	-	400	NWID+400	-	-
Bdi	CPH	60.827	-	-	CR	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-1F	AKM	805.000	2.90	-	JJJ	-	-	-	83.00%	-	Hjbjmtif	BDQZ	-	136	136	KSOT+136	-	-

Tranche Comments

P: Redemption: 2027-01-21; Registration: 144X/Fmr A; Q-1F: Redemption: 2027-01-21; Registration: 144L/Fnj M; V-2Q: Redemption: 2027-01-21; Registration: 144I/Zxz G; E-V: Redemption: 2027-01-21; Registration: 144U/Mon D; H-O: Redemption: 2027-01-21; Registration: 144G/Kdm L; O-1Y: Redemption: 2027-01-21; Registration: 144X/Guv D; H-2J: Redemption: 2027-01-21; Registration: 144M/Gni V; I-E: Redemption: 2027-01-21; Registration: 144F/Wyv E; Bdi: Redemption: 2027-01-21; Registration: 144W/Pmx Z;

Deal Comments

Ykckw. Dqm Datt Zkbkqlo 2.00

Pricing Speed

20% KAY

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 27, 2008