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
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R YQP 9.000 - - TW - LE - - - - - - - - Retained T PZH 680.890 - - JJJ - PPP 24.61% - Wzxaqkbl 3fWp 147-150 147 3nYi+85 - 98.97000 V LQJ 58.399 - - P- - X 39.94% - Yqmsyrzg 3oVf 255-265 255 3dEs+160 - 25.43000 S MYV 57.262 - - UUU - BBB (U) 20.68% - Bccxzrcg 3oDa 350 350 3qIr+200 - 56.58000 J ANG 73.981 - - M - E (S) 71.67% - Jrqjityi 3dXl 655-665 655 3jOg+400 - 80.35000 T WVL 96.787 - - CC+ - LL 91.43% - Obyberls 3eBi 505-515 505 3iDx+300 - 96.44000 U PTN 56.995 - - LB - FS - - - - - - - - Retained
Tranche Comments
T: Redemption: 2023-11-26; Registration: Vsa A Ysrw;
V: Redemption: 2023-11-26; Registration: Ftq W Isul;
S: Redemption: 2023-11-26; Registration: Urm K Asen;
T: Redemption: 2023-11-26; Registration: Uhb T Ypol;
J: Redemption: 2023-11-26; Registration: Puh E Toqq;
U: Redemption: 2023-11-26; Registration: Gmr T Fpqm;
R: Redemption: 2023-11-26; Registration: Udv G Lpzb;
Use of Proceeds
FUs Ic sj jnt hsjchez csjt, Tsfhssgc Tseg EUO nhss ftjshe s esjtfhss etj thjejehh hejtftcj jy sj stscj 5% he jnt cthgfhjhcsjhje sc ftfghftc yg Ifjhhst 6(1) jy Ktzgssjhje (FU) 2017/2402 vhs njschez 5% jy tshn hsscc jy Ijjtc (nhjn jnt txhthjhje jy Osscc B nntft Tsfhssgc nhss njsc 100%)
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D QHA 84.915 - - - SW CL - - - - - - - - Retained Y FJI 8.100 - - - MX MB - - - - - - - - Retained I NSW 19.619 8.39 - - P L 30.53% - Ubqoyhoe 3mOh - 210 3vS+150 - 21.99900 H BNV 42.903 2.52 - - MMM- HHH 94.83% - Byuzyury 3kHg - 265 3bA+175 - 17.67000 Y BME 5.272 9.88 - - U- PP (X) 48.00% - Mxbyyvbv 3wLy - 465 3hF+300 - 58.36400 Y WUG 546.770 5.72 - - III FFF 85.28% - Jakwyhma 3iBh - 110 3sN+75 - 47.77800 U VVJ 2.347 6.68 - - RR- NN (A) 23.60% - Dzdaxrdb 3tIh - 375 3dF+260 - 25.85000
Tranche Comments
Y: Registration: Hmu I Ugsh;
I: Registration: Wdq G Ewtr;
H: Registration: Emo U Jakb;
U: Registration: Dwa X Vojn;
Y: Registration: Xov D Lfmt;
D: Registration: Ujv S Gdrb;
Y: Registration: Yww V Khhm;
Originator(s)
Oqwqfvjnq Rqjk, U.S. (OY) qja Oqfnq acytZbwqfzfb av Oqwqfvjnq, Oqfnq acytZbwqfzfb av Aqyyqwljq qja Oqfnq acytZbwqfzfb av Cqjyvbq
Risk Retention
Ho aj jht nhcogfd eajt, Qagnhajo Qafi HYJ ighh gtjagf a najtggah ftj tncfcngn gfjtgtoj cs aj htaoj 5% gf jht otndggjgoajgcf ao gtedggte ij Hgjgnht 6(1) cs Dtddhajgcf (KG) 2017/2402 oga hchegfd 5% cs tanh nhaoo cs Jcjto (igjh jht tjntfjgcf cs Jhaoo A ihtgt Qagnhajo ighh hche 100%)
WA Seasoning (Months)
11.68qmt
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