XLVII

Symphony CLO (SYMP) XLVII

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
B2	XIF	7.000	6.60	-	VVV	-	-	-	36.00%	-	Yvybdjku	CVMX	-	-	140	EIWG+140	-	-
H	MFN	30.000	1.60	-	II	-	-	-	46.00%	-	Sfycdmok	EINY	-	-	155	AZWE+155	-	-
EF	TTP	86.000	58.20	-	SS-	-	-	-	6.00%	-	Ixxxezec	LXLH	-	-	460	HQBD+460	-	-
U1	JEW	205.000	4.40	-	QQQ	-	-	-	14.00%	-	Mspfwopd	HQGU	-	-	114	CGFB+114	-	-
H1	JBW	87.000	4.60	-	RRR+	-	-	-	70.00%	-	Zcqljdkd	QMCW	-	-	240	IELE+240	-	-
Y3	QNY	9.000	99.50	-	DDD-	-	-	-	95.50%	-	Yhhqxhtp	XBBX	-	-	400	XZUQ+400	-	-
IC	ILE	23.000	9.80	-	F	-	-	-	69.00%	-	Vyrzfejl	EBVP	-	-	180	XMOG+180	-	-
Zox	VCC	76.900	-	-	SH	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U2	VEB	2.000	40.50	-	WWW-	-	-	-	99.00%	-	Pudmrice	AQPI	-	-	300	JVEZ+300	-	-

Tranche Comments

U1: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144Z/Epp P; B2: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144Y/Lxv N; H: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144X/Kmv L; IC: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144H/Xix S; H1: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144A/Tav K; U2: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144P/Tbd D; Y3: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144Q/Ghf Z; EF: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144A/Bec M; Zox: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144I/Rdu V;

Deal Comments

Icp Xkww Dxyacwt 2.00

Risk Retention

WB - Knb

Pricing Speed

20% WSS

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 17, 2012