XXXII(R)

Symphony CLO (SYMP) XXXII(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
E-I	LES	8.930	8.30	-	-	JJJ	-	-	-	-	Dlbrjfxl	3wLXTN	-	-	100	3bSKSY+100	-	-
Roj	ZKY	85.697	-	-	-	QK	-	-	-	-	-	-	-	-	-	-	-	Retained
V-D	WNG	911.300	1.20	Bjj	-	-	-	-	73.00%	-	Rhdohiio	3jEGSY	-	-	115	3dYOQP+115	-	-
C-T	CUG	20.810	2.80	-	-	KK-	-	-	8.00%	-	Qcxmsjuu	3gYVLA	-	-	580	3jYYXF+580	-	-
P-M	ASI	35.980	4.50	-	-	V	-	-	54.00%	-	Ccuopqys	3oUJOT	-	-	190	3nSICW+190	-	-
Q-D	VSQ	56.590	9.10	-	-	MMM-	-	-	31.00%	-	Kujvvinq	3kVINZ	-	-	300	3mBHIC+300	-	-
D-W	JZA	9.700	1.00	-	-	KKK-	-	-	53.00%	-	Bbocxxen	3jEUWL	-	-	440	3jBUSX+440	-	-
H-W	WBA	25.780	8.80	-	-	AA	-	-	42.00%	-	Fuyxzlwx	3dLTOG	-	-	165	3kZJKX+165	-	-

Tranche Comments

E-I: Redemption: 2026-10-23; Registration: 144Z/Tnh V; V-D: Redemption: 2026-10-23; Registration: 144O/Yxv W; H-W: Redemption: 2026-10-23; Registration: 144I/Pto X; P-M: Redemption: 2026-10-23; Registration: 144C/Jop T; Q-D: Redemption: 2026-10-23; Registration: 144V/Tiz A; D-W: Redemption: 2026-10-23; Registration: 144V/Dkv Y; C-T: Redemption: 2026-10-23; Registration: 144Q/Lns X; Roj: Redemption: 2026-10-23; Registration: 144I/Gte P;

Deal Comments

Jfvfu. Lwt Gyjj Afeowxb 1.20

Risk Retention

ZO - Nva

Pricing Speed

20 BEO

Reinvestment Period (YRS)

2.1

Reinvestment Period End Date

Apr 25, 2005