Stresa Securitisation Srl

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	DQW	9.000	3.00	-	Z+	-	OO	5.40%	-	Sfpqkcwq	3aVe	-	350	3sSx+350	-	-
O	SYF	4.000	-	-	SD	-	NN	-	-	-	-	-	-	-	-	Retained
Q	TXW	690.351	2.90	-	GG	-	NN	43.77%	-	Jjwvtxju	3vBq	250	250	3ySn+120	-	94.18000
Q	UZU	1.000	6.00	-	GGG	-	VVV	93.15%	-	Cqahpjja	3bZe	-	225	3wFc+225	-	-
S	HTO	6.590	1.00	-	Z+	-	H	75.70%	-	Qshrrbiy	3tAz	-	375	3rRu+175	-	31.98000
L	MEK	9.000	-	-	GA	-	ID	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Ttc N Dwac; S: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Bsw I Gsuq; Q: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Acf X Jvqz; W: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Rve P Ykzg; L: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Ezc Y Qopq; O: First Pay: 2024-03-22; Redemption: 2026-12-22; Registration: Rka B Yfrs;

Originator(s)

HNVB Huzvu CoF (syu Gwdsfofuzvu CoF)