Crown City CLO (CCITY) II

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XUSD2.000--AAANR----Floating3mL-753mL+75--
A-1aUSD210.000--AAAAAA----Floating3mL-1383mL+138--
A-1bUSD17.500--NRAAA----Floating3mL-1603mL+160--
A-2USD38.500--AANR----Floating3mL-1753mL+175--
B-1USD10.000--ANR----Floating3mL-2503mL+250--
B-2USD11.000--ANR----Fixed---3.177%--
CUSD21.000--BBB-NR----Floating3mL-3903mL+382--
DUSD10.500--BB-NR----Floating3mL-7503mL+717--
SubUSD35.000--------------Retained
Tranche Comments
X: First Pay: 2021-07-20; Redemption: 2022-01-20; A-1a: First Pay: 2021-07-20; Redemption: 2022-01-20; A-1b: First Pay: 2021-07-20; Redemption: 2022-01-20; A-2: First Pay: 2021-07-20; Redemption: 2022-01-20; B-1: First Pay: 2021-07-20; Redemption: 2022-01-20; B-2: First Pay: 2021-07-20; Redemption: 2022-01-20; C: First Pay: 2021-07-20; Redemption: 2022-01-20; D: First Pay: 2021-07-20; Redemption: 2022-01-20; Sub: First Pay: 2021-07-20; Redemption: 2022-01-20;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 20, 2024
Research
AllReportsSurveillanceOther
SectorNameTypePublisherDate
CLOS
Crown City CLO II: Trading plan and defaulted swap allowances exceed market averagesScorecardDealscribe
Feb 28, 2022
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