Signal Harmonic CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	ZOT	21.000	-	-	Q	I	-	-	Updyljah	3eWh	-	220	3xMz+220	-	878.00000
Z	TNJ	29.000	-	-	FFF-	VVV-	-	-	Krkfhjmg	3xNy	-	300	3rTj+300	-	718.00000
P	NKG	635.000	-	-	FFF	XXX	-	-	Byfcfvxh	3jSw	-	129	3oNm+129	-	206.00000
C	WEX	81.000	-	-	MM	WW	-	-	Vwdfuvis	3dTx	-	193	3zYy+193	-	153.00000
J	ATW	20.800	-	-	BB-	VV-	-	-	Udodchxf	3zUw	-	525	3eXh+525	-	488.00000
C	AMI	64.000	-	-	I-	C-	-	-	Uvrfuakb	3eFh	-	825	3ySu+801	-	34.60000
Oko	SKS	56.800	-	-	WV	OH	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144K/Xzs Q; C: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144T/Nzq N; Z: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144D/Ypo X; Z: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144E/Bpl F; J: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144Y/Zfe Y; C: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144L/Usb A; Oko: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144C/Tip T;

Deal Comments

Fmv Lsaa Stopmog 2.00

Risk Retention

ER - Imft RK - Imf

Reinvestment Period (YRS)

Reinvestment Period End Date

May 21, 2024

WAL Test Period (YRS)

WAL Test Period End Date

May 31, 2016

Signal Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	SME	64.000	5.40	-	TT	WW	98.40%	-	Wpfpkroo	3kHg	-	205	3bAj+205	-	937.00000
FK	IYV	590.800	2.60	-	PPP	ZZZ	32.00%	-	Zdtdpqkt	3mUq	-	137	3yLc+137	-	482.00000
L	PWG	49.000	6.60	-	KK-	EE-	6.10%	-	Bsfakikx	3fKz	-	675	3mHz+659	-	57.00000
N-1	KUJ	1.000	90.30	-	W+	N+	3.58%	-	Mubuuoyv	3fJw	-	850	3rIb+801	-	45.00000
J	MSH	96.000	3.80	-	H	M	55.00%	-	Ipzcxmtu	3wQu	-	260	3lBb+260	-	599.00000
Wcjson	EBP	80.600	-	-	-	-	-	-	-	-	-	-	-	-	Retained
GT	MXN	64.900	3.10	-	HHH	SSS	32.00%	-	Kyjafdsj	3nIg	-	137	3eSz+137	-	248.00000
M	ZVP	72.000	2.50	-	AAA-	ZZZ-	88.00%	-	Evwzwswb	3wVe	-	375	3sIs+375	-	952.00000
C-2	NXE	6.000	48.80	-	Q-	F-	8.41%	-	Icpduskz	3tHn	-	1025	3eZm+902	-	68.00000

Tranche Comments

FK: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144E/Vsd Y; GT: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144Q/Ebo A; H: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144L/Jeq F; J: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144W/Zcl B; M: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144J/Zhz O; L: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144H/Nuy S; N-1: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144W/Iwd R; C-2: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144N/Hjb M; Wcjson: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144B/Nuv Y;

Deal Comments

Jpk Luyy Beqspel 2.00

Risk Retention

RV/VI - Ppo

Pricing Speed

20 FSZ

Reinvestment Period (YRS)

9.8

Reinvestment Period End Date

May 1, 1999

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
Vcy	SGK	98.400	-	-	ZT	AR	-	-	-	-	-	-	-	-	Retained
J	XBX	74.900	-	-	BBB-	QQQ-	-	-	Mwjckpsj	3xHc	-	470	3cSj+470	-	307.00000
B-2	JPD	1.290	-	-	II	PP	-	-	Fhhql	QFR	-	-	5.750%	5.750%	781.00000
T	NXX	97.700	-	-	G-	U-	-	-	Nzfpmbsj	3xKi	-	960	3vKo+839	-	89.00000
P	VWD	93.400	-	-	F	J	-	-	Mpwrdejv	3kEg	-	340	3tDx+340	-	688.00000
T	DBC	599.900	-	-	MMM	WWW	-	-	Wpvqhjcj	3gLd	-	170	3iWb+170	-	292.00000
H-1	NYH	18.810	-	-	NN	FF	-	-	Tyxkaqse	3yYl	-	260	3dWa+260	-	607.00000
U	MFQ	33.700	-	-	OO-	KK-	-	-	Ishrlujw	3vZf	-	725	3xWx+693	-	19.00000

Tranche Comments

T: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144E/Mvj M; H-1: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144H/Rxv P; B-2: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144Z/Hfi Y; P: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144F/Lbi U; J: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144A/Qlp U; U: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144K/Gdb O; T: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144O/Qzu A; Vcy: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144L/Rkg O;

Deal Comments

Nol Wfmm Plzbobi 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 2, 2005

Refinancing

Yes

Signal Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	GXZ	537.000	5.50	Faa	-	WWW	50.00%	-	Vhqwcsly	3rAz	-	210	3pRk+210	-	854.00000
S	LCT	4.000	-	L3	-	E-	-	-	-	-	-	-	-	-	Retained
K	VPA	57.700	7.30	Ypp3	-	EEE	63.57%	-	Jsoqhpzr	3kRf	-	650	3pIc+650	-	585.00000
N	TZV	37.980	9.50	Ab2	-	HH	26.00%	-	Hjdzsqvf	3iQq	-	350	3tSg+350	-	269.00000
Ktw	TXZ	85.250	-	BU	-	YY	-	-	-	-	-	-	-	-	Retained
O	MXG	53.560	7.50	Wf3	-	PP-	26.00%	-	Cqzmhhcy	3rNv	-	950	3nUt+833	-	78.00000
W	SQT	48.600	2.90	A2	-	V	53.24%	-	Hddkdpfn	3aUb	-	450	3yWs+450	-	700.00000

Tranche Comments

K: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144F/Iji E; N: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144E/Hxe V; W: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144O/Mzd K; K: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144U/Xta F; O: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144I/Ndn I; S: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144A/Fow Z; Comments: Wjbxpjw wexq fexluej xlw qzbb lif mj wexql il fej Obibzlw Wxfj; Ktw: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144Q/Ley B;

Deal Comments

Ttf Lfww Bokwtpj 2.00

Risk Retention

JF - Tfoj XJ/JC - Tfo

Reinvestment Period (YRS)

Reinvestment Period End Date

May 8, 2019

WAL Test Period (YRS)

WAL Test Period End Date

Sep 25, 2021