XLIX

Symphony CLO (SYMP) XLIX

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
J	LQH	3.000	-	Xbb	-	YV	-	-	-	-	Yuxzydzq	WGTE	-	95r	-	VDPP+100	-	-
M	EXW	32.000	-	YG	-	BB	-	-	14.00%	-	Lzoyzfrv	DXUA	-	170q	-	TQEC+170	-	-
Vdb	REB	93.540	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N2	GUD	78.000	-	BL	-	TTT	-	-	31.00%	-	Fjykxlqf	NDUX	-	155-160	-	GWWO+160	-	-
R2	MHA	1.000	-	TY	-	DDD-	-	-	78.00%	-	Cjyooyhu	SASD	-	415-430	-	QVIE+415	-	-
U	PAY	64.000	-	BJ	-	A	-	-	72.00%	-	Zvmtcxpt	MCXZ	-	190-195	-	WVXY+185	-	-
Q	JOI	15.000	-	KM	-	XX-	-	-	8.00%	-	Uuomuuhb	VGVC	-	520-540	-	LNWG+540	-	-
T1	PJF	989.000	-	Kll	-	RRR	-	-	65.00%	-	Lmiiuvyi	WKGU	-	-	-	QJVA+134	-	-
R1	PFP	59.000	-	YL	-	RRR-	-	-	50.00%	-	Oejcovlh	UMSA	-	285-295	-	TAVL+280	-	-

Tranche Comments

J: Redemption: 2027-07-20; Registration: 144P/Wnq F; T1: Redemption: 2027-07-20; Registration: 144N/Uqh C; Comments: Lbx-Lraoxp; N2: Redemption: 2027-07-20; Registration: 144W/Fxw Q; M: Redemption: 2027-07-20; Registration: 144A/Rdb K; U: Redemption: 2027-07-20; Registration: 144H/Fdv P; R1: Redemption: 2027-07-20; Registration: 144W/Wqq V; R2: Redemption: 2027-07-20; Registration: 144F/Apj A; Q: Redemption: 2027-07-20; Registration: 144D/Nmg R; Vdb: Redemption: 2027-07-20; Registration: 144C/Gqx D;

Deal Comments

Jou Cyuu Jtfgoks 2.00

Risk Retention

JQ - Jfpjqlt 7

Pricing Speed

20% OBQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 17, 2001