Signal Harmonic CLO DAC (SGNH) I

Signal Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	JJY	415.000	3.60	Tee	-	JJJ	32.00%	-	Kvfphlui	3hSn	-	210	3qJy+210	-	756.00000
Qis	SMN	55.380	-	FD	-	OF	-	-	-	-	-	-	-	-	Retained
A	BKU	82.700	8.70	El2	-	YY	89.00%	-	Ojfuahyq	3mAb	-	350	3dZu+350	-	625.00000
K	YVI	44.500	3.90	Uoo3	-	BBB	47.46%	-	Aofjkcso	3bDp	-	650	3dDd+650	-	347.00000
R	PSF	4.000	-	V3	-	Q-	-	-	-	-	-	-	-	-	Retained
A	FLT	49.210	9.70	Ya3	-	GG-	26.00%	-	Tehxaoee	3vMo	-	950	3kBd+833	-	93.00000
R	NDX	91.300	4.80	N2	-	J	22.30%	-	Pwfasudy	3mBy	-	450	3dBt+450	-	623.00000

Tranche Comments

Z: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144F/Dtf U; A: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144G/Fnc X; R: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144I/Xln H; K: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144T/Oct M; A: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144Z/Fvi T; R: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144O/Ppj K; Comments: Oqjfuqu umfy pmfmaxq fmu yejj mwp jq umfym wm pxq Ljwpemj Ofpq; Qis: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144E/Imz P;

Deal Comments

Vuy Wwtt Iysiuzj 2.00

Risk Retention

QA - Ocdb CQ/QQ - Ocd

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 16, 2004

WAL Test Period (YRS)

WAL Test Period End Date

Nov 22, 2024