Blue Elephant Capital Management
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| I | PJK | 55.300 | 2.78 | - | - | - | - | - | - | - | Wptmr | XXZL | 262.5-275 | 262.5 | 3.12% | - | - |
| U | RBS | 3.680 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | GNZ | 3.430 | 1.44 | - | - | - | - | - | - | - | Fphts | Ildzs | 462.5-475 | 450 | 5.56% | - | - |