Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A GBP 158.000 5.20 - Aaa - - AAA AAA - 30.1% Floating SONIA 90-100 85 SONIA+85 - 100.00000 B GBP 40.000 5.20 - Aa3 - - AA (L) AA+ - 37.8% Floating SONIA 140-150 130 SONIA+130 - 100.00000 C GBP 36.000 5.20 - A3 - - A (L) A - 44.6% Floating SONIA 180-190 165 SONIA+165 - 100.00000 D GBP 56.000 5.20 - Baa3 - - BBB (L) BBB - 55.3% Floating SONIA 280-290 260 SONIA+260 - 100.00000 E GBP 33.129 5.20 - B3 - - BB (L) BB - 61.6% Floating SONIA 380-400 365 SONIA+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
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