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 BARLH 2 B 22-Sep-25 ABS EUR 695,000   100.241 100.24 CVR | 0.23        
ABS,CVR,CVR ABS,GBP,CVR GBP,ABS BARLH 2 B 17-Jan-24 ABS GBP 1,650,000 AA 99.97 99.97 CVR 151 151 1.6 1.6 UNITED KINGDOM MBS - Non-Conforming AA 1,650,000   XS2444719350
ABS,CVR,CVR ABS,GBP,CVR GBP,ABS BARLH 2 B 31-Mar-22 ABS GBP 1,650,000   DNT   CVR AA     XS2444719350
 
 
Note: Currency and Rating details have been collected since September 2016, they are extracted directly from secondary market messages and SCI does not verify the accuracy of this information.