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-1	FDX	4.000	61.70	-	Y+	V+	8.80%	-	Oevxbutk	3sEv	-	-	850	3aUy+801	-	19.00000
D	BOX	87.000	6.30	-	J	B	34.00%	-	Uldltcyp	3sAl	240-250	-	260	3oFk+260	-	282.00000
F	CMR	33.000	2.20	-	GG-	NN-	1.60%	-	Oloudhex	3lBs	Ome 600hSm	-	675	3lDc+659	-	43.00000
N	ABB	28.000	7.30	-	II	EE	76.40%	-	Yvlxtlpf	3fXr	200-205	-	205	3fXb+205	-	862.00000
XI	ACG	99.200	6.80	-	SSS	PPP	61.00%	-	Wdjpxoyr	3mXb	-	-	137	3aCq+137	-	789.00000
O	SOY	82.000	5.10	-	QQQ-	RRR-	87.00%	-	Bvfuclav	3eTx	Ipi 300l	-	375	3xYp+375	-	809.00000
Fjwtpt	MUU	54.400	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
MQ	IZJ	753.500	6.70	-	BBB	EEE	67.00%	-	Eojhzpof	3xKg	-	-	137	3fWv+137	-	775.00000
U-2	KVP	1.000	31.30	-	E-	T-	3.51%	-	Qzeracjj	3zWd	-	-	1025	3aKy+902	-	98.00000

Tranche Comments

MQ: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144K/Cbc E; XI: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144U/Foe M; N: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144W/Fvm H; D: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144Y/Civ L; O: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144Z/Ncc M; F: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144Y/Psb G; C-1: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144Q/Zly X; U-2: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144C/Jwa C; Fjwtpt: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144W/Prx W;

Deal Comments

Dzy Nuzz Acyuzej 2.00

Risk Retention

EE/EV - Aki

Pricing Speed

20 ZEA

Reinvestment Period (YRS)

6.5

Reinvestment Period End Date

Nov 23, 2007

WAL Test Period (YRS)