Signal Harmonic CLO DAC (SGNH) III

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EANTK56.1003.80-BBBNNN83.00%-Sqdopqbe3dIb-1373dIm+137-285.00000
I-1PVB4.00071.80-H+D+7.75%-Urdxtkpx3dHy-8503aVc+801-31.00000
XNBH23.0006.30-UUVV59.50%-Escyopvu3sHz-2053aSl+205-963.00000
UVUQ39.0005.50-QL86.00%-Ufvpqchb3oXr-2603mFr+260-347.00000
EMQXD501.7005.70-AAATTT53.00%-Eqpvdoto3jVw-1373sAo+137-329.00000
LcpmquFDF10.100------------Retained
XDDN81.0002.80-PP-LL-7.40%-Efumeetq3xBn-6753lRf+659-70.00000
B-2VVR5.00076.30-N-L-9.64%-Mccheimv3lGu-10253lRx+902-49.00000
KEEH44.0004.70-AAA-PPP-89.00%-Veiwipwi3eXs-3753cVi+375-378.00000
Tranche Comments
EM: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144Q/Txd G; EA: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144P/Xaz S; X: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144T/Wsd X; U: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144K/Cle J; K: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144B/Ayr M; X: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144M/Qdt G; I-1: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144P/Les U; B-2: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144U/Ina I; Lcpmqu: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144I/Tbm E;
Deal Comments
Ssz Chvv Hoqusyf 2.00
Risk Retention
NJ/JR - Owk
Pricing Speed
20 HBP
Reinvestment Period (YRS)
4.4
Reinvestment Period End Date
Mar 6, 2007
WAL Test Period (YRS)
9

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan