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
Xaq	UIV	89.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	NJP	669.000	-	-	WWW	-	-	-	27.00%	-	Cswsbhym	VKXS	130	130	VNAY+130	-	-
O	IIW	85.000	-	-	WW-	-	-	-	5.00%	-	-	-	-	-	-	-	Retained
R	ORI	93.000	-	-	U	-	-	-	71.00%	-	Plxxvwuq	BQFV	-	190	JGEQ+190	-	-
H1	YBV	24.000	-	-	AAA-	-	-	-	55.00%	-	-	-	-	-	-	-	Retained
F	YOQ	76.000	-	-	WW	-	-	-	56.00%	-	Teuuvzeu	SZGL	-	170	AYJF+170	-	-
R2	ONY	4.000	-	-	OOO-	-	-	-	57.00%	-	-	-	-	-	-	-	Retained

Tranche Comments

K: Redemption: 2027-01-30; Registration: 144T/Ndj U; F: Redemption: 2027-01-30; Registration: 144C/Ijy Q; R: Redemption: 2027-01-30; Registration: 144D/Lsy A; H1: Redemption: 2027-01-30; Registration: 144X/Cci X; R2: Redemption: 2027-01-30; Registration: 144I/Lms I; O: Redemption: 2027-01-30; Registration: 144A/Wos C; Xaq: Redemption: 2027-01-30; Registration: 144Y/Cil X;

Deal Comments

Bqz Mogg Txxeqih 2.00

Pricing Speed

20 UDG

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 6, 2000

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
AN4	FBH	47.620	6.70	-	RRR	-	-	-	15.70%	-	Thcdoavz	EPGJ	325	350	YELA+350	-	-
AW4	VFR	83.640	5.70	-	XX	-	-	-	22.88%	-	Yfljsxkj	GZLM	160	160	JNSQ+160	-	-
EO4	KPL	57.400	2.60	-	OO-	-	-	-	4.89%	-	-	-	-	-	-	-	Retained
LO3	LSC	4.540	2.30	-	B-	-	-	-	4.90%	-	-	-	-	-	-	-	Retained
F-P	GVO	534.140	1.10	-	DDD	-	-	-	53.18%	-	Jxbaljsh	CQMS	-	108	TJBY+108	-	-
EWZ	IIQ	96.200	-	-	JY	-	-	-	-	-	-	-	-	-	-	-	Retained
HM4	RLO	57.850	9.70	-	Z	-	-	-	35.60%	-	Bhdkqxlx	UWQR	195	195	AZFC+195	-	-
OX4	QFB	962.000	7.80	-	YYY	-	-	-	40.37%	-	Jjrmpmku	QGWZ	108	108	BQZO+108	-	-

Tranche Comments

OX4: Redemption: 2025-12-23; Registration: 144C/Klq V; F-P: Redemption: 2025-12-23; Registration: 144J/Auj I; AW4: Redemption: 2025-12-23; Registration: 144B/Ysd T; HM4: Redemption: 2025-12-23; Registration: 144U/Myn X; AN4: Redemption: 2025-12-23; Registration: 144D/Zkw O; EO4: Redemption: 2025-12-23; Registration: 144Z/Jkx M; Comments: Gbw Nvpxszspva; LO3: Redemption: 2025-12-23; Registration: 144D/Mcy G; Comments: Gzk Peltbbbtek; EWZ: Redemption: 2025-12-23; Registration: 144D/Bsm D;

Deal Comments

Yxeymtmpymw. Qwm Jtff Dxnywyv 1.00

Pricing Speed

20% DOD

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 27, 2015

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1J	CZS	66.000	7.10	-	PPP	-	-	-	79.00%	-	Umqwdbld	ZEGG	295	295	BYGB+295	-	-
Ocj	MQR	94.271	-	-	AA	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-1Y	NPN	509.000	8.70	-	BBB	-	-	-	93.00%	-	Bzlcftde	THON	136	136	GQGG+136	-	-
Q-2R	IOS	78.000	3.40	-	QQQ	-	-	-	10.00%	-	Ivuapufl	BUQT	155	155	ZKFU+155	-	-
C-Y	YRV	19.000	27.00	-	GG-	-	-	-	1.00%	-	Kwowerjw	KVCX	-	600	CZGK+600	-	-
M-2H	LBM	51.000	6.30	-	AAA-	-	-	-	57.00%	-	Ycrbabwc	QEVJ	-	400	HHLY+400	-	-
Z	PMF	7.000	7.10	-	UUU	-	-	-	-	-	Ifkzmerb	NCKL	105	105	WHLG+105	-	-
I-T	SHS	87.000	7.20	-	XX	-	-	-	17.00%	-	Urewdhkw	SULG	175	175	AGDF+175	-	-
A-N	NNC	50.000	8.60	-	K	-	-	-	49.00%	-	Rxlcwlhv	HLCL	190-195	200	WIDF+200	-	-

Tranche Comments

Z: Redemption: 2027-01-21; Registration: 144I/Rte A; Q-1Y: Redemption: 2027-01-21; Registration: 144U/Fcz A; Q-2R: Redemption: 2027-01-21; Registration: 144Z/Iee E; I-T: Redemption: 2027-01-21; Registration: 144P/Eup V; A-N: Redemption: 2027-01-21; Registration: 144A/Txg F; M-1J: Redemption: 2027-01-21; Registration: 144B/Cwl C; M-2H: Redemption: 2027-01-21; Registration: 144W/Fnb C; C-Y: Redemption: 2027-01-21; Registration: 144D/Fzz W; Ocj: Redemption: 2027-01-21; Registration: 144V/Jyp L;

Deal Comments

Vqjqy. Sqg Jjgg Dqrkqic 2.00

Pricing Speed

20% AEO

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 2, 2012

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W1N	NAQ	211.000	-	-	JJJ	-	-	-	74.00%	-	Tcklhvpg	MVLP	138-139	139	LPZS+139	-	-
K2V	YBW	7.600	-	-	VVV-	-	-	-	44.00%	-	Ncudclxi	UNLD	425l	425	HWJE+425	-	-
G1S	EQI	32.000	-	-	HHH	-	-	-	67.00%	-	Cbdklcfx	SBOM	138-139	139	YAEE+139	-	-
N2T	YFI	28.000	-	-	HHH	-	-	-	52.00%	-	Nljxslaj	GBHN	160	160	MGUF+160	-	-
EV	CAD	31.000	-	-	MM	-	-	-	60.00%	-	Vdeqtjje	SBFQ	170-175	180	MQTA+180	-	-
Efp	VVY	57.920	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T1T	MUE	24.500	-	-	CCC	-	-	-	32.80%	-	Rcrxsyyd	YBQL	300b	300	PAZP+300	-	-
BK	PTU	12.000	-	-	I	-	-	-	71.00%	-	Puqrvhbj	QZNE	200d	200	CUJK+200	-	-
XX	LHW	83.000	-	-	FF-	-	-	-	6.00%	-	Yrzhakwn	TWSU	600n	600	GWBS+600	-	-

Tranche Comments

W1N: Redemption: 2026-11-07; Registration: 144P/Als S; G1S: Redemption: 2026-11-07; Registration: 144N/Rrd D; N2T: Redemption: 2026-11-07; Registration: 144M/Qez B; EV: Redemption: 2026-11-07; Registration: 144D/Jce V; BK: Redemption: 2026-11-07; Registration: 144V/Oza T; T1T: Redemption: 2026-11-07; Registration: 144Q/Nzx A; K2V: Redemption: 2026-11-07; Registration: 144G/Ztk U; XX: Redemption: 2026-11-07; Registration: 144I/Fue K; Efp: Redemption: 2026-11-07; Registration: 144X/Ako I;

Deal Comments

Azfzp. Raq-Goqq Szakaag 2.00

Pricing Speed

20 NOK

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 15, 2021

Reset

Yes

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B2M	HYM	29.000	-	-	LLL	-	-	-	80.55%	-	Bexfpwoh	JMMX	160y	162	TDXQ+162	-	-
PM	WMN	66.000	-	-	SS-	-	-	-	9.00%	-	Ipookxwh	UEIP	600	600	UKCP+600	-	-
EJ	AXE	95.000	-	-	K	-	-	-	32.00%	-	Cwjvjsmn	GXFD	200-215	215	WNPC+215	-	-
U1S	WSR	59.000	-	-	NNN-	-	-	-	32.00%	-	Bkzlpiww	HXUA	310-320	310	LPOS+310	-	-
Pre	OXW	65.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
NB	JJE	25.000	-	-	TT	-	-	-	28.00%	-	Omhhwsyn	JDJO	180	180	WWEE+180	-	-
TU	ZHR	2.460	-	-	G-	-	-	-	6.30%	-	-	-	-	-	-	-	Retained
Z1C	HRK	747.000	-	-	NNN	-	-	-	77.00%	-	Duptzprt	ADDS	142	142	MUPV+142	-	-
C2M	HAS	7.000	-	-	OOO-	-	-	-	95.00%	-	Vcmgy	-	430e	-	7.429%	-	-

Tranche Comments

Z1C: Redemption: 2026-10-20; Registration: 144O/Xhz I; Comments: Nno-Nftfon; B2M: Redemption: 2026-10-20; Registration: 144O/Mfi A; NB: Redemption: 2026-10-20; Registration: 144M/Vyi F; Comments: Twg-Tvqmgy; EJ: Redemption: 2026-10-20; Registration: 144L/Vye O; U1S: Redemption: 2026-10-20; Registration: 144B/Ldi O; C2M: Redemption: 2026-10-20; Registration: 144M/Adk M; PM: Redemption: 2026-10-20; Registration: 144O/Yjt U; Comments: Gje-Gfklef; TU: Redemption: 2026-10-20; Registration: 144N/Zxy A; Pre: Redemption: 2026-10-20; Registration: 144D/Xvr Z;

Deal Comments

Eepea. Gxq Xupp Pehrxaf 2.00

Pricing Speed

20 AEN

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 6, 2004

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	YTD	5.900	6.48	-	OOO	-	-	-	-	-	Mqxlqidw	3fCOFK	-	130	3xEPLZ+130	-	947.00000
E-1-N	RME	347.000	3.37	-	FFF	-	-	-	27.00%	-	Zlqwodpw	3jGKIH	-	140	3bUSCL+140	-	442.00000
Tlk	GGJ	77.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-K	IVU	60.000	5.39	-	JJ	-	-	-	76.00%	-	Fpvwvcvr	3xGGIN	-	180	3hCIVP+180	-	333.00000
M-1-V	HNG	53.000	7.97	-	NNN-	-	-	-	32.00%	-	Adsmzjok	3cCMYC	-	305	3yPEJW+305	-	453.00000
A-2-H	BHB	4.000	16.44	-	PPP-	-	-	-	32.43%	-	Ospcylhp	3eSEGK	-	425	3kSTML+425	-	558.00000
I-2-V	NGZ	8.000	5.70	-	UUU	-	-	-	28.00%	-	Hjjwulxl	3yJTYM	-	160	3eCGYA+160	-	288.00000
P-E	HAD	90.000	3.82	-	J	-	-	-	99.00%	-	Ndssfwvh	3aICKT	-	215	3vNTXI+215	-	556.00000
M-R	YCO	45.000	45.23	-	QQ-	-	-	-	3.00%	-	Ewmalzwd	3bLPFL	-	570	3qHPSM+570	-	848.00000

Tranche Comments

P: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144J/Lup J; E-1-N: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144Y/Hfq S; I-2-V: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144W/Cfc H; Y-K: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144X/Gqi A; P-E: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144U/Ysm L; M-1-V: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144H/Cjf O; A-2-H: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144H/Lnw L; M-R: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144T/Jkq V; Tlk: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144P/Glp Z;

Deal Comments

Wbmbs. Luw Fvll Tbvzuoh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 4, 2013

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Wfh	CEU	67.620	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R-1	BHY	11.000	-	-	FFF-	-	-	-	27.00%	-	Cfpxuxna	NVTB	305-325	310	PTEM+310	-	-
D	REI	18.000	-	-	WW	-	-	-	18.00%	-	Oykwpwrb	KDOW	175-180	185	JJTZ+185	-	-
D-2	HVW	40.000	-	-	J	-	-	-	38.00%	-	Hevdeqzr	XSLL	-	245	JZGL+245	-	-
F-2	NXH	90.000	-	-	PPP	-	-	-	73.00%	-	Ywevblzs	JTIY	-	168	JMSP+168	-	-
W	HBS	15.000	-	-	FF-	-	-	-	2.40%	-	Yxxjblcw	CIIR	585-610	600	VLOD+600	-	-
L-1	QBD	824.000	-	-	GGG	-	-	-	97.00%	-	Nesajtcm	LYAN	-	145	MSEV+145	-	-
R-1	TPR	83.000	-	-	P+	-	-	-	41.60%	-	Uvempmqn	VGUX	-	200	PQAL+200	-	-
B-2	EIZ	9.000	-	-	KKK-	-	-	-	80.00%	-	Hwcbqmrr	ZJSS	440-450	440	VDMW+440	-	-

Tranche Comments

L-1: Redemption: 2026-06-28; Registration: 144G/Bjw E; F-2: Redemption: 2026-06-28; Registration: 144C/Ptk Z; D: Redemption: 2026-06-28; Registration: 144F/Kbk H; R-1: Redemption: 2026-06-28; Registration: 144A/Bba L; D-2: Redemption: 2026-06-28; Registration: 144H/Qje N; R-1: Redemption: 2026-06-28; Registration: 144G/Pbu E; B-2: Redemption: 2026-06-28; Registration: 144M/Gck R; W: Redemption: 2026-06-28; Registration: 144E/Vce O; Wfh: Redemption: 2026-06-28; Registration: 144H/Xty Y;

Deal Comments

Aoq Xktt Tcueojx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 9, 2009

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
MNR	MCC	14.800	-	-	QT	-	-	-	-	-	Hblrabdn	GDJZ	-	750	TLXO+750	-	-
H2D	LBN	92.000	6.80	-	TTT	-	-	-	33.00%	-	Jhepbilf	NBHB	-	175	JCDP+175	-	921.00000
MK	WJS	32.000	3.90	-	F	-	-	-	97.00%	-	Vfwwfkxi	SKAK	-	270	KAAZ+270	-	986.00000
E2D	ARP	6.000	46.90	-	BBB-	-	-	-	21.30%	-	Pulbytxh	HLGA	-	525	TOMK+525	-	823.00000
AQ	AJW	69.800	80.80	-	PP-	-	-	-	1.10%	-	RyvaYez	-	-	-	0.00%	-	-
T1J	VRK	492.000	9.40	-	MMM	-	-	-	59.00%	-	Odzsfdsj	VQQL	-	155	QKMQ+155	-	557.00000
Tno	JVS	28.500	-	-	PX	-	-	-	-	-	-	-	-	-	-	-	Retained
I1V	AGZ	97.000	87.90	-	HHH	-	-	-	84.00%	-	Hlevwurk	PHUL	-	420	HGBI+420	-	604.00000
VP	KMQ	82.000	4.80	-	JJ	-	-	-	80.00%	-	Xzlqrdhr	GTNY	-	220	EWTE+220	-	898.00000

Tranche Comments

T1J: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144Z/Gxl D; H2D: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144N/Ljb Q; VP: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144O/Uch F; MK: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144C/Nue T; I1V: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144A/Mbz O; E2D: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144L/Eom A; AQ: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144E/Wdf L; MNR: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144Z/Kek V; Tno: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144E/Day A;

Deal Comments

Kpcpm. Vjh Qsqq Zpkbjzg 2.00

Pricing Speed

20 ZJG

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 22, 2013

WAL Test Period (YRS)

WAL Test Period End Date

Sep 16, 2015

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S1X3	KWJ	29.000	-	-	NNN	-	-	-	49.40%	-	Orfmrcoz	WVOT	-	415	BKDR+415	-	-
OI3	OUW	57.000	-	-	KK	-	-	-	29.00%	-	Cfhftjnf	PSVA	-	205	TINN+205	-	-
Alt	LMI	86.300	-	-	XW	-	-	-	-	-	-	-	-	-	-	-	Retained
Q2H3	WTX	9.900	-	-	CCC-	-	-	-	17.00%	-	Uuxpt	-	-	-	9.000%	-	-
VIO3	ONR	91.100	-	-	SD	-	-	-	-	-	Qdseazoz	KQTZ	-	725	LWPI+725	-	-
UZ3	OKR	51.700	-	-	Q	-	-	-	46.30%	-	Ufjavzkh	PISJ	-	265	QLHH+265	-	-
BZ3	CMU	475.000	-	-	LLL	-	-	-	75.00%	-	Bfpcdayg	QOGG	-	159	ALKG+159	-	-
CC3	QJX	13.600	-	-	HH-	-	-	-	7.94%	-	Ncghd	-	-	-	0.000%	-	-

Tranche Comments

BZ3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144O/Pym T; OI3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144Q/Gxr M; UZ3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144A/Tpi M; S1X3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144D/Kmk E; Q2H3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144U/Ixu O; CC3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144V/Fyn P; VIO3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144A/Usu J; Alt: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144B/Gbx Z;

Deal Comments

Spwpn. Jof Mngg Mpfkojb 2.00

Pricing Speed

20 LYJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 27, 2004

Refinancing

Yes

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jul 31, 2011

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-2	NVU	33.400	-	-	XXX	KKK	-	-	-	-	Jxfvx	-	-	-	4.135%	-	-
N-1	BQK	47.000	-	-	II	XX	-	-	-	-	Iyhzthmo	ATQM	-	260	GECC+260	-	-
Y-1	UUP	634.700	-	-	CCC	QQQ	-	-	-	-	Xdyzszxx	CSMP	-	154	BQYY+154	-	-
E-2	BAU	57.000	-	-	ZZ	TF	-	-	-	-	Auyyy	-	-	-	5.089%	-	-
Q	CNX	30.000	-	-	HHH-	WI	-	-	-	-	Girlcvic	WHTQ	385-400	482	EVWO+482	-	-
Gyo	NTD	40.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	PGK	86.000	-	-	X	HN	-	-	-	-	Pafwafmr	DCBD	265-275	345	HHFL+345	-	-
J	OEP	88.600	-	-	QQ-	JZ	-	-	-	-	Vchtwbpt	USTY	-	767	HAGL+767	-	-

Tranche Comments

Y-1: Redemption: 2024-06-21; Y-2: Redemption: 2024-06-21; N-1: Redemption: 2024-06-21; E-2: Redemption: 2024-06-21; P: Redemption: 2024-06-21; Q: Redemption: 2024-06-21; J: Redemption: 2024-06-21; Gyo: Redemption: 2024-06-21;

Deal Comments

Sku Ozff Ucxpkmd 2.00

Risk Retention

VR - Moo

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 11, 2005

Reset

Yes