Signal Harmonic CLO DAC

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Signal Capital Partners

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
C	DHU	147.000	-	-	VVV	MMM	-	-	Msuacqqk	3eVw	-	-	129	3lZr+129	-	536.00000
Aec	ASS	60.900	-	-	ZV	DH	-	-	-	-	-	-	-	-	-	Retained
O	NTU	57.000	-	-	TT	HH	-	-	Cehpuqnh	3kJo	-	-	193	3jTj+193	-	601.00000
P	IKT	34.000	-	-	G	M	-	-	Dcxbwwvd	3nCj	-	-	220	3qBv+220	-	469.00000
E	DTQ	90.000	-	-	OOO-	VVV-	-	-	Ulvxputm	3kHr	-	-	300	3qSz+300	-	459.00000
Q	VTK	53.000	-	-	H-	I-	-	-	Dyszlklj	3yVd	-	-	825	3rFc+801	-	88.60000
G	VIL	63.100	-	-	AA-	SS-	-	-	Nheqeqok	3oIb	-	-	525	3jFx+525	-	970.00000

Tranche Comments

C: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144F/Wdw L; O: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144K/Gwr K; P: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144B/Wtj T; E: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144H/Hki H; G: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144T/Rjm I; Q: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144Q/Ryk H; Aec: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144L/Akl N;

Deal Comments

Lqj Kpvv Wqujqcz 2.00

Risk Retention

ID - Kopv DQ - Kop

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 19, 2012

WAL Test Period (YRS)

WAL Test Period End Date

Mar 31, 2016