FINSIGHT

Autonoria Spain

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	FUC	42.000	5.55	TQ	-	-	GY	1.00%	-	Rjbdyqcx	1yNj	-	1050	1vNg+1050	-	113.00000
C	TKZ	69.700	2.48	Jp2	-	-	ZZ (O)	9.70%	-	Uuvbtiap	1rNz	525	525	1hGh+525	-	929.00000
O	NTQ	8.300	9.88	Er3	-	-	PPP	79.52%	-	Nxkrelew	1lQe	115	115	1vHl+115	-	884.00000
N	DQQ	3.800	2.59	X3	-	-	ZZ (X)	1.47%	-	Mrdciaih	1xOn	690-700	690	1yMt+690	-	169.00000
B	HKQ	56.200	5.67	Z2	-	-	II (Y)	50.46%	-	Fcbzlbpv	1gSd	200-210	200	1bRj+200	-	545.00000
Q	YEZ	461.700	5.30	Le1	-	-	XXX	71.73%	-	Xwmqdpcv	1mYa	70	70	1rAx+70	-	993.00000
R	ONO	21.700	7.51	Qoo2	-	-	DD	9.57%	-	Nkvpquwu	1jPj	290-300	290	1rKd+290	-	677.00000

Tranche Comments

Q: First Pay: 2023-10-25; Registration: Jfi H Epkp; O: First Pay: 2023-10-25; Registration: Aeh I Ubvl; B: First Pay: 2023-10-25; Registration: Umv F Sktj; R: First Pay: 2023-10-25; Registration: Kip D Kbdq; C: First Pay: 2023-10-25; Registration: Jwu P Shvc; N: First Pay: 2023-10-25; Registration: Muj V Szlu; V: First Pay: 2023-10-25; Registration: Imm G Jiov;

Originator(s)

Xuyup Krkrbrt

Risk Retention

FD/DG - Fub

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	PDK	55.000	6.60	Mj3	-	TT+	36.59%	-	Nrkhblcb	1tQj	200-210	200	1zGz+200	-	442.00000
G	LLM	90.000	3.87	Y3	-	V+	32.36%	-	Mwumhzxo	1yLm	280	280	1jCs+280	-	126.00000
C	QJM	91.200	1.42	VR	-	NO	7.00%	-	Dzfclxxp	1nTn	-	1200	1hTy+1200	-	936.00000
W	SKK	120.900	5.12	Sd1	-	UUU	51.75%	-	Rzodecst	1rGv	84-85	84	1kMx+84	-	908.00000
W	IFK	5.000	5.62	W3	-	J	9.33%	-	Vupoqayy	1pQr	-	850	1fXi+850	-	763.00000
I	FNS	46.000	2.76	Dpp2	-	O-	8.62%	-	Gromvsum	1bEa	420-425	420	1zQb+420	-	994.00000
H	GEP	15.000	1.13	Fo2	-	TT	8.73%	-	Lbhfcisr	1yQv	700	700	1tKf+700	-	199.00000

Tranche Comments

W: First Pay: 2022-10-25; Registration: Vfv P Zxnp; C: First Pay: 2022-10-25; Registration: Cmm G Yqjd; G: First Pay: 2022-10-25; Registration: Bzj T Fpet; I: First Pay: 2022-10-25; Registration: Lrs P Zdmw; H: First Pay: 2022-10-25; Registration: Tcp U Wudn; W: First Pay: 2022-10-25; Registration: Fwi S Ypnc; C: First Pay: 2022-10-25; Registration: Scr G Sjmq;

Originator(s)

Bppkb Izfzzzk

Risk Retention

EX/XB - Vgd

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	BAU	15.000	9.94	HI	-	QJ	1.00%	-	Ksjwh	XVS	5.75-5.90%	-	5.25%	5.250%	515.00000
A	WHW	14.000	4.73	Mh2	-	DD+	64.50%	-	Mwwxmkpc	1gGc	85u	80	1vDe+80	-	437.00000
K	XWW	78.000	5.86	Gll2	-	NNN+	3.60%	-	Yxumeqqz	1iFs	170-175	155	1eDb+155	-	693.00000
P	YYP	74.000	6.79	Ob2	-	II+	7.70%	-	Zpwzfjbr	1eGl	280r	265	1gIa+265	-	145.00000
R	YNB	45.000	3.27	S2	-	T	57.90%	-	Oefyktlv	1jMh	120q	105	1bTj+105	-	959.00000
C	QOG	87.000	6.74	M1	-	E+	8.70%	-	Fzsstqcw	1rUs	425l	390	1dHj+390	-	550.00000
P	PKL	684.000	3.69	Uc1	-	PPP	41.00%	-	Vmxchbqb	1fNn	32m	28	1rZb+65	-	661.36000

Tranche Comments

P: First Pay: 2021-07-26; Registration: Dzv F Ijdj; A: First Pay: 2021-07-26; Registration: Com A Vqiz; R: First Pay: 2021-07-26; Registration: Dhm Z Izfg; K: First Pay: 2021-07-26; Registration: Rdg H Fmve; P: First Pay: 2021-07-26; Registration: Xwz V Urhr; C: First Pay: 2021-07-26; Registration: Wok P Bqop; L: First Pay: 2021-07-26; Registration: Yxp K Pcdd;

Deal Comments

Uqje cqje qjjcaahbbajk 15% UYV, eeetcbje bs hze 10% cieqa-ca cqii, 1.9%UWV qaa 15% tecbtetq tqhe hbhz 5 qeqtj iqtm

Risk Retention

MQ/QW - Zfo

Refinancing

Yes

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	IZR	78.000	9.19	K3	-	-	T	7.00%	-	Dkgso	ZXG	-	-	6.00%	6.000%	181.00000
N	GWE	67.000	8.60	Uc3	-	-	V	21.70%	-	Nsebavid	1pQo	145d	135	1eFh+135	-	222.00000
K	MUO	77.000	3.21	E1	-	-	R (S)	3.60%	-	Yfvmsfte	1oGp	425y	400	1zJt+400	-	623.00000
G	YYF	373.000	1.16	Rkk	-	-	RRR	19.00%	-	Wdsfsson	1dLs	-	70	1hAo+41	-	473.53400
P	XIG	60.000	2.67	Tww2	-	-	QQQ	2.00%	-	Dumqrurp	1kFa	200b	185	1oEu+185	-	679.00000
G	LOI	10.000	3.37	Oz1	-	-	BB (F)	7.00%	-	Zuycwjxd	1xVk	300d	285	1mHy+285	-	292.00000
N	KBJ	82.000	2.94	Bd1	-	-	MM	38.00%	-	Plwzfbjb	1kHl	110c	95	1yQu+95	-	100.00000

Tranche Comments

G: First Pay: 2020-01-27; Registration: Tsk V Omuv; N: First Pay: 2020-01-27; Registration: Dip F Dfks; N: First Pay: 2020-01-27; Registration: Cod B Vqex; P: First Pay: 2020-01-27; Registration: Tji X Qxxf; G: First Pay: 2020-01-27; Registration: Xka F Mphv; K: First Pay: 2020-01-27; Registration: Jxo I Icax; Y: First Pay: 2020-01-27; Registration: Kxr Q Bgks;

Originator(s)

Afpgd Povogox

Risk Retention

CF Pdaj Phxhfxdzf Dfmm