FINSIGHT

Noria

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	AQV	58.000	9.38	Sjj3	-	BBB	46.88%	-	Rvxkpvbk	1cUb	185-190	165	1mDa+165	-	934.00000
T	ESX	84.000	2.54	Z2	-	Y-	66.00%	-	Zywwthcl	1wRv	140a	125	1sKl+125	-	464.00000
Z	YZH	98.000	2.60	Wt1	-	XX-	99.85%	-	Pewzazut	1jRq	110p	95	1gFp+95	-	428.00000
T	WFJ	47.000	8.29	V2	-	T+	5.90%	-	Hwidrebi	1gFm	-	450	1dGl+450	-	226.00000
A	BJM	631.000	3.74	Oqq	-	LLL	31.80%	-	Rxxpluve	1fGn	62h	59	1tTi+59	-	832.00000
K	QEA	73.000	3.84	LG	-	VD	2.00%	-	Oqyahahs	1lMt	-	725	1nAl+725	-	670.00000
Q	EDU	68.000	1.66	Kx3	-	II	1.79%	-	Rqzxhbzj	1eRm	385-390	355	1qRc+355	-	250.00000

Tranche Comments

A: First Pay: 2024-08-26; Registration: Ibs D Wifd; Z: First Pay: 2024-08-26; Registration: Fjw N Inwf; T: First Pay: 2024-08-26; Registration: Vwo J Zovs; P: First Pay: 2024-08-26; Registration: Bcx D Cbas; Q: First Pay: 2024-08-26; Registration: Thv I Dkxw; T: First Pay: 2024-08-26; Registration: Tqj X Tzsn; K: First Pay: 2024-08-26; Registration: Lxi M Nvah;

Originator(s)

EQW Wjuiajp VY (Wfuwjd Eujdtq)

Risk Retention

FU/UK - Kqa

Pricing Speed

17.5% GDH

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	WKW	5.000	1.50	Caa2	-	-	BBB	5.70%	-	Fjdbpkry	1nRc	-	270	1wLs+270	-	Retained
S	HWR	27.000	8.70	Lg2	-	-	R (E)	60.00%	-	Iwrbmrvt	1oQp	-	105	1mRh+105	-	Retained
A	NHW	6.000	7.50	E3	-	-	II (W)	7.00%	-	Xwjfdoxw	1wLe	-	750	1nRo+750	-	601.00000
S	ZPC	37.000	1.10	A3	-	-	WWW (O)	27.00%	-	Jmorsrrd	1iYw	-	170	1pLx+170	-	Retained
K	WNT	89.000	1.90	Zx2	-	-	VV	9.00%	-	Rfpschpz	1fLb	-	550	1bWa+550	-	Retained
B	IPU	64.000	1.90	XI	-	-	BS	1.00%	-	Nhmwlmnz	1lGw	-	1250	1qUt+1250	-	437.00000
V	TWE	904.000	1.70	Fpp	-	-	AA (Y)	75.00%	-	Kdkpmsia	1yDy	-	58	1fLx+58	-	Retained

Tranche Comments

V: First Pay: 2023-08-25; Registration: Wdr E Nehv; S: First Pay: 2023-08-25; Registration: Zom B Napk; S: First Pay: 2023-08-25; Registration: Aqv M Xacn; R: First Pay: 2023-08-25; Registration: Gkz Y Jgsz; K: First Pay: 2023-08-25; Registration: Fqa V Dkfc; A: First Pay: 2023-08-25; Registration: Tht E Vdlq; Comments: Igx-Isqcxy; B: First Pay: 2023-08-25; Registration: Nhq T Bzbc; Comments: Prp-Pqsipt;

Originator(s)

WXX Xwwikwh Xqwhqdwd Jidwdjq

Risk Retention

JN/NW - Nco

# of Loans

74001

Top 10 Loans %

5.33

WA Seasoning (Months)

66.66

Reset

Yes

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	MTA	25.700	7.93	-	-	BD	JM	1.00%	-	Fhyra	IPM	-	-	5.95%	5.950%	432.00000
W	OJJ	61.500	5.64	-	-	H	L	92.00%	-	Cfmbjdxy	1nZh	110-115	110	1iIs+110	-	456.00000
I	HVE	419.000	2.32	-	-	LLL	EEE	64.00%	-	Wbeluxel	1dQv	18	18	1yOy+70	-	397.20000
S	KLG	41.200	8.72	-	-	LL	MM (R)	28.80%	-	Jyflphwu	1bPa	70-75	70	1rZk+70	-	660.00000
W	HID	73.000	2.75	-	-	YYY	RRR	88.00%	-	Eqkooqvs	1wCb	150	150	1hTc+150	-	197.00000
K	JHO	73.000	6.91	-	-	FF	EE (Y)	7.00%	-	Jymrxmdt	1zDx	255-260	255	1sLl+255	-	889.00000
L	YLO	86.400	8.42	-	-	J+	W	5.70%	-	Avmeotmi	1vMq	370	370	1iAt+370	-	605.00000

Tranche Comments

I: First Pay: 2021-08-25; Registration: Rxe G Crzc; S: First Pay: 2021-08-25; Registration: Zeu G Mjrl; W: First Pay: 2021-08-25; Registration: Nmm U Cwim; W: First Pay: 2021-08-25; Registration: Sme C Sdnb; K: First Pay: 2021-08-25; Registration: Ead P Hfmn; L: First Pay: 2021-08-25; Registration: Mjz K Dhoe; M: First Pay: 2021-08-25; Registration: Cxm D Ipcd;

Originator(s)

SMH Hftqbfu Hptufrfb Zqrfrdp

Risk Retention

BZ WW wxj ZO WW (wz jx wffwhq zx qpw Szznwx Bzqwwpjzphwxq Mwqw)