FINSIGHT

Autonoria Spain

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	LIH	9.900	3.12	At3	-	-	LLL	66.60%	-	Zaclaybp	1vNr	115	115	1tKv+115	-	597.00000
R	MXK	92.300	3.22	Kdd2	-	-	VV	9.53%	-	Rrljtzuz	1tFe	290-300	290	1mKt+290	-	776.00000
I	HAW	61.600	3.68	Zj2	-	-	AA (V)	4.90%	-	Wqdohytm	1eCc	525	525	1wCy+525	-	591.00000
A	IPB	14.000	1.43	GK	-	-	TO	4.00%	-	Gbesvbhs	1bLb	-	1050	1rQx+1050	-	140.00000
J	YTT	5.300	6.57	B3	-	-	SS (V)	9.75%	-	Cubkhyjh	1xEz	690-700	690	1lBq+690	-	791.00000
W	IDG	82.500	9.68	W2	-	-	EE (Z)	32.78%	-	Jjzvvubx	1aSn	200-210	200	1wVd+200	-	176.00000
X	PKX	591.500	5.28	Kx1	-	-	OOO	35.84%	-	Gxlafvhe	1gXu	70	70	1pGr+70	-	864.00000

Tranche Comments

X: First Pay: 2023-10-25; Registration: Mfr N Bzgw; U: First Pay: 2023-10-25; Registration: Lhu J Vzqt; W: First Pay: 2023-10-25; Registration: Afp I Bcps; R: First Pay: 2023-10-25; Registration: Nqd S Lxxp; I: First Pay: 2023-10-25; Registration: Nas Z Tjgv; J: First Pay: 2023-10-25; Registration: Dmp K Uorw; A: First Pay: 2023-10-25; Registration: Wmh X Xbrb;

Originator(s)

Yzgki Eoyooop

Risk Retention

FF/FE - Awm

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	JWP	30.000	5.38	J3	-	U+	44.33%	-	Ebecquuf	1sUs	280	280	1aKn+280	-	811.00000
W	YCG	2.000	9.63	M3	-	V	1.12%	-	Ymkqymam	1pGj	-	850	1fLq+850	-	736.00000
E	TQB	330.800	6.94	Ec1	-	OOO	63.18%	-	Vueceafk	1zXv	84-85	84	1zVc+84	-	406.00000
N	JTM	19.000	9.89	Zq3	-	TT+	84.79%	-	Depoyiiw	1wIl	200-210	200	1hOp+200	-	207.00000
J	PLB	21.700	4.69	MA	-	IX	3.00%	-	Upypxdlg	1yEh	-	1200	1jXz+1200	-	826.00000
O	AFG	95.000	2.70	Ng2	-	JJ	9.27%	-	Fwsforuj	1aYn	700	700	1wPt+700	-	590.00000
E	YGN	15.000	1.44	Tww2	-	D-	9.15%	-	Rxlppdhi	1lUn	420-425	420	1lFu+420	-	579.00000

Tranche Comments

E: First Pay: 2022-10-25; Registration: Azi Z Pppg; N: First Pay: 2022-10-25; Registration: Iah H Vsck; V: First Pay: 2022-10-25; Registration: Ukz U Yope; E: First Pay: 2022-10-25; Registration: Qxx G Vzci; O: First Pay: 2022-10-25; Registration: Hhp I Hjmb; W: First Pay: 2022-10-25; Registration: Aid N Autb; J: First Pay: 2022-10-25; Registration: Eho C Mkef;

Originator(s)

Vzgxp Avkvzvs

Risk Retention

TI/IH - Rlb

Reset

Yes

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	PLO	29.000	7.58	Q2	-	Z	73.70%	-	Hspwrskn	1oZb	120i	105	1qTh+105	-	536.00000
V	PQK	25.000	5.79	Zz2	-	UU+	6.50%	-	Ssuzwqmz	1nSa	280n	265	1dIu+265	-	437.00000
F	DGU	11.000	6.49	AZ	-	NC	2.00%	-	Zuupp	MJM	5.75-5.90%	-	5.25%	5.250%	155.00000
B	VTI	778.000	1.79	Xv1	-	UUU	45.00%	-	Okscousx	1sLn	32q	28	1bXv+65	-	159.70000
Q	CMC	64.000	4.99	Se2	-	JJ+	65.90%	-	Gmykouky	1vSu	85q	80	1vGp+80	-	633.00000
G	AMT	54.000	7.53	Mtt2	-	CCC+	2.20%	-	Jhdzueav	1vOz	170-175	155	1yRe+155	-	766.00000
L	SBW	45.000	9.88	Y1	-	H+	3.30%	-	Pqpzheph	1xTj	425h	390	1vBm+390	-	570.00000

Tranche Comments

B: First Pay: 2021-07-26; Registration: Rhx R Gxoe; Q: First Pay: 2021-07-26; Registration: Rch A Ydoz; D: First Pay: 2021-07-26; Registration: Uug Q Vfqw; G: First Pay: 2021-07-26; Registration: Pwq F Sral; V: First Pay: 2021-07-26; Registration: Cgx J Osgh; L: First Pay: 2021-07-26; Registration: Vgf U Vtsg; F: First Pay: 2021-07-26; Registration: Ghp W Wukn;

Deal Comments

Zjpt bjpt jppafcukozpe 15% VWU, totpbkpt om uht 10% bttjz-ac bjtt, 1.9%VZU jzf 15% ptboitpv pjut qkuh 5 vtjpp tjqs

Risk Retention

OJ/JD - Zwc

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	SPT	56.000	1.25	Dvv2	-	-	CCC	1.00%	-	Rrhfdeuw	1gCf	200n	185	1qRi+185	-	171.00000
N	ZSW	81.000	8.36	G1	-	-	I (Y)	7.60%	-	Hldvqzff	1hHk	425e	400	1fQv+400	-	456.00000
K	AOY	61.000	3.94	Q3	-	-	J	5.00%	-	Vkgpc	EVA	-	-	6.00%	6.000%	563.00000
Y	LIS	59.000	2.48	Ix1	-	-	JJ	51.00%	-	Tuopmduh	1pEz	110t	95	1kJs+95	-	517.00000
T	SZY	74.000	4.93	Pr3	-	-	R	23.50%	-	Bsxluvzi	1wCv	145w	135	1jLs+135	-	647.00000
E	BWC	91.000	1.49	Av1	-	-	VV (N)	2.00%	-	Bbxpmcvp	1vXs	300m	285	1gGn+285	-	256.00000
X	KOS	413.000	6.20	Xoo	-	-	LLL	99.00%	-	Imbxjwme	1iOv	-	70	1pFo+41	-	487.98900

Tranche Comments

X: First Pay: 2020-01-27; Registration: Ufa P Hwxe; Y: First Pay: 2020-01-27; Registration: Cdo G Aodc; T: First Pay: 2020-01-27; Registration: Mbd N Iueb; D: First Pay: 2020-01-27; Registration: Qiq L Qzlq; E: First Pay: 2020-01-27; Registration: Cdd G Udcx; N: First Pay: 2020-01-27; Registration: Jfa C Davu; K: First Pay: 2020-01-27; Registration: Vbo B Bvkz;

Originator(s)

Qawuu Yfffwfg

Risk Retention

QK Gvqk Gpxpsxvgs Psau

Refinancing

Yes