Blue Elephant Capital Management
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Z | UWR | 45.900 | 5.97 | - | - | - | - | - | - | - | Lbmnx | LRBT | 262.5-275 | 262.5 | 3.12% | - | - |
| W | BFP | 6.390 | 3.64 | - | - | - | - | - | - | - | Sjaqg | Yqzkj | 462.5-475 | 450 | 5.56% | - | - |
| G | TNK | 9.470 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |