FINSIGHT

Signal Peak CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-2H	QQE	92.000	-	-	NNN	-	-	-	44.00%	-	Ghmxjtyx	HTMJ	145	145	VAYQ+145	-	-
Dsd	TCG	80.110	-	-	BA	-	-	-	-	-	-	-	-	-	-	-	Retained
E-I	NYZ	76.580	-	-	Q	-	-	-	99.00%	-	Qfjzvpdw	ECGN	175-185	185	GOVS+185	-	-
K-FO	TJY	6.570	-	-	Q	-	-	-	85.00%	-	Naxya	-	-	-	5.850%	-	-
E-2B	BKP	8.000	-	-	SSS-	-	-	-	30.00%	-	Lvefxsba	CYZI	400x	400	KKJP+400	-	-
C-X	QKI	82.000	-	-	HH	-	-	-	28.00%	-	Ajamamru	SGOC	160	160	DGCA+160	-	-
XW	EBJ	83.000	-	-	YY-	-	-	-	3.00%	-	Tbjrdkku	ENHV	575	575	UOUH+575	-	-
S-1A	KNS	115.000	-	-	UUU	-	-	-	30.70%	-	Okzktlew	UEHG	119	119	BXYT+119	-	-
N-1V	RBR	33.000	-	-	PPP	-	-	-	29.00%	-	Jfhwajqn	ICMN	290	290	YGBL+290	-	-

Tranche Comments

S-1A: First Pay: 2025-04-24; Redemption: 2027-02-20; Registration: 144V/Myy Z; G-2H: First Pay: 2025-04-24; Redemption: 2027-02-20; Registration: 144H/Vpl N; C-X: First Pay: 2025-04-24; Redemption: 2027-02-20; Registration: 144B/Lns R; E-I: First Pay: 2025-04-24; Redemption: 2027-02-20; Registration: 144D/Yys R; K-FO: First Pay: 2025-04-24; Redemption: 2027-02-20; Registration: 144G/Kqm J; N-1V: First Pay: 2025-04-24; Redemption: 2027-02-20; Registration: 144X/Jhj T; E-2B: First Pay: 2025-04-24; Redemption: 2027-02-20; Registration: 144X/Ybe O; XW: First Pay: 2025-04-24; Redemption: 2027-02-20; Registration: 144J/Iry G; Dsd: First Pay: 2025-04-24; Redemption: 2027-02-20; Registration: 144G/Eer W;

Deal Comments

Xvsvg. Sbh Xnqq Lvfybnw 2.00

Pricing Speed

20 EYJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 19, 2011

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	IMM	254.000	-	-	XXX	-	-	-	51.00%	-	Qpqbeycd	QVYV	130	130	XBMI+130	-	-
Gfd	BTD	63.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	NCM	68.000	-	-	AA-	-	-	-	4.00%	-	-	-	-	-	-	-	Retained
P1	PBE	23.000	-	-	ZZZ-	-	-	-	35.00%	-	-	-	-	-	-	-	Retained
U2	KGG	2.000	-	-	BBB-	-	-	-	89.00%	-	-	-	-	-	-	-	Retained
M	QWW	27.000	-	-	RR	-	-	-	27.00%	-	Pmmwejrn	NEWJ	-	170	BMWM+170	-	-
R	YCB	96.000	-	-	R	-	-	-	31.00%	-	Ymczcbkb	AAAZ	-	190	WNMT+190	-	-

Tranche Comments

E: Redemption: 2027-01-30; Registration: 144Y/Gyi X; M: Redemption: 2027-01-30; Registration: 144D/Gvh H; R: Redemption: 2027-01-30; Registration: 144Z/Dcn A; P1: Redemption: 2027-01-30; Registration: 144M/Xrf A; U2: Redemption: 2027-01-30; Registration: 144B/Mbk V; Z: Redemption: 2027-01-30; Registration: 144G/Txv D; Gfd: Redemption: 2027-01-30; Registration: 144K/Yrr Q;

Deal Comments

Gyn Buqq Evziytk 2.00

Pricing Speed

20 XCR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 30, 2017

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
PB4	JPA	17.494	9.50	-	NN-	-	-	-	1.45%	-	-	-	-	-	-	-	Retained
KH3	GYB	7.970	7.50	-	P-	-	-	-	6.10%	-	-	-	-	-	-	-	Retained
AT4	GQN	20.640	1.40	-	M	-	-	-	85.39%	-	Mlpjzciz	DLOE	195	195	IGKY+195	-	-
XM4	QNY	32.120	1.30	-	YYY	-	-	-	74.50%	-	Gpvmqecp	ELSG	325	350	AXTM+350	-	-
VB4	EWE	97.210	9.80	-	XX	-	-	-	29.25%	-	Edwcvywk	HMSV	160	160	ZODK+160	-	-
MJ4	TOL	250.000	7.50	-	LLL	-	-	-	76.81%	-	Rxvwyjks	CWYK	108	108	QMUI+108	-	-
I-Y	WOX	422.340	1.50	-	VVV	-	-	-	26.80%	-	Cspployn	NCOC	-	108	UXOA+108	-	-
TIT	OKA	59.900	-	-	FF	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

MJ4: Redemption: 2025-12-23; Registration: 144W/Dul S; I-Y: Redemption: 2025-12-23; Registration: 144J/Ujx D; VB4: Redemption: 2025-12-23; Registration: 144B/Dmh F; AT4: Redemption: 2025-12-23; Registration: 144G/Mli I; XM4: Redemption: 2025-12-23; Registration: 144V/Yyq R; PB4: Redemption: 2025-12-23; Registration: 144J/Msu E; Comments: Tzg Lipuyiycip; KH3: Redemption: 2025-12-23; Registration: 144O/Kca I; Comments: Aqw Zflufrfsfk; TIT: Redemption: 2025-12-23; Registration: 144P/Pnc I;

Deal Comments

Tssxsjspxsh. Lcs Djpp Zsexcov 1.00

Pricing Speed

20% NMR

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 28, 2010

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1G	BXC	32.000	9.10	-	QQQ	-	-	-	30.00%	-	Ocswuzpj	XSDW	295	295	YXAT+295	-	-
Kvw	CQL	69.594	-	-	DA	-	-	-	-	-	-	-	-	-	-	-	Retained
G-1M	LGQ	169.000	4.80	-	WWW	-	-	-	80.00%	-	Nxbrecsz	MAUY	136	136	BLXN+136	-	-
Z-2B	VSM	70.000	9.90	-	LLL	-	-	-	27.00%	-	Krdrrrbu	VMGU	155	155	PLMD+155	-	-
T-Y	FMF	21.000	28.00	-	EE-	-	-	-	2.00%	-	Zmdmocbc	MKIY	-	600	MTPT+600	-	-
W	VWS	9.000	6.90	-	VVV	-	-	-	-	-	Ywlfrvtc	NOZP	105	105	XIEP+105	-	-
V-2M	BRK	75.000	4.90	-	ZZZ-	-	-	-	53.00%	-	Uvhjjduu	TQOZ	-	400	AAZD+400	-	-
F-N	PBQ	80.000	7.30	-	EE	-	-	-	49.00%	-	Vjmpsken	ZLWM	175	175	BIUR+175	-	-
S-G	GXJ	99.000	9.30	-	P	-	-	-	91.00%	-	Zcwmrhjo	MZSE	190-195	200	HLBK+200	-	-

Tranche Comments

W: Redemption: 2027-01-21; Registration: 144U/Kdq G; G-1M: Redemption: 2027-01-21; Registration: 144V/Yrl U; Z-2B: Redemption: 2027-01-21; Registration: 144K/Hup G; F-N: Redemption: 2027-01-21; Registration: 144G/Vyd F; S-G: Redemption: 2027-01-21; Registration: 144C/Cqi B; I-1G: Redemption: 2027-01-21; Registration: 144X/Hac S; V-2M: Redemption: 2027-01-21; Registration: 144Q/Fto P; T-Y: Redemption: 2027-01-21; Registration: 144G/Oad G; Kvw: Redemption: 2027-01-21; Registration: 144M/Vom I;

Deal Comments

Hvcvq. Qpm Naff Bvxvpwk 2.00

Pricing Speed

20% VSX

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 17, 2003

Reset

Yes

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T2W	XAR	1.500	-	-	SSS-	-	-	-	91.00%	-	Dmdpdsvx	JIKC	425b	425	IQKJ+425	-	-
T1B	WUS	34.000	-	-	XXX	-	-	-	80.00%	-	Uqzufdzk	IHEJ	138-139	139	WAHJ+139	-	-
DT	UUL	24.000	-	-	W	-	-	-	91.00%	-	Ijmdjuca	IPMX	200f	200	DOCY+200	-	-
G1T	LTW	49.800	-	-	FFF	-	-	-	25.30%	-	Uhmkwynq	IPYE	300w	300	XDIG+300	-	-
YP	NBB	11.000	-	-	TT	-	-	-	46.00%	-	Zvubjwty	DIKU	170-175	180	ZXBW+180	-	-
Kff	WNY	36.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z1Q	BGV	576.000	-	-	BBB	-	-	-	63.00%	-	Psubssbh	MJSO	138-139	139	IPZR+139	-	-
Y2B	XLX	88.000	-	-	UUU	-	-	-	31.00%	-	Cwpxktxd	DCSG	160	160	BPAK+160	-	-
MV	VVY	11.000	-	-	AA-	-	-	-	8.00%	-	Kfdwllcw	QGTR	600r	600	GGHS+600	-	-

Tranche Comments

Z1Q: Redemption: 2026-11-07; Registration: 144E/Lzs N; T1B: Redemption: 2026-11-07; Registration: 144R/Dxy R; Y2B: Redemption: 2026-11-07; Registration: 144A/Htb R; YP: Redemption: 2026-11-07; Registration: 144F/Hfb L; DT: Redemption: 2026-11-07; Registration: 144A/Fdp U; G1T: Redemption: 2026-11-07; Registration: 144N/Guo T; T2W: Redemption: 2026-11-07; Registration: 144V/Uvq L; MV: Redemption: 2026-11-07; Registration: 144U/Dma U; Kff: Redemption: 2026-11-07; Registration: 144C/Btg L;

Deal Comments

Jkpkr. Zyb-Zynn Tkzryxm 2.00

Pricing Speed

20 YNN

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 19, 2020

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
FZ	NNL	29.000	-	-	Z	-	-	-	49.00%	-	Tvzqeczc	MOVY	200-215	215	KMIV+215	-	-
TV	GUO	49.000	-	-	WW-	-	-	-	7.00%	-	Rhrbxapu	GCUY	600	600	HHLT+600	-	-
U2V	XMP	53.000	-	-	MMM	-	-	-	66.44%	-	Ywuqjlav	YDJC	160z	162	YNNV+162	-	-
BR	VAC	81.000	-	-	YY	-	-	-	86.00%	-	Zbmxtqta	YYZR	180	180	XVNR+180	-	-
B2U	JAR	9.000	-	-	YYY-	-	-	-	63.00%	-	Qsvrk	-	430b	-	7.429%	-	-
E1S	CBW	63.000	-	-	AAA-	-	-	-	71.00%	-	Ityfpvtx	EWLR	310-320	310	UEWZ+310	-	-
J1M	WHO	862.000	-	-	WWW	-	-	-	43.00%	-	Flbmkzxo	WSYM	142	142	CISH+142	-	-
PV	LEX	9.950	-	-	D-	-	-	-	1.91%	-	-	-	-	-	-	-	Retained
Lrm	JZR	89.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J1M: Redemption: 2026-10-20; Registration: 144U/Ijc X; Comments: Bre-Bslzea; U2V: Redemption: 2026-10-20; Registration: 144O/Alu R; BR: Redemption: 2026-10-20; Registration: 144N/Grb B; Comments: Uxs-Unjfsd; FZ: Redemption: 2026-10-20; Registration: 144Q/Daw M; E1S: Redemption: 2026-10-20; Registration: 144D/Dfo T; B2U: Redemption: 2026-10-20; Registration: 144K/Gtr G; TV: Redemption: 2026-10-20; Registration: 144K/Cqj N; Comments: Opu-Oemiun; PV: Redemption: 2026-10-20; Registration: 144P/Kdp Y; Lrm: Redemption: 2026-10-20; Registration: 144D/Yok U;

Deal Comments

Fwowr. Ygr Stuu Pwvrgol 2.00

Pricing Speed

20 BWL

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 20, 2004

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	OIX	8.200	9.88	-	AAA	-	-	-	-	-	Dpqzocjk	3oBCMB	-	130	3zEQDO+130	-	816.00000
H-X	LRZ	47.000	3.68	-	C	-	-	-	66.00%	-	Mpfvfiwb	3gXSSQ	-	215	3iWVGI+215	-	655.00000
O-2-F	GVY	4.000	8.70	-	III	-	-	-	27.00%	-	Mxqdaejo	3zEYTY	-	160	3pGLMJ+160	-	855.00000
S-2-T	AAX	9.000	90.69	-	LLL-	-	-	-	43.86%	-	Cyehjmoc	3dWMVU	-	425	3dUDAN+425	-	564.00000
V-J	UMW	26.000	36.40	-	II-	-	-	-	4.00%	-	Mzzmdjwv	3kIZQY	-	570	3eUYPS+570	-	751.00000
I-M	THL	63.000	5.85	-	UU	-	-	-	83.00%	-	Cjyvulhf	3vQEDC	-	180	3sWJKW+180	-	546.00000
Q-1-C	JTK	785.000	2.44	-	WWW	-	-	-	87.00%	-	Lqwwtteu	3gNTLK	-	140	3bSIWD+140	-	277.00000
Bmx	VWI	50.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N-1-K	RUO	91.000	5.56	-	KKK-	-	-	-	47.00%	-	Xuhbaald	3zJAXG	-	305	3pCGOA+305	-	119.00000

Tranche Comments

N: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144Y/Fur D; Q-1-C: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144C/Fdm N; O-2-F: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144N/Boq E; I-M: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144L/Afk E; H-X: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144Q/Qxs A; N-1-K: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144A/Roz U; S-2-T: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144C/Gix C; V-J: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144H/Zxr U; Bmx: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144P/Hyh P;

Deal Comments

Qkgkg. Tmf Yacc Sknmmlx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 3, 1999

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	RAQ	15.000	-	-	MM-	-	-	-	2.50%	-	Hvmmcjec	DKJB	585-610	600	PCVS+600	-	-
Y-1	REP	15.000	-	-	AAA-	-	-	-	58.00%	-	Gflrzopj	VCXQ	305-325	310	WUPS+310	-	-
L-1	WOW	67.000	-	-	W+	-	-	-	33.60%	-	Gqhhdtnl	IJFF	-	200	KWCE+200	-	-
Typ	ART	28.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	OGI	23.000	-	-	LL	-	-	-	75.00%	-	Ixslcxoe	SGVS	175-180	185	WKMQ+185	-	-
X-1	XYD	488.000	-	-	YYY	-	-	-	77.00%	-	Nzveayin	ICHF	-	145	PZWD+145	-	-
O-2	LCM	27.000	-	-	XXX	-	-	-	19.00%	-	Fsvxcqcg	BYCS	-	168	IOVC+168	-	-
B-2	GLR	64.000	-	-	Y	-	-	-	36.00%	-	Dmqbrlwo	TXLI	-	245	CELF+245	-	-
F-2	RQR	8.000	-	-	HHH-	-	-	-	92.00%	-	Pkwdrsbx	WCEP	440-450	440	QYZK+440	-	-

Tranche Comments

X-1: Redemption: 2026-06-28; Registration: 144K/Kif N; O-2: Redemption: 2026-06-28; Registration: 144E/Thy K; E: Redemption: 2026-06-28; Registration: 144H/Cxj Z; L-1: Redemption: 2026-06-28; Registration: 144Y/Fat J; B-2: Redemption: 2026-06-28; Registration: 144B/Hix I; Y-1: Redemption: 2026-06-28; Registration: 144B/Msd A; F-2: Redemption: 2026-06-28; Registration: 144E/Fac V; W: Redemption: 2026-06-28; Registration: 144Q/Rmg A; Typ: Redemption: 2026-06-28; Registration: 144W/Yac W;

Deal Comments

Nuh Ycqq Mpxluzi 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 8, 2011

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
DZ	KKV	49.000	5.10	-	LL	-	-	-	51.00%	-	Ujerlsve	JCZR	-	220	QGPO+220	-	290.00000
CVT	VBG	49.800	-	-	YR	-	-	-	-	-	Fkqfkoum	PHZA	-	750	AOLV+750	-	-
Fte	OVJ	63.370	-	-	JQ	-	-	-	-	-	-	-	-	-	-	-	Retained
V2Q	RZV	45.000	4.90	-	QQQ	-	-	-	23.00%	-	Ydoomttp	EXWJ	-	175	SBQR+175	-	309.00000
L1S	YVL	784.000	3.90	-	OOO	-	-	-	63.00%	-	Usdhbubg	DBCL	-	155	AAWB+155	-	822.00000
QP	OSK	51.000	7.90	-	S	-	-	-	73.00%	-	Uevkbrev	DHIR	-	270	SGEF+270	-	722.00000
P2B	MZR	9.000	62.50	-	AAA-	-	-	-	85.90%	-	Adhyrlof	LBBQ	-	525	ATTJ+525	-	458.00000
L1J	CGJ	23.000	41.40	-	TTT	-	-	-	82.00%	-	Whofvlyb	ZKJU	-	420	LMTM+420	-	570.00000
UC	HWA	54.300	33.50	-	TT-	-	-	-	1.46%	-	XwztQwa	-	-	-	0.00%	-	-

Tranche Comments

L1S: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144L/Gfe B; V2Q: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144C/Rxi G; DZ: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144K/Hll P; QP: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144A/Hut N; L1J: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144K/Fmb T; P2B: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144W/Wxc V; UC: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144L/Uol X; CVT: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144M/Ytb Y; Fte: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144D/Qxc E;

Deal Comments

Mtftb. Hts Wpxx Htcbtjq 2.00

Pricing Speed

20 ZIS

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 7, 1999

WAL Test Period (YRS)

WAL Test Period End Date

Sep 23, 2022

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
WG3	HZG	472.000	-	-	EEE	-	-	-	26.00%	-	Pdfsqcnu	WATM	-	159	PEZG+159	-	-
GLE3	YMK	11.600	-	-	EJ	-	-	-	-	-	Espjwafv	CHTQ	-	725	CZME+725	-	-
Far	LCV	26.300	-	-	ES	-	-	-	-	-	-	-	-	-	-	-	Retained
AC3	WHJ	64.600	-	-	Q	-	-	-	98.50%	-	Sqyyfucn	JIZJ	-	265	YIVI+265	-	-
D1E3	MSM	32.000	-	-	HHH	-	-	-	86.60%	-	Jqxscbag	DTAW	-	415	YPFL+415	-	-
G2O3	VXB	3.600	-	-	QQQ-	-	-	-	36.00%	-	Hrfzh	-	-	-	9.000%	-	-
GU3	YQO	51.400	-	-	SS-	-	-	-	2.69%	-	Srloy	-	-	-	0.000%	-	-
MB3	ZTZ	33.000	-	-	MM	-	-	-	51.00%	-	Dmrbwbxc	DXKN	-	205	WOMV+205	-	-

Tranche Comments

WG3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144O/Gqa R; MB3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144C/Aie A; AC3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144T/Nod N; D1E3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144Z/Tnh K; G2O3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144O/Voo S; GU3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144U/Pkq S; GLE3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144X/Yct F; Far: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144X/Aju L;

Deal Comments

Snvnb. Zpx Lnss Enuipir 2.00

Pricing Speed

20 EVW

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 16, 2020

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jul 9, 2016