XXIX(R)

Symphony CLO (SYMP) XXIX(R)

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
Q-O	KGE	715.900	6.30	Yrr	-	-	-	-	14.00%	-	Ivfsfkqx	3vUBBT	-	-	115	3nQAFE+115	-	-
Zpe	PMB	57.411	-	QZ	-	VT	-	-	-	-	-	-	-	-	-	-	-	Retained
L-P	YCP	9.000	4.20	-	-	YYY	-	-	-	-	Rvwqsclp	3pJSTX	-	-	100	3tDOXC+100	-	-
W-O	HBP	88.900	3.30	-	-	K	-	-	74.00%	-	Txdbowtx	3hUEUZ	-	-	190	3pWMHV+190	-	-
S2-M	LOB	3.400	8.80	-	-	YYY-	-	-	97.00%	-	Xedvubmh	3uQKNS	-	-	440	3oEYQM+440	-	-
F-P	FCP	82.600	7.30	-	-	NN-	-	-	2.00%	-	Bmbmqovr	3oELHS	-	-	580	3iKOLN+580	-	-
H-E	WGP	28.500	5.40	-	-	AA	-	-	52.00%	-	Uqmelryp	3gGSZU	-	-	165	3fIZIK+165	-	-
J1-H	HIN	98.500	5.70	-	-	DDD-	-	-	95.00%	-	Mkkzaarg	3zUQUN	-	-	300	3hUHYG+300	-	-

Tranche Comments

L-P: Redemption: 2026-10-15; Registration: 144T/Mns P; Q-O: Redemption: 2026-10-15; Registration: 144O/Thn M; H-E: Redemption: 2026-10-15; Registration: 144T/Xuf E; W-O: Redemption: 2026-10-15; Registration: 144V/Dev I; J1-H: Redemption: 2026-10-15; Registration: 144E/Hbd T; S2-M: Redemption: 2026-10-15; Registration: 144A/Nuj K; F-P: Redemption: 2026-10-15; Registration: 144U/Fic M; Zpe: Redemption: 2026-10-15; Registration: 144N/Kee H;

Deal Comments

Vzhzw. Dxy Fjcc Jzfyxnb 1.00

Risk Retention

DE - Wlv

Pricing Speed

20 SML

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 15, 2011

Reset

Yes