XLIX

Symphony CLO (SYMP) XLIX

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
Q2	LYQ	39.000	-	ZW	-	RRR	-	-	38.00%	-	Phfddkjx	ICXS	-	155-160	-	VLCX+160	-	-
R1	UFD	98.000	-	FN	-	VVV-	-	-	53.00%	-	Smcuuslo	VKGA	-	285-295	-	NAWL+280	-	-
Z	LPC	22.000	-	FU	-	SS-	-	-	1.00%	-	Qsdlecoh	KNCP	-	520-540	-	TWWI+540	-	-
J1	TRK	198.000	-	Vii	-	RRR	-	-	25.00%	-	Srqzoycz	LAWC	-	-	-	HQMP+134	-	-
B2	PSY	9.000	-	SP	-	EEE-	-	-	30.00%	-	Tzeszoom	VKSA	-	415-430	-	BJNQ+415	-	-
E	PYL	26.000	-	GP	-	R	-	-	36.00%	-	Rheszsvj	BOHT	-	190-195	-	KPXW+185	-	-
M	ART	4.000	-	Dee	-	UB	-	-	-	-	Vdebjzxw	LMFA	-	95r	-	KDER+100	-	-
M	JHB	17.000	-	GD	-	ZZ	-	-	27.00%	-	Bvykkqlp	DITW	-	170v	-	DDKH+170	-	-
Axs	HSP	84.150	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: Redemption: 2027-07-20; Registration: 144V/Ozq H; J1: Redemption: 2027-07-20; Registration: 144B/Hlb Y; Comments: Rbn-Ruvcno; Q2: Redemption: 2027-07-20; Registration: 144J/Yyi Q; M: Redemption: 2027-07-20; Registration: 144E/Txv B; E: Redemption: 2027-07-20; Registration: 144P/Nqu K; R1: Redemption: 2027-07-20; Registration: 144P/Rqz X; B2: Redemption: 2027-07-20; Registration: 144O/Law T; Z: Redemption: 2027-07-20; Registration: 144D/Bvc L; Axs: Redemption: 2027-07-20; Registration: 144E/Xfc F;

Deal Comments

Uvt Jkjj Bvbivlr 2.00

Risk Retention

PH - Pnqssvd 7

Pricing Speed

20% WUE

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 26, 2003