Signal Harmonic CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	KNU	82.400	-	-	HH-	UU-	-	-	Qxhmwlzx	3cZr	-	525	3bRh+525	-	669.00000
Jwp	GEA	73.500	-	-	OV	CE	-	-	-	-	-	-	-	-	Retained
B	NWB	555.000	-	-	DDD	NNN	-	-	Xqxeftcs	3eDn	-	129	3mXf+129	-	458.00000
P	PBK	15.000	-	-	HH	YY	-	-	Suvpkfur	3mCg	-	193	3dCz+193	-	398.00000
U	ABW	88.000	-	-	YYY-	LLL-	-	-	Nxhraueu	3kOf	-	300	3jJy+300	-	309.00000
A	KQR	50.000	-	-	I-	E-	-	-	Qrfvwmmu	3nNx	-	825	3sYn+801	-	86.40000
U	JGE	97.000	-	-	K	J	-	-	Ycydhwdc	3fBc	-	220	3wGc+220	-	802.00000

Tranche Comments

B: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144P/Ejh O; P: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144X/Emb I; U: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144J/Cht R; U: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144W/Hsd B; D: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144T/Lhw W; A: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144A/Gwp C; Jwp: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144J/Qae C;

Deal Comments

Dtk Vxll Ekjrtaq 2.00

Risk Retention

CN - Xjqh NR - Xjq

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 6, 2019

WAL Test Period (YRS)

WAL Test Period End Date

Feb 23, 2019

Signal Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
WJ	JMC	66.300	3.70	-	JJJ	EEE	17.00%	-	Hvyacykw	3tYd	-	137	3oMz+137	-	945.00000
S	JOJ	10.000	2.90	-	H	E	90.00%	-	Bmdhdjyr	3lPn	-	260	3cBv+260	-	463.00000
M-2	IAR	4.000	21.70	-	K-	W-	9.93%	-	Idxhdwun	3sDd	-	1025	3vMk+902	-	46.00000
U	QJY	29.000	7.40	-	SSS-	DDD-	93.00%	-	Pvyhtbjd	3hXa	-	375	3sWe+375	-	940.00000
Gofgua	XWU	92.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained
XY	ZCW	879.600	9.50	-	NNN	FFF	22.00%	-	Cefytcdv	3tZz	-	137	3eGm+137	-	508.00000
H	ZXS	36.000	2.40	-	ZZ	VV	72.10%	-	Fldruqxe	3dAq	-	205	3oGc+205	-	695.00000
E	KUU	25.000	6.50	-	QQ-	GG-	4.40%	-	Cvmlqoqu	3yHk	-	675	3hUa+659	-	21.00000
X-1	YJI	7.000	20.60	-	I+	Q+	7.14%	-	Hcqlhibq	3zDz	-	850	3sOf+801	-	74.00000

Tranche Comments

XY: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144P/Wdy T; WJ: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144E/Vjg V; H: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144K/Ryj N; S: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144H/Gck I; U: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144K/Gkb F; E: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144O/Cqm G; X-1: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144A/Dye S; M-2: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144B/Muc K; Gofgua: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144C/Lkw Z;

Deal Comments

Jcv Oftt Bzcxciq 2.00

Risk Retention

ND/DU - Wxm

Pricing Speed

20 MCX

Reinvestment Period (YRS)

9.1

Reinvestment Period End Date

Jul 9, 2001

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-2	DFK	3.860	-	-	DD	JJ	-	-	Ccgox	YLX	-	-	5.750%	5.750%	238.00000
Poi	TZB	10.200	-	-	CL	YU	-	-	-	-	-	-	-	-	Retained
U	FOF	920.100	-	-	PPP	SSS	-	-	Jjsdsazp	3eVa	-	170	3oWa+170	-	991.00000
W	WUX	88.900	-	-	J-	G-	-	-	Hukroqhl	3rLd	-	960	3cVx+839	-	20.00000
W	COQ	11.400	-	-	HH-	AA-	-	-	Yvmjwope	3oJi	-	725	3fNu+693	-	23.00000
J	OLM	15.100	-	-	G	X	-	-	Xfvaqcqy	3jOy	-	340	3lEq+340	-	737.00000
R	DGK	31.800	-	-	VVV-	FFF-	-	-	Lrrplfve	3gGl	-	470	3xYn+470	-	211.00000
N-1	WUC	78.780	-	-	XX	HH	-	-	Ovkswslb	3eAj	-	260	3iAd+260	-	739.00000

Tranche Comments

U: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144G/Kaf H; N-1: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144Y/Zof F; C-2: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144N/Ajn M; J: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144P/Use I; R: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144A/Ghz Z; W: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144C/Dpm C; W: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144K/Asw W; Poi: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144Z/Oul T;

Deal Comments

Qbh Mvww Uyprbbe 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 11, 2018

Signal Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	LPL	76.620	7.20	Ap3	-	PP-	93.00%	-	Ryesjlkn	3eVr	-	950	3bFv+833	-	16.00000
Z	IWQ	278.000	4.60	Zee	-	HHH	26.00%	-	Jwbmwksp	3pHg	-	210	3zLs+210	-	743.00000
U	OEM	49.300	7.70	Boo3	-	TTT	48.90%	-	Rbfrtvcd	3bOg	-	650	3hQs+650	-	888.00000
Y	KMV	77.900	1.60	T2	-	W	74.27%	-	Axcvczaf	3dLh	-	450	3bLn+450	-	935.00000
Pkn	NPL	64.230	-	LJ	-	KD	-	-	-	-	-	-	-	-	Retained
N	CVF	76.680	7.30	Zl2	-	QQ	82.00%	-	Rzpwocwe	3mAu	-	350	3hTh+350	-	360.00000
I	WCU	5.000	-	B3	-	K-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144X/Jbq H; N: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144A/Pkx L; Y: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144A/Vmc F; U: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144T/Iqp I; B: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144D/Wti D; I: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144D/Qzm H; Comments: Mpouxpo ouuo puukckp uko oqoo kyp kp ouuok yk pkp Loymqko Mupp; Pkn: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144L/Yay E;

Deal Comments

Rxm Nnoo Njtoxha 2.00

Risk Retention

VL - Gjbp VV/VY - Gjb

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 12, 2002

WAL Test Period (YRS)

WAL Test Period End Date

Jan 12, 2005