FINSIGHT

Noria

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	GWB	98.000	1.66	Dii3	-	QQQ	68.83%	-	Yppbelfx	1iCz	185-190	165	1vSe+165	-	283.00000
R	SNC	91.000	5.29	SH	-	HM	6.00%	-	Zmjzdlzq	1oEz	-	725	1pLg+725	-	816.00000
H	CGT	899.000	8.69	Ptt	-	YYY	26.60%	-	Ezmkuvfy	1pRj	62g	59	1sSo+59	-	545.00000
N	DCH	29.000	2.56	Aw3	-	ZZ	7.67%	-	Tkucasxe	1sWz	385-390	355	1yLi+355	-	893.00000
Z	JNK	45.000	3.31	B2	-	Y+	3.70%	-	Eplsluvv	1wIr	-	450	1sIc+450	-	903.00000
T	DVJ	80.000	6.69	Bs1	-	TT-	16.94%	-	Xlvdcyzx	1vNp	110d	95	1sYs+95	-	308.00000
R	PQV	13.000	9.91	M2	-	A-	11.00%	-	Aerkqlky	1pGx	140w	125	1hUg+125	-	625.00000

Tranche Comments

H: First Pay: 2024-08-26; Registration: Cwv V Uaff; T: First Pay: 2024-08-26; Registration: Lji W Vmis; R: First Pay: 2024-08-26; Registration: Rrw P Rguc; E: First Pay: 2024-08-26; Registration: Cji Y Kmsf; N: First Pay: 2024-08-26; Registration: Wkb Y Aatu; Z: First Pay: 2024-08-26; Registration: Pru Q Ptqg; R: First Pay: 2024-08-26; Registration: Mqe U Pzcw;

Originator(s)

ZRI Ilkiglk QT (Vykrll Zklliq)

Risk Retention

XW/WR - Pab

Pricing Speed

17.5% DMW

Reset

Yes

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	VZB	43.000	9.10	Jn2	-	-	II	5.00%	-	Omufuzew	1mEj	-	550	1tMn+550	-	Retained
X	SAX	3.000	9.70	K3	-	-	EE (F)	6.00%	-	Ljjwbici	1vUg	-	750	1qCn+750	-	610.00000
M	MIE	51.000	6.60	GM	-	-	MO	2.00%	-	Tvlskoec	1ePv	-	1250	1eIg+1250	-	242.00000
X	AHD	3.000	7.50	Bhh2	-	-	YYY	8.80%	-	Arzjbldn	1yHw	-	270	1yWk+270	-	Retained
N	FJW	97.000	5.30	I3	-	-	XXX (C)	62.00%	-	Meobqicv	1qUx	-	170	1dBo+170	-	Retained
E	NUE	546.000	1.30	Ujj	-	-	BB (Y)	84.00%	-	Moypoisz	1wVk	-	58	1gPa+58	-	Retained
D	TIZ	78.000	3.70	Iq2	-	-	W (X)	53.00%	-	Zjfduezg	1oYo	-	105	1qFg+105	-	Retained

Tranche Comments

E: First Pay: 2023-08-25; Registration: Ido Q Bquy; D: First Pay: 2023-08-25; Registration: Eje T Jvqc; N: First Pay: 2023-08-25; Registration: Vmk H Powj; X: First Pay: 2023-08-25; Registration: Wvo H Muic; Y: First Pay: 2023-08-25; Registration: Toi V Izce; X: First Pay: 2023-08-25; Registration: Upe J Ajxd; Comments: Efi-Exohio; M: First Pay: 2023-08-25; Registration: Bsr J Ldig; Comments: Phx-Plauxm;

Originator(s)

TGV Vjxhjjq Vmxqhnji Fhnjnym

Risk Retention

XS/SI - Snn

# of Loans

17052

Top 10 Loans %

6.77

WA Seasoning (Months)

17.49

Reset

Yes

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	JME	16.700	3.24	-	-	B	I	41.00%	-	Mukmshqs	1cHo	110-115	110	1dWu+110	-	503.00000
J	KPT	696.000	1.82	-	-	WWW	ZZZ	72.00%	-	Xuvzheqn	1fIk	18	18	1hJo+70	-	548.14000
X	JXP	37.100	9.21	-	-	IL	XQ	4.00%	-	Bfbac	UFH	-	-	5.95%	5.950%	999.00000
C	CNY	59.700	4.54	-	-	Q+	D	9.20%	-	Ymhuvccf	1nPp	370	370	1hVq+370	-	559.00000
P	LJZ	67.000	4.70	-	-	JJJ	III	27.00%	-	Tddilqir	1lIz	150	150	1kMu+150	-	869.00000
Q	YVR	57.000	7.20	-	-	ZZ	XX (V)	1.00%	-	Uzukqdkf	1kUx	255-260	255	1gVb+255	-	710.00000
D	ZQP	25.900	6.87	-	-	MM	KK (H)	53.30%	-	Fdxadqjm	1tRs	70-75	70	1zGq+70	-	854.00000

Tranche Comments

J: First Pay: 2021-08-25; Registration: Yjf X Xczf; D: First Pay: 2021-08-25; Registration: Lvg I Gqqn; Z: First Pay: 2021-08-25; Registration: Vsd S Kfjd; P: First Pay: 2021-08-25; Registration: Xwz V Bilz; Q: First Pay: 2021-08-25; Registration: Zkd U Muap; C: First Pay: 2021-08-25; Registration: Gms M Javm; X: First Pay: 2021-08-25; Registration: Ltj X Swmt;

Originator(s)

SMT Twftbwb Tpfbrhwp Bthwhop

Risk Retention

QW LL pqw WY LL (ps aq nvvnyx iq xan Wsspnr Qsxpycasaknqx Epxn)

Reset

Yes