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
N	GYO	24.000	5.70	-	TTT-	GGG-	75.00%	-	Yzlljtnw	3nJw	Ecz 300m	-	375	3zIn+375	-	361.00000
K	EOG	69.000	7.70	-	ZZ-	EE-	4.10%	-	Gfoflxsf	3gYb	Mlt 600zWx	-	675	3mJs+659	-	61.00000
J-1	MLE	4.000	74.70	-	A+	N+	6.96%	-	Omfyocis	3yFt	-	-	850	3bLl+801	-	83.00000
H-2	VBQ	1.000	92.70	-	R-	F-	6.38%	-	Vkwavfwl	3xJz	-	-	1025	3vJz+902	-	65.00000
B	IMD	49.000	7.50	-	DD	ZZ	72.10%	-	Isecatdi	3yMn	200-205	-	205	3vNi+205	-	629.00000
OT	VAY	24.100	9.70	-	FFF	CCC	52.00%	-	Pjeckreu	3dHo	-	-	137	3oRk+137	-	853.00000
Sxkixq	VCN	98.700	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G	ZXV	55.000	4.30	-	B	Q	54.00%	-	Wxyskooy	3qOo	240-250	-	260	3nLh+260	-	436.00000
QC	JZH	377.200	6.10	-	LLL	SSS	78.00%	-	Vqlctoke	3gPz	-	-	137	3xYi+137	-	697.00000

Tranche Comments

QC: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144B/Vix D; OT: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144V/Gkx Z; B: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144Y/Yfv E; G: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144A/Ibx A; N: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144X/Mae Z; K: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144D/Xst S; J-1: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144G/Csi P; H-2: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144Y/Zpj E; Sxkixq: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144U/Wed F;

Deal Comments

Aof Spmm Xxyoooq 2.00

Risk Retention

BF/FP - Tad

Pricing Speed

20 KZV

Reinvestment Period (YRS)

5.6

Reinvestment Period End Date

Aug 3, 2025

WAL Test Period (YRS)