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
X	JOV	76.900	-	-	CC	-	-	-	61.00%	-	Gkbwxjtg	3lN	-	120	3xJ+120	-	-
Y	IBK	33.300	-	-	R	-	-	-	98.00%	-	Decmpxyr	3dK	-	210	3lK+210	-	-
J	ZOP	131.000	-	-	SSS	-	-	-	15.53%	-	Byosyioh	3fH	-	100	3iO+100	-	-
J	KWE	75.600	-	-	LL-	-	-	-	2.00%	-	Wsemsohe	3sR	-	741	3mW+741	-	-
Guo	JFP	39.900	-	-	ZM	-	-	-	-	-	-	-	-	-	-	-	Retained
Y	YUL	57.700	-	-	GGG-	-	-	-	64.00%	-	Fsvoandn	3gF	-	471	3iM+471	-	-

Tranche Comments

J: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144P/Nwa H; X: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144K/Ibv T; Y: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144J/Doz G; Y: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144G/Jcq S; J: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144C/Byj H; Guo: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144V/Xcv M;

Deal Comments

Imt-Vbww Jansmyl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 2, 2016

WAL Test Period (YRS)

WAL Test Period End Date

Jul 8, 2007