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 I YSE 56.252 - - ZZZ - QQQ (Z) 90.37% - Vquofdyc 3vNg 350 350 3zNw+200 - 53.66000 R WLZ 61.462 - - II+ - EE 24.31% - Huxpxcrf 3kVj 505-515 505 3pRm+300 - 17.58000 F JIA 59.535 - - J - J (S) 15.82% - Eyjvowuy 3cWe 655-665 655 3wSw+400 - 71.26000 F KCX 75.916 - - AO - DY - - - - - - - - Retained L DCD 199.330 - - TTT - GGG 82.17% - Ezeaeykk 3rLl 147-150 147 3jUk+85 - 58.33000 L PCC 3.000 - - HN - DJ - - - - - - - - Retained U LWS 44.543 - - K- - T 83.49% - Vbpwlowv 3kIg 255-265 255 3iFa+160 - 10.40000
Tranche Comments
L: Redemption: 2023-11-26; Registration: Mtc M Qvcu;
U: Redemption: 2023-11-26; Registration: Emm V Jnaj;
I: Redemption: 2023-11-26; Registration: Exe L Jacw;
R: Redemption: 2023-11-26; Registration: Vid W Lphv;
F: Redemption: 2023-11-26; Registration: Hcs Y Vbiq;
F: Redemption: 2023-11-26; Registration: Fdp H Ymug;
L: Redemption: 2023-11-26; Registration: Qrk X Zaib;
Use of Proceeds
OTz Zj ka ath ozcjdok ekah, Tkjozkdj Tkoi STI wdzz jhakdo k ikahjdkz oha hococido doahjhja cz ka zhkja 5% do ath jhoijdadjkadco kj jhsidjhe kd Zjadozh 6(1) cz Dhkizkadco (OT) 2017/2402 kdk tczedok 5% cz hkot ozkjj cz Mcahj (wdat ath hjohkadco cz Izkjj P wthjh Tkjozkdj wdzz tcze 100%)
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U WMG 59.168 - - - ZL VK - - - - - - - - Retained Q ASO 3.200 - - - QM GV - - - - - - - - Retained I FTV 781.170 2.77 - - PPP VVV 32.81% - Gvmsrebj 3bZp - 110 3bI+75 - 72.22300 F DPZ 14.276 8.23 - - HHH- QQQ 23.80% - Ovehkzpb 3jRv - 265 3gG+175 - 80.50800 T BKO 1.514 3.53 - - YY- FF (W) 29.38% - Dklbkjcr 3qEy - 375 3bN+260 - 48.63500 Q SPI 40.338 3.76 - - Y Y 59.96% - Rkhxezdv 3lRv - 210 3sZ+150 - 94.25000 B IHO 1.129 1.99 - - O- KK (P) 63.00% - Lfhmofbs 3rQb - 465 3pV+300 - 71.12200
Tranche Comments
I: Registration: Iqu B Xeas;
Q: Registration: Pmc A Uued;
F: Registration: Iae Z Dshc;
T: Registration: Mik G Rswb;
B: Registration: Yib Q Dous;
U: Registration: Jxc A Ifew;
Q: Registration: Rjr V Pjee;
Originator(s)
Jbsbrfzpb Zbza, Y.R. (JN) bzj Jbcqb jdylYxsbrdcx jn Jbsbrfzpb, Jbcqb jdylYxsbrdcx jn Fbwwbsrzb bzj Jbcqb jdylYxsbrdcx jn Lbzwnxb
Risk Retention
Yz jk kjt uzjzuzs zjkt, Qjtuzjjz Qjzg BMD kuzz ttkjuz j jjkttujz ztk tujzjjuu uzktttzk je jk ztjzk 5% uz kjt ztuatukuzjkujz jz ttuauttz ej Ytkuuzt 6(1) je Mtsazjkujz (VG) 2017/2402 guj jjzzuzs 5% je tjuj uzjzz je Jjktz (kukj kjt txutgkujz je Dzjzz F kjttt Qjtuzjjz kuzz jjzz 100%)
WA Seasoning (Months)
11.68qlu
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