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
H	IHU	91.800	-	-	DD	-	-	-	89.00%	-	Cdcfjdlu	3qY	-	120	3nX+120	-	-
B	ERD	48.800	-	-	Z	-	-	-	95.00%	-	Jbvefwmf	3hR	-	210	3gV+210	-	-
A	IEH	78.800	-	-	BBB-	-	-	-	86.00%	-	Ebddjjje	3hE	-	471	3gY+471	-	-
Van	JGY	31.760	-	-	IR	-	-	-	-	-	-	-	-	-	-	-	Retained
O	BCR	442.000	-	-	VVV	-	-	-	23.30%	-	Pfvzwcer	3iF	-	100	3aT+100	-	-
K	EQH	49.100	-	-	MM-	-	-	-	6.00%	-	Dyejfiti	3bW	-	741	3iU+741	-	-

Tranche Comments

O: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144F/Bjl I; H: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144Y/Trh Z; B: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144Y/Ixb L; A: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144H/Phj C; K: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144Y/Ixc A; Van: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144W/Gae U;

Deal Comments

Vvf-Tznn Mpxlvou 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 8, 2009

WAL Test Period (YRS)

WAL Test Period End Date

May 18, 1999