XXXI(R)

Symphony CLO (SYMP) XXXI(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
NI	RGS	32.310	4.95	-	MM-	-	-	-	6.56%	-	Vbdrublk	VPWP	-	-	500	TPUZ+500	-	-
GY	ZKW	201.000	8.48	-	NNN	-	-	-	61.96%	-	Jcsbcdsv	CVAA	-	-	117	ZVDC+117	-	-
Afsitv	WMC	84.410	-	-	EN	-	-	-	-	-	-	-	-	-	-	-	-	Retained
DS	CNH	67.000	6.30	-	DD	-	-	-	63.60%	-	Teeqmsmu	XKLR	-	-	150	TPMG+150	-	-
BB	FNE	67.620	9.79	-	NNN	-	-	-	90.00%	-	Fsmjdwtu	DPSB	-	-	260	SSAK+260	-	-
QA	OBQ	19.000	6.45	-	D	-	-	-	81.28%	-	Nxqqxrpz	JYUD	-	-	175	ZINF+175	-	-
AA	ETR	5.000	2.66	-	KKK	-	-	-	-	-	Hmfljblm	NTUE	-	-	90	NCKS+90	-	-

Tranche Comments

AA: Redemption: 2027-02-21; Registration: 144F/Nml P; GY: Redemption: 2027-02-21; Registration: 144W/Onq H; DS: Redemption: 2027-02-21; Registration: 144F/Bbk S; QA: Redemption: 2027-02-21; Registration: 144U/Tnb A; BB: Redemption: 2027-02-21; Registration: 144E/Vfv J; NI: Redemption: 2027-02-21; Registration: 144T/Mnj T; Afsitv: Redemption: 2027-02-21; Registration: 144E/Prt V;

Deal Comments

Jvpvf. Evw-Ejxx Rvjivqs 2.00

Risk Retention

CF - Cvp

Reinvestment Period (YRS)

9.43

Reinvestment Period End Date

Nov 17, 2003