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
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JUAZ37.000-Q3------Hhzin---5.800%5.800%809.00000
X-2KOD27.200-Cs3------Zvwyy---4.900%4.900%191.00000
V-1USA278.000-Eww------Cwopg---4.250%4.250%111.00000
SCGV69.000-Jdd3------Zsbaj---6.980%6.980%100.00000
ZyfXFH122.600--------------Retained
Tranche Comments
V-1: First Pay: 2020-01-19; X-2: First Pay: 2020-01-19; J: First Pay: 2020-01-19; S: First Pay: 2020-01-19; Zyf: First Pay: 2020-01-19;
Reinvestment Period (YRS)
6
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IWFH52.40057.00C3------Wzxyj---0.06%--
O-2CYD62.30018.00Dp3------Nnazh---0.05%--
IJVH91.70051.00Ptt3------Cnhxt---0.07%--
UqmFWA222.90035.00--------------
W-1TUO346.70022.00Stt------Fibjc---0.05%--

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Research