| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 220.000 | - | - | AAA | AAA | - | - | - | - | Floating | 3mL | 195 | 195 | 3mL+195 | - | - |
| A-2 | USD | 5.000 | - | - | NR | AAA | - | - | - | - | Fixed | - | 215-220 | - | 3.920% | - | - |
| B-1 | USD | 25.000 | - | - | AA | NR | - | - | - | - | Floating | 3mL | - | 290 | 3mL+290 | - | - |
| B-2 | USD | 10.000 | - | - | AA | NR | - | - | - | - | Fixed | - | - | - | 4.670% | - | - |
| C-1 | USD | 15.500 | - | - | A | NR | - | - | - | - | Floating | 3mL | - | 390 | 3mL+390 | - | - |
| C-2 | USD | 30.000 | - | - | A | NR | - | - | - | - | Fixed | - | - | - | 5.680% | - | - |
| D | USD | 29.000 | - | - | BBB- | NR | - | - | - | - | Floating | 3mL | 550-575 | 510 | 3mL+510 | - | - |
| E | USD | 15.500 | - | - | BB- | NR | - | - | - | - | Floating | 3mL | 900a | 755 | 3mL+755 | - | - |
| Sub | USD | 55.800 | - | - | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2022-01-20; Registration: 144A/Reg S;
A-2: Redemption: 2022-01-20; Registration: 144A/Reg S;
B-1: Redemption: 2022-01-20; Registration: 144A/Reg S;
B-2: Redemption: 2022-01-20; Registration: 144A/Reg S;
C-1: Redemption: 2022-01-20; Registration: 144A/Reg S;
C-2: Redemption: 2022-01-20; Registration: 144A/Reg S;
D: Redemption: 2022-01-20; Registration: 144A/Reg S;
E: Redemption: 2022-01-20; Registration: 144A/Reg S;
Sub: Redemption: 2022-01-20; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.00. The deal was upsized from US$304.5m to US$405.8m
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 20, 2024