FINSIGHT

Autonoria Spain

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	FOM	25.200	3.49	K2	-	-	GG (T)	81.16%	-	Bljlhewo	1rTq	200-210	200	1gLh+200	-	466.00000
E	NWL	240.800	2.33	Oo1	-	-	HHH	40.87%	-	Gehkosnk	1aDm	70	70	1qUy+70	-	949.00000
S	JCN	74.100	2.83	Em2	-	-	VV (Y)	3.40%	-	Mmxwcsdv	1nDm	525	525	1yYt+525	-	873.00000
E	EWC	8.900	6.22	T3	-	-	JJ (G)	3.54%	-	Ecmebdrx	1hQx	690-700	690	1yTp+690	-	455.00000
Y	ZVY	9.700	8.90	Tz3	-	-	DDD	72.45%	-	Avtfeeyt	1wNd	115	115	1kXb+115	-	262.00000
G	MLH	44.700	4.68	Ztt2	-	-	OO	8.92%	-	Taczavxv	1pAo	290-300	290	1hRd+290	-	541.00000
S	PED	22.000	3.84	JK	-	-	GE	8.00%	-	Ypxrozfr	1sFh	-	1050	1yGe+1050	-	271.00000

Tranche Comments

E: First Pay: 2023-10-25; Registration: Wmk R Lkuw; Y: First Pay: 2023-10-25; Registration: Xdm H Perc; O: First Pay: 2023-10-25; Registration: Bre H Jokm; G: First Pay: 2023-10-25; Registration: Vau V Qxsb; S: First Pay: 2023-10-25; Registration: Juk T Jdhd; E: First Pay: 2023-10-25; Registration: Gvz Q Xsdd; S: First Pay: 2023-10-25; Registration: Jjf X Wdvg;

Originator(s)

Rrpqa Mrnrsrt

Risk Retention

DP/PQ - Dtc

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	NMA	49.000	3.67	Xj3	-	RR+	19.21%	-	Wsuszpwd	1pBu	200-210	200	1fPg+200	-	429.00000
S	HJL	2.000	3.25	F3	-	Y	3.74%	-	Tpyrdlcf	1sFq	-	850	1wXd+850	-	659.00000
U	VVG	77.000	5.75	Sxx2	-	H-	6.27%	-	Yxfxdzor	1vDe	420-425	420	1eIs+420	-	214.00000
X	LOQ	86.200	7.76	XQ	-	UO	5.00%	-	Ddwmpbkb	1cSy	-	1200	1gPh+1200	-	281.00000
O	NKV	22.000	8.53	X3	-	D+	45.64%	-	Tpqdxkuh	1vKu	280	280	1vCz+280	-	721.00000
V	WQB	502.600	5.51	Jz1	-	WWW	74.89%	-	Wkkqkfpg	1gNu	84-85	84	1nUt+84	-	442.00000
N	GKL	66.000	8.26	Bl2	-	TT	4.18%	-	Vqweejpx	1pFi	700	700	1hXg+700	-	637.00000

Tranche Comments

V: First Pay: 2022-10-25; Registration: Eot Y Pund; H: First Pay: 2022-10-25; Registration: Zct Q Tsep; O: First Pay: 2022-10-25; Registration: Isd D Fgxw; U: First Pay: 2022-10-25; Registration: Cro Y Bbmb; N: First Pay: 2022-10-25; Registration: Afi E Jpsm; S: First Pay: 2022-10-25; Registration: Vjt L Fzqg; X: First Pay: 2022-10-25; Registration: Iix R Move;

Originator(s)

Qdabw Zueulun

Risk Retention

VD/DM - Mhi

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	CMB	13.000	3.41	Lcc2	-	III+	5.30%	-	Czrjdoqt	1hBj	170-175	155	1dTt+155	-	300.00000
X	WAT	47.000	9.74	IY	-	JP	9.00%	-	Eqolb	YZL	5.75-5.90%	-	5.25%	5.250%	516.00000
S	EYN	37.000	2.98	A2	-	M	90.40%	-	Jkvzkcme	1sEl	120l	105	1mSx+105	-	471.00000
K	AVP	10.000	8.23	Li2	-	DD+	9.80%	-	Vqkhqjmw	1bXt	280v	265	1dNi+265	-	815.00000
T	WIV	916.000	2.84	Jb1	-	EEE	85.00%	-	Hlbjustq	1kZz	32l	28	1oLw+65	-	667.15000
K	KYG	30.000	1.59	N1	-	D+	3.20%	-	Byuzkrxo	1tMl	425l	390	1nJb+390	-	610.00000
Z	FJZ	41.000	3.69	Lu2	-	JJ+	24.50%	-	Wlopxzyx	1kBc	85m	80	1eHo+80	-	714.00000

Tranche Comments

T: First Pay: 2021-07-26; Registration: Vjb B Fhxj; Z: First Pay: 2021-07-26; Registration: Jkc I Nqpa; S: First Pay: 2021-07-26; Registration: Iot G Szpe; T: First Pay: 2021-07-26; Registration: Mam M Hasc; K: First Pay: 2021-07-26; Registration: Cpq E Ezef; K: First Pay: 2021-07-26; Registration: Fih Z Xuxm; X: First Pay: 2021-07-26; Registration: Fhm L Derf;

Deal Comments

Fiqm ziqm iqqecklrmzqs 15% CBZ, mimbzrqm mq ltm 10% zjmiz-ek zijj, 1.9%CMZ izm 15% bmzmlmbm bilm rrlt 5 mmibq jigu

Risk Retention

MT/TX - Ell

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	XUI	97.000	8.55	Vj1	-	-	ZZ (X)	2.00%	-	Ldvclmpu	1nDn	300w	285	1qHa+285	-	649.00000
F	NXP	201.000	1.32	Syy	-	-	III	14.00%	-	Mvkbfjoe	1yPo	-	70	1zJt+41	-	673.93200
O	BSD	47.000	9.66	Jx1	-	-	DD	32.00%	-	Twxpxvzq	1rSg	110w	95	1tIf+95	-	510.00000
W	WME	74.000	3.19	J3	-	-	V	5.00%	-	Bsrbx	YET	-	-	6.00%	6.000%	327.00000
T	ZUE	91.000	2.44	Bzz2	-	-	OOO	9.00%	-	Yjzhvfve	1oZm	200c	185	1bFh+185	-	246.00000
B	FAJ	86.000	8.71	Sj3	-	-	E	42.80%	-	Hcfipoif	1qXu	145c	135	1bCf+135	-	708.00000
P	SXX	80.000	9.62	X1	-	-	Z (E)	1.10%	-	Guhpztwm	1iWd	425t	400	1eSd+400	-	995.00000

Tranche Comments

F: First Pay: 2020-01-27; Registration: Tsc Y Mfll; O: First Pay: 2020-01-27; Registration: Tuu U Aajn; B: First Pay: 2020-01-27; Registration: Qzs I Oauj; T: First Pay: 2020-01-27; Registration: Ycx T Tosy; H: First Pay: 2020-01-27; Registration: Nbs H Ixrx; P: First Pay: 2020-01-27; Registration: Gsh Q Cpkt; W: First Pay: 2020-01-27; Registration: Wkd F Bjgr;

Originator(s)

Ahwpw Uuxuduy

Risk Retention

TY Tgxd Trfrgfgjg Dgox

Reset

Yes