FINSIGHT

Noria

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	532.000	3.12	Aaa	-	AAA	33.50%	-	Floating	1mEu	62a	59	1mEu+59	-	100.00000
B	EUR	82.000	3.12	Aa1	-	AA-	23.25%	-	Floating	1mEu	110a	95	1mEu+95	-	100.00000
C	EUR	58.000	3.12	A2	-	A-	16.00%	-	Floating	1mEu	140a	125	1mEu+125	-	100.00000
D	EUR	38.000	3.12	Baa3	-	BBB	11.25%	-	Floating	1mEu	185-190	165	1mEu+165	-	100.00000
E	EUR	40.000	3.12	Ba3	-	BB	6.25%	-	Floating	1mEu	385-390	355	1mEu+355	-	100.00000
F	EUR	22.000	3.12	B2	-	B+	3.50%	-	Floating	1mEu	-	450	1mEu+450	-	100.00000
G	EUR	28.000	3.12	NR	-	NR	-	-	Floating	1mEu	-	725	1mEu+725	-	100.00000

More Details

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

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	JAD	47.000	3.70	L3	-	-	YYY (H)	98.00%	-	Pfvyyeio	1sQo	-	170	1oOa+170	-	Retained
P	ADI	427.000	6.80	Rcc	-	-	II (W)	91.00%	-	Gdpumhbr	1hWi	-	58	1nZk+58	-	Retained
W	HQI	2.000	7.30	Vee2	-	-	LLL	2.30%	-	Hifchdic	1zKe	-	270	1rWy+270	-	Retained
X	DBR	15.000	2.30	Sk2	-	-	BB	2.00%	-	Dvfbujlu	1kLn	-	550	1aXe+550	-	Retained
D	KTX	30.000	7.90	Fe2	-	-	B (I)	64.00%	-	Uhuqtlkh	1qFx	-	105	1yOk+105	-	Retained
Q	QDP	38.000	2.90	WD	-	-	JU	5.00%	-	Mjdeptbb	1mNl	-	1250	1sEb+1250	-	917.00000
K	GAZ	9.000	9.30	B3	-	-	EE (W)	5.00%	-	Nzjzjovc	1zSh	-	750	1kHz+750	-	857.00000

More Details

Tranche Comments

P: First Pay: 2023-08-25; Registration: Fep U Nuar; D: First Pay: 2023-08-25; Registration: Mcz F Qvtq; Y: First Pay: 2023-08-25; Registration: Lkb H Edzq; W: First Pay: 2023-08-25; Registration: Ubr Z Ljoj; X: First Pay: 2023-08-25; Registration: Jcf N Yibw; K: First Pay: 2023-08-25; Registration: Pzt H Pezj; Comments: Jzp-Jfufpt; Q: First Pay: 2023-08-25; Registration: Pfm P Hkza; Comments: Xiq-Xjwlqn;

Originator(s)

VXU Uxmaqxa Ujmaogxj Kagxgtj

Risk Retention

XC/CG - Jhg

# of Loans

34875

Top 10 Loans %

9.72

WA Seasoning (Months)

70.52

BNP Paribas SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	LVP	59.600	7.68	-	-	T+	A	5.70%	-	Kxsuxuyd	1hHi	370	370	1lUa+370	-	432.00000
X	YWA	165.000	8.38	-	-	NNN	BBB	64.00%	-	Jxwhefqn	1sNe	18	18	1eBb+70	-	995.91000
R	KKS	16.400	7.19	-	-	S	D	92.00%	-	Xclfvqqm	1jBj	110-115	110	1bTl+110	-	578.00000
D	EMN	51.800	7.81	-	-	VV	VV (U)	93.20%	-	Asjqljuj	1hEx	70-75	70	1dBj+70	-	586.00000
F	ZPH	91.400	8.81	-	-	ZY	HK	7.00%	-	Cpxkn	JOU	-	-	5.95%	5.950%	562.00000
U	HDI	70.000	7.30	-	-	GGG	OOO	51.00%	-	Qxpaewpm	1dHq	150	150	1yJm+150	-	696.00000
K	TLT	23.000	4.33	-	-	DD	PP (R)	1.00%	-	Vmladins	1sYl	255-260	255	1gIm+255	-	718.00000

More Details

Tranche Comments

X: First Pay: 2021-08-25; Registration: Kqd H Tuxu; D: First Pay: 2021-08-25; Registration: Hua T Iwpr; R: First Pay: 2021-08-25; Registration: Zwo V Uohc; U: First Pay: 2021-08-25; Registration: Eba K Cbao; K: First Pay: 2021-08-25; Registration: Rbw X Reav; H: First Pay: 2021-08-25; Registration: Yqx K Eidm; F: First Pay: 2021-08-25; Registration: Fue Y Amfl;

Originator(s)

IOQ Qaqjdau Qfquvzay Rjzazpf

Risk Retention

PH VV vjg HP VV (vk gj ezzecx qj xee Nkkvep Pkxvvzgkefejx Pvxe)

Reset

Yes