XXXVIII(R)

Symphony CLO (SYMP) XXXVIII(R)

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
S-H	EWF	5.200	-	BZ	JJJ	UD	-	-	-	-	Vlwzzbrl	SJMW	-	-	115	YOCR+115	-	-
Z-1U	GCE	56.731	-	PM	III	UQ	-	-	54.83%	-	Ypkfjmbo	MZQG	-	-	340	CCGR+340	-	-
D-J	TOS	58.300	-	CD	OO	EY	-	-	17.43%	-	Xfvmapdt	YCLT	-	-	195	NGCP+195	-	-
G-2L	CYM	4.000	-	QK	ZZZ-	SW	-	-	68.00%	-	Ecyuevqc	BLWH	-	-	500	VPCX+500	-	-
Y-G	FCW	53.548	-	FH	EE-	UU	-	-	4.15%	-	-	-	-	-	-	-	-	Retained
Z-2L	KTX	9.000	-	ID	YYY	FA	-	-	58.31%	-	Jvlbbcff	JQCU	-	-	175	YIJU+175	-	-
I-N	NHA	50.000	-	WS	B	WM	-	-	98.82%	-	Kvzstezh	WHAN	-	-	230	BLBM+230	-	-
V-1U	MHL	271.300	-	PD	SSS	NR	-	-	97.29%	-	Lebazdik	APND	-	-	145	VCEC+145	-	-
V-1S Irmy	JAH	38.000	-	YI	KKK	PB	-	-	49.33%	-	Ushbwxwk	GZPX	-	-	145	MJDW+145	-	-
Eow	HBT	98.605	-	GK	VV	VJ	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S-H: Redemption: 2027-05-14; Registration: 144Q/Iza S; V-1U: Redemption: 2027-05-14; Registration: 144T/Dmk Z; V-1S Irmy: Redemption: 2027-05-14; Registration: 144I/Iiz X; Z-2L: Redemption: 2027-05-14; Registration: 144O/Wkk P; D-J: Redemption: 2027-05-14; Registration: 144N/Ifl S; I-N: Redemption: 2027-05-14; Registration: 144U/Kjv A; Z-1U: Redemption: 2027-05-14; Registration: 144Q/Hcx U; G-2L: Redemption: 2027-05-14; Registration: 144M/Huy R; Y-G: Redemption: 2027-05-14; Registration: 144A/Guj E; Eow: Redemption: 2027-05-14; Registration: 144O/Mus U;

Deal Comments

Hjqju. Gfo-Chzz Tjpjfum 2.00

Risk Retention

XJ/JR - Grm

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 25, 2017