FINSIGHT

Symphony CLO

Deals

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
K-L2	ZMF	39.180	6.20	-	OO-	-	-	-	6.60%	-	Semcjyul	3dLTFQ	500-525	-	600	3zMCVC+600	-	-
K-D2	HLA	9.000	2.70	-	PPP	-	-	-	-	-	Zrbbudiz	3dHVBB	95u	-	105	3hKBHW+105	-	-
T-S2	JID	88.520	6.00	-	RR	-	-	-	46.43%	-	Odxhbdxx	3cLWJV	160-165	-	175	3aPTCR+175	-	-
I-1-D2	JUB	39.000	5.60	-	PPP	-	-	-	21.99%	-	Ipvvsktj	3uZHJD	270-280	-	295	3oDIWG+295	-	-
Euj	LHL	49.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X-2-V2	YYN	5.460	8.70	-	BBB-	-	-	-	53.28%	-	Uwbvavsm	3hASMJ	400-410	-	455	3eGZBD+455	-	-
Z-V2	RYV	754.790	4.00	-	MMM	-	-	-	83.99%	-	Zjxeklhn	3gULUN	-	-	133	3oISTA+133	-	-
H-R2	EJD	49.000	2.10	-	W	-	-	-	83.67%	-	Yrwauuqf	3kVPKD	180-185	-	200	3eEKCM+200	-	-

Tranche Comments

K-D2: First Pay: 2025-10-24; Redemption: 2027-02-24; Registration: 144L/Iig B; Z-V2: First Pay: 2025-10-24; Redemption: 2027-02-24; Registration: 144Z/Vev O; Comments: Fif-Flvqfj; T-S2: First Pay: 2025-10-24; Redemption: 2027-02-24; Registration: 144H/Eec L; H-R2: First Pay: 2025-10-24; Redemption: 2027-02-24; Registration: 144J/Cym E; I-1-D2: First Pay: 2025-10-24; Redemption: 2027-02-24; Registration: 144J/Jfi N; X-2-V2: First Pay: 2025-10-24; Redemption: 2027-02-24; Registration: 144Q/Esb C; K-L2: First Pay: 2025-10-24; Redemption: 2027-02-24; Registration: 144T/Xcq M; Euj: First Pay: 2025-10-24; Redemption: 2027-02-24; Registration: 144H/Xkg I;

Deal Comments

Xvkvf. Txk-Ughh Hvmzxgo 1.67

Risk Retention

EF - Zqf

Pricing Speed

20% VAH

Reinvestment Period (YRS)

8.6

Reinvestment Period End Date

Jul 25, 2012