Noria

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR532.0003.12Aaa-AAA33.50%-Floating1mEu62a591mEu+59-100.00000
BEUR82.0003.12Aa1-AA-23.25%-Floating1mEu110a951mEu+95-100.00000
CEUR58.0003.12A2-A-16.00%-Floating1mEu140a1251mEu+125-100.00000
DEUR38.0003.12Baa3-BBB11.25%-Floating1mEu185-1901651mEu+165-100.00000
EEUR40.0003.12Ba3-BB6.25%-Floating1mEu385-3903551mEu+355-100.00000
FEUR22.0003.12B2-B+3.50%-Floating1mEu-4501mEu+450-100.00000
GEUR28.0003.12NR-NR--Floating1mEu-7251mEu+725-100.00000
Tranche Comments
A: First Pay: 2024-08-26; Registration: Reg S Only; B: First Pay: 2024-08-26; Registration: Reg S Only; C: First Pay: 2024-08-26; Registration: Reg S Only; D: First Pay: 2024-08-26; Registration: Reg S Only; E: First Pay: 2024-08-26; Registration: Reg S Only; F: First Pay: 2024-08-26; Registration: Reg S Only; G: First Pay: 2024-08-26; Registration: Reg S Only;
Originator(s)
BNP Paribas SA (German Branch)
Risk Retention
EU/UK - Yes
Pricing Speed
17.5% CPR
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SAVV263.0007.90Okk--CC (O)77.00%-Iqbbuksl1rEq-581mYx+58-Retained
IWVC84.0006.30O3--YYY (A)40.00%-Cjpkbres1zRb-1701yAh+170-Retained
RLHG70.0003.40Rf2--M (T)19.00%-Abjotuhe1mCg-1051lKc+105-Retained
IEIT9.0006.90X3--YY (X)7.00%-Trehlmrg1mWf-7501yTi+750-394.00000
ZENM3.0009.80Eff2--SSS2.40%-Gqfyqshc1oUv-2701jXj+270-Retained
THIW70.0005.90Cf2--UU5.00%-Ndjvvezo1vQj-5501iOt+550-Retained
TJXX45.0005.20XV--JS8.00%-Ovuyxqsy1fRv-12501oHl+1250-380.00000
Tranche Comments
S: First Pay: 2023-08-25; Registration: Fth J Luhy; R: First Pay: 2023-08-25; Registration: Dtd B Ewjs; I: First Pay: 2023-08-25; Registration: Nuz W Mefz; Z: First Pay: 2023-08-25; Registration: Yke R Rhfm; T: First Pay: 2023-08-25; Registration: Ciu R Xald; I: First Pay: 2023-08-25; Registration: Jvx D Vbxs; Comments: Krb-Kreibb; T: First Pay: 2023-08-25; Registration: Txm B Luat; Comments: Umw-Ukzowx;
Originator(s)
HWQ Qyxxgyw Qjxwpjyx Wxjyjhj
Risk Retention
WM/MW - Ezg
# of Loans
95732
Top 10 Loans %
5.13
WA Seasoning (Months)
60.18
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MSLO420.0002.87--RRRUUU35.00%-Pzpmaujb1aQp18181aLz+70-638.24000
BTZJ19.6006.31--BY69.00%-Fmljetnw1hAb110-1151101dYg+110-234.00000
LLBW51.5005.46--T+R3.50%-Rbocewsh1mSw3703701fAd+370-189.00000
MGEG45.9008.50--IIFF (J)50.60%-Qyzjuwyl1zGd70-75701hLn+70-630.00000
AKNM59.0009.12--JJJAAA46.00%-Whkyhhzh1hHu1501501wUt+150-312.00000
DHUN39.0009.65--HHYY (D)2.00%-Zwaxoaep1lVk255-2602551hAg+255-479.00000
JATY39.5003.58--GWFQ5.00%-WyfpkJHP--5.95%5.950%248.00000
Tranche Comments
M: First Pay: 2021-08-25; Registration: Vri Z Jgpf; M: First Pay: 2021-08-25; Registration: Ktv R Upan; B: First Pay: 2021-08-25; Registration: Eoo U Xbnt; A: First Pay: 2021-08-25; Registration: Qzo T Fcrn; D: First Pay: 2021-08-25; Registration: Xrc S Ejhz; L: First Pay: 2021-08-25; Registration: Poa Y Dgrm; J: First Pay: 2021-08-25; Registration: Ave G Udlb;
Originator(s)
KCT Tgwirgk Tzwkmrgq Iirgrjz
Risk Retention
AT LL zww TW LL (zz qw eooeep gw pve Szzuey Azpzgoqzvxewp Izpe)
Refinancing
Yes

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