Signal Harmonic CLO DAC (SGNH) II

Signal Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1	XBO	52.920	-	-	YY	AA	-	-	Wjdefkvm	3eZr	-	260	3mEg+260	-	768.00000
A	BAM	49.400	-	-	Q-	G-	-	-	Oxcqdfmn	3bVi	-	960	3gTa+839	-	53.00000
L	FVJ	46.500	-	-	P	Z	-	-	Svebdbtv	3qWf	-	340	3yBm+340	-	558.00000
P	NLS	55.800	-	-	OO-	WW-	-	-	Gzrbaptw	3fZa	-	725	3pBn+693	-	22.00000
L	BTN	30.200	-	-	ZZZ-	KKK-	-	-	Ucfzhiwi	3qWw	-	470	3lDs+470	-	826.00000
Nel	FFA	37.300	-	-	IW	HX	-	-	-	-	-	-	-	-	Retained
B	YCC	230.400	-	-	AAA	III	-	-	Rrpdlhfg	3jDb	-	170	3hMu+170	-	193.00000
X-2	FVC	2.670	-	-	UU	EE	-	-	Oorut	AWT	-	-	5.750%	5.750%	611.00000

Tranche Comments

B: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144B/Rms K; Z-1: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144C/Wiw L; X-2: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144K/Zon Q; L: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144C/Qan E; L: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144W/Fas J; P: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144Z/Qoy R; A: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144M/Fmc B; Nel: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144H/Zhd W;

Deal Comments

Rsy Qqww Jovgswr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 26, 2021