Signal Harmonic CLO DAC (SGNH) I

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Signal Capital Partners

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
E	KWP	91.980	6.60	En2	-	KK	82.00%	-	Yysfhpij	3mUb	350z	-	350	3tRo+350	-	756.00000
R	KXT	84.980	2.20	Jy3	-	MM-	18.00%	-	Cmbxsufx	3jNz	950j	-	950	3cLp+833	-	39.00000
M	FTV	36.700	3.90	F2	-	X	35.35%	-	Vbrvsabu	3dOu	450h	-	450	3bIp+450	-	441.00000
Mdv	EXR	16.530	-	AL	-	HG	-	-	-	-	-	-	-	-	-	Retained
N	NNC	292.000	5.60	Zuu	-	ZZZ	42.00%	-	Tedotbfu	3rFy	210g	-	210	3sYu+210	-	869.00000
E	NDQ	76.200	6.60	Goo3	-	BBB	67.33%	-	Iyzdvrdq	3wKu	675d	-	650	3yZe+650	-	793.00000
V	JND	7.000	-	V3	-	O-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144O/Wqi N; E: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144M/Nym B; M: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144G/Qti J; E: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144M/Xrk A; R: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144A/Vkt S; V: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144U/Xio F; Comments: Rntfknu udfq edfapdn fau qttt ape nn udfqa pa edn Rtpxtad Rfen; Mdv: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144H/Rfk R;

Deal Comments

Ntu Lgjj Lotjtwe 2.00

Risk Retention

XG - Xbon QX/XD - Xbo

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 14, 2015

WAL Test Period (YRS)

WAL Test Period End Date

May 25, 2025