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 CSF 2021-2 B 22-Sep-25 ABS EUR 382,000   100.188 100.19 CVR | 0.23        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS CSF 2021-2 B 17-Sep-25 ABS EUR 112,000 NR 100.192 100.19 CVR | 0.24 NR      
RMBS,CVR,CVR RMBS,GBP,CVR GBP,RMBS CSF 2021-2 B 5-Sep-24 RMBS GBP 1,590,000 NR 100.157 100.16 CVR UNITED KINGDOM MBS - Buy to Let AA 1,590,000   XS2355523452
ABS,CVR,CVR ABS,GBP,CVR GBP,ABS CSF 2021-2 B 8-Dec-21 ABS GBP 113,000   99.511 99.51 CVR AA- 113,000   XS2355523452
 
 
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.