| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 174.800 | 3.02 | - | AAA | - | AAA | 43.94% | - | Floating | 3mEu | - | - | 3mEu+120 | - | 98.40000 |
| B | EUR | 16.700 | 5.07 | - | AA+ | - | A+ | 38.44% | - | Floating | 3mEu | - | - | 3mEu+150 | - | 90.81300 |
| C | EUR | 11.400 | 5.07 | - | AA- | - | A- | 34.69% | - | Floating | 3mEu | - | - | 3mEu+200 | - | 88.42600 |
| D | EUR | 6.800 | 5.07 | - | A+ | - | BBB | 32.44% | - | Floating | 3mEu | - | - | 3mEu+250 | - | 86.87000 |
| E | EUR | 4.500 | 5.07 | - | A | - | BB | 30.94% | - | Floating | 3mEu | - | - | 3mEu+300 | - | 83.65000 |
| F | EUR | 4.500 | 5.07 | - | BBB+ | - | B+ | 29.44% | - | Floating | 3mEu | - | - | 3mEu+400 | - | 80.41000 |
| R | EUR | 4.400 | 5.07 | - | NR | - | NR | - | - | Floating | 3mEu | - | - | 3mEu+400 | - | Retained |
| X | EUR | 2.000 | 5.07 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
| Z | EUR | 85.400 | 5.07 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-05-26; Redemption: 2025-11-26; Comments: Pre-placed;
B: First Pay: 2023-05-26; Redemption: 2025-11-26; Comments: Pre-placed;
C: First Pay: 2023-05-26; Redemption: 2025-11-26; Comments: Pre-placed;
D: First Pay: 2023-05-26; Redemption: 2025-11-26; Comments: Pre-placed;
E: First Pay: 2023-05-26; Redemption: 2025-11-26; Comments: Pre-placed;
F: First Pay: 2023-05-26; Redemption: 2025-11-26; Comments: Pre-placed;
R: First Pay: 2023-05-26; Redemption: 2025-11-26;
X: First Pay: 2023-05-26; Redemption: 2025-11-26;
Z: First Pay: 2023-05-26; Redemption: 2025-11-26;
Originator(s)
Abanca Corporacion Bancaria