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
TWRBG 2024-3X A 22-Sep-25 ABS EUR 2,410,000   100.222 100.22 CVR | 0.87        
TWRBG 2024-3X A 21-Aug-25 ABS EUR 8,600,000 NR 100.197 100.20 CVR | 0.96 NR      
TWRBG 2024-3X A 1-Aug-25 RMBS GBP 4,790,000 AAA 100.183 100.18 CVR UNITED KINGDOM MBS - Buy to Let | 1.05 AAA      
TWRBG 2024-3X A 4-Jul-25 RMBS GBP 400,000 AAA 100.182 100.18 CVR UNITED KINGDOM MBS - Buy to Let AAA      
TWRBG 2024-3X A 2-Jul-25 ABS EUR 900,000   100.172 100.17 CVR | 1.13        
TWRBG 2024-3X A 15-Apr-25 ABS EUR 250,000   99.853 99.85 CVR | 1.32        
TWRBG 2024-3X A 11-Apr-25 ABS EUR 20,000,000   99.78 99.78 CVR | 1.33        
TWRBG 2024-3X A 12-Feb-25 RMBS GBP 700,000 AAA 100.15 100.15 CVR UNITED KINGDOM MBS - Buy to Let AAA 699,817   XS2885223672
TWRBG 2024-3X A 18-Oct-24 RMBS GBP 944,000 NR 100.131 100.13 CVR UNITED KINGDOM MBS - Buy to Let AAA 944,000   XS2885223672
TWRBG 2024-3X A 20-Sep-24 RMBS GBP 2,730,000 NR 100.143 100.14 CVR UNITED KINGDOM MBS - Buy to Let AAA     XS2885223672
 
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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.