XLVIII

Symphony CLO (SYMP) XLVIII

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
N	QTL	21.000	3.20	-	-	I	-	-	82.00%	-	Paouqajh	CNAQ	-	185-195	185	YQON+185	-	-
U	VFI	74.000	7.30	-	-	CC	-	-	59.00%	-	Jmcuymrx	JDPI	-	165-175	175	KZNW+175	-	-
G-1	MEW	12.500	9.30	-	-	SSS+	-	-	66.86%	-	Mhpqadug	DXZO	-	285-295	280	YQWU+280	-	-
M-1	MTS	312.400	1.60	Jzz	-	SSS	-	-	89.00%	-	Ikbwchsy	TWBK	-	128	128	BGXH+128	-	-
N-1R	FUE	889.500	1.40	Mff	-	FFF	-	-	68.00%	-	Mkdqrwan	JSGY	-	-	128	BNDJ+128	-	-
Vdwpcc	UXB	54.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P-2	TSX	87.000	7.70	-	-	FFF	-	-	84.00%	-	Eupkhxty	WMZJ	-	150m	152	LXBE+152	-	-
H-2	NPN	3.300	2.10	-	-	PPP-	-	-	76.00%	-	Vhosxxak	GEIS	-	400-425	300	GNTP+300	-	-
V	CLR	10.000	4.20	-	-	BB-	-	-	4.00%	-	Euobfywp	BPZK	-	525-550	550	YUVJ+550	-	-
O-3	VRE	4.000	2.70	-	-	III-	-	-	60.00%	-	Isqmhfnb	GKAL	-	-	400	KZWY+400	-	-

Tranche Comments

M-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Q/Mkg H; N-1R: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144O/Enb H; P-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Hdw N; U: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144G/Mhh S; N: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144A/Afi Y; G-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144J/Zwk M; H-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144G/Yig X; O-3: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144I/Crp O; V: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144V/Roi F; Vdwpcc: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144A/Als C;

Deal Comments

Fgc Vynn Tnqvgjp 2.00

Risk Retention

WP - Jlh

Pricing Speed

20% MOX

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 16, 2007