1(R)

Signal Peak CLO (SPEAK) 1(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
NH3	ECB	3.420	1.60	-	I-	-	-	-	5.10%	-	-	-	-	-	-	-	-	Retained
XD4	YXL	59.800	9.20	-	FF	-	-	-	16.28%	-	Xypakhjk	SCQH	-	160	160	IXAB+160	-	-
WS4	UPE	47.430	7.70	-	LLL	-	-	-	14.10%	-	Vzhbamhv	DEZL	-	325	350	UMWU+350	-	-
CV4	MCT	526.000	7.80	-	HHH	-	-	-	73.67%	-	Urlhvfbz	MLXJ	-	108	108	YUMP+108	-	-
VF4	MUM	50.902	1.90	-	PP-	-	-	-	3.53%	-	-	-	-	-	-	-	-	Retained
XT4	PMY	36.640	5.20	-	B	-	-	-	39.67%	-	Xmffcrqj	NEUJ	-	195	195	EJOI+195	-	-
Y-C	JKR	870.870	8.50	-	UUU	-	-	-	17.12%	-	Rlqlbprk	USCX	-	-	108	YIAJ+108	-	-
VJN	FEW	75.600	-	-	VJ	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

CV4: Redemption: 2025-12-23; Registration: 144W/Fmn V; Y-C: Redemption: 2025-12-23; Registration: 144J/Gcq B; XD4: Redemption: 2025-12-23; Registration: 144N/Bkp K; XT4: Redemption: 2025-12-23; Registration: 144B/Wfx K; WS4: Redemption: 2025-12-23; Registration: 144D/Zzi W; VF4: Redemption: 2025-12-23; Registration: 144J/Ait F; Comments: Bmk Gqqmozouqh; NH3: Redemption: 2025-12-23; Registration: 144X/Wvr H; Comments: Pkr Jwtviaipwd; VJN: Redemption: 2025-12-23; Registration: 144O/Cle C;

Deal Comments

Qshyqjqqyqh. Xyq Njmm Dsryyku 1.00

Pricing Speed

20% LGN

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 14, 2010

Refinancing

Yes