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 HFHL 2021-1 B 22-Sep-25 ABS EUR 600,000   100.237 100.24 CVR | 0.68        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS HFHL 2021-1 B 17-Sep-25 ABS EUR 200,000 NR 100.214 100.21 CVR | 0.69 NR      
RMBS,CVR,CVR RMBS,EUR,CVR EUR,RMBS HFHL 2021-1 B 16-Sep-24 RMBS EUR 300,000 A TRD   CVR FRANCE MBS - Prime AAA 300,000   FR0014003JK8
RMBS,CVR,CVR RMBS,EUR,CVR EUR,RMBS HFHL 2021-1 B 21-May-24 RMBS EUR 2,500,000 A 100.155 100.16 CVR FRANCE MBS - Prime AA 2,010,000   FR0014003JK8
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS HFHL 2021-1 B 8-Dec-21 ABS EUR 200,000   100.089 100.09 CVR A 200,000   FR0014003JK8
 
 
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.