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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A1 | USD | 273.134 | 2.36 | - | - | - | - | - | 32.00% | - | Fixed | Swaps | 3.000-3.125% | - | 3.07% | 3.000% | 100.00000 |
| A2 | USD | 48.200 | 2.95 | - | - | - | - | - | 20.00% | - | Fixed | Swaps | 265 a | - | - | - | Retained |