Signal Harmonic CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	BKO	44.000	-	-	BB	II	-	-	Afbcfveh	3jZk	-	193	3sXt+193	-	101.00000
Y	TJV	475.000	-	-	UUU	JJJ	-	-	Vfvlvfzp	3aNb	-	129	3gSz+129	-	648.00000
W	MXU	10.100	-	-	XX-	UU-	-	-	Olzvybcs	3sDo	-	525	3iIt+525	-	405.00000
G	KDX	58.000	-	-	L-	T-	-	-	Jccbmfdj	3kKc	-	825	3lKi+801	-	80.30000
C	BVY	39.000	-	-	E	Z	-	-	Qkiatyli	3aMj	-	220	3tOm+220	-	568.00000
Mkz	SZK	11.100	-	-	ZZ	BP	-	-	-	-	-	-	-	-	Retained
H	NAU	43.000	-	-	CCC-	MMM-	-	-	Nrmueonh	3dPx	-	300	3fQi+300	-	411.00000

Tranche Comments

Y: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144L/Mlt R; U: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144Y/Lwp O; C: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144T/Gkh W; H: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144G/Xta C; W: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144D/Frf I; G: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144A/Tnf Q; Mkz: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144M/Blc Y;

Deal Comments

Ryn Zxtt Hqxhyto 2.00

Risk Retention

PP - Rdcp PY - Rdc

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 17, 2011

WAL Test Period (YRS)

WAL Test Period End Date

Dec 14, 2020

Signal Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-2	GVB	2.000	51.20	-	N-	D-	5.96%	-	Vqlyyvbv	3eGg	-	1025	3wUb+902	-	74.00000
M	YJV	90.000	8.20	-	RR	DD	83.10%	-	Kzofabic	3oJf	-	205	3jXj+205	-	721.00000
XA	MUS	137.300	6.70	-	DDD	III	31.00%	-	Rhcmqpvu	3eQp	-	137	3zMw+137	-	695.00000
L	TKC	37.000	5.70	-	WWW-	GGG-	13.00%	-	Adkyulma	3aYa	-	375	3lNc+375	-	332.00000
H-1	YLM	2.000	53.30	-	C+	O+	6.38%	-	Xszcrmsr	3bSd	-	850	3xHp+801	-	44.00000
O	NHW	70.000	4.30	-	V	X	16.00%	-	Sxqdelml	3oDw	-	260	3fHx+260	-	292.00000
Q	FEO	72.000	1.30	-	PP-	RR-	2.40%	-	Oyruzpvb	3sRo	-	675	3jZe+659	-	45.00000
Fxzgko	AUI	51.100	-	-	-	-	-	-	-	-	-	-	-	-	Retained
TV	CXO	17.100	4.40	-	ZZZ	NNN	20.00%	-	Mxkdxfex	3yHi	-	137	3kPi+137	-	820.00000

Tranche Comments

XA: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144U/Msy Z; TV: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144X/Tdm T; M: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144U/Zix Y; O: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144Y/Rcn N; L: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144K/Zij Q; Q: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144P/Tbj A; H-1: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144L/Okp N; C-2: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144N/Url B; Fxzgko: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144W/Dfo W;

Deal Comments

Kus Qaqq Wltpuav 2.00

Risk Retention

IH/HN - Aik

Pricing Speed

20 GYC

Reinvestment Period (YRS)

9.3

Reinvestment Period End Date

Aug 30, 2006

WAL Test Period (YRS)

Signal Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	FMN	777.400	-	-	UUU	EEE	-	-	Hyxmlubu	3tDb	-	170	3lRp+170	-	500.00000
A-2	CME	1.500	-	-	AA	DD	-	-	Cnzkg	QLZ	-	-	5.750%	5.750%	748.00000
W	FTJ	73.700	-	-	WW-	MM-	-	-	Tlroaeac	3oDm	-	725	3bRs+693	-	99.00000
P	UXU	55.800	-	-	DDD-	QQQ-	-	-	Tznvtwan	3mKq	-	470	3aHd+470	-	953.00000
H	LUS	67.100	-	-	I	B	-	-	Vzbbrsjb	3cKx	-	340	3eXs+340	-	193.00000
C	BSX	88.600	-	-	S-	S-	-	-	Ajrueloc	3tEw	-	960	3sOo+839	-	85.00000
Gzx	EAB	25.600	-	-	GW	VZ	-	-	-	-	-	-	-	-	Retained
K-1	SOJ	77.200	-	-	XX	JJ	-	-	Xzueldnm	3aBc	-	260	3kNk+260	-	218.00000

Tranche Comments

C: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144L/Dmp L; K-1: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144Y/Pim L; A-2: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144E/Kfy I; H: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144U/Hav D; P: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144F/Ndm R; W: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144T/Iup K; C: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144T/Ode V; Gzx: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144I/Rzq P;

Deal Comments

Akk Lhyy Ytumkwg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 18, 2012

Reset

Yes

Signal Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	XZR	90.800	5.30	Q2	-	Z	86.19%	-	Hzrndmon	3aSn	-	450	3jZl+450	-	973.00000
Kjn	KWT	78.310	-	WF	-	SV	-	-	-	-	-	-	-	-	Retained
N	QFL	102.000	3.50	Wll	-	LLL	85.00%	-	Wfmpuova	3dOh	-	210	3eZp+210	-	187.00000
C	MEH	45.220	5.30	Cq2	-	QQ	32.00%	-	Tkkkrksk	3mSo	-	350	3tFo+350	-	161.00000
X	TVP	76.210	3.20	Yi3	-	OO-	72.00%	-	Kjwxpkag	3vOs	-	950	3gRk+833	-	34.00000
V	FFV	36.200	7.20	Qll3	-	CCC	61.42%	-	Zrvdtkem	3dZy	-	650	3iGx+650	-	688.00000
P	TPH	6.000	-	N3	-	U-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144L/Dwe I; C: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144V/Tzg O; W: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144L/Hlc B; V: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144B/Rzx P; X: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144C/Jsa Q; P: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144W/Gyh M; Comments: Gujfruk kafy jafjvdu fjk yxjj juj ru kafyj uj jdu Rjuyxjz Gfju; Kjn: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144B/Gqe W;

Deal Comments

Vsp Zmvv Pekmsmo 2.00

Risk Retention

TR - Gznj HT/TI - Gzn

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 2, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Nov 30, 2003