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
VR	MGV	75.100	9.10	-	DD-	-	-	-	4.13%	-	Zrcqsxqp	NGXX	-	-	500	ATYY+500	-	-
YR	TYI	73.000	6.66	-	JJ	-	-	-	38.90%	-	Cpdefije	ZSDJ	-	-	150	TDZG+150	-	-
Ogbiri	TVE	43.760	-	-	JN	-	-	-	-	-	-	-	-	-	-	-	-	Retained
SS	JAM	8.000	8.64	-	LLL	-	-	-	-	-	Xhwkvsns	WTQY	-	-	90	XNXU+90	-	-
QX	KRY	808.000	6.23	-	DDD	-	-	-	82.37%	-	Saevsapf	BTEB	-	-	117	QCIA+117	-	-
KP	NFM	25.000	7.21	-	H	-	-	-	87.33%	-	Vkobfjqe	BNIU	-	-	175	GTWK+175	-	-
JE	WPN	66.510	8.52	-	QQQ	-	-	-	12.00%	-	Vqzoqvlq	OEOA	-	-	260	PXAP+260	-	-

Tranche Comments

SS: Redemption: 2027-02-21; Registration: 144C/Awd H; QX: Redemption: 2027-02-21; Registration: 144N/Nbx J; YR: Redemption: 2027-02-21; Registration: 144T/Xiz A; KP: Redemption: 2027-02-21; Registration: 144X/Yiv M; JE: Redemption: 2027-02-21; Registration: 144M/Ljo U; VR: Redemption: 2027-02-21; Registration: 144G/Nmv I; Ogbiri: Redemption: 2027-02-21; Registration: 144N/Lac N;

Deal Comments

Mjwjq. Qxv-Domm Mjjexat 2.00

Risk Retention

DS - Dfb

Reinvestment Period (YRS)

4.23

Reinvestment Period End Date

Apr 10, 2001