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
F	BUR	28.300	-	-	YY	-	-	-	35.00%	-	Sfulkxuq	3qM	-	120	3dF+120	-	-
G	IIX	88.900	-	-	ZZ-	-	-	-	2.00%	-	Gqmyfztn	3fA	-	741	3iZ+741	-	-
V	KPD	75.200	-	-	R	-	-	-	17.00%	-	Qpssjiwe	3zW	-	210	3sJ+210	-	-
Ufg	HNS	43.456	-	-	LO	-	-	-	-	-	-	-	-	-	-	-	Retained
O	TXP	56.200	-	-	WWW-	-	-	-	57.00%	-	Fwxwwwkm	3zC	-	471	3kY+471	-	-
F	UCC	810.000	-	-	OOO	-	-	-	78.49%	-	Wkludzem	3wW	-	100	3lC+100	-	-

Tranche Comments

F: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144H/Tzr A; F: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144O/Oyc C; V: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144Q/Tvf B; O: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144H/Bud Y; G: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144J/Lty T; Ufg: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144E/Hzt N;

Deal Comments

Hzb-Aumm Ubfwzcg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 21, 2011

WAL Test Period (YRS)

WAL Test Period End Date

Sep 28, 2017