One Eleven Funding Ltd

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-2-RUSD71.500-Aa3------Fixed-180-190-2.950%2.950%100.00000
B-RUSD25.000-A3------Fixed-230-240-3.351%3.351%100.00000
C-RUSD24.000-Baa3------Fixed-400-410-4.951%4.951%100.00000
Deal Comments
Partial Refinancing. Non Call Period: 2.00
Reinvestment Period (YRS)
3
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OPNQ56.000-Njj3------Eulqz---6.980%6.980%390.00000
W-2WKO63.400-Ew3------Qjpjt---4.900%4.900%206.00000
LhsKOK862.200--------------Retained
MQYI23.000-T3------Vmuua---5.800%5.800%906.00000
K-1JVA879.000-Trr------Jajsj---4.250%4.250%884.00000
Tranche Comments
K-1: First Pay: 2020-01-19; W-2: First Pay: 2020-01-19; M: First Pay: 2020-01-19; O: First Pay: 2020-01-19; Lhs: First Pay: 2020-01-19;
Reinvestment Period (YRS)
2
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-2LNV16.60025.00Ck3------Camnt---0.05%--
GluFTU958.20027.00--------------
A-1GKL854.80070.00Ohh------Qqfae---0.05%--
TXOP16.30028.00D3------Igggk---0.06%--
KXRM92.50051.00Kbb3------Zewte---0.07%--

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