XXXVIII

Symphony CLO (SYMP) XXXVIII

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
I	JRX	580.900	-	GP	KKK	MK	-	-	95.00%	-	Jbjmjwoj	NSZW	-	-	180	WMWK+180	-	-
Jnu	UTF	98.613	-	IH	YA	WG	-	-	-	-	-	-	-	-	-	-	-	Retained
H-2-E	ASC	11.000	-	AC	WWW	XD	-	-	10.00%	-	Lplpuwtm	VSXL	-	-	180	HSJJ+180	-	-
G	RGJ	19.500	-	GB	NNN-	TT	-	-	97.13%	-	Fpkberjh	AUTM	-	-	520	LSXN+520	-	-
U	HBI	97.600	-	ED	XX-	OZ	-	-	9.58%	-	-	-	-	-	-	-	-	Retained
Q-1	LSC	29.000	-	PG	A	AZ	-	-	41.00%	-	Mhqbwrcv	WDAI	-	-	290	AKGJ+290	-	-
V-2	GHQ	4.000	-	LS	Q	GJ	-	-	27.00%	-	Qmttd	-	-	-	290	6.346%	-	-
F-1-T	OSM	177.000	-	JR	CCC	TL	-	-	56.00%	-	Ejskvarb	KGJQ	-	-	180	VEUH+180	-	-
E-1	HVZ	25.800	-	OG	GG	OA	-	-	69.00%	-	Fepymyre	ASPW	-	-	225	EVHO+225	-	-
X-2	XTP	51.000	-	MY	UU	ES	-	-	85.00%	-	Pysqj	-	-	-	225	5.715%	-	-

Tranche Comments

I: Redemption: 2025-03-17; Registration: 144X/Xrb Z; F-1-T: Redemption: 2025-03-17; Registration: 144X/Qnv E; H-2-E: Redemption: 2025-03-17; Registration: 144G/Nht C; E-1: Redemption: 2025-03-17; Registration: 144H/Ayb H; X-2: Redemption: 2025-03-17; Registration: 144M/Tna V; Q-1: Redemption: 2025-03-17; Registration: 144L/Xek Y; V-2: Redemption: 2025-03-17; Registration: 144G/Dsw Y; G: Redemption: 2025-03-17; Registration: 144E/Zbj W; U: Redemption: 2025-03-17; Registration: 144U/Xbw N; Jnu: Redemption: 2025-03-17; Registration: 144F/Glp C;

Deal Comments

Jmt Hmkk Bqxemof 2.00. Alq oqmk mmd medeeqo

Risk Retention

EV/VZ - Yot

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 14, 2011