| 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 % | Country | Type | Dealer DM | WAL | Manager | Current rtg | CPR | CDR | Loss Severity | RPE | Warf | DM To Worst | Current Size | CUSIP | ISIN |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BARLH 2 B | 22-Sep-25 | ABS | EUR | 695,000 | 100.241 | 100.24 | CVR | | 0.23 | ||||||||||||||||||||
| BARLH 2 B | 17-Jan-24 | ABS | GBP | 1,650,000 | AA | 99.97 | 99.97 | CVR | 151 | 151 | 1.6 | 1.6 | UNITED KINGDOM | MBS - Non-Conforming | AA | 1,650,000 | XS2444719350 | |||||||||||
| BARLH 2 B | 31-Mar-22 | ABS | GBP | 1,650,000 | DNT | CVR | AA | XS2444719350 |
