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
RMACS 2006-NS3X A2A 22-Sep-25 ABS EUR 1,500,000   98.51 98.51 CVR | 3.50        
RMACS 2006-NS3X A2A 13-Feb-25 RMBS GBP 1,400,000 AA 98.112 98.11 CVR UNITED KINGDOM MBS - Non-Conforming A      
RMACS 2006-NS3X A2A 10-Jan-25 RMBS GBP 7,500,000 AAA 97.922 97.92 CVR UNITED KINGDOM MBS - Non-Conforming AA     XS0268014353
RMACS 2006-NS3X A2A 17-Dec-24 RMBS GBP 5,100,000 AAA 97.872 97.87 CVR UNITED KINGDOM MBS - Non-Conforming AA     XS0268014353
RMACS 2006-NS3X A2A 14-Nov-24 RMBS GBP 600,000 AAA 97.525 97.53 CVR UNITED KINGDOM MBS - Non-Conforming AA      
RMACS 2006-NS3X A2A 23-Apr-24 RMBS GBP 5,090,000 AAA LM97H 97.35 TALK AA 812,517   XS0268014353
RMACS 2006-NS3X A2A 23-Apr-24 RMBS GBP 5,090,000 AAA 97.411 97.41 CVR UNITED KINGDOM MBS - Non-Conforming AA 812,517   XS0268014353
RMACS 2006-NS3X A2A 13-Oct-21 RMBS GBP 5,000,000   96.822 96.82 CVR AAA 1,122,338   XS0268014353
RMACS 2006-NS3X A2A 9-Sep-21 RMBS GBP 9,250,000   L96 96.20 TALK       XS0268014353
RMACS 2006-NS3X A2A 8-Sep-21 RMBS GBP 9,250,000   L96 96.20 TALK       XS0268014353
RMACS 2006-NS3X A2A 28-Nov-18 RMBS GBP 33,370,000   93.17 93.17 TALK A 9,946,262   XS0268014353
RMACS 2006-NS3X A2A 15-Oct-18 RMBS GBP 1,100,000   95.85 95.85 CVR   327,866   XS0268014353
RMACS 2006-NS3X A2A 11-Oct-17 RMBS GBP 70,000,000   L96H 96.20 TALK A- 22,880,000   XS0268014353
RMACS 2006-NS3X A2A 11-Oct-17 RMBS GBP 70,000,000   95.82 95.82 TALK A- 22,880,000   XS0268014353
RMACS 2006-NS3X A2A 11-Oct-17 RMBS GBP 70,000,000   96.061 96.06 CVR A- 22,880,000   XS0268014353
RMACS 2006-NS3X A2A 11-Oct-17 RMBS GBP 70,000,000   96.23 96.23 TALK A- 22,880,000   XS0268014353
RMACS 2006-NS3X A2A 11-Oct-17 RMBS GBP 70,000,000   L96H 96.20 TALK A- 22,880,000   XS0268014353
RMACS 2006-NS3X A2A 11-Oct-17 RMBS GBP 70,000,000   L96H 96.20 TALK A- 22,880,000   XS0268014353
RMACS 2006-NS3X A2A 22-May-17 RMBS GBP 300,000   95.25 95.25 CVR   103,000   XS0268014353
RMACS 2006-NS3X A2A RMBS   4,950,000   89A 89.00 TALK   1,900,000   XS0268014353
RMACS 2006-NS3X A2A RMBS   4,950,000   88H 88.00 TALK   1,900,000   XS0268014353
RMACS 2006-NS3X A2A RMBS   4,950,000   87.61 87.61 CVR   1,900,000   XS0268014353
RMACS 2006-NS3X A2A RMBS   4,950,000   DNT   CVR       XS0268014353
RMACS 2006-NS3X A2A RMBS   1,500,000   H93S 93.80 TALK       XS0268014353
RMACS 2006-NS3X A2A RMBS   7,000,000   93.95 93.95 CVR   2,905,000   XS0268014353
RMACS 2006-NS3X A2A RMBS   7,550,000   M93H 93.50 TALK   3,130,221   XS0268014353
RMACS 2006-NS3X A2A RMBS   7,550,000   LM93S 93.35 TALK   3,130,221   XS0268014353
RMACS 2006-NS3X A2A RMBS   7,550,000   LM90S 93.50 TALK   3,130,221   XS0268014353
RMACS 2006-NS3X A2A RMBS   7,550,000   L93H 93.20 TALK   3,130,221   XS0268014353
RMACS 2006-NS3X A2A RMBS   7,550,000   93H 93.00 TALK   3,130,221   XS0268014353
RMACS 2006-NS3X A2A RMBS   7,550,000   93.61 93.61 CVR   3,130,221   XS0268014353
RMACS 2006-NS3X A2A RMBS   7,550,000   93.25 93.25 TALK   3,130,221   XS0268014353
RMACS 2006-NS3X A2A RMBS   4,950,000   LM90S 93.50 TALK   2,052,000   XS0268014353
RMACS 2006-NS3X A2A RMBS   4,950,000   H93S 93.80 TALK   2,052,000   XS0268014353
RMACS 2006-NS3X A2A RMBS   4,950,000   93H 93.00 TALK   2,052,000   XS0268014353
RMACS 2006-NS3X A2A RMBS   4,950,000   93.86 93.86 CVR   2,052,000   XS0268014353
RMACS 2006-NS3X A2A RMBS   4,950,000   93.76 93.76 TALK   2,052,000   XS0268014353
RMACS 2006-NS3X A2A RMBS   7,550,000   M93H 93.50 TALK   3,130,000   XS0268014353
RMACS 2006-NS3X A2A RMBS   7,550,000   M93H 93.50 TALK       XS0268014353
RMACS 2006-NS3X A2A RMBS   1,640,000   93.31 93.31 CVR   680,000   XS0268014353
RMACS 2006-NS3X A2A RMBS   2,800,000   94.5 94.50 CVR       XS0268014353
RMACS 2006-NS3X A2A RMBS   1,640,000   92.7 92.70 TALK   679,942   XS0268014353
RMACS 2006-NS3X A2A RMBS   23,000,000   95A 95.00 TALK   9,680,000   XS0268014353
RMACS 2006-NS3X A2A RMBS   23,000,000   M90S 95.00 TALK   9,680,000   XS0268014353
RMACS 2006-NS3X A2A RMBS   23,000,000   95A 95.00 TALK   9,680,000   XS0268014353
RMACS 2006-NS3X A2A RMBS   23,000,000   M90S 95.00 TALK   9,676,736   XS0268014353
RMACS 2006-NS3X A2A RMBS   23,000,000   LM90S 93.50 TALK   9,676,736   XS0268014353
RMACS 2006-NS3X A2A RMBS   23,000,000   94.55 94.55 TALK   9,676,736   XS0268014353
RMACS 2006-NS3X A2A RMBS   23,000,000   94.08 94.08 TALK   9,676,736   XS0268014353
RMACS 2006-NS3X A2A RMBS   23,000,000   93H 93.00 TALK   9,676,736   XS0268014353
RMACS 2006-NS3X A2A RMBS   23,000,000   M90S 95.00 TALK   9,677,000   XS0268014353
RMACS 2006-NS3X A2A RMBS   2,000,000   TRD   CVR       XS0268014353
RMACS 2006-NS3X A2A RMBS   7,400,000   91.5 91.50 TALK       XS0268014353
RMACS 2006-NS3X A2A RMBS   7,400,000   90a 90.00 TALK       XS0268014353
RMACS 2006-NS3X A2A RMBS   7,400,000   91.02 91.02 CVR       XS0268014353
RMACS 2006-NS3X A2A RMBS   7,400,000   90h 90.00 TALK       XS0268014353
RMACS 2006-NS3X A2A RMBS   7,400,000   88.5 88.50 TALK       XS0268014353
RMACS 2006-NS3X A2A RMBS   7,400,000   91.5 91.50 TALK       XS0268014353
RMACS 2006-NS3X A2A RMBS   4,500,000   L90s 92.00 TALK   2,125,000   XS0268014353
RMACS 2006-NS3X A2A RMBS   4,500,000   L90s 92.00 TALK   2,125,000   XS0268014353
RMACS 2006-NS3X A2A RMBS   4,500,000   DNT   CVR   2,125,000   XS0268014353
RMACS 2006-NS3X A2A RMBS   4,500,000   91a 91.00 TALK   2,125,000   XS0268014353
RMACS 2006-NS3X A2A RMBS   4,500,000   L90s 92.00 TALK   2,125,000   XS0268014353
RMACS 2006-NS3X A2A RMBS   4,500,000   92a 92.00 TALK   2,125,000   XS0268014353
RMACS 2006-NS3X A2A RMBS   4,500,000   L90s 92.00 TALK       XS0268014353
RMACS 2006-NS3X A2A RMBS   4,500,000   L91 91.20 CVR       XS0268014353
RMACS 2006-NS3X A2A RMBS   4,500,000   91h 91.00 TALK       XS0268014353
RMACS 2006-NS3X A2A RMBS   4,500,000   L90s 92.00 TALK       XS0268014353
RMACS 2006-NS3X A2A RMBS   4,500,000   91.5-92 91.50 TALK       XS0268014353
RMACS 2006-NS3X A2A RMBS   9,000,000   94.39 94.39 CVR   3,935,153   XS0268014353
RMACS 2006-NS3X A2A RMBS   9,000,000   93.7 93.70 TALK   3,935,153   XS0268014353
 
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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.