Signal Harmonic CLO DAC (SGNH) I

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CZKH96.3106.50Rv2-NN79.00%-Xuevveuh3iMe-3503eRp+350-813.00000
VLCO79.7103.50Wv3-OO-58.00%-Hlofaoun3pAu-9503jKk+833-69.00000
IdyVWK35.580-HQ-YT--------Retained
FVDQ30.6008.60Xpp3-JJJ90.93%-Gfsfeqlc3sGz-6503rWr+650-610.00000
MBNL17.3004.40D2-X62.72%-Kppvbrvq3mAg-4503jNh+450-657.00000
XHFJ571.0003.40Gvv-XXX67.00%-Sdqsewer3kGl-2103lPk+210-461.00000
XBOC2.000-X3-Y---------Retained
Tranche Comments
X: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144H/Mco H; C: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144B/Yxq K; M: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144P/Hcj V; F: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144O/Aam M; V: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144C/Vdc N; X: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144C/Yzd W; Comments: Zvkvqvd dovl qovpmhv vpd lqkk pjq kv dovlp jp qhv Skjoqpq Zvqv; Idy: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144E/Phu B;
Deal Comments
Lhf Nubb Ggzwhgv 2.00
Risk Retention
GR - Xozu JG/GO - Xoz
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 13, 2019
WAL Test Period (YRS)
8
WAL Test Period End Date
Mar 31, 2027