Blue Elephant Capital Management
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A | USD | 55.030 | 0.96 | - | - | - | - | - | - | - | Fixed | EDSF | 262.5-275 | 262.5 | 3.120% | - | - |
| B | USD | 8.880 | 2.56 | - | - | - | - | - | - | - | Fixed | Swaps | 462.5-475 | 450 | 5.56% | - | - |
| C | USD | 3.550 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |