East West Investment Management CLO

Deals

East West Investment Management Holdings Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	225.000	-	-	AAA	-	-	-	35.71%	-	Floating	3mL	-	100	3mL+100	-	-
B	USD	44.500	-	-	AA	-	-	-	23.00%	-	Floating	3mL	-	120	3mL+120	-	-
C	USD	24.500	-	-	A	-	-	-	16.00%	-	Floating	3mL	-	210	3mL+210	-	-
D	USD	17.500	-	-	BBB-	-	-	-	11.00%	-	Floating	3mL	-	471	3mL+471	-	-
E	USD	10.500	-	-	BB-	-	-	-	8.00%	-	Floating	3mL	-	741	3mL+741	-	-
Sub	USD	34.925	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144A/Reg S; B: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144A/Reg S; C: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144A/Reg S; D: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144A/Reg S; E: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144A/Reg S; Sub: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144A/Reg S;

Deal Comments

Non-Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 20, 2025

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jan 20, 2029