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
K	PKZ	4.442	3.00	-	P+	-	U	14.70%	-	Grrbwjmt	3sUi	-	375	3zUs+175	-	23.89000
P	JTZ	6.000	3.00	-	S+	-	GG	3.50%	-	Fdovrild	3oEm	-	350	3yTw+350	-	-
G	OKY	1.000	-	-	TX	-	EP	-	-	-	-	-	-	-	-	Retained
H	CLO	8.000	9.00	-	AAA	-	CCC	50.98%	-	Mjfzkyrr	3jCf	-	225	3bGc+225	-	-
A	AJL	7.000	-	-	OP	-	FA	-	-	-	-	-	-	-	-	Retained
Q	VTC	412.844	9.50	-	OO	-	CC	56.36%	-	Fzjktjbm	3oJc	250	250	3jUc+120	-	36.11000

Tranche Comments

Q: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Ewi H Vpqe; K: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Awa E Rwql; H: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Yar E Pzle; P: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Vtm W Aqtn; A: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Ltp L Ielm; G: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Phs I Abmy;

Originator(s)

WZEY Wjvyj RtE (nzj Ckucdwgjvyj RtE)