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 STRA 2024-2X A 22-Sep-25 ABS EUR 3,000,000   100.102 100.10 CVR | 0.24        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS STRA 2024-2X A 18-Sep-25 ABS EUR 2,000,000   100.101 100.10 CVR | 0.24        
RMBS,CVR,CVR RMBS,GBP,CVR GBP,RMBS STRA 2024-2X A 1-Aug-25 RMBS GBP 2,867,000 AAA 100.111 100.11 CVR UNITED KINGDOM MBS - Non-Conforming | 0.37 NR      
RMBS,CVR,CVR RMBS,GBP,CVR GBP,RMBS STRA 2024-2X A 15-Jul-25 RMBS GBP 630,000 AAA 100.107 100.11 CVR UNITED KINGDOM MBS - Non-Conforming NR      
RMBS,CVR,CVR RMBS,GBP,CVR GBP,RMBS STRA 2024-2X A 2-Jul-25 RMBS GBP 689,000 AAA 100.101 100.10 CVR UNITED KINGDOM MBS - Non-Conforming NR 530,239   XS2777470902
RMBS,CVR,CVR RMBS,GBP,CVR GBP,RMBS STRA 2024-2X A 12-Aug-24 RMBS GBP 500,000 NR 100.07 100.07 CVR UNITED KINGDOM MBS - Non-Conforming NR 472,500   XS2777470902
 
 
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.