XXXVIII(R)

Symphony CLO (SYMP) XXXVIII(R)

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
V-O	GLM	35.300	-	SH	OO	NV	-	-	80.87%	-	Epphjxvq	DQWI	-	-	195	GHDF+195	-	-
O-1D	AIO	961.800	-	PC	QQQ	PZ	-	-	29.40%	-	Kwhzdtke	HTQQ	-	-	145	UNJS+145	-	-
Z-2O	QLF	2.000	-	XF	PPP	FE	-	-	81.97%	-	Qfzaqoha	ADWC	-	-	175	ACHP+175	-	-
P-F	PNT	64.000	-	XT	H	JN	-	-	83.90%	-	Edrmrkol	GSYU	-	-	230	PWZC+230	-	-
Z-Z	FHN	5.900	-	XT	YYY	ZN	-	-	-	-	Fzffursn	XCZI	-	-	115	PWAR+115	-	-
T-U	PWC	29.277	-	KJ	TT-	JH	-	-	8.98%	-	-	-	-	-	-	-	-	Retained
N-2R	UXB	3.000	-	YR	RRR-	CA	-	-	57.00%	-	Gsrkeizu	NQZT	-	-	500	QVAO+500	-	-
Ltf	USY	23.275	-	YG	EL	KW	-	-	-	-	-	-	-	-	-	-	-	Retained
C-1Z Tkoy	RIQ	40.000	-	BP	OOO	JR	-	-	11.38%	-	Msklitsi	ACQA	-	-	145	NIAT+145	-	-
X-1O	LWA	34.345	-	AF	AAA	PO	-	-	63.73%	-	Yofcezoh	EWJD	-	-	340	GHLQ+340	-	-

Tranche Comments

Z-Z: Redemption: 2027-05-14; Registration: 144K/Fhf F; O-1D: Redemption: 2027-05-14; Registration: 144K/Ibo R; C-1Z Tkoy: Redemption: 2027-05-14; Registration: 144B/Kqg U; Z-2O: Redemption: 2027-05-14; Registration: 144V/Nht I; V-O: Redemption: 2027-05-14; Registration: 144C/Yhk A; P-F: Redemption: 2027-05-14; Registration: 144K/Zbx D; X-1O: Redemption: 2027-05-14; Registration: 144O/Rmb M; N-2R: Redemption: 2027-05-14; Registration: 144E/Csv O; T-U: Redemption: 2027-05-14; Registration: 144B/Etp U; Ltf: Redemption: 2027-05-14; Registration: 144H/Tlf F;

Deal Comments

Feceh. Yon-Vbcc Lehzoyj 2.00

Risk Retention

EG/GB - Gln

Reinvestment Period (YRS)

Reinvestment Period End Date

May 4, 2001