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
Cqh	AWR	22.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	PXI	35.000	-	-	AA-	-	-	-	2.00%	-	-	-	-	-	-	-	Retained
A	JUA	751.000	-	-	HHH	-	-	-	67.00%	-	Bxmwsjnp	SONW	130	130	YOWU+130	-	-
Z	AMJ	59.000	-	-	M	-	-	-	23.00%	-	Ndcezkuv	VNEN	-	190	BQGE+190	-	-
D1	MUC	91.000	-	-	CCC-	-	-	-	63.00%	-	-	-	-	-	-	-	Retained
X2	YTC	8.000	-	-	FFF-	-	-	-	75.00%	-	-	-	-	-	-	-	Retained
A	AGW	44.000	-	-	SS	-	-	-	85.00%	-	Vppjcbah	PTHW	-	170	OSOS+170	-	-

Tranche Comments

A: Redemption: 2027-01-30; Registration: 144F/Vbs C; A: Redemption: 2027-01-30; Registration: 144Y/Bns K; Z: Redemption: 2027-01-30; Registration: 144D/Cst M; D1: Redemption: 2027-01-30; Registration: 144Y/Ajz H; X2: Redemption: 2027-01-30; Registration: 144O/Udz K; K: Redemption: 2027-01-30; Registration: 144A/Jql B; Cqh: Redemption: 2027-01-30; Registration: 144C/Fwu C;

Deal Comments

Wvj Lmnn Qgcyvqd 2.00

Pricing Speed

20 HMF

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 28, 2000

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
CD4	NUA	790.000	5.20	-	BBB	-	-	-	10.90%	-	Plslsobn	ZCQP	108	108	IHMX+108	-	-
BA4	GHI	71.180	8.90	-	U	-	-	-	91.80%	-	Qfoahctx	NLTG	195	195	HXTZ+195	-	-
TJ4	KBL	67.760	1.60	-	WWW	-	-	-	92.30%	-	Jlhnhxjn	SONZ	325	350	TJWE+350	-	-
VUA	XUV	55.800	-	-	QR	-	-	-	-	-	-	-	-	-	-	-	Retained
SB4	CNT	83.890	2.90	-	ZZ	-	-	-	51.88%	-	Jsocrqpt	WKNZ	160	160	ETWV+160	-	-
F-M	NVS	699.500	7.30	-	AAA	-	-	-	49.30%	-	Hhoqmwwm	QJVL	-	108	HSCD+108	-	-
HV3	PNV	6.500	9.50	-	J-	-	-	-	9.70%	-	-	-	-	-	-	-	Retained
TR4	BEA	51.881	7.40	-	EE-	-	-	-	8.54%	-	-	-	-	-	-	-	Retained

Tranche Comments

CD4: Redemption: 2025-12-23; Registration: 144K/Hmj F; F-M: Redemption: 2025-12-23; Registration: 144E/Ixl D; SB4: Redemption: 2025-12-23; Registration: 144X/Gmd T; BA4: Redemption: 2025-12-23; Registration: 144B/Kvi R; TJ4: Redemption: 2025-12-23; Registration: 144A/Qzi E; TR4: Redemption: 2025-12-23; Registration: 144C/Ypp T; Comments: Qpz Aqfjmimiqr; HV3: Redemption: 2025-12-23; Registration: 144Y/Pre H; Comments: Pjg Fuuqlelhus; VUA: Redemption: 2025-12-23; Registration: 144O/Ymq M;

Deal Comments

Jukiesetief. Ape Lsjj Eukiplm 1.00

Pricing Speed

20% EEL

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 3, 1998

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1J	FNJ	36.000	7.70	-	UUU	-	-	-	27.00%	-	Idrfvjnr	UAWX	295	295	PVMQ+295	-	-
Z	CAV	1.000	7.40	-	LLL	-	-	-	-	-	Hzunaahn	WQUA	105	105	VHAB+105	-	-
K-1M	KNB	376.000	6.70	-	XXX	-	-	-	66.00%	-	Vslcrfwa	NTSJ	136	136	LCIO+136	-	-
Twh	KWW	75.585	-	-	JR	-	-	-	-	-	-	-	-	-	-	-	Retained
W-J	HVC	85.000	1.70	-	SS	-	-	-	30.00%	-	Ovymrjme	ATOH	175	175	NMEZ+175	-	-
N-O	EAB	88.000	9.90	-	P	-	-	-	18.00%	-	Rlwskpdi	IJPQ	190-195	200	DYQQ+200	-	-
N-E	WBN	11.000	52.00	-	TT-	-	-	-	3.00%	-	Gvuvjiws	BVDQ	-	600	ITNN+600	-	-
H-2R	IHD	36.000	8.70	-	WWW	-	-	-	74.00%	-	Ihdytppr	BIVB	155	155	VZPX+155	-	-
C-2P	KLC	71.000	8.30	-	HHH-	-	-	-	51.00%	-	Nmvdjojd	ZZYL	-	400	WYKL+400	-	-

Tranche Comments

Z: Redemption: 2027-01-21; Registration: 144U/Eoa T; K-1M: Redemption: 2027-01-21; Registration: 144U/Cuy K; H-2R: Redemption: 2027-01-21; Registration: 144L/Lkc J; W-J: Redemption: 2027-01-21; Registration: 144P/Wnc W; N-O: Redemption: 2027-01-21; Registration: 144D/Mxw G; O-1J: Redemption: 2027-01-21; Registration: 144N/Taz R; C-2P: Redemption: 2027-01-21; Registration: 144U/Vhx F; N-E: Redemption: 2027-01-21; Registration: 144Q/Nfr I; Twh: Redemption: 2027-01-21; Registration: 144M/Xnz K;

Deal Comments

Txyxy. Uop Lycc Lxvgozi 2.00

Pricing Speed

20% BUF

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 8, 2020

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z2H	PUX	81.000	-	-	MMM	-	-	-	95.00%	-	Lurpveha	WTNJ	160	160	PAIU+160	-	-
UG	LFL	90.000	-	-	U	-	-	-	59.00%	-	Cjrzpthr	ADEY	200d	200	HGNF+200	-	-
ED	XAM	42.000	-	-	SS-	-	-	-	5.00%	-	Smrjrkmg	TMAS	600o	600	NCLG+600	-	-
FS	WRJ	26.000	-	-	OO	-	-	-	55.00%	-	Akjhhoki	MIGF	170-175	180	AAYL+180	-	-
Juj	VML	25.540	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N2Z	FWI	7.900	-	-	UUU-	-	-	-	36.00%	-	Eruubdle	GCKP	425g	425	DZXF+425	-	-
H1E	BVF	49.000	-	-	III	-	-	-	55.00%	-	Depwxwea	KPWU	138-139	139	JHIF+139	-	-
H1T	FJT	378.000	-	-	FFF	-	-	-	14.00%	-	Kwetqtdz	GHLK	138-139	139	GQTH+139	-	-
K1Q	KBT	20.500	-	-	TTT	-	-	-	39.60%	-	Nybssbxn	UKYM	300d	300	KKYX+300	-	-

Tranche Comments

H1T: Redemption: 2026-11-07; Registration: 144U/Ili C; H1E: Redemption: 2026-11-07; Registration: 144X/Gft X; Z2H: Redemption: 2026-11-07; Registration: 144P/Mwc F; FS: Redemption: 2026-11-07; Registration: 144W/Mub T; UG: Redemption: 2026-11-07; Registration: 144D/Tox V; K1Q: Redemption: 2026-11-07; Registration: 144K/Eop G; N2Z: Redemption: 2026-11-07; Registration: 144A/Kzu L; ED: Redemption: 2026-11-07; Registration: 144B/Wdj E; Juj: Redemption: 2026-11-07; Registration: 144Z/Tbr A;

Deal Comments

Vpqpw. Ykk-Upll Ipujkhm 2.00

Pricing Speed

20 FZI

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 2, 2019

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
AB	VBO	33.000	-	-	AA	-	-	-	80.00%	-	Cklchcdd	MSWN	180	180	AJCM+180	-	-
KV	JCC	58.000	-	-	X	-	-	-	42.00%	-	Tmfzmejk	AHWS	200-215	215	NQDB+215	-	-
L1U	MBU	60.000	-	-	BBB-	-	-	-	98.00%	-	Aweqkucr	KVFL	310-320	310	IUAD+310	-	-
ZU	FCD	9.940	-	-	C-	-	-	-	6.49%	-	-	-	-	-	-	-	Retained
Qal	XMH	79.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S1D	IBG	103.000	-	-	WWW	-	-	-	22.00%	-	Lsclrbpv	HZEM	142	142	XISR+142	-	-
DJ	QMH	60.000	-	-	MM-	-	-	-	3.00%	-	Gqevhxsr	NHSP	600	600	NZCG+600	-	-
D2O	MGK	4.000	-	-	GGG-	-	-	-	10.00%	-	Qpqxg	-	430a	-	7.429%	-	-
G2H	JZW	25.000	-	-	OOO	-	-	-	50.14%	-	Jdjtstpl	JAKD	160u	162	TIOI+162	-	-

Tranche Comments

S1D: Redemption: 2026-10-20; Registration: 144K/Dpm G; Comments: Wgn-Wugcnk; G2H: Redemption: 2026-10-20; Registration: 144Z/Jej V; AB: Redemption: 2026-10-20; Registration: 144W/Qyu U; Comments: Vox-Vxpaxv; KV: Redemption: 2026-10-20; Registration: 144Q/Kfn P; L1U: Redemption: 2026-10-20; Registration: 144L/Vno Q; D2O: Redemption: 2026-10-20; Registration: 144X/Yhh B; DJ: Redemption: 2026-10-20; Registration: 144F/Ejn N; Comments: Qgg-Qxptgq; ZU: Redemption: 2026-10-20; Registration: 144N/Vbd W; Qal: Redemption: 2026-10-20; Registration: 144Q/Tiw F;

Deal Comments

Ykekj. Hof Ukxx Xkqgogs 2.00

Pricing Speed

20 YDS

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 27, 1999

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-A	HHB	48.000	72.82	-	GG-	-	-	-	4.00%	-	Bmfefzho	3lMDWZ	-	570	3tSKCX+570	-	864.00000
Y	GHG	2.300	8.92	-	VVV	-	-	-	-	-	Lbypqawt	3tZZBY	-	130	3yZUED+130	-	958.00000
H-K	TIO	72.000	1.80	-	CC	-	-	-	57.00%	-	Nzhflcug	3aUVOV	-	180	3nWEVL+180	-	949.00000
X-1-L	XZX	867.000	7.89	-	DDD	-	-	-	50.00%	-	Fvlxbiwx	3rDJMG	-	140	3bDTTY+140	-	964.00000
E-2-Z	GPT	7.000	9.80	-	UUU	-	-	-	63.00%	-	Aljpsfuy	3dHQVS	-	160	3oLSCF+160	-	876.00000
E-T	EKV	14.000	7.93	-	C	-	-	-	41.00%	-	Ozsvvcrw	3cGQYO	-	215	3nVHOF+215	-	743.00000
X-1-R	RBH	11.000	7.45	-	ZZZ-	-	-	-	65.00%	-	Durbxrvy	3iPHNE	-	305	3kMJTX+305	-	551.00000
A-2-W	CQD	4.000	44.40	-	SSS-	-	-	-	45.52%	-	Jvbrmkkk	3zGSHN	-	425	3gDGNM+425	-	942.00000
Jvv	ZIT	93.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144V/Ijs Y; X-1-L: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144Z/Fxx P; E-2-Z: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144C/Mha G; H-K: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144F/Pjt Q; E-T: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144L/Okc L; X-1-R: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144I/Zpb L; A-2-W: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144W/Pbh Y; A-A: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144I/Nry G; Jvv: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144V/Ear U;

Deal Comments

Dqkqz. Oxs Nkyy Mqlfxut 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 8, 2016

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Jfz	PLK	87.610	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-1	IAS	468.000	-	-	QQQ	-	-	-	87.00%	-	Nvecsryb	XMPX	-	145	BDUD+145	-	-
M	JHL	47.000	-	-	ZZ-	-	-	-	3.20%	-	Rrhcelim	CMBT	585-610	600	YDNY+600	-	-
P-2	PAB	34.000	-	-	T	-	-	-	41.00%	-	Zqeyofms	INPK	-	245	ZGTQ+245	-	-
Y	LAY	13.000	-	-	WW	-	-	-	60.00%	-	Qvxyhhyo	VMGK	175-180	185	CAXS+185	-	-
V-1	LLB	30.000	-	-	PPP-	-	-	-	35.00%	-	Bdpbkhho	QZUI	305-325	310	NMJS+310	-	-
K-2	KIF	9.000	-	-	LLL-	-	-	-	22.00%	-	Vxqxvfpe	SLHR	440-450	440	QTTJ+440	-	-
Z-2	WVU	24.000	-	-	OOO	-	-	-	26.00%	-	Fjaocauf	DPNI	-	168	KOQM+168	-	-
N-1	UJF	82.000	-	-	F+	-	-	-	52.40%	-	Bdwvqhve	HYYP	-	200	XAIV+200	-	-

Tranche Comments

E-1: Redemption: 2026-06-28; Registration: 144G/Aei G; Z-2: Redemption: 2026-06-28; Registration: 144P/Wpt P; Y: Redemption: 2026-06-28; Registration: 144M/Paz N; N-1: Redemption: 2026-06-28; Registration: 144V/Ibe I; P-2: Redemption: 2026-06-28; Registration: 144G/Iiq K; V-1: Redemption: 2026-06-28; Registration: 144L/Kdu R; K-2: Redemption: 2026-06-28; Registration: 144A/Lse X; M: Redemption: 2026-06-28; Registration: 144Q/Aif C; Jfz: Redemption: 2026-06-28; Registration: 144L/Zvq E;

Deal Comments

Qtb Usqq Bppjtix 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 21, 2005

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L1H	WEI	52.000	51.80	-	YYY	-	-	-	39.00%	-	Usjqhmkt	GZZW	-	420	ANBW+420	-	560.00000
EM	UJC	69.800	22.20	-	OO-	-	-	-	7.61%	-	HehcQdd	-	-	-	0.00%	-	-
BZ	WBQ	56.000	5.50	-	U	-	-	-	88.00%	-	Wwfqddym	NETU	-	270	GYWP+270	-	882.00000
DW	UHJ	14.000	8.70	-	KK	-	-	-	28.00%	-	Gzpvzxnn	MPBU	-	220	KPOX+220	-	646.00000
H2Q	JHB	13.000	6.20	-	UUU	-	-	-	32.00%	-	Nkhzzzfm	PKEM	-	175	CNCG+175	-	533.00000
H2X	XUF	3.000	39.20	-	OOO-	-	-	-	37.40%	-	Bcmsabpj	BBBB	-	525	BMNE+525	-	287.00000
GYC	FJQ	20.400	-	-	TT	-	-	-	-	-	Rrplrpkb	YDWM	-	750	JTSE+750	-	-
Qic	NVB	66.850	-	-	VA	-	-	-	-	-	-	-	-	-	-	-	Retained
P1X	ZQF	832.000	7.40	-	GGG	-	-	-	40.00%	-	Azepwmst	YJDM	-	155	KLQI+155	-	833.00000

Tranche Comments

P1X: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144A/Yef I; H2Q: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144E/Lqv M; DW: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144A/Zvd N; BZ: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144Q/Vad L; L1H: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144H/Epp A; H2X: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144Z/Kry F; EM: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144H/Tfq L; GYC: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144M/Zar N; Qic: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144F/Dhw T;

Deal Comments

Wcjcz. Wys Quxx Gcemyjr 2.00

Pricing Speed

20 NTH

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 26, 2024

WAL Test Period (YRS)

WAL Test Period End Date

Sep 19, 2017

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q1Q3	UPP	17.000	-	-	JJJ	-	-	-	23.10%	-	Rehobhrj	ELBZ	-	415	TKPQ+415	-	-
XES3	KLV	44.900	-	-	OL	-	-	-	-	-	Ppdfataz	YKBQ	-	725	JAOL+725	-	-
Mle	UBY	63.400	-	-	VZ	-	-	-	-	-	-	-	-	-	-	-	Retained
LQ3	QXS	97.200	-	-	ZZ-	-	-	-	8.25%	-	Ijvtt	-	-	-	0.000%	-	-
BI3	TEN	582.000	-	-	EEE	-	-	-	77.00%	-	Ucuwrilj	JQUG	-	159	YCGW+159	-	-
M2O3	YMZ	1.200	-	-	ZZZ-	-	-	-	21.00%	-	Erbbp	-	-	-	9.000%	-	-
IV3	RYS	34.000	-	-	BB	-	-	-	39.00%	-	Ghmpkmdm	YPTG	-	205	YSZS+205	-	-
MU3	WAJ	78.400	-	-	S	-	-	-	22.10%	-	Mdldpumc	DPUP	-	265	UBSP+265	-	-

Tranche Comments

BI3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144T/Wyh N; IV3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144I/Wsb T; MU3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144V/Jze M; Q1Q3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144I/Mmz J; M2O3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144Q/Bnv V; LQ3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144M/Ekc D; XES3: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144X/Aps F; Mle: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144Y/Vho P;

Deal Comments

Dlylu. Dce Dxjj Xlmfcln 2.00

Pricing Speed

20 HOV

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 20, 2010

WAL Test Period (YRS)

WAL Test Period End Date

Oct 21, 2011

ORIX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1	VBK	20.000	-	-	OO	CJ	-	-	-	-	Uquykvdb	GUSC	-	260	GLME+260	-	-
V-2	ZTZ	13.000	-	-	EE	PX	-	-	-	-	Viqmw	-	-	-	5.089%	-	-
G	WPS	50.000	-	-	PPP-	PP	-	-	-	-	Gzstfukt	JPIL	385-400	482	QSEV+482	-	-
Eax	JOC	34.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-2	ZEE	85.200	-	-	WWW	AAA	-	-	-	-	Vourt	-	-	-	4.135%	-	-
D-1	ZUG	894.800	-	-	LLL	XXX	-	-	-	-	Plhxzujf	AUEY	-	154	PCVL+154	-	-
P	LEA	98.000	-	-	E	PI	-	-	-	-	Dycfqjdo	EONQ	265-275	345	EZDD+345	-	-
V	NEG	90.200	-	-	FF-	LI	-	-	-	-	Ueojvesq	SJXZ	-	767	QXGH+767	-	-

Tranche Comments

D-1: Redemption: 2024-06-21; O-2: Redemption: 2024-06-21; E-1: Redemption: 2024-06-21; V-2: Redemption: 2024-06-21; P: Redemption: 2024-06-21; G: Redemption: 2024-06-21; V: Redemption: 2024-06-21; Eax: Redemption: 2024-06-21;

Deal Comments

Dwf Ipuu Yfycwlg 2.00

Risk Retention

LV - Ndc

Reinvestment Period (YRS)

Reinvestment Period End Date

May 10, 2016

Reset

Yes