| 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
TWRBG 2024-2X A
|
22-Sep-25
|
ABS
|
EUR |
2,480,000 |
|
100.333 |
100.33
|
CVR |
|
|
|
|
|
|
|
|
|
| 1.03 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ABS,CVR,CVR
ABS,EUR,CVR
EUR,ABS
TWRBG 2024-2X A
|
18-Sep-25
|
ABS
|
EUR |
248,000 |
|
100.33 |
100.33
|
CVR |
|
|
|
|
|
|
|
|
|
| 0.95 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| RMBS,CVR,CVR
RMBS,GBP,CVR
GBP,RMBS
TWRBG 2024-2X A
|
1-Aug-25
|
RMBS
|
GBP |
10,492,000 |
AAA |
100.307 |
100.31
|
CVR |
|
|
|
|
|
|
|
UNITED KINGDOM |
MBS - Buy to Let |
| 1.10 |
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| RMBS,CVR,CVR
RMBS,GBP,CVR
GBP,RMBS
TWRBG 2024-2X A
|
15-Jul-25
|
RMBS
|
GBP |
520,000 |
AAA |
100.258 |
100.26
|
CVR |
|
|
|
|
|
|
|
UNITED KINGDOM |
MBS - Buy to Let |
|
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ABS,CVR,CVR
ABS,EUR,CVR
EUR,ABS
TWRBG 2024-2X A
|
2-Jul-25
|
ABS
|
EUR |
700,000 |
|
100.307 |
100.31
|
CVR |
|
|
|
|
|
|
|
|
|
| 1.19 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| RMBS,CVR,CVR
RMBS,GBP,CVR
GBP,RMBS
TWRBG 2024-2X A
|
7-Apr-25
|
RMBS
|
GBP |
1,000,000 |
AAA |
99.95 |
99.95
|
CVR |
|
|
|
|
|
|
|
UNITED KINGDOM |
MBS - Buy to Let |
|
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| RMBS,CVR,CVR
RMBS,GBP,CVR
GBP,RMBS
TWRBG 2024-2X A
|
4-Mar-25
|
RMBS
|
GBP |
141,000 |
AAA |
100.282 |
100.28
|
CVR |
|
|
|
|
|
|
|
UNITED KINGDOM |
MBS - Buy to Let |
|
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| RMBS,CVR,CVR
RMBS,GBP,CVR
GBP,RMBS
TWRBG 2024-2X A
|
10-Dec-24
|
RMBS
|
GBP |
900,000 |
AAA |
100.261 |
100.26
|
CVR |
|
|
|
|
|
|
|
UNITED KINGDOM |
MBS - Buy to Let |
|
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| RMBS,CVR,CVR
RMBS,GBP,CVR
GBP,RMBS
TWRBG 2024-2X A
|
20-Sep-24
|
RMBS
|
GBP |
1,134,000 |
AAA |
100.286 |
100.29
|
CVR |
|
|
|
|
|
|
|
UNITED KINGDOM |
MBS - Buy to Let |
|
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,134,000 |
|
XS2799470880 |
| RMBS,CVR,CVR
RMBS,GBP,CVR
GBP,RMBS
TWRBG 2024-2X A
|
20-Sep-24
|
RMBS
|
GBP |
1,134,000 |
AAA |
100.278 |
100.28
|
CVR |
|
|
|
|
|
|
|
UNITED KINGDOM |
MBS - Buy to Let |
|
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,134,000 |
|
XS2799470880 |
| RMBS,CVR,CVR
RMBS,GBP,CVR
GBP,RMBS
TWRBG 2024-2X A
|
16-Sep-24
|
RMBS
|
GBP |
6,965,000 |
AAA |
100.282 |
100.28
|
CVR |
|
|
|
|
|
|
|
UNITED KINGDOM |
MBS - Buy to Let |
|
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,965,000 |
|
XS2799470880 |
| RMBS,CVR,CVR
RMBS,GBP,CVR
GBP,RMBS
TWRBG 2024-2X A
|
27-Jun-24
|
RMBS
|
GBP |
6,000,000 |
NR |
100.26 |
100.26
|
CVR |
|
|
|
|
|
|
|
UNITED KINGDOM |
MBS - Buy to Let |
|
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,000,000 |
|
XS2799470880 |
| RMBS,CVR,CVR
RMBS,GBP,CVR
GBP,RMBS
TWRBG 2024-2X A
|
10-Jun-24
|
RMBS
|
GBP |
225,000 |
NR |
100.25 |
100.25
|
CVR |
|
|
|
|
|
|
|
UNITED KINGDOM |
MBS - Buy to Let |
|
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
225,000 |
|
XS2799470880 |
| RMBS,CVR,CVR
RMBS,GBP,CVR
GBP,RMBS
TWRBG 2024-2X A
|
31-May-24
|
RMBS
|
GBP |
500,000 |
NR |
100.236 |
100.24
|
CVR |
9 |
9 |
10.61 |
10.61 |
|
|
|
UNITED KINGDOM |
MBS - Buy to Let |
|
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
XS2799470880 |
| RMBS,TALK,TALK
RMBS,GBP,TALK
GBP,RMBS
TWRBG 2024-2X A
|
23-May-24
|
RMBS
|
GBP |
825,000 |
|
100.18A |
100.18
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
825,000 |
|
XS2799470880 |
| RMBS,CVR,CVR
RMBS,GBP,CVR
GBP,RMBS
TWRBG 2024-2X A
|
22-May-24
|
RMBS
|
GBP |
825,000 |
NR |
100.208 |
100.21
|
CVR |
|
|
|
|
|
|
|
UNITED KINGDOM |
MBS - Buy to Let |
|
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
825,000 |
|
XS2799470880 |
