| Name |
Due Date |
Deal type |
CCY |
Original size |
Original rtg |
Price received |
Decimal price |
Price type |
DM To Mat |
DM To Call |
WAL|Mat |
WAL|Call |
Call Date |
Yield % |
NAV |
Country |
Type |
Dealer DM | WAL |
Manager |
Current rtg |
CPR |
MVAP |
MVDP |
CDR |
Loss Severity |
Annualised Defaults |
Sub 80 Assets |
MVOC |
RPE |
Warf |
Annualised Par Build |
Diversity |
DM To Worst |
Current Size |
CUSIP |
ISIN |
| ABS,CVR,CVR
ABS,EUR,CVR
EUR,ABS
AFUND 2022-1 B
|
22-Sep-25
|
ABS
|
EUR |
3,092,000 |
|
100.458 |
100.46
|
CVR |
|
|
|
|
|
|
|
|
|
| 0.42 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| RMBS,CVR,CVR
RMBS,GBP,CVR
GBP,RMBS
AFUND 2022-1 B
|
18-Apr-24
|
RMBS
|
GBP |
3,781,000 |
AA |
100.81 |
100.81
|
CVR |
|
|
|
|
|
|
|
UNITED KINGDOM |
MBS - Buy to Let |
|
|
AA |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,743,430 |
|
XS2455383328 |
