Signal Peak-Static CLO

Deals

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
G	HYJ	75.000	5.60	Q2	-	-	-	-	13.50%	-	Mbdhvsph	3vX	-	-	215	3dS+215	-	-
B	ICG	70.000	9.10	Bbb3	-	-	-	-	99.70%	-	Schohkry	3yR	-	-	320	3eX+320	-	-
Kxf	BCY	73.350	-	CT	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	VIS	298.000	3.70	Ggg	-	-	-	-	93.00%	-	Mqvavvum	3aA	-	-	118	3cA+118	-	-
A	PXU	70.000	7.40	Hi2	-	-	-	-	89.00%	-	Iupclsni	3eE	-	-	175	3iS+175	-	-
P	HMN	85.000	67.30	Wo3	-	-	-	-	9.00%	-	Qplrmmnk	3pE	-	-	650	3cK+650	-	-

Tranche Comments

A: Redemption: 2024-01-24; Registration: 144W/Uxq V; A: Redemption: 2024-01-24; Registration: 144O/Xyt Z; G: Redemption: 2024-01-24; Registration: 144Q/Vta E; B: Redemption: 2024-01-24; Registration: 144U/Uwo D; P: Redemption: 2024-01-24; Registration: 144F/Tzv D; Kxf: Redemption: 2024-01-24; Registration: 144B/Lwu K;

Deal Comments

Mko Bsjj Izhnkpx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 29, 2007