| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 2.000 | - | - | AAA | NR | - | - | - | - | Floating | 3mL | - | 75 | 3mL+75 | - | - |
| A-1a | USD | 210.000 | - | - | AAA | AAA | - | - | - | - | Floating | 3mL | - | 138 | 3mL+138 | - | - |
| A-1b | USD | 17.500 | - | - | NR | AAA | - | - | - | - | Floating | 3mL | - | 160 | 3mL+160 | - | - |
| A-2 | USD | 38.500 | - | - | AA | NR | - | - | - | - | Floating | 3mL | - | 175 | 3mL+175 | - | - |
| B-1 | USD | 10.000 | - | - | A | NR | - | - | - | - | Floating | 3mL | - | 250 | 3mL+250 | - | - |
| B-2 | USD | 11.000 | - | - | A | NR | - | - | - | - | Fixed | - | - | - | 3.177% | - | - |
| C | USD | 21.000 | - | - | BBB- | NR | - | - | - | - | Floating | 3mL | - | 390 | 3mL+382 | - | - |
| D | USD | 10.500 | - | - | BB- | NR | - | - | - | - | Floating | 3mL | - | 750 | 3mL+717 | - | - |
| Sub | USD | 35.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 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
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Crown City CLO II: Trading plan and defaulted swap allowances exceed market averages | Scorecard | Dealscribe | Feb 28, 2022
|