Symphony CLO (SYMP) XXXII

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XUSD1.000-Aaa-NR----FloatingSOFR-100SOFR+100--
A1USD248.000-Aaa-NR----FloatingSOFR-132SOFR+132--
A2USD12.000-Aaa-NR----FloatingSOFR-165SOFR+165--
BUSD44.000-NR-AA----FloatingSOFR-185SOFR+185--
C1USD14.000-NR-A+----FloatingSOFR-210SOFR+210--
C2USD10.000-NR-A----FloatingSOFR-255SOFR+255--
D1USD20.000-NR-BBB----FloatingSOFR-350SOFR+350--
D2USD8.000-NR-BBB-----FloatingSOFR-535SOFR+535--
EUSD12.000-Ba3-NR----FloatingSOFR-670SOFR+670--
SubUSD38.000-NR-NR----------Retained
Tranche Comments
X: First Pay: 2022-10-24; Redemption: 2024-04-23; A1: First Pay: 2022-10-24; Redemption: 2024-04-23; A2: First Pay: 2022-10-24; Redemption: 2024-04-23; B: First Pay: 2022-10-24; Redemption: 2024-04-23; C1: First Pay: 2022-10-24; Redemption: 2024-04-23; C2: First Pay: 2022-10-24; Redemption: 2024-04-23; D1: First Pay: 2022-10-24; Redemption: 2024-04-23; D2: First Pay: 2022-10-24; Redemption: 2024-04-23; E: First Pay: 2022-10-24; Redemption: 2024-04-23; Sub: First Pay: 2022-10-24; Redemption: 2024-04-23;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 23, 2027
Research
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