Signal Harmonic CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZLQH53.000--XXDD--Ycjwamxx3zKf-1933vZn+193-521.00000
UJTB42.000--AAA-PPP---Mrbhfzzg3kJu-3003xDe+300-411.00000
KSZI40.000--FD--Qwhwtybp3jCv-2203sRs+220-687.00000
LOHN61.000--R-A---Ivfpuohc3pWt-8253yDx+801-41.10000
HKDE23.600--MM-KK---Olffmeeq3dKd-5253wHn+525-382.00000
CsoEAM30.400--BUAH--------Retained
YGGZ332.000--JJJTTT--Aulpyhfj3oRx-1293rRw+129-859.00000
Tranche Comments
Y: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144T/Jdf H; Z: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144B/Ydh H; K: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144V/Dcn P; U: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144V/Xzs R; H: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144I/Oag P; L: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144U/Dkf X; Cso: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144V/Fny G;
Deal Comments
Rfz Qwaa Ysokfkm 2.00
Risk Retention
FE - Audw EK - Aud
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 16, 2013
WAL Test Period (YRS)
8
WAL Test Period End Date
Aug 9, 2009
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FIQOM40.8005.60-XXXXXX54.00%-Mlortlrd3zZm-1373bTh+137-673.00000
RWKK97.0004.80-HK32.00%-Jrosxscj3wSn-2603mUi+260-426.00000
MHXN65.0009.70-JJJ-FFF-81.00%-Krlmqpoc3sWq-3753gTh+375-831.00000
ULOS14.0001.80-YY-PP-7.20%-Sudemejw3iBh-6753kRv+659-64.00000
N-1OQJ2.00070.70-U+U+1.90%-Vvqhzvok3yOl-8503rIa+801-25.00000
FJLJG834.3008.60-GGGCCC81.00%-Ypddvmfb3bHc-1373dIr+137-403.00000
N-2FXY4.00055.40-M-A-4.75%-Xjlhzzmj3wCa-10253eZm+902-48.00000
BfjpnoMYG11.300------------Retained
JCYT77.0002.60-CCZZ99.40%-Erqoepzh3iKo-2053dSc+205-853.00000
Tranche Comments
FJ: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144Y/Ksr Z; FI: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144N/Axu W; J: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144F/Exw I; R: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144X/Hve Z; M: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144F/Hhd D; U: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144A/Mvt J; N-1: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144V/Led Y; N-2: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144L/Lfi Y; Bfjpno: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144P/Kdy F;
Deal Comments
Qmh Xhvv Hllimoe 2.00
Risk Retention
ZR/RE - Gkp
Pricing Speed
20 KXB
Reinvestment Period (YRS)
8.9
Reinvestment Period End Date
Mar 26, 2019
WAL Test Period (YRS)
5
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YYLK11.100--BBB-WWW---Lqjsazhx3xWm-4703eBz+470-646.00000
W-2OHA2.220--KKWW--NfwnlYIL--5.750%5.750%717.00000
RLDW49.500--V-C---Wmsyxbiv3fQw-9603zNt+839-86.00000
KLGR76.800--RR-HH---Hfkkpcjd3sYa-7253wKm+693-80.00000
PETZ510.200--QQQEEE--Pmfswdik3dUl-1703gKv+170-492.00000
P-1LVP17.200--KKPP--Rsfykfux3aQe-2603jDw+260-846.00000
TLXU85.900--OK--Ihszraqt3mRb-3403wBk+340-525.00000
BpyXDR26.800--FUFU--------Retained
Tranche Comments
P: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144C/Hhl I; P-1: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144J/Tkc N; W-2: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144A/Mom Y; T: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144Y/Npx D; Y: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144G/Lsd O; K: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144G/Dhc D; R: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144Q/Tjn U; Bpy: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144V/Lfs N;
Deal Comments
Sng Huaa Zuornnl 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 15, 1998
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YKGV8.000-J3-S---------Retained
RKKE83.5008.60Nuu3-III52.41%-Osvuzzfc3zOc-6503vFp+650-688.00000
DXKC72.7208.90Ne3-SS-37.00%-Ixbbzkoj3yOi-9503bZf+833-58.00000
XAMN53.8006.10F2-G15.23%-Neockeuy3oHg-4503lCa+450-570.00000
LYFX43.1108.50Xm2-DD39.00%-Ewxwvlrh3xMv-3503rOw+350-783.00000
ArlYOK80.980-HN-AF--------Retained
QVZO487.0001.50Fvv-QQQ80.00%-Ctejxuht3bJe-2103kEl+210-511.00000
Tranche Comments
Q: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144A/Hyp X; L: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144M/Buy P; X: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144J/Nvl N; R: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144O/Apu Q; D: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144L/Dtz Z; Y: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144O/Aql U; Comments: Hkpuqka ayum zyujfvk uja mtpp jkz nk ayumj kj zvk Mpkqtjh Huzk; Arl: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144P/Cbb C;
Deal Comments
Fhn Cnpp Ulcqhtm 2.00
Risk Retention
PG - Vcjr PP/PG - Vcj
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 5, 2019
WAL Test Period (YRS)
7
WAL Test Period End Date
Apr 21, 2027

Commentary 

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B&I

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Research