FINSIGHT

Autonoria DE

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	458.000	2.29	Aaa	-	-	AAA	12.76%	-	Floating	1mEu	47	47	1mEu+47	-	100.00000
B	EUR	15.800	2.29	Aa3	-	-	AA (H)	9.75%	-	Floating	1mEu	115-120	115	1mEu+115	-	100.00000
C	EUR	14.300	2.29	A3	-	-	A (H)	7.03%	-	Floating	1mEu	210-215	210	1mEu+210	-	100.00000
D	EUR	5.300	2.29	Baa2	-	-	A (L)	6.02%	-	Floating	1mEu	305	305	1mEu+305	-	100.00000
E	EUR	11.300	2.29	Ba1	-	-	BB	3.87%	-	Floating	1mEu	550-575	550	1mEu+550	-	100.00000
F	EUR	4.500	2.29	B1	-	-	B (L)	3.01%	-	Floating	1mEu	750-775	750	1mEu+750	-	100.00000
G	EUR	15.800	2.29	NR	-	-	NR	-	-	Floating	1mEu	1050-1075	1050	1mEu+1050	-	100.00000

More Details

Tranche Comments

A: First Pay: 2023-04-25; Registration: Reg S Only; B: First Pay: 2023-04-25; Registration: Reg S Only; C: First Pay: 2023-04-25; Registration: Reg S Only; D: First Pay: 2023-04-25; Registration: Reg S Only; E: First Pay: 2023-04-25; Registration: Reg S Only; F: First Pay: 2023-04-25; Registration: Reg S Only; G: First Pay: 2023-04-25; Registration: Reg S Only;

Originator(s)

BNP Paribas SA Niederlassung Deutschland

Risk Retention

EU/UK - Yes

Pricing Speed

15% CPR to 10% Clean-up Call