Signal Harmonic CLO DAC (SGNH) III

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WANY76.0002.20-QQQ-YYY-68.00%-Odixmvii3qLg-3753kVn+375-366.00000
SPVPB501.2001.70-KKKGGG51.00%-Lmksftfo3xEo-1373mEq+137-811.00000
RYTJ72.0003.10-MMAA49.60%-Srcjwpnq3hMs-2053pXc+205-661.00000
I-1IXO4.00027.70-K+L+6.66%-Oyhpuqve3nFw-8503bNa+801-97.00000
FMFQ25.0009.20-SP97.00%-Fxclmqzc3bTe-2603jVk+260-169.00000
WhquhjTGF23.700------------Retained
DOHMU84.6005.70-GGGUUU19.00%-Cczzcqfe3aQn-1373cNx+137-396.00000
CZGM40.0009.20-YY-BB-5.50%-Yjqwjhrm3oZh-6753xDs+659-91.00000
B-2NBO7.00090.70-N-S-2.14%-Juzutmov3sHe-10253wUz+902-81.00000
Tranche Comments
SP: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144B/Qwc N; DO: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144F/Qix B; R: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144N/Xul F; F: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144B/Kuv C; W: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144E/Vtf S; C: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144A/Chg P; I-1: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144G/Hsx Q; B-2: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144D/Xel H; Whquhj: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144Q/Ffo V;
Deal Comments
Jct Kgvv Wtcjcfx 2.00
Risk Retention
ZB/BN - Aaa
Pricing Speed
20 SJV
Reinvestment Period (YRS)
9.1
Reinvestment Period End Date
Apr 17, 2007
WAL Test Period (YRS)
9