| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 217.000 | 4.40 | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | - | 202 | SOFR+202 | - | - |
| A-2 | USD | 49.000 | 6.10 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
| B | USD | 21.000 | 6.70 | - | A+ | - | - | - | 18.00% | - | Floating | SOFR | 320-330 | 360 | SOFR+360 | - | - |
| C | USD | 17.500 | 7.20 | - | BBB- | - | - | - | 13.00% | - | Floating | SOFR | 550-560 | 575 | SOFR+565 | - | - |
| D | USD | 12.250 | 7.60 | - | BB- | - | - | - | 9.50% | - | Floating | SOFR | 850-875 | 900 | SOFR+837 | - | - |
| Equity | USD | 31.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-10-20; Redemption: 2024-04-20;
A-2: First Pay: 2023-10-20; Redemption: 2024-04-20;
B: First Pay: 2023-10-20; Redemption: 2024-04-20;
C: First Pay: 2023-10-20; Redemption: 2024-04-20;
D: First Pay: 2023-10-20; Redemption: 2024-04-20;
Equity: First Pay: 2023-10-20; Redemption: 2024-04-20;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 20, 2026
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Crown City CLO II | Performance Analytics | Dealscribe | Feb 28, 2022
|