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
C-H	UXS	9.800	-	LQ	ZZZ	DW	-	-	-	-	Qsebtzhu	XTFN	-	-	115	UAMG+115	-	-
G-1Y Oqwm	NVQ	93.000	-	ZU	KKK	FD	-	-	88.55%	-	Jjhuqfws	NHIL	-	-	145	DKXF+145	-	-
N-R	GUM	65.700	-	JG	QQ	FW	-	-	49.58%	-	Sdwoaqib	GJYZ	-	-	195	LJSU+195	-	-
B-1K	YFA	882.600	-	KO	XXX	ZL	-	-	52.74%	-	Aqzkumif	PHJK	-	-	145	GIQW+145	-	-
F-H	QBL	92.000	-	HA	N	TL	-	-	16.42%	-	Qouaokzl	UMOD	-	-	230	JLYO+230	-	-
J-T	UCD	20.543	-	CT	DD-	TJ	-	-	1.24%	-	-	-	-	-	-	-	-	Retained
O-2M	CMO	3.000	-	QQ	NNN-	TE	-	-	96.00%	-	Dkwzahtm	LANR	-	-	500	KYZF+500	-	-
T-2P	BAN	4.000	-	CS	HHH	CH	-	-	57.55%	-	Dxblaumo	GHVG	-	-	175	XUOG+175	-	-
N-1I	LHR	89.361	-	NO	MMM	LH	-	-	61.94%	-	Ppfomsjb	BVPJ	-	-	340	HWEY+340	-	-
Ycw	KKT	70.226	-	QU	CF	TW	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C-H: Redemption: 2027-05-14; Registration: 144L/Tip Y; B-1K: Redemption: 2027-05-14; Registration: 144Y/Wel Z; G-1Y Oqwm: Redemption: 2027-05-14; Registration: 144K/Lsv D; T-2P: Redemption: 2027-05-14; Registration: 144J/Cmp O; N-R: Redemption: 2027-05-14; Registration: 144D/Mkn F; F-H: Redemption: 2027-05-14; Registration: 144A/Fxg M; N-1I: Redemption: 2027-05-14; Registration: 144M/Fxo O; O-2M: Redemption: 2027-05-14; Registration: 144V/Dsj R; J-T: Redemption: 2027-05-14; Registration: 144C/Eui O; Ycw: Redemption: 2027-05-14; Registration: 144E/Uew Y;

Deal Comments

Dhhhx. Fby-Wfvv Rhevblt 2.00

Risk Retention

JH/HT - Sbb

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 21, 2015

Reset

Yes