III

Signal Harmonic CLO DAC (SGNH) III

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	GNS	73.000	6.60	-	AAA-	OOO-	96.00%	-	Zqmrjewt	3jAt	-	375	3iNz+375	-	610.00000
Tfqdhu	MXY	75.400	-	-	-	-	-	-	-	-	-	-	-	-	Retained
QX	QTL	407.900	7.60	-	NNN	HHH	29.00%	-	Wyqdasab	3oXn	-	137	3zAy+137	-	511.00000
Z	JGF	84.000	7.40	-	SS	VV	51.50%	-	Ydfazodr	3cDs	-	205	3hZs+205	-	910.00000
N	MEO	99.000	1.70	-	X	B	74.00%	-	Vcfwawsa	3bPr	-	260	3jLz+260	-	229.00000
N	XLT	53.000	4.50	-	AA-	QQ-	2.50%	-	Dbhwcmxf	3gFu	-	675	3nOh+659	-	23.00000
R-1	TSQ	6.000	48.10	-	G+	Z+	7.44%	-	Fdjyxvpf	3xQa	-	850	3sFj+801	-	44.00000
ZR	LEH	22.700	1.70	-	AAA	ZZZ	90.00%	-	Omowljqj	3wPn	-	137	3oZw+137	-	201.00000
W-2	GBN	2.000	61.20	-	F-	W-	8.68%	-	Kujcyozw	3jPt	-	1025	3cLd+902	-	53.00000

Tranche Comments

QX: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144J/Yml W; ZR: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144W/Vwu A; Z: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144N/Dpz H; N: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144T/Pnj P; N: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144D/Nnw D; N: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144O/Fei Z; R-1: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144C/Lug A; W-2: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144X/Vug K; Tfqdhu: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144V/Zln E;

Deal Comments

Kyg Xuqq Fpplyxh 2.00

Risk Retention

XQ/QG - Hjg

Pricing Speed

20 IGA

Reinvestment Period (YRS)

5.5

Reinvestment Period End Date

Jun 8, 2025

WAL Test Period (YRS)