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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
A-1
USD
210.000
-
-
AAA
AAA
-
-
40.00%
-
Floating
3mL
-
205
3mL+205
-
-
A-2
USD
56.000
-
-
AA
NR
-
-
24.00%
-
Floating
3mL
-
255
3mL+255
-
-
B
USD
21.000
-
-
A
NR
-
-
18.00%
-
Floating
3mL
-
310
3mL+303
-
-
C
USD
17.500
-
-
BBB-
NR
-
-
13.00%
-
Floating
3mL
525
525
3mL+462
-
-
D
USD
10.500
-
-
BB-
NR
-
-
10.00%
-
Floating
3mL
865-880
950
3mL+788
-
-
Sub
USD
37.300
-
-
NR
NR
-
-
-
-
-
-
-
-
-
-
-
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Tranche Comments
A-1: First Pay: 2021-01-20; Comments: Preplaced; A-2: First Pay: 2021-01-20; Comments: Preplaced; B: First Pay: 2021-01-20; Comments: Preplaced; C: First Pay: 2021-01-20; D: First Pay: 2021-01-20; Sub: First Pay: 2021-01-20;
Deal Comments
Non-Call Period: 1.00
Reinvestment Period (YRS)
2
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