Symphony CLO (SYMP) XXXV

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD250.0004.44Aaa----36.00%-FloatingSOFR-210SOFR+210--
A-2USD6.0004.44Aaa----36.00%-Fixed---4.89%--
B-1USD22.0006.22--AA--24.50%-FloatingSOFR-295SOFR+295--
B-2USD24.0006.22--AA--24.50%-Fixed---5.71%--
CUSD22.0006.61--A--19.00%-FloatingSOFR-410SOFR+410--
DUSD24.0007.01--BBB---13.00%-FloatingSOFR-513SOFR+513--
EUSD15.7507.52--BB---9.06%-FloatingSOFR-859SOFR+859--
FUSD0.5007.69B3----8.94%-------Retained
EquityUSD23.750-NR-NR----------Retained
Deal Comments
Non Call Period: 1.00
Risk Retention
EU - Yes
Reinvestment Period (YRS)
2.94
Research
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