XXIX

Symphony CLO (SYMP) XXIX

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Teachers Insurance and Annuity Association of America (TIAA)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
B	IEH	34.000	-	Qf2	-	-	-	-	63.00%	-	Xkdrotjl	3aS	-	160-165	165	3zQ+165	-	863.00000
X	CRF	5.000	-	Oxx	-	-	-	-	-	-	Gpfojdjh	3yM	-	70	80	3bZ+80	-	710.00000
Sss	LBV	97.370	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R	ORI	41.000	-	Xp3	-	-	-	-	9.00%	-	Jhqdteiz	3oL	-	615-625	625	3tL+625	-	530.00000
Y	TCZ	919.000	-	Puu	-	-	-	-	50.00%	-	Dudpriia	3xM	-	108	108	3tU+108	-	660.00000
J	CSS	12.000	-	Xrr3	-	-	-	-	51.00%	-	Obfjcfbr	3nH	-	305-315	315	3cL+315	-	307.00000
Z	JBR	20.000	-	R2	-	-	-	-	80.00%	-	Jywewsfs	3vJ	-	205-215	215	3cN+215	-	906.00000

Tranche Comments

X: First Pay: 2022-07-15; Redemption: 2022-12-29; Registration: 144T/Opn A; Y: First Pay: 2022-07-15; Redemption: 2022-12-29; Registration: 144X/Bym Z; B: First Pay: 2022-07-15; Redemption: 2022-12-29; Registration: 144A/Lns W; Z: First Pay: 2022-07-15; Redemption: 2022-12-29; Registration: 144D/Toh Q; J: First Pay: 2022-07-15; Redemption: 2022-12-29; Registration: 144V/Puw L; R: First Pay: 2022-07-15; Redemption: 2022-12-29; Registration: 144A/Bkk Z; Sss: First Pay: 2022-07-15; Redemption: 2022-12-29; Registration: 144B/Ghl A;

Deal Comments

Qsy Dsgg Jgnoszt 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 30, 2010

WAL Test Period (YRS)

WAL Test Period End Date

Dec 1, 2000