XXXI(R)

Symphony CLO (SYMP) XXXI(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
YA	XCQ	96.000	3.97	-	V	-	-	-	55.35%	-	Kyzaxwmm	CXHL	-	-	175	WXIY+175	-	-
BX	FEQ	29.860	5.95	-	QQQ	-	-	-	58.00%	-	Vojmwsco	ZSZS	-	-	260	ADMO+260	-	-
DT	PBZ	61.820	6.53	-	DD-	-	-	-	2.25%	-	Ijlwdxun	BZIM	-	-	500	GOOX+500	-	-
Csqwim	KLF	66.360	-	-	XH	-	-	-	-	-	-	-	-	-	-	-	-	Retained
EU	UYM	9.000	3.12	-	EEE	-	-	-	-	-	Ispakets	GSOE	-	-	90	CKGM+90	-	-
IC	NNA	464.000	4.44	-	HHH	-	-	-	66.28%	-	Ccfwakyr	YTBE	-	-	117	YUNG+117	-	-
SB	ILY	66.000	2.52	-	YY	-	-	-	71.81%	-	Uybvbddp	ZSHW	-	-	150	AGTO+150	-	-

Tranche Comments

EU: Redemption: 2027-02-21; Registration: 144T/Weh F; IC: Redemption: 2027-02-21; Registration: 144B/Fnk K; SB: Redemption: 2027-02-21; Registration: 144U/Aju N; YA: Redemption: 2027-02-21; Registration: 144W/Nxq U; BX: Redemption: 2027-02-21; Registration: 144E/Wzo O; DT: Redemption: 2027-02-21; Registration: 144V/Yeh P; Csqwim: Redemption: 2027-02-21; Registration: 144L/Gpt W;

Deal Comments

Zqhqm. Bpz-Rsoo Yqsvpai 2.00

Risk Retention

LW - Tgf

Reinvestment Period (YRS)

4.90

Reinvestment Period End Date

May 16, 2006