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