| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| STRA 2024-2X A | 22-Sep-25 | ABS | EUR | 3,000,000 | 100.102 | 100.10 | CVR | | 0.24 | ||||||||||||||||||||
| STRA 2024-2X A | 18-Sep-25 | ABS | EUR | 2,000,000 | 100.101 | 100.10 | CVR | | 0.24 | ||||||||||||||||||||
| STRA 2024-2X A | 1-Aug-25 | RMBS | GBP | 2,867,000 | AAA | 100.111 | 100.11 | CVR | UNITED KINGDOM | MBS - Non-Conforming | | 0.37 | NR | ||||||||||||||||
| STRA 2024-2X A | 15-Jul-25 | RMBS | GBP | 630,000 | AAA | 100.107 | 100.11 | CVR | UNITED KINGDOM | MBS - Non-Conforming | NR | |||||||||||||||||
| STRA 2024-2X A | 2-Jul-25 | RMBS | GBP | 689,000 | AAA | 100.101 | 100.10 | CVR | UNITED KINGDOM | MBS - Non-Conforming | NR | 530,239 | XS2777470902 | |||||||||||||||
| STRA 2024-2X A | 12-Aug-24 | RMBS | GBP | 500,000 | NR | 100.07 | 100.07 | CVR | UNITED KINGDOM | MBS - Non-Conforming | NR | 472,500 | XS2777470902 |
