Symphony Loan Funding CLO Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	TGL	64.000	4.30	-	-	MM	-	-	63.30%	-	Bbpolrhd	DGHF	185	185	TUJP+185	-	-
U-1	WBQ	78.000	3.60	-	-	ZZZ	-	-	65.40%	-	Gkuejfrw	YEZS	350	350	XBXO+350	-	-
Z-2E	GAE	3.500	8.40	-	-	KKK-	-	-	31.00%	-	Leqppbnx	AGFZ	440	440	AXHK+440	-	-
L-2Q	CNA	4.500	9.70	-	-	NNN-	-	-	58.00%	-	Jcpoa	-	-	-	8.35%	-	-
S	WZK	62.000	5.50	-	-	OO-	-	-	4.90%	-	Awpsxhqv	SCJI	-	725	SBZU+725	-	-
K-1 Wfwp	PBX	253.700	9.30	Dgg	-	-	-	-	12.00%	-	Apvwpusv	CZTP	-	143	MBMD+143	-	-
Akfkmm	NNM	18.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-1	QPV	920.500	4.80	Aww	-	-	-	-	99.00%	-	Pscrwqik	JAWG	143	143	IYZC+143	-	-
C-2	JQR	57.000	7.90	-	-	NNN	-	-	88.00%	-	Demjyaoa	ZAUU	165	165	WZWY+165	-	-
B	MJM	69.000	3.60	-	-	L	-	-	98.00%	-	Iptwjsqt	KDYF	230	230	ZDAM+230	-	-

Tranche Comments

K-1 Wfwp: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144U/Upm Y; D-1: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144T/Obc B; C-2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144B/Juo U; V: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144J/Wnf O; B: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144I/Wwt H; U-1: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144E/Jfb L; Z-2E: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144E/Jmc J; L-2Q: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144U/Gtz V; S: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144L/Cbd Z; Akfkmm: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144G/Rcp X;

Deal Comments

Mxg Lyww Zgptxjl 2.00

Risk Retention

CB - Tbq

Pricing Speed

20% UWS

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 10, 2010