Symphony CLO (SYMP) XXXVIII

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD103.500-NRAAANR--37.00%-FloatingSOFR-180SOFR+180--
A-1-LUSD150.000-NRAAANR--37.00%-FloatingSOFR-180SOFR+180--
A-2-LUSD30.000-NRAAANR--37.00%-FloatingSOFR-180SOFR+180--
B-1USD40.500-NRAANR--24.00%-FloatingSOFR-225SOFR+225--
B-2USD18.000-NRAANR--24.00%-Fixed--2255.715%--
C-1USD18.000-NRANR--18.00%-FloatingSOFR-290SOFR+290--
C-2USD9.000-NRANR--18.00%-Fixed--2906.346%--
DUSD23.500-NRBBB-NR--12.78%-FloatingSOFR-520SOFR+520--
EUSD15.750-NRBB-NR--9.28%-------Retained
SubUSD40.882-NRNRNR----------Retained
Tranche Comments
A: Redemption: 2025-03-17; Registration: 144A/Reg S; A-1-L: Redemption: 2025-03-17; Registration: 144A/Reg S; A-2-L: Redemption: 2025-03-17; Registration: 144A/Reg S; B-1: Redemption: 2025-03-17; Registration: 144A/Reg S; B-2: Redemption: 2025-03-17; Registration: 144A/Reg S; C-1: Redemption: 2025-03-17; Registration: 144A/Reg S; C-2: Redemption: 2025-03-17; Registration: 144A/Reg S; D: Redemption: 2025-03-17; Registration: 144A/Reg S; E: Redemption: 2025-03-17; Registration: 144A/Reg S; Sub: Redemption: 2025-03-17; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00. The deal was upsized
Risk Retention
EU/UK - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 24, 2028
Research
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