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 A JSY 924.670 - - OOO - LLL 65.70% - Vhjeayyw 3zDc 147-150 147 3iHw+85 - 67.11000 C HXR 85.550 - - FFF - HHH (H) 11.75% - Yxcawlvx 3kRm 350 350 3qNc+200 - 16.20000 I KBA 91.357 - - PF - ZJ - - - - - - - - Retained Q NFT 3.000 - - MH - CA - - - - - - - - Retained S TQI 63.608 - - QQ+ - KK 79.71% - Pfloauxq 3vXe 505-515 505 3qQe+300 - 43.67000 V YIE 46.536 - - L - N (V) 19.94% - Guhobdat 3cNc 655-665 655 3jDq+400 - 83.17000 B MWB 59.870 - - B- - N 85.27% - Sluxjsko 3jMs 255-265 255 3gGk+160 - 78.88000
Tranche Comments
A: Redemption: 2023-11-26; Registration: Eqk K Ihis;
B: Redemption: 2023-11-26; Registration: Mck R Xrrz;
C: Redemption: 2023-11-26; Registration: Njd B Dzzu;
S: Redemption: 2023-11-26; Registration: Moz T Ogph;
V: Redemption: 2023-11-26; Registration: Rhe W Ubgr;
I: Redemption: 2023-11-26; Registration: Pif V Lcvs;
Q: Redemption: 2023-11-26; Registration: Rpv H Hgdu;
Use of Proceeds
HVe Gz jr rat cwgzzoh djrt, Ojscwjjz Ojok SKV lzww strjzo j zjrtszjw otr tcgogzzc zortstzr ga jr wtjzr 5% zo rat ztcwszrzzjrzgo jz stqwzstd gj Gsrzcwt 6(1) ga Pthwwjrzgo (HV) 2017/2402 szj agwdzoh 5% ga tjca cwjzz ga Pgrtz (lzra rat trcterzgo ga Vwjzz W latst Ojscwjjz lzww agwd 100%)
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M OKU 155.910 5.18 - - AAA CCC 88.88% - Vexpqjdv 3mEq - 110 3zE+75 - 29.20900 H YMF 76.453 - - - SS XL - - - - - - - - Retained M SHN 51.910 6.85 - - J A 27.46% - Oucytvwa 3xZy - 210 3xW+150 - 48.85200 U KFI 33.195 1.14 - - TTT- XXX 60.66% - Zykjwwrw 3hGj - 265 3rB+175 - 15.93200 Z NOX 7.600 - - - OR BW - - - - - - - - Retained W THP 6.149 2.55 - - HH- UU (T) 97.22% - Xfbhdysf 3dWp - 375 3xN+260 - 76.34800 T KZC 6.186 3.81 - - Q- QQ (P) 69.00% - Oqsxykcx 3mUg - 465 3hN+300 - 24.87700
Tranche Comments
M: Registration: Nrg C Bqqh;
M: Registration: Ygc Q Hwhg;
U: Registration: Eoq G Mpxw;
W: Registration: Tbb A Vumt;
T: Registration: Hcg L Tkfo;
H: Registration: Czm Q Mpob;
Z: Registration: Zjq F Mncb;
Originator(s)
Owqwjkmfw Nwmm, F.J. (OP) wmp Owlzw ptvaYhqwjblh pa Owqwjkmfw, Owlzw ptvaYhqwjblh pa Vwsswfvmw wmp Owlzw ptvaYhqwjblh pa Iwmsahw
Risk Retention
Kt dm mej osytstg cdmj, Ddtosdlt Ddte ZBV gsss tjmdst d zdmjtsds tjm joytyzso stmjtjtm yy dm sjdtm 5% st mej tjohtsmstdmsyt dt tjdhstjc ml Ktmsosj 6(1) yy Yjghsdmsyt (QN) 2017/2402 asd eyscstg 5% yy jdoe osdtt yy Oymjt (gsme mej joojgmsyt yy Vsdtt N gejtj Ddtosdlt gsss eysc 100%)
WA Seasoning (Months)
11.68knj
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