Stresa Securitisation Srl

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	CJY	1.604	8.00	-	J+	-	Q	73.20%	-	Xocjuopk	3vBt	-	375	3jIn+175	-	24.51000
A	HTU	5.000	2.00	-	EEE	-	HHH	27.69%	-	Scczuktt	3jPi	-	225	3xOh+225	-	-
L	JOH	6.000	-	-	DC	-	US	-	-	-	-	-	-	-	-	Retained
B	MTK	6.000	-	-	IR	-	ZD	-	-	-	-	-	-	-	-	Retained
M	WZJ	629.946	8.70	-	TT	-	JJ	43.46%	-	Drxzwtrf	3rHn	250	250	3hIb+120	-	12.15000
F	JZK	5.000	1.00	-	E+	-	DD	5.70%	-	Qjbkqfri	3bZq	-	350	3fTw+350	-	-

Tranche Comments

M: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Loz G Czis; R: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Vvc Y Ywnr; A: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Cab R Kgni; F: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Qsc E Bnfv; B: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Diu W Ehec; L: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Twu S Fkrb;

Originator(s)

TQQQ Tyhsy DaP (qgy Tdcughjyhsy DaP)