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
S	BJL	963.000	-	-	BBB	-	-	-	88.57%	-	Txojaowd	3wU	-	100	3wR+100	-	-
F	YKU	71.800	-	-	OOO-	-	-	-	32.00%	-	Bbhqjckf	3fX	-	471	3vZ+471	-	-
Fph	ATF	54.935	-	-	XS	-	-	-	-	-	-	-	-	-	-	-	Retained
S	XMY	13.300	-	-	P	-	-	-	95.00%	-	Ckdycvhn	3fM	-	210	3zD+210	-	-
Z	GJV	87.500	-	-	LL-	-	-	-	1.00%	-	Kseyobvo	3lV	-	741	3rT+741	-	-
W	YRM	69.200	-	-	SS	-	-	-	52.00%	-	Udefyzzs	3mV	-	120	3wN+120	-	-

Tranche Comments

S: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144J/Vsq Z; W: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144H/Dvo E; S: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144Y/Ton Y; F: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144X/Rah F; Z: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144H/Vpi Y; Fph: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144P/Ope U;

Deal Comments

Wct-Saxx Pnjpcpk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 27, 2002

WAL Test Period (YRS)

WAL Test Period End Date

Mar 9, 1999