FINSIGHT

Noria

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	PEL	92.000	9.38	HC	-	KH	4.00%	-	Bbrvmwpq	1nTl	-	725	1yHm+725	-	529.00000
C	HYS	31.000	6.85	Ht3	-	ZZ	8.28%	-	Hmjzxrqq	1aIr	385-390	355	1rFe+355	-	850.00000
H	OJS	828.000	9.51	Zkk	-	SSS	95.70%	-	Mdpaljsi	1mQp	62q	59	1vBx+59	-	625.00000
D	QXP	67.000	3.81	N2	-	S-	80.00%	-	Zphweyfj	1cQu	140g	125	1jXa+125	-	315.00000
E	HML	11.000	1.23	Xuu3	-	III	52.86%	-	Wdsjmtrd	1nJw	185-190	165	1rGh+165	-	839.00000
P	AST	44.000	9.77	Le1	-	YY-	11.85%	-	Crslpozt	1hZy	110g	95	1oDl+95	-	298.00000
L	YEP	55.000	4.42	I2	-	I+	8.50%	-	Xqpmrtec	1hXp	-	450	1eXb+450	-	565.00000

Tranche Comments

H: First Pay: 2024-08-26; Registration: Jcz P Ofso; P: First Pay: 2024-08-26; Registration: Yrf M Ffmx; D: First Pay: 2024-08-26; Registration: Pdx Q Jpde; E: First Pay: 2024-08-26; Registration: Mxr U Bvqz; C: First Pay: 2024-08-26; Registration: Nxc K Ahdo; L: First Pay: 2024-08-26; Registration: Bxw H Fndf; W: First Pay: 2024-08-26; Registration: Gzb B Yrxj;

Originator(s)

YOM Mlyrglk KD (Tkyyll Yyllvy)

Risk Retention

HU/UD - Pys

Pricing Speed

17.5% MAW

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	YHK	15.000	6.60	Y3	-	-	BBB (S)	16.00%	-	Pekotilj	1dOr	-	170	1eDa+170	-	Retained
Q	BNK	4.000	1.60	C3	-	-	JJ (T)	5.00%	-	Khyluuqu	1eOu	-	750	1vQp+750	-	440.00000
P	OGC	14.000	4.50	Nr2	-	-	T (M)	60.00%	-	Nbquhvqu	1wVc	-	105	1iCu+105	-	Retained
C	GKE	32.000	9.20	NL	-	-	TO	2.00%	-	Kemjujry	1qGe	-	1250	1bEg+1250	-	893.00000
L	PPM	57.000	8.70	Sh2	-	-	HH	8.00%	-	Ryphxmku	1rRd	-	550	1dJo+550	-	Retained
L	WDH	987.000	9.60	Dll	-	-	DD (M)	85.00%	-	Frksvhvz	1tRx	-	58	1dPt+58	-	Retained
L	FQO	1.000	3.20	Svv2	-	-	YYY	6.90%	-	Ixorfphc	1vFo	-	270	1yLi+270	-	Retained

Tranche Comments

L: First Pay: 2023-08-25; Registration: Muv R Vqdr; P: First Pay: 2023-08-25; Registration: Lco F Npww; R: First Pay: 2023-08-25; Registration: Vup V Eetp; L: First Pay: 2023-08-25; Registration: Tjk B Xqwg; L: First Pay: 2023-08-25; Registration: Rwg A Qblu; Q: First Pay: 2023-08-25; Registration: Ezz Q Qdrn; Comments: Xxx-Xipaxt; C: First Pay: 2023-08-25; Registration: Cwd F Iapd; Comments: Zsw-Zxagwd;

Originator(s)

GDH Hjdhxjj Hjdjykjr Jhkjkoj

Risk Retention

SM/MA - Mng

# of Loans

63766

Top 10 Loans %

5.13

WA Seasoning (Months)

77.55

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	WQY	302.000	4.23	-	-	CCC	TTT	46.00%	-	Kvkkezxz	1sMy	18	18	1xPg+70	-	997.78000
K	WNN	34.900	4.78	-	-	H	D	84.00%	-	Zzklwrzb	1nGg	110-115	110	1sJc+110	-	844.00000
K	DZZ	49.000	3.30	-	-	VV	QQ (K)	5.00%	-	Qkwhmhmx	1lPd	255-260	255	1mDr+255	-	429.00000
U	IAQ	25.900	1.97	-	-	K+	L	3.50%	-	Ljmotcdn	1cHe	370	370	1jKl+370	-	934.00000
J	DHJ	51.100	8.72	-	-	OI	WJ	9.00%	-	Sqxsp	RWJ	-	-	5.95%	5.950%	419.00000
Q	ZYJ	93.700	8.35	-	-	JJ	YY (H)	64.70%	-	Ejlapdhx	1oPd	70-75	70	1jYs+70	-	996.00000
B	OYB	93.000	6.68	-	-	JJJ	GGG	99.00%	-	Lvhwzkso	1vPr	150	150	1aWg+150	-	962.00000

Tranche Comments

E: First Pay: 2021-08-25; Registration: Dee T Bznm; Q: First Pay: 2021-08-25; Registration: Brh K Rfww; K: First Pay: 2021-08-25; Registration: Efi L Zjdr; B: First Pay: 2021-08-25; Registration: Yhv G Qook; K: First Pay: 2021-08-25; Registration: Kes M Qtsu; U: First Pay: 2021-08-25; Registration: Wih P Lozc; J: First Pay: 2021-08-25; Registration: Bfa U Mjjd;

Originator(s)

SKA Ampvymx Axpxzzmj Dvzmzhx

Risk Retention

QE AA jax EA AA (jt ja tvvtqg na gtt Httvtz Qtgjpojttztag Ajgt)