Stresa Securitisation Srl

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	WOK	9.000	-	-	YQ	-	UG	-	-	-	-	-	-	-	-	Retained
J	KZR	1.280	6.00	-	C+	-	A	95.50%	-	Sykwlcqs	3xJp	-	375	3zOj+175	-	49.26000
I	IHS	4.000	-	-	OJ	-	ME	-	-	-	-	-	-	-	-	Retained
X	SXE	7.000	6.00	-	Q+	-	AA	9.90%	-	Zcjreesv	3mIh	-	350	3aPs+350	-	-
G	PVT	304.599	7.30	-	NN	-	GG	22.64%	-	Dfvhjexp	3mGx	250	250	3iUc+120	-	35.45000
A	BAO	2.000	2.00	-	AAA	-	BBB	44.27%	-	Rfhadjtr	3gEn	-	225	3tNn+225	-	-

Tranche Comments

G: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Tbe Y Mwdl; J: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Wbd J Bzmw; A: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Tiu T Cqij; X: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Ivm P Bgsb; U: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Wcr S Gdbp; I: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Fjx T Wcvv;

Originator(s)

BPTE Bvwgv DmA (afv Tpunxayvwgv DmA)