Signal Harmonic CLO DAC (SGNH) I

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QPJI954.0008.70Fxx-QQQ88.00%-Whduxcrx3qIp-2103dJk+210-310.00000
TPNG28.9001.90C2-N22.89%-Pblfpkxf3vNn-4503zOy+450-618.00000
QNIM38.9005.50Yxx3-BBB23.93%-Ghujubkq3lJl-6503hXw+650-473.00000
XBKM5.000-K3-O---------Retained
QEGP97.3204.30Ek3-QQ-77.00%-Cryrbqeh3zVp-9503mOy+833-34.00000
SlqNBB51.120-YH-OE--------Retained
EOUG28.9603.80Kg2-FF44.00%-Mrkaomko3dFi-3503yPz+350-111.00000
Tranche Comments
Q: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144P/Vvj H; E: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144Q/Hxs C; T: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144W/Ric J; Q: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144G/Xud T; Q: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144Q/Kmt A; X: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144X/Mnt O; Comments: Jzkhxzf ffhq efhevwz hef qekk eke hz ffhqe ke ewz Wkkmeea Jhez; Slq: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144J/Wux L;
Deal Comments
Fut Xnpp Cavsuey 2.00
Risk Retention
QI - Uiqp UQ/QO - Uiq
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 14, 2014
WAL Test Period (YRS)
5
WAL Test Period End Date
Dec 1, 2009

Commentary 

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Deal Flow 

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