2024

Noria (NORIA) 2024

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

BNP Paribas SA

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
D	WMF	89.000	6.29	Qkk3	-	LLL	42.38%	-	Ezzzqkly	1tDo	200w	185-190	165	1pPy+165	-	270.00000
X	VXY	53.000	4.72	QD	-	AC	2.00%	-	Gkelupsv	1jVf	-	-	725	1qMd+725	-	744.00000
Q	ACM	24.000	9.27	Wa1	-	QQ-	38.71%	-	Ekbwuvak	1sZe	115-120	110q	95	1vFm+95	-	873.00000
G	WQO	53.000	6.60	O2	-	C+	4.30%	-	Yscybllh	1iEe	-	-	450	1wAz+450	-	693.00000
Q	TDB	910.000	3.65	Utt	-	FFF	75.10%	-	Kvzfzwfl	1wPa	Zvg 60e	62c	59	1bXj+59	-	631.00000
Y	NWH	85.000	3.52	Wa3	-	II	1.50%	-	Rvxzvenk	1eEo	400u	385-390	355	1fAp+355	-	848.00000
W	ZPV	76.000	9.45	V2	-	O-	46.00%	-	Xpazmaem	1sEv	Hih 100u	140y	125	1pWz+125	-	270.00000

Tranche Comments

Q: First Pay: 2024-08-26; Registration: Zzr U Uswi; Q: First Pay: 2024-08-26; Registration: Pdr J Lbqq; W: First Pay: 2024-08-26; Registration: Xxz G Ovep; D: First Pay: 2024-08-26; Registration: Etp U Muvt; Y: First Pay: 2024-08-26; Registration: Qhe M Ornp; G: First Pay: 2024-08-26; Registration: Wfw T Zahu; X: First Pay: 2024-08-26; Registration: Jzr G Tpoy;

Originator(s)

YHP Pxxtyxa VK (Fbxyxw Yxxwbt)

Risk Retention

TR/RA - Nqg

Pricing Speed

17.5% FXZ