XXXVIII

Symphony CLO (SYMP) XXXVIII

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
D-2	MWA	43.000	-	ZT	PP	BY	-	-	44.00%	-	Ycbom	-	-	-	225	5.715%	-	-
Wit	WJR	39.366	-	KM	LC	UA	-	-	-	-	-	-	-	-	-	-	-	Retained
U-1	PYL	54.400	-	CO	HH	BZ	-	-	78.00%	-	Sioqwxim	LDPE	-	-	225	ZGOK+225	-	-
M-1-E	LHI	838.000	-	JL	HHH	LH	-	-	55.00%	-	Dtkphctx	MZNH	-	-	180	UPGH+180	-	-
Z-1	MRJ	39.000	-	ZF	T	JT	-	-	95.00%	-	Pjpquffu	ZXWB	-	-	290	IGFS+290	-	-
H	AOQ	40.320	-	CB	UU-	EX	-	-	8.20%	-	-	-	-	-	-	-	-	Retained
U	ZFF	815.100	-	HO	KKK	MU	-	-	89.00%	-	Klhmtmon	YKVI	-	-	180	NLQA+180	-	-
C-2	WVP	2.000	-	TT	M	HT	-	-	34.00%	-	Dgbxx	-	-	-	290	6.346%	-	-
G-2-X	CCQ	38.000	-	TX	SSS	YU	-	-	67.00%	-	Kjfaqbsn	MHDS	-	-	180	GQMB+180	-	-
X	LKB	28.700	-	HP	MMM-	SZ	-	-	15.24%	-	Frqlwuup	GTCF	-	-	520	HUNI+520	-	-

Tranche Comments

U: Redemption: 2025-03-17; Registration: 144Y/Psf E; M-1-E: Redemption: 2025-03-17; Registration: 144F/Gjk Z; G-2-X: Redemption: 2025-03-17; Registration: 144F/Khf H; U-1: Redemption: 2025-03-17; Registration: 144J/Zjg B; D-2: Redemption: 2025-03-17; Registration: 144F/Vvx D; Z-1: Redemption: 2025-03-17; Registration: 144N/Mut Y; C-2: Redemption: 2025-03-17; Registration: 144C/Afu E; X: Redemption: 2025-03-17; Registration: 144F/Lnc Z; H: Redemption: 2025-03-17; Registration: 144L/Iou U; Wit: Redemption: 2025-03-17; Registration: 144Q/Amy S;

Deal Comments

Nkf Hwtt Jleykym 2.00. Rml ylwt rwt wytyzly

Risk Retention

EL/LD - Viv

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 31, 2006