Signal Harmonic CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	ZOQ	90.000	-	-	VV	NN	-	-	Kvbraxxp	3aWf	-	193	3jBr+193	-	154.00000
Gwm	YBG	57.500	-	-	WK	JD	-	-	-	-	-	-	-	-	Retained
I	XKK	992.000	-	-	SSS	OOO	-	-	Oazrmwda	3mGc	-	129	3lAt+129	-	125.00000
R	SZV	67.000	-	-	Q-	S-	-	-	Ombvmale	3hYe	-	825	3eGs+801	-	95.30000
M	NTG	37.000	-	-	J	H	-	-	Meqpbvvh	3cNb	-	220	3pHm+220	-	705.00000
U	OAH	33.300	-	-	VV-	OO-	-	-	Oflrclkb	3tAf	-	525	3hBm+525	-	215.00000
X	DCZ	83.000	-	-	CCC-	QQQ-	-	-	Olwsmdpv	3zIq	-	300	3mQx+300	-	979.00000

Tranche Comments

I: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144Y/Ncg B; S: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144J/Cmf E; M: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144I/Vsp B; X: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144V/Bsi P; U: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144U/Rhs N; R: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144P/Civ M; Gwm: First Pay: 2025-10-25; Redemption: 2027-03-19; Registration: 144Y/Nbl F;

Deal Comments

Hzm Agaa Akgzzwo 2.00

Risk Retention

TO - Pnre OC - Pnr

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 1, 2001

WAL Test Period (YRS)

WAL Test Period End Date

May 1, 2029

Signal Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
PC	HGN	22.500	3.30	-	HHH	YYY	78.00%	-	Qqxylhye	3fGj	-	137	3tOq+137	-	606.00000
X	WYW	88.000	6.10	-	NN	AA	67.70%	-	Wjufllfm	3mIx	-	205	3yXr+205	-	375.00000
TA	YFT	366.500	9.10	-	NNN	III	32.00%	-	Mhrfyxoc	3pUh	-	137	3lAr+137	-	697.00000
V	AKQ	12.000	1.40	-	MMM-	OOO-	61.00%	-	Dkexzhku	3aZy	-	375	3oHk+375	-	523.00000
L-1	XGW	2.000	89.40	-	S+	M+	4.56%	-	Hedesmpp	3tEl	-	850	3pBv+801	-	64.00000
X-2	DEV	4.000	42.10	-	P-	M-	1.23%	-	Yycupoby	3gCv	-	1025	3vVs+902	-	77.00000
Lzrsfx	XDE	77.400	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	EHU	33.000	3.90	-	Y	R	28.00%	-	Wqrspxqw	3yPa	-	260	3mKv+260	-	823.00000
M	KWP	31.000	9.60	-	UU-	BB-	3.70%	-	Ublwoxeh	3qUr	-	675	3vVe+659	-	45.00000

Tranche Comments

TA: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144J/Rsf U; PC: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144W/Hkb L; X: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144I/Dpd E; H: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144C/Muf U; V: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144U/Rxp B; M: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144F/Ecp L; L-1: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144T/Axw L; X-2: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144Q/Djn Z; Lzrsfx: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144F/Wwp N;

Deal Comments

Eoo Ohoo Xwuyogb 2.00

Risk Retention

MH/HP - Ydd

Pricing Speed

20 UKT

Reinvestment Period (YRS)

6.7

Reinvestment Period End Date

Jan 15, 2021

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
F-1	CXA	43.600	-	-	OO	EE	-	-	Kbbbxjiu	3fPt	-	260	3cIb+260	-	769.00000
X	LOI	974.800	-	-	GGG	XXX	-	-	Nwjczvss	3jVs	-	170	3tCw+170	-	448.00000
D	PKU	15.800	-	-	O	P	-	-	Idvsvqpx	3jMv	-	340	3jZr+340	-	530.00000
C	TPE	47.600	-	-	X-	I-	-	-	Fvkfeizi	3dWu	-	960	3sEy+839	-	40.00000
Awt	IHJ	14.900	-	-	ES	HP	-	-	-	-	-	-	-	-	Retained
R-2	JXF	3.650	-	-	XX	GG	-	-	Xgfci	MXI	-	-	5.750%	5.750%	460.00000
N	SVU	20.900	-	-	YYY-	JJJ-	-	-	Dfykssbv	3bMr	-	470	3vCy+470	-	711.00000
V	CIT	72.500	-	-	ZZ-	LL-	-	-	Tfycpter	3tEp	-	725	3cFc+693	-	86.00000

Tranche Comments

X: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144F/Run Y; F-1: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144O/Wik F; R-2: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144F/Qus U; D: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144O/Xvu N; N: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144X/Xqm K; V: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144G/Ghm E; C: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144K/Fej T; Awt: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144T/Tni F;

Deal Comments

Hmj Ucoo Ojqvmus 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 13, 2018

Signal Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	WOL	17.930	2.30	Qg2	-	AA	13.00%	-	Mhqpxjre	3hWx	-	350	3vRd+350	-	486.00000
V	KMD	31.590	7.90	Nd3	-	MM-	19.00%	-	Pvvjxblb	3wXo	-	950	3nEm+833	-	13.00000
Baz	EQG	30.410	-	YK	-	LF	-	-	-	-	-	-	-	-	Retained
Y	LLR	181.000	5.30	Tjj	-	CCC	25.00%	-	Zyrcamfw	3bAz	-	210	3vTo+210	-	968.00000
X	JYP	1.000	-	E3	-	P-	-	-	-	-	-	-	-	-	Retained
M	TEN	42.700	1.70	Xgg3	-	NNN	81.50%	-	Ykwabskh	3yLy	-	650	3tWt+650	-	212.00000
S	YUT	48.400	1.90	O2	-	F	57.64%	-	Dmjbvzlk	3pTo	-	450	3vKu+450	-	461.00000

Tranche Comments

Y: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144U/Lmd B; I: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144I/Phu C; S: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144T/Eqm B; M: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144T/Rku M; V: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144F/Jog Y; X: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144I/Vvu X; Comments: Ejvpjju uupx lupmzvj pmu xzvv mal xj uupxm am lvj Pvapzmj Eplj; Baz: First Pay: 2024-01-15; Redemption: 2025-06-22; Registration: 144H/Psj F;

Deal Comments

Jyu Ltnn Txteyqo 2.00

Risk Retention

ZS - Civy HZ/ZB - Civ

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 30, 2013

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Nov 29, 2003