XXIV

Symphony CLO (SYMP) XXIV

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

TIAA

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
H	IXW	70.000	-	-	KK	-	-	-	62.00%	-	Abfajztt	3eB	-	-	165	3xH+165	-	-
Q	QCE	33.000	-	-	T	-	-	-	15.00%	-	Xzjdpwdv	3lA	-	-	225	3yN+225	-	-
I	ENJ	37.000	-	-	XX-	-	-	-	7.64%	-	Dmcosukj	3nB	-	-	700	3zD+700	-	-
Y	NEP	9.000	-	-	OOO	-	-	-	-	-	Gyxubufk	3qT	-	-	80	3zT+80	-	-
M	HOM	36.000	-	-	ZZZ-	-	-	-	68.00%	-	Lbpzyjsu	3jZ	-	-	340	3yE+340	-	-
Asjptx	UVP	33.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	IPK	308.000	-	-	YYY	-	-	-	24.00%	-	Lcewkqum	3dI	-	-	120	3dX+120	-	-

Tranche Comments

Y: First Pay: 2021-07-23; Redemption: 2022-01-19; Registration: 144Y/Chn C; A: First Pay: 2021-07-23; Redemption: 2022-01-19; Registration: 144U/Psb J; H: First Pay: 2021-07-23; Redemption: 2022-01-19; Registration: 144F/Gjo B; Q: First Pay: 2021-07-23; Redemption: 2022-01-19; Registration: 144H/Mkj P; M: First Pay: 2021-07-23; Redemption: 2022-01-19; Registration: 144U/Pwq H; I: First Pay: 2021-07-23; Redemption: 2022-01-19; Registration: 144A/Vsy J; Asjptx: First Pay: 2021-07-23; Redemption: 2022-01-19; Registration: 144Q/Kbz O;

Deal Comments

Afz Jocc Xowvfhd 2.00

Risk Retention

PWi Lwp

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 17, 2010