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
D	OYG	75.100	-	-	GG	-	-	-	21.00%	-	Rduquocf	3sV	-	120	3kK+120	-	-
F	FMD	14.300	-	-	E	-	-	-	23.00%	-	Bqdsarkd	3bQ	-	210	3kZ+210	-	-
U	OXW	25.100	-	-	YY-	-	-	-	8.00%	-	Eezbyyeu	3hN	-	741	3tQ+741	-	-
F	ZXO	442.000	-	-	XXX	-	-	-	93.45%	-	Yzfsxjdc	3lJ	-	100	3jG+100	-	-
Nni	ZAS	69.554	-	-	XQ	-	-	-	-	-	-	-	-	-	-	-	Retained
J	IFP	33.200	-	-	HHH-	-	-	-	83.00%	-	Qfojlqez	3lR	-	471	3yI+471	-	-

Tranche Comments

F: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144J/Cbu K; D: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144J/Kbs A; F: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144C/Jxm M; J: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144V/Odq K; U: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144F/Exe Q; Nni: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144H/Uwy G;

Deal Comments

Lxj-Zqnn Zsckxno 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 13, 2006

WAL Test Period (YRS)

WAL Test Period End Date

May 4, 2006