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
LO	ABW	76.000	-	-	LL-	-	-	-	7.00%	-	Cschfmwy	BHJM	575	575	YWSL+575	-	-
Q-S	XNK	82.800	-	-	B	-	-	-	93.00%	-	Npxzsxbf	IZEQ	175-185	185	HZLT+185	-	-
I-MI	IFB	3.860	-	-	B	-	-	-	26.00%	-	Poabk	-	-	-	5.850%	-	-
C-H	ETB	68.000	-	-	EE	-	-	-	98.00%	-	Zzzsxycw	ZTCT	160	160	BOSG+160	-	-
T-1G	EAO	38.000	-	-	NNN	-	-	-	17.00%	-	Lskhdscv	PNQG	290	290	DVEN+290	-	-
Z-2K	YAT	9.000	-	-	WWW-	-	-	-	75.00%	-	Mhoqmroj	SLMY	400k	400	ZCQG+400	-	-
Qrx	WJW	30.270	-	-	NV	-	-	-	-	-	-	-	-	-	-	-	Retained
W-2R	RBC	48.000	-	-	KKK	-	-	-	73.00%	-	Zlemekjp	NXDA	145	145	XKXK+145	-	-
D-1Q	NWC	243.000	-	-	XXX	-	-	-	99.90%	-	Nlrrwlon	YKFC	119	119	IYHE+119	-	-

Tranche Comments

D-1Q: First Pay: 2025-04-24; Redemption: 2027-02-20; Registration: 144X/Nyd R; W-2R: First Pay: 2025-04-24; Redemption: 2027-02-20; Registration: 144N/Jzu B; C-H: First Pay: 2025-04-24; Redemption: 2027-02-20; Registration: 144Y/Wou F; Q-S: First Pay: 2025-04-24; Redemption: 2027-02-20; Registration: 144W/Mbf G; I-MI: First Pay: 2025-04-24; Redemption: 2027-02-20; Registration: 144B/Nls K; T-1G: First Pay: 2025-04-24; Redemption: 2027-02-20; Registration: 144N/Vym L; Z-2K: First Pay: 2025-04-24; Redemption: 2027-02-20; Registration: 144L/Ori W; LO: First Pay: 2025-04-24; Redemption: 2027-02-20; Registration: 144H/Tuz P; Qrx: First Pay: 2025-04-24; Redemption: 2027-02-20; Registration: 144Q/Dqj D;

Deal Comments

Rwzwm. Fgu Repp Nwxnghr 2.00

Pricing Speed

20 XBL

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 7, 2022

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Opa	JXI	86.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	JZS	93.000	-	-	EE	-	-	-	40.00%	-	Jjmqmrph	BLMS	-	170	WMHC+170	-	-
D2	ONK	1.000	-	-	NNN-	-	-	-	37.00%	-	-	-	-	-	-	-	Retained
Q1	JWF	99.000	-	-	XXX-	-	-	-	14.00%	-	-	-	-	-	-	-	Retained
G	FWX	564.000	-	-	PPP	-	-	-	82.00%	-	Nwqpzkrf	EEKS	130	130	YKJX+130	-	-
T	WKO	54.000	-	-	TT-	-	-	-	5.00%	-	-	-	-	-	-	-	Retained
Q	KIV	20.000	-	-	O	-	-	-	70.00%	-	Kholjhau	ATKI	-	190	COMX+190	-	-

Tranche Comments

G: Redemption: 2027-01-30; Registration: 144D/Htm F; I: Redemption: 2027-01-30; Registration: 144W/Fwh U; Q: Redemption: 2027-01-30; Registration: 144J/Mqe O; Q1: Redemption: 2027-01-30; Registration: 144H/Fxs R; D2: Redemption: 2027-01-30; Registration: 144Y/Hpr D; T: Redemption: 2027-01-30; Registration: 144I/Vbi M; Opa: Redemption: 2027-01-30; Registration: 144V/Det S;

Deal Comments

Buu Tjjj Iwjuuwv 2.00

Pricing Speed

20 CEO

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 26, 2001

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
EY4	OCJ	59.240	4.90	-	SSS	-	-	-	11.80%	-	Hzqjlsfs	CSEQ	325	350	BOGU+350	-	-
IIE	PZU	62.800	-	-	IR	-	-	-	-	-	-	-	-	-	-	-	Retained
DK4	MVG	79.420	8.20	-	T	-	-	-	18.35%	-	Zpdbposn	ZWMK	195	195	LUJU+195	-	-
XA4	VSC	70.258	7.10	-	WW-	-	-	-	6.16%	-	-	-	-	-	-	-	Retained
GP4	JBZ	489.000	3.20	-	KKK	-	-	-	57.97%	-	Brcoatqy	JYIS	108	108	AHPD+108	-	-
Q-Q	RGK	600.150	2.20	-	MMM	-	-	-	69.19%	-	Hokowcnz	HDVT	-	108	PSCK+108	-	-
PY3	CCF	8.180	3.50	-	V-	-	-	-	9.30%	-	-	-	-	-	-	-	Retained
UN4	TXO	19.510	5.40	-	NN	-	-	-	19.55%	-	Dvmowjop	CCAK	160	160	AMMA+160	-	-

Tranche Comments

GP4: Redemption: 2025-12-23; Registration: 144E/Wkb X; Q-Q: Redemption: 2025-12-23; Registration: 144P/Pwc O; UN4: Redemption: 2025-12-23; Registration: 144H/Ini L; DK4: Redemption: 2025-12-23; Registration: 144K/Dvs A; EY4: Redemption: 2025-12-23; Registration: 144E/Kqu R; XA4: Redemption: 2025-12-23; Registration: 144Q/Ywu R; Comments: Bxm Agzpjjjtgi; PY3: Redemption: 2025-12-23; Registration: 144N/Njc L; Comments: Dpx Lyhgkrkryx; IIE: Redemption: 2025-12-23; Registration: 144C/Vhn E;

Deal Comments

Lxhnjijunji. Ufj Aiff Xxonfnr 1.00

Pricing Speed

20% GYX

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 13, 1997

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	NQL	7.000	2.20	-	OOO	-	-	-	-	-	Njkuvidi	JSVH	105	105	QITN+105	-	-
F-1L	ISY	70.000	8.70	-	ZZZ	-	-	-	13.00%	-	Oikaovai	AYCA	295	295	DXJV+295	-	-
T-G	JMU	28.000	11.00	-	MM-	-	-	-	4.00%	-	Hbyheecp	MQMG	-	600	BCKI+600	-	-
M-B	IUQ	31.000	7.30	-	J	-	-	-	63.00%	-	Rkmbhwbu	CVGS	190-195	200	JMOZ+200	-	-
P-1E	JJF	161.000	3.70	-	XXX	-	-	-	37.00%	-	Wdsyptzr	EYOI	136	136	NKBI+136	-	-
S-K	MUQ	81.000	8.50	-	CC	-	-	-	92.00%	-	Zjcromde	MHXE	175	175	TNSO+175	-	-
C-2A	VYJ	89.000	1.90	-	RRR-	-	-	-	61.00%	-	Iodmxyog	MZKQ	-	400	SMKR+400	-	-
Z-2H	XGQ	44.000	1.10	-	UUU	-	-	-	38.00%	-	Fpuxhjfl	ZASY	155	155	MVCI+155	-	-
Wyc	VQH	25.291	-	-	KL	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z: Redemption: 2027-01-21; Registration: 144X/Rdk Q; P-1E: Redemption: 2027-01-21; Registration: 144I/Nzh E; Z-2H: Redemption: 2027-01-21; Registration: 144B/Hff Y; S-K: Redemption: 2027-01-21; Registration: 144I/Glr R; M-B: Redemption: 2027-01-21; Registration: 144A/Tmx W; F-1L: Redemption: 2027-01-21; Registration: 144T/Tak D; C-2A: Redemption: 2027-01-21; Registration: 144H/Phi W; T-G: Redemption: 2027-01-21; Registration: 144H/Fln N; Wyc: Redemption: 2027-01-21; Registration: 144L/Udb F;

Deal Comments

Ofbfk. Lww Ysaa Qfqqwdc 2.00

Pricing Speed

20% QGC

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 1, 2003

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E1I	PXB	183.000	-	-	RRR	-	-	-	31.00%	-	Ifecqmbc	XSPX	138-139	139	DLOA+139	-	-
K1E	IXU	63.000	-	-	TTT	-	-	-	17.00%	-	Smqwpadr	YBHP	138-139	139	DXXH+139	-	-
KK	AHZ	70.000	-	-	GG-	-	-	-	8.00%	-	Jzspsqei	JLZB	600p	600	UYYI+600	-	-
ZY	RWA	12.000	-	-	J	-	-	-	67.00%	-	Csebvbuc	YYSS	200b	200	YYPN+200	-	-
S2P	ASC	2.200	-	-	EEE-	-	-	-	69.00%	-	Ipwpdzfv	PVSE	425j	425	YYQU+425	-	-
K2S	HCL	85.000	-	-	DDD	-	-	-	15.00%	-	Bjpxytnh	HXUJ	160	160	TSLC+160	-	-
Mgm	GFW	76.450	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
IO	JZY	90.000	-	-	XX	-	-	-	42.00%	-	Qskpqoff	JVCA	170-175	180	GGKW+180	-	-
T1F	RSS	78.300	-	-	GGG	-	-	-	62.90%	-	Ydjdrtfs	MCPM	300y	300	JSWE+300	-	-

Tranche Comments

E1I: Redemption: 2026-11-07; Registration: 144N/Dvo N; K1E: Redemption: 2026-11-07; Registration: 144K/Mtb R; K2S: Redemption: 2026-11-07; Registration: 144B/Jub E; IO: Redemption: 2026-11-07; Registration: 144I/Kle U; ZY: Redemption: 2026-11-07; Registration: 144D/Pwx I; T1F: Redemption: 2026-11-07; Registration: 144V/Amp R; S2P: Redemption: 2026-11-07; Registration: 144Y/Dbk M; KK: Redemption: 2026-11-07; Registration: 144Y/Jfp A; Mgm: Redemption: 2026-11-07; Registration: 144J/Xki P;

Deal Comments

Ahxhv. Ojj-Ugyy Dhfmjrz 2.00

Pricing Speed

20 HWX

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 26, 2023

Refinancing

Yes

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
OX	UMM	32.000	-	-	U	-	-	-	37.00%	-	Jeqryzkf	NAZE	200-215	215	SLNV+215	-	-
Ywq	MVG	83.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C1X	ICT	383.000	-	-	DDD	-	-	-	76.00%	-	Ypvvoklo	DKBV	142	142	XEAK+142	-	-
Q2B	EYL	2.000	-	-	MMM-	-	-	-	70.00%	-	Mmlnn	-	430o	-	7.429%	-	-
MM	JHD	11.000	-	-	XX-	-	-	-	4.00%	-	Lypeaplu	JLCK	600	600	CNIL+600	-	-
O1G	NNE	82.000	-	-	AAA-	-	-	-	53.00%	-	Pmpecfre	USVY	310-320	310	WPHK+310	-	-
Q2B	ELN	17.000	-	-	WWW	-	-	-	81.18%	-	Iswrliba	PXGF	160w	162	EWVP+162	-	-
YB	VAE	11.000	-	-	LL	-	-	-	49.00%	-	Uvcoajyo	LHVK	180	180	LXLO+180	-	-
JV	GQZ	9.600	-	-	Z-	-	-	-	7.14%	-	-	-	-	-	-	-	Retained

Tranche Comments

C1X: Redemption: 2026-10-20; Registration: 144C/Tum S; Comments: Atq-Anqnqv; Q2B: Redemption: 2026-10-20; Registration: 144W/Ijo A; YB: Redemption: 2026-10-20; Registration: 144V/Ccp K; Comments: Sfj-Shsfjo; OX: Redemption: 2026-10-20; Registration: 144C/Kvu Q; O1G: Redemption: 2026-10-20; Registration: 144C/Fxc Z; Q2B: Redemption: 2026-10-20; Registration: 144O/Xbe M; MM: Redemption: 2026-10-20; Registration: 144K/Qza G; Comments: Zzq-Zpycqd; JV: Redemption: 2026-10-20; Registration: 144D/Lfv B; Ywq: Redemption: 2026-10-20; Registration: 144V/Fie T;

Deal Comments

Fgcgp. Skc Ymtt Fgsokyr 2.00

Pricing Speed

20 DZR

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 7, 2011

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1-F	HVN	102.000	6.84	-	CCC	-	-	-	97.00%	-	Fsysorui	3oYXIB	-	140	3fSIJX+140	-	900.00000
O-1-E	QMC	13.000	3.21	-	BBB-	-	-	-	36.00%	-	Ubaxokea	3nPWSM	-	305	3iMAZB+305	-	635.00000
G-H	AHE	11.000	7.49	-	YY	-	-	-	67.00%	-	Empruttz	3iCCGV	-	180	3rKHXK+180	-	540.00000
X-G	OXZ	58.000	4.80	-	M	-	-	-	33.00%	-	Slpxliiy	3xQPYI	-	215	3uGTGO+215	-	808.00000
I	ZFH	2.600	8.34	-	FFF	-	-	-	-	-	Oqjpuzdt	3uJZEQ	-	130	3mMYDP+130	-	811.00000
I-2-K	GQP	1.000	6.20	-	SSS	-	-	-	31.00%	-	Urbaydob	3zOMOM	-	160	3aXVPL+160	-	493.00000
Trh	HRE	90.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-2-M	KTX	5.000	33.60	-	PPP-	-	-	-	18.53%	-	Rbpvszui	3tNDLM	-	425	3mAIHF+425	-	849.00000
N-D	WIH	94.000	80.96	-	BB-	-	-	-	5.00%	-	Pufmvpjm	3fXAKD	-	570	3xHXLV+570	-	734.00000

Tranche Comments

I: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144Q/Nfw R; D-1-F: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144W/Wxx O; I-2-K: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144W/Aqg G; G-H: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144J/Fxp H; X-G: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144H/Pxn W; O-1-E: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144M/Oeq H; I-2-M: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144N/Ubu W; N-D: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144B/Csb V; Trh: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144Y/Ukm N;

Deal Comments

Fvcvu. Gwm Saoo Xvgbwwi 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 6, 2002

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2	YAX	44.000	-	-	BBB	-	-	-	11.00%	-	Cxbrfmom	TVDU	-	168	QMZI+168	-	-
Q-1	UOP	86.000	-	-	T+	-	-	-	72.30%	-	Wdqavctb	JGIW	-	200	IDWN+200	-	-
G	YEZ	19.000	-	-	ZZ	-	-	-	87.00%	-	Tccwbwcp	QUOQ	175-180	185	XDPB+185	-	-
C-2	OVQ	2.000	-	-	MMM-	-	-	-	60.00%	-	Twobczzf	HHJR	440-450	440	DALN+440	-	-
J-1	WTG	130.000	-	-	QQQ	-	-	-	53.00%	-	Dslxldbu	WBIT	-	145	SJOK+145	-	-
T	RFI	69.000	-	-	PP-	-	-	-	3.50%	-	Pydkvclz	GAGL	585-610	600	QVPO+600	-	-
W-1	IGH	24.000	-	-	YYY-	-	-	-	97.00%	-	Uazqvapd	TBOT	305-325	310	AGMW+310	-	-
Tdl	OSP	90.830	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-2	WYZ	58.000	-	-	I	-	-	-	20.00%	-	Cvyqmdnf	SOXW	-	245	BTCU+245	-	-

Tranche Comments

J-1: Redemption: 2026-06-28; Registration: 144E/Lup B; T-2: Redemption: 2026-06-28; Registration: 144B/Eyn V; G: Redemption: 2026-06-28; Registration: 144G/Xzq S; Q-1: Redemption: 2026-06-28; Registration: 144N/Atj Q; T-2: Redemption: 2026-06-28; Registration: 144I/Urq W; W-1: Redemption: 2026-06-28; Registration: 144T/Fjs M; C-2: Redemption: 2026-06-28; Registration: 144T/Cyq Q; T: Redemption: 2026-06-28; Registration: 144N/Cxy V; Tdl: Redemption: 2026-06-28; Registration: 144F/Qaq B;

Deal Comments

Ipf Etyy Mclkpxm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 13, 2011

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
II	KVC	69.000	1.80	-	QQ	-	-	-	96.00%	-	Ulmalfui	UQNE	-	220	EVJZ+220	-	446.00000
HJ	RYS	65.200	49.60	-	KK-	-	-	-	8.23%	-	NlmmTcy	-	-	-	0.00%	-	-
ZH	QVP	42.000	3.30	-	U	-	-	-	17.00%	-	Bxrbdbdm	ZAQJ	-	270	TKQA+270	-	470.00000
F1S	AZE	41.000	57.50	-	VVV	-	-	-	95.00%	-	Ivmdmszb	TQVY	-	420	HNGP+420	-	605.00000
P2M	BGG	59.000	7.80	-	PPP	-	-	-	36.00%	-	Lmhypmvy	WOOE	-	175	CAOQ+175	-	370.00000
S2B	UKZ	1.000	81.20	-	YYY-	-	-	-	70.10%	-	Jwovpuxp	BKCX	-	525	NCBK+525	-	537.00000
IKC	KKN	41.300	-	-	TK	-	-	-	-	-	Hbrsdhnl	CVON	-	750	MIBP+750	-	-
V1W	NAB	955.000	7.60	-	WWW	-	-	-	67.00%	-	Yvrhxeth	TGOO	-	155	SETK+155	-	900.00000
Gcv	HUO	90.980	-	-	ZZ	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V1W: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144Z/Fhh S; P2M: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144M/Hzd M; II: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144T/Lrt C; ZH: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144O/Det A; F1S: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144I/Iye Q; S2B: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144L/Tbt K; HJ: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144K/Dcr F; IKC: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144F/Yat Z; Gcv: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144G/Mom G;

Deal Comments

Whxhc. Qgm Geoo Zhqogwl 2.00

Pricing Speed

20 JOC

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 23, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Sep 16, 2011

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
BH3	XGA	17.000	-	-	RR	-	-	-	33.00%	-	Yxfawrqp	DEDR	-	205	JVAX+205	-	-
DF3	TVO	17.900	-	-	AA-	-	-	-	1.12%	-	Lnlyg	-	-	-	0.000%	-	-
Yvq	BJB	24.900	-	-	WE	-	-	-	-	-	-	-	-	-	-	-	Retained
AC3	JIX	62.800	-	-	B	-	-	-	24.90%	-	Jbuqezqd	WANC	-	265	XDPE+265	-	-
KQ3	VCT	739.000	-	-	HHH	-	-	-	29.00%	-	Djeafyek	LQSH	-	159	LEGQ+159	-	-
D1A3	KHK	25.000	-	-	AAA	-	-	-	48.30%	-	Vesodqcy	JWYP	-	415	KOEV+415	-	-
NFQ3	NHL	73.100	-	-	LD	-	-	-	-	-	Rhhusjex	AIEU	-	725	VCMU+725	-	-
D2N3	WCV	1.400	-	-	SSS-	-	-	-	82.00%	-	Scarg	-	-	-	9.000%	-	-

Tranche Comments

KQ3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144I/Djn R; BH3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144G/Aqo L; AC3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144J/Vxc X; D1A3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144A/Mtg H; D2N3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144Q/Lsc A; DF3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144U/Eev K; NFQ3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144T/Uwr E; Yvq: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144W/Kce L;

Deal Comments

Tzczz. Ihk Hgnn Hzzkhwl 2.00

Pricing Speed

20 SCC

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 1, 2015

WAL Test Period (YRS)

WAL Test Period End Date

Feb 16, 2029