Symphony CLO (SYMP) XXXVII

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
S	ZLA	76.760	5.70	CH	-	MM-	-	-	67.47%	-	Ahookypw	BDED	-	-	883	HHDL+883	-	-
R-2	AEO	80.000	2.18	BI	-	TTT	-	-	69.00%	-	Ayvvd	-	-	-	-	6.77%	-	-
K	UWH	15.000	1.20	MO	-	F	-	-	63.80%	-	Dksrprzh	VNQM	-	-	400	IYYY+400	-	-
D-2	CSN	6.000	6.44	OA	-	JJJ-	-	-	34.00%	-	Ukwmriaw	SBHK	-	-	711	NVDL+711	-	-
D-1f	FKM	137.000	4.49	Nww	-	DU	-	-	35.00%	-	Hxexkhcz	KHDG	-	-	230	PAYS+230	-	-
T-1d	OTZ	26.000	3.13	Qii	-	AL	-	-	16.00%	-	Pnxmx	-	-	-	-	6.40%	-	-
O-2	EHP	8.000	5.40	AN	-	AA	-	-	57.83%	-	Vrlqd	-	-	-	-	7.05%	-	-
K-1r Yfrmq	OFD	25.000	8.34	Tnn	-	EF	-	-	17.00%	-	Xxjbeacf	NKIF	-	-	230	JSLP+230	-	-
Z-1	QMP	55.000	4.60	GG	-	BB	-	-	73.53%	-	Zbfvjvcy	SDAC	-	-	310	QNGT+310	-	-
S-1	WIN	59.000	2.30	YL	-	GGG	-	-	94.76%	-	Gzyrlvkn	EJST	-	-	543	DPDM+543	-	-
Kqp	CSJ	91.500	-	TI	-	PR	-	-	-	-	-	-	-	-	-	-	-	Retained
W	QQI	8.590	7.88	H3	-	LL	-	-	89.20%	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D-1f: Redemption: 2023-12-06; K-1r Yfrmq: Redemption: 2023-12-06; T-1d: Redemption: 2023-12-06; R-2: Redemption: 2023-12-06; Z-1: Redemption: 2023-12-06; O-2: Redemption: 2023-12-06; K: Redemption: 2023-12-06; S-1: Redemption: 2023-12-06; D-2: Redemption: 2023-12-06; S: Redemption: 2023-12-06; W: Redemption: 2023-12-06; Kqp: Redemption: 2023-12-06;

Deal Comments

Eww Vwvv Hmquwmx 1.00

Risk Retention

PD - Sfp

Reinvestment Period (YRS)