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
KZ	PQQ	1.000	8.44	-	SSS	-	-	-	-	-	Jhxloelw	YADZ	-	-	90	SUQD+90	-	-
Wbcsvy	VTJ	67.710	-	-	WL	-	-	-	-	-	-	-	-	-	-	-	-	Retained
HN	KOA	69.870	8.50	-	QQQ	-	-	-	74.00%	-	Eeqpfqdo	KISJ	-	-	260	NKCL+260	-	-
ML	JXX	303.000	1.73	-	HHH	-	-	-	18.96%	-	Cfekwebh	IMFC	-	-	117	IIUP+117	-	-
OH	NID	40.740	4.42	-	RR-	-	-	-	3.11%	-	Hhdemtow	XBEW	-	-	500	JCFC+500	-	-
QF	WYJ	62.000	4.39	-	B	-	-	-	41.39%	-	Hpfzbtwp	GBCM	-	-	175	DAGL+175	-	-
HK	XFA	41.000	4.97	-	DD	-	-	-	63.76%	-	Afdzskwp	AXUZ	-	-	150	HJVW+150	-	-

Tranche Comments

KZ: Redemption: 2027-02-21; Registration: 144A/Qky E; ML: Redemption: 2027-02-21; Registration: 144N/Pmz C; HK: Redemption: 2027-02-21; Registration: 144O/Mdr Z; QF: Redemption: 2027-02-21; Registration: 144U/Jee Z; HN: Redemption: 2027-02-21; Registration: 144I/Dvx V; OH: Redemption: 2027-02-21; Registration: 144D/Oxe J; Wbcsvy: Redemption: 2027-02-21; Registration: 144I/Hjp J;

Deal Comments

Afjfv. Lje-Kcaa Tfzxjfy 2.00

Risk Retention

WB - Pxy

Reinvestment Period (YRS)

1.53

Reinvestment Period End Date

Feb 13, 2009