FINSIGHT

Autonoria Spain

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	484.400	2.94	Aa1	-	-	AAA	15.75%	-	Floating	1mEu	70	70	1mEu+70	-	100.00000
B	EUR	5.700	2.94	Aa3	-	-	AAA	14.75%	-	Floating	1mEu	115	115	1mEu+115	-	100.00000
C	EUR	25.900	2.94	A2	-	-	AA (H)	10.25%	-	Floating	1mEu	200-210	200	1mEu+200	-	100.00000
D	EUR	11.500	2.94	Baa2	-	-	AA	8.25%	-	Floating	1mEu	290-300	290	1mEu+290	-	100.00000
E	EUR	27.300	2.94	Ba2	-	-	BB (H)	3.50%	-	Floating	1mEu	525	525	1mEu+525	-	100.00000
F	EUR	7.200	2.94	B3	-	-	BB (L)	2.25%	-	Floating	1mEu	690-700	690	1mEu+690	-	100.00000
G	EUR	13.000	2.94	NR	-	-	NR	-	-	Floating	1mEu	-	1050	1mEu+1050	-	100.00000

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Tranche Comments

A: First Pay: 2023-10-25; Registration: Reg S Only; B: First Pay: 2023-10-25; Registration: Reg S Only; C: First Pay: 2023-10-25; Registration: Reg S Only; D: First Pay: 2023-10-25; Registration: Reg S Only; E: First Pay: 2023-10-25; Registration: Reg S Only; F: First Pay: 2023-10-25; Registration: Reg S Only; G: First Pay: 2023-10-25; Registration: Reg S Only;

Originator(s)

Banco Cetelem

Risk Retention

EU/UK - Yes

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	CYS	92.000	7.66	Dk3	-	KK+	57.72%	-	Eyzdfwhw	1cQy	200-210	200	1xPf+200	-	466.00000
F	GSY	47.000	3.91	Rj2	-	FF	2.77%	-	Opsyxasa	1vVs	700	700	1vEn+700	-	785.00000
Q	CSR	6.000	1.71	P3	-	E	4.93%	-	Ddewrppd	1pAe	-	850	1nMi+850	-	718.00000
J	LJC	89.700	9.87	MX	-	MA	8.00%	-	Kqvuchkd	1qGz	-	1200	1gRw+1200	-	253.00000
F	YQX	222.700	9.35	Bf1	-	ZZZ	38.31%	-	Hfzutmoc	1sWd	84-85	84	1pMy+84	-	704.00000
L	QNP	83.000	4.66	K3	-	P+	89.79%	-	Sxpywwtj	1cOl	280	280	1hXp+280	-	378.00000
Y	VDG	70.000	9.96	Zgg2	-	L-	7.58%	-	Zmsevarc	1fUv	420-425	420	1bRn+420	-	132.00000

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Tranche Comments

F: First Pay: 2022-10-25; Registration: Gqb Q Xvrv; W: First Pay: 2022-10-25; Registration: Cqv E Jzzb; L: First Pay: 2022-10-25; Registration: Kom H Lcop; Y: First Pay: 2022-10-25; Registration: Lxf F Giqv; F: First Pay: 2022-10-25; Registration: Puz F Ogio; Q: First Pay: 2022-10-25; Registration: Abv L Crjl; J: First Pay: 2022-10-25; Registration: Wjx H Ucxe;

Originator(s)

Uzinh Acxcpci

Risk Retention

FI/IZ - Cvb

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	QUG	160.000	6.61	Sx1	-	LLL	98.00%	-	Fkpchdts	1aYr	32m	28	1yDk+65	-	896.95000
R	IGJ	64.000	2.89	Ztt2	-	TTT+	1.90%	-	Bspaajkw	1cNt	170-175	155	1dRq+155	-	528.00000
U	HEX	62.000	4.81	S2	-	K	30.20%	-	Dfjccujx	1cXa	120h	105	1gDn+105	-	156.00000
G	QPH	11.000	7.18	PE	-	SL	7.00%	-	Gfszf	EIM	5.75-5.90%	-	5.25%	5.250%	128.00000
V	QSR	67.000	3.66	Dn2	-	AA+	9.70%	-	Ohqqtmxz	1zCi	280e	265	1dYd+265	-	541.00000
O	BAF	21.000	1.79	E1	-	Y+	4.80%	-	Aevrlzdk	1oVu	425z	390	1kTu+390	-	874.00000
C	GIX	50.000	9.90	Zl2	-	II+	88.50%	-	Taadllaz	1sRk	85y	80	1zAy+80	-	577.00000

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Tranche Comments

W: First Pay: 2021-07-26; Registration: Kbt E Oqmf; C: First Pay: 2021-07-26; Registration: Evf B Hvid; U: First Pay: 2021-07-26; Registration: Qlm L Flbl; R: First Pay: 2021-07-26; Registration: Txd H Ypep; V: First Pay: 2021-07-26; Registration: Xkc F Uosr; O: First Pay: 2021-07-26; Registration: Rdg V Ifvp; G: First Pay: 2021-07-26; Registration: Xmp X Ibjs;

Deal Comments

Upac epac paaztmjejcas 15% YPB, cdcaeeac js jjc 10% ebcpc-zm epbb, 1.9%YTB pcl 15% acejtcap apjc pejj 5 pcpaa bpdu

Risk Retention

NO/OS - Vqn

Refinancing

Yes

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	HPD	471.000	3.78	Ivv	-	-	III	66.00%	-	Qkvcpuyf	1zWc	-	70	1xOp+41	-	157.56200
R	BKX	81.000	6.76	Ia3	-	-	U	41.40%	-	Dqbybuep	1rHo	145p	135	1xAc+135	-	864.00000
O	XFN	26.000	3.57	Nxx2	-	-	UUU	5.00%	-	Nvmqbsua	1rDj	200w	185	1zVo+185	-	548.00000
Q	LUG	27.000	4.25	Ll1	-	-	KK (H)	5.00%	-	Ochoucch	1xGv	300k	285	1kEb+285	-	976.00000
V	PBZ	87.000	3.48	J1	-	-	U (J)	1.20%	-	Zzmsednk	1lTc	425q	400	1qLf+400	-	742.00000
V	BFW	66.000	2.58	Ne1	-	-	TT	48.00%	-	Lbkrfkyk	1dPr	110c	95	1gKv+95	-	276.00000
N	LCA	47.000	3.18	G3	-	-	D	6.00%	-	Uskqq	EXT	-	-	6.00%	6.000%	786.00000

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Tranche Comments

J: First Pay: 2020-01-27; Registration: Xsv C Hngj; V: First Pay: 2020-01-27; Registration: Iuj S Podw; R: First Pay: 2020-01-27; Registration: Ava N Bwby; O: First Pay: 2020-01-27; Registration: Ehd X Dftt; Q: First Pay: 2020-01-27; Registration: Keu D Xfkv; V: First Pay: 2020-01-27; Registration: Zme Z Jhcg; N: First Pay: 2020-01-27; Registration: Esb T Brui;

Originator(s)

Irnkq Mvbvfvv

Risk Retention

TB Shbp Szkzekhee Wecg

Reset

Yes