Court filing — USA v. McCown (Dkt. 39, D. Wyo.)
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“Court filing — USA v. McCown (Dkt. 39, D. Wyo.).”
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Case 1:22-cr-00023-SWS Document 39-1 Filed 07/08/22 Page 1 of 1
Loan wire date 5/11/2021 Loan wire date 5/11/2021
Loan Amount 14.700,000 Loan Amount 14.700,000
Opportunity Cost Opportunity Cost
% invested in CLO 59% % invested in ABS 40%
Unlevered CLO Amt 8,673,000 Unlevered ABS Amt 5,880,000
Leverage Ratio 5.5 Leverage Ratio 7.8
Leverages Amt 39,112,124 Leverage $ Amt 40,057,500
Total CLO Investment 47,785,124 Total ABS Investment 45,937,500
Asset•CLO Asset - ABS
Begin End 3m UBOR Spread Coupon Interest Begin End Wgt Avg Yield Interest
5/11/2021 8/11/2021 0.16% 2.92% 3.08% 367,975 5/11/2021 8/11/2021 1.84% 211,313
8/11/2021 11/11/2021 0.12% 2.92% 3.04% 363,316 8/11/2021 11/11/2021 1.84% 211.313
11/11/2021 2/11/2022 0.16% 2.92% 3.08% 367,468 11/11/2021 2/11/2022 1.84% 211,313
2/11/2022 5/11/2022 0.51% 2.92% 3.43% 409,331 2/11/2022 5/11/2022 1.84% 211,313
5/11/2022 7/15/2022 1.33% 2.92% 4.25% 367,104 5/11/2022 7/15/2022 1.84% 152,615
interest income 1,875,194 interest Income 997,865
Liability - Leverage Liability - Leverage
3m UBOR Spread Coupon Interest Exp 3niLI80R Spread Coupon Interest Exp
5/11/2021 8/11/2021 0.16% 0.80% 0.96% 93,894 5/11/20218/11/2021 0.16% 0.55% 0.71% 71,127
8/11/2021 11/11/2021 0.12% 0.80% 0.92% 90,080 8/11/2021 11/11/2021 0.12% 0.55% 0.67% 67,221
11/11/2021 2/11/2022 0.16% 0.80% 0.96% 93,478 11/11/2021 2/11/2022 0.16% 0.55% 0.71% 70,701
2/11/2022 5/11/2022 0.51% 0.80% 1.31% 127,743 2/11/2022 5/11/2022 0.51% 0.55% 1.06% 105,795
5/11/2022 7/15/2022 1.33% 0.80% 2.13% 208,747 5/11/2022 7/15/2022 1.33% 0.55% 1.88% 188,757
Interest Expense 613,942 interest Expense 503,602
Foregone Net interest income 1,261,252 a Foregone Net interest Income 494,263 b
Opportunity Cost - High Yield Bonds
%Invested in High Yield Bonds 1%
Unlevered NY Amt 147,000
Leverage Ratio 0.0
Weighted Avg Yield 3.69%
Interest Income
5/11/2021 7/15/2022 6,479
Forgone Net Interest income 6,479 c
GOVERNMENT'S
Total Foregone Net interest income 1,761,994 atbfc SENTENCING
EXHIBIT
1
22-CR-23-S
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