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 2024-3X A 22-Sep-25 ABS EUR 2,410,000   100.222 100.22 CVR | 0.87        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS TWRBG 2024-3X A 21-Aug-25 ABS EUR 8,600,000 NR 100.197 100.20 CVR | 0.96 NR      
RMBS,CVR,CVR RMBS,GBP,CVR GBP,RMBS TWRBG 2024-3X A 1-Aug-25 RMBS GBP 4,790,000 AAA 100.183 100.18 CVR UNITED KINGDOM MBS - Buy to Let | 1.05 AAA      
RMBS,CVR,CVR RMBS,GBP,CVR GBP,RMBS TWRBG 2024-3X A 4-Jul-25 RMBS GBP 400,000 AAA 100.182 100.18 CVR UNITED KINGDOM MBS - Buy to Let AAA      
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS TWRBG 2024-3X A 2-Jul-25 ABS EUR 900,000   100.172 100.17 CVR | 1.13        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS TWRBG 2024-3X A 15-Apr-25 ABS EUR 250,000   99.853 99.85 CVR | 1.32        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS TWRBG 2024-3X A 11-Apr-25 ABS EUR 20,000,000   99.78 99.78 CVR | 1.33        
RMBS,CVR,CVR RMBS,GBP,CVR GBP,RMBS TWRBG 2024-3X A 12-Feb-25 RMBS GBP 700,000 AAA 100.15 100.15 CVR UNITED KINGDOM MBS - Buy to Let AAA 699,817   XS2885223672
RMBS,CVR,CVR RMBS,GBP,CVR GBP,RMBS TWRBG 2024-3X A 18-Oct-24 RMBS GBP 944,000 NR 100.131 100.13 CVR UNITED KINGDOM MBS - Buy to Let AAA 944,000   XS2885223672
RMBS,CVR,CVR RMBS,GBP,CVR GBP,RMBS TWRBG 2024-3X A 20-Sep-24 RMBS GBP 2,730,000 NR 100.143 100.14 CVR UNITED KINGDOM MBS - Buy to Let AAA     XS2885223672
 
 
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.