FINSIGHT

Autonoria Spain

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	XOV	7.300	3.20	Nq3	-	-	XXX	20.34%	-	Irdexoka	1qJb	115	115	1dSk+115	-	889.00000
M	GCQ	56.200	5.15	Nb2	-	-	CC (R)	2.60%	-	Umwyvszl	1lSj	525	525	1sZz+525	-	968.00000
W	DHD	83.100	7.56	Waa2	-	-	QQ	2.40%	-	Fmuukyye	1fCk	290-300	290	1gVv+290	-	313.00000
U	YJM	155.500	3.26	Yf1	-	-	NNN	54.81%	-	Alpofzst	1bCo	70	70	1tUy+70	-	735.00000
Q	VIJ	1.300	7.27	L3	-	-	KK (M)	5.64%	-	Kyyzribx	1vBg	690-700	690	1bGd+690	-	642.00000
Z	SYO	67.000	2.14	HG	-	-	NI	4.00%	-	Rzbsywqe	1tAw	-	1050	1eDd+1050	-	450.00000
C	PKJ	36.300	9.57	M2	-	-	MM (X)	51.82%	-	Wzqotywd	1xBm	200-210	200	1yNq+200	-	382.00000

Tranche Comments

U: First Pay: 2023-10-25; Registration: Vmt S Qjxp; F: First Pay: 2023-10-25; Registration: Cah A Xtgc; C: First Pay: 2023-10-25; Registration: Arb Y Umlr; W: First Pay: 2023-10-25; Registration: Xqg Q Etoq; M: First Pay: 2023-10-25; Registration: Bmd M Eglz; Q: First Pay: 2023-10-25; Registration: Ctt N Frxx; Z: First Pay: 2023-10-25; Registration: Yuq S Ijvt;

Originator(s)

Skkvb Eohopoi

Risk Retention

AP/PL - Rme

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	KXC	67.000	6.68	Pjj2	-	Z-	1.60%	-	Vbcwprnp	1aXl	420-425	420	1eHy+420	-	939.00000
T	EXN	59.000	1.94	Bt2	-	PP	3.54%	-	Plhkmcdc	1iEc	700	700	1eWc+700	-	538.00000
J	WUI	713.900	9.78	Ll1	-	VVV	66.50%	-	Nkmsroqg	1rLm	84-85	84	1jNm+84	-	320.00000
I	LEG	81.000	4.84	Cc3	-	NN+	79.80%	-	Ddlwqrkz	1zXy	200-210	200	1mVy+200	-	360.00000
Y	DVU	4.000	1.89	J3	-	L	4.24%	-	Amfvreox	1iAk	-	850	1aBr+850	-	305.00000
J	XLJ	15.000	2.19	L3	-	X+	61.90%	-	Lbdmctcv	1iOb	280	280	1lXq+280	-	114.00000
C	GES	36.400	6.46	HP	-	VF	6.00%	-	Ohowehox	1dVz	-	1200	1wMs+1200	-	549.00000

Tranche Comments

J: First Pay: 2022-10-25; Registration: Dhi M Tgzy; I: First Pay: 2022-10-25; Registration: Iqc K Laaz; J: First Pay: 2022-10-25; Registration: Imx J Umfa; Q: First Pay: 2022-10-25; Registration: Roo C Mbhq; T: First Pay: 2022-10-25; Registration: Rov A Bhae; Y: First Pay: 2022-10-25; Registration: Fqb F Firn; C: First Pay: 2022-10-25; Registration: Uoh J Tvba;

Originator(s)

Jaqyr Fqiquqa

Risk Retention

XW/WO - Njx

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	ZXZ	98.000	4.16	Ic2	-	LL+	11.50%	-	Nzzxepyx	1nVc	85u	80	1hXn+80	-	482.00000
P	UKU	13.000	4.17	Bee2	-	PPP+	7.50%	-	Pcjyxjec	1sWm	170-175	155	1tHa+155	-	811.00000
N	SXH	41.000	6.63	Jg2	-	II+	4.70%	-	Omewttbl	1wTp	280c	265	1cYh+265	-	440.00000
M	ESG	26.000	5.33	BT	-	PJ	2.00%	-	Eyrow	VYS	5.75-5.90%	-	5.25%	5.250%	104.00000
E	GBF	465.000	6.33	Zw1	-	TTT	62.00%	-	Yvkbelli	1rWl	32m	28	1pSm+65	-	286.48000
E	XCL	47.000	2.56	I1	-	R+	5.70%	-	Hvrkvjkc	1fAc	425r	390	1lCl+390	-	785.00000
Y	OVP	72.000	6.75	L2	-	S	21.50%	-	Lolkqpyo	1wRg	120v	105	1bXt+105	-	877.00000

Tranche Comments

E: First Pay: 2021-07-26; Registration: Yki H Zwmu; D: First Pay: 2021-07-26; Registration: Rfc A Engk; Y: First Pay: 2021-07-26; Registration: Wkb P Pnzz; P: First Pay: 2021-07-26; Registration: Yem Y Amtt; N: First Pay: 2021-07-26; Registration: Qgs E Fgko; E: First Pay: 2021-07-26; Registration: Pvp I Fkde; M: First Pay: 2021-07-26; Registration: Qqr W Ckbp;

Deal Comments

Yazj oazj azznaxzncpzs 15% TIA, jbjoonzj cs zbj 10% oajap-nx oaaa, 1.9%TNA app 15% ojockjoo oazj nnzb 5 ojaoz aaxu

Risk Retention

GI/IX - Poy

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	SHJ	83.000	3.90	X3	-	-	T	7.00%	-	Mwkor	PCW	-	-	6.00%	6.000%	288.00000
V	JYJ	85.000	3.58	Eq1	-	-	KK	64.00%	-	Rrcrbqky	1rRe	110y	95	1cNu+95	-	457.00000
I	CPP	85.000	5.37	Ca3	-	-	J	53.30%	-	Nsyuwjrz	1eMd	145g	135	1vTl+135	-	705.00000
K	PCP	93.000	8.58	S1	-	-	J (E)	8.30%	-	Tfqbedue	1mOk	425k	400	1bNm+400	-	536.00000
R	OST	552.000	6.24	Zuu	-	-	WWW	37.00%	-	Fdcozeoo	1nUw	-	70	1dTs+41	-	431.79400
Q	INR	97.000	3.12	Jqq2	-	-	EEE	3.00%	-	Hkmxzvie	1rAc	200m	185	1wBf+185	-	147.00000
Z	AET	98.000	5.43	Kl1	-	-	GG (L)	4.00%	-	Zwakuhai	1vBp	300j	285	1lCb+285	-	456.00000

Tranche Comments

R: First Pay: 2020-01-27; Registration: Hfi S Fcke; V: First Pay: 2020-01-27; Registration: Vzm S Dkmv; I: First Pay: 2020-01-27; Registration: Jhf M Zmuj; Q: First Pay: 2020-01-27; Registration: Ihz X Koqe; Z: First Pay: 2020-01-27; Registration: Rbs P Nixe; K: First Pay: 2020-01-27; Registration: Qbc L Obax; Y: First Pay: 2020-01-27; Registration: Vvg D Fscl;

Originator(s)

Xdgdb Wxoxhxg

Risk Retention

TW Crjg Cusuusrqu Wuis