| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TWIN 2021-1 B | 22-Sep-25 | ABS | EUR | 1,310,000 | 100.307 | 100.31 | CVR | | 0.47 | ||||||||||||||||||||
| TWIN 2021-1 B | 8-Mar-22 | RMBS | GBP | 1,000,000 | 99.44 | 99.44 | CVR | 197 | 155 | 19.23 | 4.01 | UNITED KINGDOM | MBS - Buy to Let | 32 | 0.870 | AA | 6.08 | TWBK6L9R0 | XS2305355583 |
