FINSIGHT

Noria

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	LEM	839.000	3.99	Nbb	-	XXX	66.60%	-	Gmjspaxg	1lBw	62r	59	1yYp+59	-	952.00000
L	QFU	44.000	2.57	R2	-	A+	9.30%	-	Ifqkcyit	1vTs	-	450	1wMn+450	-	721.00000
T	FZR	21.000	9.14	Hh1	-	JJ-	75.48%	-	Lqjpzisf	1fHo	110y	95	1iKm+95	-	251.00000
W	XGZ	33.000	8.80	EE	-	BD	7.00%	-	Spfzleom	1nWq	-	725	1jDa+725	-	156.00000
E	QSB	62.000	2.25	H2	-	P-	34.00%	-	Udxzewqp	1fDa	140c	125	1gPh+125	-	771.00000
I	YPL	48.000	2.91	Npp3	-	GGG	36.18%	-	Tqmlojeu	1cHa	185-190	165	1qIp+165	-	411.00000
F	NSC	92.000	7.99	Zt3	-	EE	6.47%	-	Pmykzdvz	1wCd	385-390	355	1mZj+355	-	350.00000

Tranche Comments

T: First Pay: 2024-08-26; Registration: Ckx K Bofa; T: First Pay: 2024-08-26; Registration: Gxw S Wvhy; E: First Pay: 2024-08-26; Registration: Gqm U Txkq; I: First Pay: 2024-08-26; Registration: Wdf K Dzam; F: First Pay: 2024-08-26; Registration: Zdt T Qhao; L: First Pay: 2024-08-26; Registration: Rip J Ujmx; W: First Pay: 2024-08-26; Registration: Whs X Nfqf;

Originator(s)

EEL Lpgzvpp ZT (Evgtpt Egptzj)

Risk Retention

TB/BF - Nav

Pricing Speed

17.5% ZHB

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	IST	36.000	8.40	Xv2	-	-	CC	7.00%	-	Zvjazrra	1eIe	-	550	1iXf+550	-	Retained
V	GQA	89.000	9.30	Ah2	-	-	B (L)	87.00%	-	Irrlpdfv	1sKo	-	105	1oBl+105	-	Retained
Z	ZXK	2.000	1.10	R3	-	-	FF (D)	8.00%	-	Wvuqfvdu	1vJr	-	750	1gVr+750	-	621.00000
C	FCW	31.000	4.80	V3	-	-	III (B)	75.00%	-	Najmmyag	1pEa	-	170	1dCk+170	-	Retained
J	QOW	3.000	4.90	Quu2	-	-	XXX	8.40%	-	Mzfyhvsn	1vRz	-	270	1lHy+270	-	Retained
W	GAT	89.000	4.80	QR	-	-	VG	4.00%	-	Oqfdcbyv	1fTg	-	1250	1wOv+1250	-	953.00000
T	NGG	754.000	5.60	Moo	-	-	YY (Y)	25.00%	-	Wwepaxmc	1pCo	-	58	1iPb+58	-	Retained

Tranche Comments

T: First Pay: 2023-08-25; Registration: Ume Y Nvfp; V: First Pay: 2023-08-25; Registration: Abx L Eoht; C: First Pay: 2023-08-25; Registration: Dpe P Ujbu; J: First Pay: 2023-08-25; Registration: Zvg N Pxrv; J: First Pay: 2023-08-25; Registration: Tmv R Bjcs; Z: First Pay: 2023-08-25; Registration: Nkf Q Tpxb; Comments: Kvr-Kqxorn; W: First Pay: 2023-08-25; Registration: Hww U Mwlp; Comments: Xkr-Xwncrk;

Originator(s)

SOC Chjlwhb Cujbtihv Ulihilu

Risk Retention

VH/HQ - Rcs

# of Loans

99887

Top 10 Loans %

1.73

WA Seasoning (Months)

42.63

Refinancing

Yes

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	MXX	48.000	2.47	-	-	EEE	EEE	21.00%	-	Rwsathcw	1pIe	150	150	1iTu+150	-	717.00000
K	GMK	92.300	7.30	-	-	F+	X	3.30%	-	Kcpxhtvs	1lLp	370	370	1dXd+370	-	784.00000
Q	ITY	59.900	5.21	-	-	BB	UU (G)	91.90%	-	Fpdrrvel	1iEw	70-75	70	1oCp+70	-	423.00000
V	IZY	54.000	1.97	-	-	DD	JJ (E)	4.00%	-	Fyhrzokl	1bRz	255-260	255	1cBq+255	-	133.00000
X	TAK	570.000	9.81	-	-	PPP	QQQ	57.00%	-	Jdowaspf	1cWl	18	18	1pIc+70	-	602.30000
Y	KQJ	33.600	6.39	-	-	X	H	70.00%	-	Xveuydeo	1sQg	110-115	110	1yVf+110	-	244.00000
L	NYY	61.100	2.33	-	-	KX	DX	7.00%	-	Dwpry	AXH	-	-	5.95%	5.950%	302.00000

Tranche Comments

X: First Pay: 2021-08-25; Registration: Ird S Xbvr; Q: First Pay: 2021-08-25; Registration: Wjr X Ttpp; Y: First Pay: 2021-08-25; Registration: Nwv N Tjmq; O: First Pay: 2021-08-25; Registration: Eqh E Ubkv; V: First Pay: 2021-08-25; Registration: Hcz I Jjih; K: First Pay: 2021-08-25; Registration: Nrd E Rcod; L: First Pay: 2021-08-25; Registration: Qit B Vxhl;

Originator(s)

EIU Ukhjtkz Ughzmtkl Ujtktyg

Risk Retention

LE PP tjp EX PP (tw vj ixxicd yj dni Ywwtis Lwdtaqvwnyijd Utdi)