XXIX

Symphony CLO (SYMP) XXIX

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
O	LOX	741.000	-	Vrr	-	-	-	-	41.00%	-	Mdcxhrxg	3aP	-	108	108	3wK+108	-	678.00000
Z	JCF	15.000	-	Ye2	-	-	-	-	32.00%	-	Oeehmfvy	3zC	-	160-165	165	3fT+165	-	919.00000
H	BEK	23.000	-	Zdd3	-	-	-	-	20.00%	-	Suzdkrzv	3dU	-	305-315	315	3lW+315	-	689.00000
Vzj	CPJ	78.890	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	WOT	83.000	-	Vl3	-	-	-	-	7.00%	-	Epmfruvs	3gD	-	615-625	625	3eG+625	-	523.00000
B	QFR	9.000	-	Vvv	-	-	-	-	-	-	Vamffmax	3tD	-	70	80	3fU+80	-	648.00000
F	HPE	64.000	-	C2	-	-	-	-	73.00%	-	Vkwraqqc	3eR	-	205-215	215	3zX+215	-	640.00000

Tranche Comments

B: First Pay: 2022-07-15; Redemption: 2022-12-29; Registration: 144M/Hkk S; O: First Pay: 2022-07-15; Redemption: 2022-12-29; Registration: 144Z/Gwl K; Z: First Pay: 2022-07-15; Redemption: 2022-12-29; Registration: 144C/Bqo R; F: First Pay: 2022-07-15; Redemption: 2022-12-29; Registration: 144U/Uok J; H: First Pay: 2022-07-15; Redemption: 2022-12-29; Registration: 144J/Amm T; O: First Pay: 2022-07-15; Redemption: 2022-12-29; Registration: 144J/Qht E; Vzj: First Pay: 2022-07-15; Redemption: 2022-12-29; Registration: 144L/Xup A;

Deal Comments

Hfa Jjbb Chaafkc 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 9, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Mar 1, 2003