FINSIGHT

Pixel

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	380.000	2.35	-	AAA	AAA	24.00%	-	Floating	3mEu	22-23	22	3mEu+70	-	101.14900
B	EUR	47.000	2.35	-	AA-	AA+	14.60%	-	Floating	3mEu	100-110	95	3mEu+95	-	100.00000
C	EUR	29.000	2.35	-	A-	A+	8.80%	-	Floating	3mEu	150a	140	3mEu+140	-	100.00000
D	EUR	17.000	2.35	-	BBB-	BBB+	5.40%	-	Floating	3mEu	185-190	175	3mEu+175	-	100.00000
E	EUR	9.500	2.35	-	BB-	BBB-	3.50%	-	Floating	3mEu	280a	270	3mEu+270	-	100.00000
F	EUR	6.200	2.35	-	B-	BB+	2.26%	-	Floating	3mEu	-	380	3mEu+380	-	100.00000
G	EUR	11.300	2.35	-	NR	NR	-	-	Fixed	YLD	-	-	5.50%	5.500%	100.00000

More Details

Tranche Comments

A: First Pay: 2022-02-25; Registration: Reg S Only; B: First Pay: 2022-02-25; Registration: Reg S Only; C: First Pay: 2022-02-25; Registration: Reg S Only; D: First Pay: 2022-02-25; Registration: Reg S Only; E: First Pay: 2022-02-25; Registration: Reg S Only; F: First Pay: 2022-02-25; Registration: Reg S Only; G: First Pay: 2022-02-25; Registration: Reg S Only;

Originator(s)

BNP Paribas SA

Risk Retention

EU - Yes; US - Yes