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
A1R	USD	230.000	-	-	AAA	-	-	-	39.00%	-	Floating	SOFR	138-139	139	SOFR+139	-	-
A1R	USD	75.000	-	-	AAA	-	-	-	39.00%	-	Floating	SOFR	138-139	139	SOFR+139	-	-
A2R	USD	35.000	-	-	AAA	-	-	-	32.00%	-	Floating	SOFR	160	160	SOFR+160	-	-
BR	USD	40.000	-	-	AA	-	-	-	24.00%	-	Floating	SOFR	170-175	180	SOFR+180	-	-
CR	USD	30.000	-	-	A	-	-	-	18.00%	-	Floating	SOFR	200a	200	SOFR+200	-	-
D1R	USD	27.500	-	-	BBB	-	-	-	12.50%	-	Floating	SOFR	300a	300	SOFR+300	-	-
D2R	USD	7.500	-	-	BBB-	-	-	-	11.00%	-	Floating	SOFR	425a	425	SOFR+425	-	-
ER	USD	15.000	-	-	BB-	-	-	-	8.00%	-	Floating	SOFR	600a	600	SOFR+600	-	-
Sub	USD	54.950	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A1R: Redemption: 2026-11-07; Registration: 144A/Reg S; A1R: Redemption: 2026-11-07; Registration: 144A/Reg S; A2R: Redemption: 2026-11-07; Registration: 144A/Reg S; BR: Redemption: 2026-11-07; Registration: 144A/Reg S; CR: Redemption: 2026-11-07; Registration: 144A/Reg S; D1R: Redemption: 2026-11-07; Registration: 144A/Reg S; D2R: Redemption: 2026-11-07; Registration: 144A/Reg S; ER: Redemption: 2026-11-07; Registration: 144A/Reg S; Sub: Redemption: 2026-11-07; Registration: 144A/Reg S;

Deal Comments

Reset. Non-Call Period: 2.00

Pricing Speed

20 SPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 20, 2029

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
KA	WJA	83.000	-	-	T	-	-	-	67.00%	-	Fvfktubp	MQVN	200-215	215	TUHF+215	-	-
WC	ZGY	54.000	-	-	ZZ-	-	-	-	5.00%	-	Llrxqlhk	WDHP	600	600	PDYC+600	-	-
Oey	IBL	76.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q2I	NXN	22.000	-	-	AAA	-	-	-	96.77%	-	Ghpqoahd	HGOB	160x	162	EUYI+162	-	-
BD	YTM	53.000	-	-	TT	-	-	-	18.00%	-	Robxhouj	XKYO	180	180	XBXN+180	-	-
VN	IBI	5.560	-	-	Z-	-	-	-	3.26%	-	-	-	-	-	-	-	Retained
Z1W	OMJ	36.000	-	-	PPP-	-	-	-	12.00%	-	Dxkbufdg	IOEX	310-320	310	EDGN+310	-	-
T1W	LIS	358.000	-	-	RRR	-	-	-	70.00%	-	Yxvyoxns	WZLZ	142	142	HTVX+142	-	-
I2U	BHU	5.000	-	-	UUU-	-	-	-	99.00%	-	Khiib	-	430f	-	7.429%	-	-

More Details

Tranche Comments

T1W: Redemption: 2026-10-20; Registration: 144M/Nsa X; Comments: Itg-Ivgkgx; Q2I: Redemption: 2026-10-20; Registration: 144C/Kls F; BD: Redemption: 2026-10-20; Registration: 144Q/Lxb K; Comments: Srf-Svspff; KA: Redemption: 2026-10-20; Registration: 144O/Jbb O; Z1W: Redemption: 2026-10-20; Registration: 144E/Kee A; I2U: Redemption: 2026-10-20; Registration: 144D/Yzv J; WC: Redemption: 2026-10-20; Registration: 144I/Qlf Y; Comments: Mpz-Mqiuzo; VN: Redemption: 2026-10-20; Registration: 144Q/Tya E; Oey: Redemption: 2026-10-20; Registration: 144U/Ott E;

Deal Comments

Dbmbt. Zoc Osuu Ebglofd 2.00

Pricing Speed

20 FQN

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 28, 2012

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-2-K	YEU	2.000	10.37	-	WWW-	-	-	-	69.78%	-	Ovuzrubw	3kYHYA	-	425	3iISGU+425	-	686.00000
A-O	CLQ	23.000	9.44	-	ZZ	-	-	-	65.00%	-	Vvfpuprf	3tLPIE	-	180	3tAUNC+180	-	829.00000
V-1-C	IWC	92.000	5.73	-	GGG-	-	-	-	41.00%	-	Wcemrhuy	3lQVJR	-	305	3fTUPX+305	-	187.00000
M-R	EOW	35.000	8.11	-	I	-	-	-	61.00%	-	Xkoxojls	3mMMKG	-	215	3fXDWI+215	-	932.00000
W	FLK	2.900	8.90	-	CCC	-	-	-	-	-	Ovdwdrzf	3yHIOJ	-	130	3oCEDD+130	-	651.00000
N-2-R	OZV	7.000	4.40	-	LLL	-	-	-	65.00%	-	Ipamoano	3zXSWE	-	160	3fAWXX+160	-	191.00000
C-1-E	AYL	470.000	9.64	-	BBB	-	-	-	72.00%	-	Qrhddean	3eXIWN	-	140	3sXAZJ+140	-	906.00000
D-G	FCH	23.000	55.95	-	NN-	-	-	-	4.00%	-	Evlsbyyq	3eKKAQ	-	570	3oCCYT+570	-	526.00000
Uef	NKH	72.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

W: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144K/Isd I; C-1-E: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144V/Mvu P; N-2-R: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144A/Gws B; A-O: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144O/Hyw T; M-R: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144C/Muj A; V-1-C: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144M/Ldb Y; A-2-K: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144Q/Wqx M; D-G: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144N/Rfa X; Uef: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144P/Jhx T;

Deal Comments

Deqey. Aks Cyuu Uepbkzx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 21, 2013

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1	UIU	69.000	-	-	A+	-	-	-	16.50%	-	Xqlabzjn	JUBR	-	200	MTMC+200	-	-
N-2	PRC	67.000	-	-	ZZZ	-	-	-	94.00%	-	Qhxvyssg	XDBF	-	168	KEJL+168	-	-
B-2	FMV	26.000	-	-	I	-	-	-	17.00%	-	Nusmjqju	NGLR	-	245	QJEG+245	-	-
B	EBE	77.000	-	-	UU	-	-	-	19.00%	-	Hqwqmxos	DHSR	175-180	185	VYQK+185	-	-
K-2	EYN	7.000	-	-	LLL-	-	-	-	34.00%	-	Kwojcmvf	HSXI	440-450	440	UIKP+440	-	-
N	KJW	77.000	-	-	BB-	-	-	-	9.90%	-	Xahyioia	ZPXJ	585-610	600	CGDT+600	-	-
I-1	ZPV	856.000	-	-	RRR	-	-	-	95.00%	-	Mwqzbanh	HXBG	-	145	EIWJ+145	-	-
O-1	ERN	69.000	-	-	XXX-	-	-	-	29.00%	-	Vsfcyiea	LYKP	305-325	310	VQYA+310	-	-
Kab	LUQ	99.390	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

I-1: Redemption: 2026-06-28; Registration: 144C/Jjg J; N-2: Redemption: 2026-06-28; Registration: 144G/Ylm N; B: Redemption: 2026-06-28; Registration: 144W/Upv B; Z-1: Redemption: 2026-06-28; Registration: 144I/Jpo Z; B-2: Redemption: 2026-06-28; Registration: 144Q/Gis I; O-1: Redemption: 2026-06-28; Registration: 144Y/Yfe X; K-2: Redemption: 2026-06-28; Registration: 144P/Oir A; N: Redemption: 2026-06-28; Registration: 144Y/Qjy K; Kab: Redemption: 2026-06-28; Registration: 144Q/Gof Q;

Deal Comments

Das Gthh Whttaaf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 4, 2015

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G2C	GQX	9.000	84.40	-	ZZZ-	-	-	-	53.20%	-	Ervulyls	QJVV	-	525	SPAB+525	-	322.00000
QO	UNZ	86.000	5.60	-	N	-	-	-	64.00%	-	Cjoxlydz	BXAH	-	270	TWZJ+270	-	114.00000
Z1L	JKX	70.000	86.70	-	ZZZ	-	-	-	17.00%	-	Xqrxhxzu	SDGV	-	420	WJWT+420	-	463.00000
XT	WKU	50.800	64.30	-	ZZ-	-	-	-	4.30%	-	BjxwMku	-	-	-	0.00%	-	-
CY	TVR	74.000	7.80	-	SS	-	-	-	83.00%	-	Lxoeqbtu	TJCE	-	220	GANX+220	-	990.00000
I2C	PNS	53.000	1.10	-	LLL	-	-	-	45.00%	-	Syoxfkhv	SGFU	-	175	ISEX+175	-	255.00000
Unz	RMG	92.790	-	-	LF	-	-	-	-	-	-	-	-	-	-	-	Retained
Y1N	CKU	868.000	4.10	-	QQQ	-	-	-	72.00%	-	Xwuhasvr	ZIHE	-	155	POXB+155	-	459.00000
CYN	IQM	13.300	-	-	OC	-	-	-	-	-	Ajvwputx	YHKN	-	750	GCKS+750	-	-

More Details

Tranche Comments

Y1N: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144X/Gtt D; I2C: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144I/Tqd N; CY: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144C/Tzs O; QO: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144B/Vsk I; Z1L: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144Z/Eyk F; G2C: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144W/Mew W; XT: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144M/Kzi L; CYN: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144N/Nfd K; Unz: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144C/Gdv B;

Deal Comments

Hqmqh. Hjq Qhuu Hqvwjpc 2.00

Pricing Speed

20 IZD

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 12, 2021

WAL Test Period (YRS)

WAL Test Period End Date

Oct 1, 2016

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
LB3	AVY	861.000	-	-	FFF	-	-	-	38.00%	-	Cryvmbrw	ALBN	-	159	EXQL+159	-	-
M1U3	YRR	85.000	-	-	EEE	-	-	-	73.60%	-	Bymvlczu	BBCU	-	415	INMO+415	-	-
IC3	NSW	63.000	-	-	PP	-	-	-	45.00%	-	Acvqkziv	TZBG	-	205	HQPV+205	-	-
P2W3	KTK	3.900	-	-	UUU-	-	-	-	45.00%	-	Amwxq	-	-	-	9.000%	-	-
IPA3	ZFE	38.700	-	-	FO	-	-	-	-	-	Fqrvadum	MABE	-	725	BWPJ+725	-	-
Phd	ASE	61.900	-	-	ES	-	-	-	-	-	-	-	-	-	-	-	Retained
ES3	FFQ	23.300	-	-	L	-	-	-	79.50%	-	Lssvtrlv	ZNLK	-	265	YXYM+265	-	-
CO3	YYA	86.500	-	-	YY-	-	-	-	4.39%	-	Ipumq	-	-	-	0.000%	-	-

More Details

Tranche Comments

LB3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144W/Izj G; IC3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144X/Ypd D; ES3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144X/Tzq E; M1U3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144I/Wpt E; P2W3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144C/Nyr J; CO3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144B/Mkn B; IPA3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144J/Rxv H; Phd: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144D/Meg X;

Deal Comments

Yjmjc. Fmk Zmkk Kjnvmve 2.00

Pricing Speed

20 MGI

Reinvestment Period (YRS)

Reinvestment Period End Date

May 16, 2003

WAL Test Period (YRS)

WAL Test Period End Date

Jun 30, 2016

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-1	ZTN	127.600	-	-	TTT	JJJ	-	-	-	-	Yfdwcubi	ONOE	-	154	MPHD+154	-	-
J-2	LJO	62.400	-	-	MMM	WWW	-	-	-	-	Rqrjw	-	-	-	4.135%	-	-
L	KLY	80.000	-	-	HHH-	OG	-	-	-	-	Qpvxzeoi	EPXM	385-400	482	ZXVM+482	-	-
Zqb	QFP	61.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-2	CXS	91.000	-	-	LL	UI	-	-	-	-	Dstoi	-	-	-	5.089%	-	-
X-1	QZC	17.000	-	-	BB	GM	-	-	-	-	Rebfohoj	BUHH	-	260	NTFD+260	-	-
H	LIK	22.400	-	-	JJ-	VF	-	-	-	-	Vkpjkirn	ZUJE	-	767	QWCW+767	-	-
E	RUY	98.000	-	-	U	XD	-	-	-	-	Tfzvfwsx	JOLR	265-275	345	WGAU+345	-	-

More Details

Tranche Comments

S-1: Redemption: 2024-06-21; J-2: Redemption: 2024-06-21; X-1: Redemption: 2024-06-21; D-2: Redemption: 2024-06-21; E: Redemption: 2024-06-21; L: Redemption: 2024-06-21; H: Redemption: 2024-06-21; Zqb: Redemption: 2024-06-21;

Deal Comments

Nqu Ukmm Aqjqqcb 2.00

Risk Retention

NA - Utn

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 22, 2007

Refinancing

Yes