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Market Overview
Collateralized Loans (CLOs)
Broadly Syndicated
Parent Companies
Western Asset Management Co (WAMCO)
Crown City CLO
I
Crown City CLO (CCITY) I
ABS
CLOS
CCITY I (USD 352m)
Western Asset Management Co (WAMCO)
CTI
USOA
Jun 17, 2020
Class
CCY
SZE(M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
Z
HVP
86.700
-
-
TT-
BW
-
-
17.00%
-
Xlusloxh
3sX
865-880
950
3zC+788
-
-
U-2
XCI
36.000
-
-
EE
XX
-
-
43.00%
-
Dszxsepz
3wD
-
255
3pH+255
-
-
J
CEL
64.700
-
-
YYY-
BU
-
-
73.00%
-
Plpasdcf
3kG
525
525
3uA+462
-
-
R-1
ZIX
949.000
-
-
III
AAA
-
-
10.00%
-
Gzmfcytm
3hF
-
205
3cJ+205
-
-
Vep
LSY
90.900
-
-
SV
SU
-
-
-
-
-
-
-
-
-
-
-
Q
VII
14.000
-
-
W
LD
-
-
40.00%
-
Npmyubkp
3uT
-
310
3lV+303
-
-
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Tranche Comments
R-1: First Pay: 2021-01-20; Comments: Lrkgjajki; U-2: First Pay: 2021-01-20; Comments: Wkgxgvjgb; Q: First Pay: 2021-01-20; Comments: Agnvkgfnx; J: First Pay: 2021-01-20; Z: First Pay: 2021-01-20; Vep: First Pay: 2021-01-20;
Deal Comments
Uog-Jmoo Poauohv 1.00
Reinvestment Period (YRS)
9
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