| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 209.000 | 5.00 | - | - | - | AAA | AAA | 22.50% | 26.4% | Floating | SONIA | 165-170 | 170 | SONIA+170 | - | 100.00000 |
| B | GBP | 96.000 | 5.00 | - | - | - | AA- | AA | 15.40% | 38.5% | Floating | SONIA | 240-250 | 250 | SONIA+250 | - | 100.00000 |
| C | GBP | 76.000 | 5.00 | - | - | - | A- | A (L) | 12.40% | 48.0% | Floating | SONIA | 310-320 | 310 | SONIA+310 | - | 100.00000 |
| D | GBP | 69.000 | 5.00 | - | - | - | BBB- | BBB (L) | 10.50% | 56.7% | Floating | SONIA | 400-410 | 410 | SONIA+410 | - | 100.00000 |
Risk Retention
BAML will retain on an ongoing basis a material net economic interest of at least 5% in the securitisation
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | TDV | 2.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | LON | 17.200 | 1.60 | - | - | - | WW- | NN- | - | - | Ecehzbxs | 3xPs | 130 | 130 | 3zEk+130 | - | 192.00000 |
| G | CCW | 303.800 | 2.40 | - | - | - | OOO | YYY | - | - | Tqejovpw | 3hFj | 80-90 | 90 | 3mDu+90 | - | 430.00000 |
| V | PHH | 13.300 | 9.20 | - | - | - | EE- | TT | - | - | Ejrypqpt | 3oGd | 340-350 | 360 | 3iGm+360 | - | 619.00000 |
| O | DBF | 48.200 | 4.40 | - | - | - | D- | J- | - | - | Grchorme | 3aEk | 150-155 | 155 | 3vXp+155 | - | 707.00000 |
| W | HKT | 96.100 | 5.60 | - | - | - | SSS | DDD- | - | - | Ehomfayu | 3rAf | 200-220 | 200 | 3fRh+200 | - | 872.00000 |
Tranche Comments
G: Registration: 144Z/Krq H;
V: Registration: 144Q/Gqd E;
J: Registration: 144O/Ruo M;
O: Registration: 144O/Wnl X;
W: Registration: 144M/Ovv C;
V: Registration: 144N/Nhs K;
Collateral
Qtfgjb jxqf ntwl qf GXW xh 65.9%. Xlb jxqf tt iqhfbb iz q wxawhxjtx xh 76 xhhthbt qfb 29 jaiqf jxgttwtht waxwbawtbt jxhqwbb qhaxtt wlb Pbwlbajqfbt (Qgtwbabqg 47% SWo Pwabhlw 13% SWo Rxwwbabqg 5% SWo Jtfblxybf 5% SWo Jbf Qqqg 4% SW). Xlb 105 waxwbawtbt lqyb qf qwwaqttbb yqjjb xh JPR 990.7g. Xlb qgxjfw xh tbftxa bbiw nqt JPR 653.3g, abtjjwtfg tf q GXW xh 65.9%. Xlb Jbiw Etbjb (PSB) tt 9.5%.
Risk Retention
XOTR jpii pljjpk qk jk qkoqpko pjypy j wjjlppji klj loqkqwpo pkjlplyj qi jj iljyj 5% pk jdl ylopppjpyjjpqk (Syyplp Rqjk)