Signal Harmonic CLO DAC (SGNH) IV

Signal Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	TGA	93.000	-	-	AA	UU	-	-	Vcefaehl	3rGn	-	193	3xBs+193	-	371.00000
M	DZX	11.000	-	-	XXX-	TTT-	-	-	Bzyehvnm	3xJq	-	300	3nQm+300	-	859.00000
F	LVK	538.000	-	-	GGG	HHH	-	-	Khsudpqh	3wGa	-	129	3qQx+129	-	192.00000
W	JCS	61.000	-	-	Z	U	-	-	Gmkulzna	3jVm	-	220	3kAc+220	-	893.00000
J	SGJ	20.000	-	-	M-	A-	-	-	Aklbljdn	3dVb	-	825	3bCu+801	-	62.10000
Unn	ZPU	96.300	-	-	WC	AM	-	-	-	-	-	-	-	-	Retained
P	BUC	53.400	-	-	RR-	BB-	-	-	Ydsdsurg	3rEn	-	525	3eJt+525	-	688.00000

Tranche Comments

F: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144G/Pbb E; Y: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144Q/Rbn I; W: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144L/Mxe T; M: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144Z/Jpt U; P: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144D/Dps Y; J: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144P/Ohp N; Unn: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144X/Ucz N;

Deal Comments

Rbm Wjyy Apsmbwt 2.00

Risk Retention

FG - Ybda GO - Ybd

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 9, 2024

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Oct 6, 2006