XLVIII

Symphony CLO (SYMP) XLVIII

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
L	QWV	18.000	9.90	-	-	QQ	-	-	67.00%	-	Bdbdepbm	JXHW	-	165-175	175	IKOG+175	-	-
U-2	FML	2.600	2.90	-	-	FFF-	-	-	74.00%	-	Bzlmpylv	WCYO	-	400-425	300	WSZA+300	-	-
V-1E	RXQ	949.800	9.50	Rrr	-	WWW	-	-	82.00%	-	Ecsdurxn	PQSH	-	-	128	SIXJ+128	-	-
D-2	NYG	18.000	1.20	-	-	RRR	-	-	31.00%	-	Tvjhazrl	NICT	-	150p	152	JDKM+152	-	-
K-3	PZZ	8.000	6.10	-	-	AAA-	-	-	74.00%	-	Fcufremx	NCMG	-	-	400	YMMH+400	-	-
Ogeakd	HZT	39.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	LTI	38.000	7.50	-	-	C	-	-	17.00%	-	Gybwcked	AUWD	-	185-195	185	CWUF+185	-	-
Z	JVU	87.000	9.80	-	-	OO-	-	-	7.00%	-	Ebpqmmxc	PTOB	-	525-550	550	SDQK+550	-	-
V-1	QEE	13.900	3.90	-	-	ZZZ+	-	-	50.34%	-	Pklrfpve	DXAH	-	285-295	280	WLHB+280	-	-
O-1	MJX	639.600	3.60	Nll	-	ZZZ	-	-	24.00%	-	Zxlqczpr	IQZJ	-	128	128	XDQD+128	-	-

Tranche Comments

O-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144F/Csm A; V-1E: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144B/Lyw U; D-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144X/Edf N; L: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144M/Bvg V; M: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144L/Cqc A; V-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144G/Cao Y; U-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144P/Ntc H; K-3: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Y/Ubi K; Z: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144B/Wkv H; Ogeakd: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144N/Lag F;

Deal Comments

Hhm Ffrr Dbkrhlz 2.00

Risk Retention

GB - Bez

Pricing Speed

20% CYW

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 23, 2018

Refinancing

Yes