Taurus UK DAC (TAURUS) 2021-1

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AGBP158.0005.20-Aaa--AAAAAA-30.1%FloatingSONIA90-10085SONIA+85-100.00000
BGBP40.0005.20-Aa3--AA (L)AA+-37.8%FloatingSONIA140-150130SONIA+130-100.00000
CGBP36.0005.20-A3--A (L)A-44.6%FloatingSONIA180-190165SONIA+165-100.00000
DGBP56.0005.20-Baa3--BBB (L)BBB-55.3%FloatingSONIA280-290260SONIA+260-100.00000
EGBP33.1295.20-B3--BB (L)BB-61.6%FloatingSONIA380-400365SONIA+365-100.00000
Tranche Comments
A: Registration: 144A/Reg S; B: Registration: 144A/Reg S; C: Registration: 144A/Reg S; D: Registration: 144A/Reg S; E: Registration: 144A/Reg S;
Risk Retention
BAML will retain on an ongoing basis a material net economic interest of at least 5% of the total nominal value of each of the tranches sold or transferred to investors