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
Exe	QMO	46.988	-	-	PX	-	-	-	-	-	-	-	-	-	-	-	Retained
P	ABR	985.000	-	-	QQQ	-	-	-	24.12%	-	Ybkfnypn	3pZ	-	100	3sV+100	-	-
M	RGV	18.900	-	-	HH	-	-	-	41.00%	-	Pvkknryn	3eI	-	120	3xV+120	-	-
H	BNL	21.800	-	-	CC-	-	-	-	6.00%	-	Kyssroyb	3vQ	-	741	3wU+741	-	-
U	EYJ	33.800	-	-	QQQ-	-	-	-	22.00%	-	Zhhtzute	3tX	-	471	3tX+471	-	-
X	UNG	37.700	-	-	U	-	-	-	12.00%	-	Hebfkxnz	3mW	-	210	3hC+210	-	-

Tranche Comments

P: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144Y/Gmi Y; M: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144Q/Nnp X; X: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144P/Tbe T; U: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144B/Hed P; H: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144U/Ehe C; Exe: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144M/Qzb Z;

Deal Comments

Ybc-Bshh Klttbfq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 14, 2021

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jan 8, 2023