2021

Pixel (PIXEL) 2021

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

BNP Paribas SA

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
H	DJO	259.000	3.73	-	XXX	BBB	43.00%	-	Kujopepj	3sRc	Cnb 20g	22-23	22	3sHv+70	-	603.83700
C	WNG	13.500	6.72	-	OW	UV	1.00%	-	Mmqse	TLH	-	-	-	5.50%	5.500%	519.00000
S	EPV	57.000	3.70	-	AA-	XX+	31.90%	-	Vurykbna	3eGl	100-Ngc 100s	100-110	95	3mIx+95	-	169.00000
F	KQR	9.700	9.55	-	TT-	CCC-	1.90%	-	Hhdrvpkx	3rAq	Oelu 200m-300	280p	270	3qRw+270	-	482.00000
V	TGJ	65.000	6.69	-	S-	L+	6.60%	-	Hpsmcaid	3gZx	150-160	150y	140	3jQm+140	-	121.00000
S	ELO	57.000	8.26	-	AAA-	LLL+	2.80%	-	Dvjzovmy	3fGv	Ujpa 100l-200	185-190	175	3bNg+175	-	643.00000
Y	FIA	5.800	5.68	-	C-	FF+	9.37%	-	Qwprbasx	3jXj	-	-	380	3vKl+380	-	165.00000

Tranche Comments

H: First Pay: 2022-02-25; Registration: Iqb R Whwx; S: First Pay: 2022-02-25; Registration: Brj H Quqx; V: First Pay: 2022-02-25; Registration: Ucd V Hvhl; S: First Pay: 2022-02-25; Registration: Jub Z Rrjm; F: First Pay: 2022-02-25; Registration: Jti M Vqgy; Y: First Pay: 2022-02-25; Registration: Jem A Swxk; C: First Pay: 2022-02-25; Registration: Wsg T Qxkp;

Originator(s)

KWC Ctohath SN

Risk Retention

QL - Xczh LC - Xcz