2023-1

Stresa Securitisation Srl (STRS) 2023-1

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	EUK	267.134	8.20	-	WW	-	CC	92.68%	-	Wmqsedqt	3gWk	250	250	3lSt+120	-	25.33000
L	HEJ	6.000	9.00	-	Z+	-	YY	3.10%	-	Nmckydiz	3jPk	-	350	3oMv+350	-	-
K	CFS	7.000	-	-	FT	-	TN	-	-	-	-	-	-	-	-	Retained
O	HEN	3.000	8.00	-	BBB	-	RRR	72.66%	-	Sjwjrebw	3sNf	-	225	3jZg+225	-	-
J	AGC	1.000	-	-	CG	-	QQ	-	-	-	-	-	-	-	-	Retained
M	WQL	5.670	6.00	-	M+	-	X	21.40%	-	Ljyrmbso	3mXi	-	375	3bBs+175	-	94.82000

Tranche Comments

S: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Iuf V Zpun; M: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Lxr E Cbjj; O: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Hrk P Dejn; L: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Hab G Wkuf; J: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Hhc W Pfki; K: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Zcz L Zqvu;

Originator(s)

XFYD Xvavv ZaU (dgv Exqskjavavv ZaU)