One William Street Capital Management LP
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| U1 | WIN | 782.535 | 2.67 | - | - | - | - | - | 73.00% | - | Xjneg | Zrbae | 3.000-3.125% | - | 3.07% | 3.000% | 585.00000 |
| W2 | ZRI | 49.500 | 1.60 | - | - | - | - | - | 39.00% | - | Pusfb | Kxzcg | 265 p | - | - | - | Retained |