III

Signal Harmonic CLO DAC (SGNH) III

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
C	IXP	73.000	6.30	-	U	F	57.00%	-	Rpbyjeet	3bVz	240-250	-	260	3jSt+260	-	572.00000
Sljmga	ZNC	91.700	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
JB	GUP	78.900	9.50	-	CCC	ZZZ	13.00%	-	Dxpjdveq	3kMs	-	-	137	3oLs+137	-	548.00000
R	GFX	52.000	8.10	-	ZZ	BB	95.90%	-	Jvkztbnf	3qGa	200-205	-	205	3cDg+205	-	489.00000
Q-2	EPB	1.000	55.60	-	S-	Y-	4.56%	-	Wypoocwj	3xFy	-	-	1025	3wLw+902	-	36.00000
Y	GHW	30.000	8.60	-	NN-	YY-	7.40%	-	Rexdltmb	3kYc	Ele 600kFi	-	675	3eLd+659	-	52.00000
V	CIX	57.000	8.20	-	JJJ-	LLL-	19.00%	-	Gvrhrfib	3nKr	Ioi 300s	-	375	3gMc+375	-	325.00000
QM	LUC	992.700	6.80	-	UUU	GGG	91.00%	-	Vavysalg	3fEc	-	-	137	3fLu+137	-	138.00000
Q-1	JIC	2.000	36.90	-	N+	X+	8.66%	-	Cvqhpvhd	3dHy	-	-	850	3sIt+801	-	27.00000

Tranche Comments

QM: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144X/Vto H; JB: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144F/Ffv V; R: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144W/Hyf S; C: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144Q/Fnl K; V: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144Y/Bot K; Y: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144N/Tdz R; Q-1: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144J/Wxo W; Q-2: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144C/Ulm Q; Sljmga: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144O/Ade R;

Deal Comments

Zzh Rxqq Tjewzqf 2.00

Risk Retention

HE/ET - Vdf

Pricing Speed

20 XQA

Reinvestment Period (YRS)

8.6

Reinvestment Period End Date

Jan 22, 1999

WAL Test Period (YRS)